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Tytuł:
Analysis and application of mechanical system reliability model based on copula function
Autorzy:
An, H.
Yin, H.
He, F.
Powiązania:
https://bibliotekanauki.pl/articles/260570.pdf
Data publikacji:
2016
Wydawca:
Politechnika Gdańska. Wydział Inżynierii Mechanicznej i Okrętownictwa
Tematy:
copula function
mechanical system reliability
model
Opis:
There is complicated correlations in mechanical system. By using the advantages of copula function to solve the related issues, this paper proposes the mechanical system reliability model based on copula function. And makes a detailed research for the serial and parallel mechanical system model and gets their reliability function respectively. Finally, the application research is carried out for serial mechanical system reliability model to prove its validity by example. Using Copula theory to make mechanical system reliability modeling and its expectation, studying the distribution of the random variables (marginal distribution) of the mechanical product’ life and associated structure of variables separately, can reduce the difficulty of multivariate probabilistic modeling and analysis to make the modeling and analysis process more clearly.
Źródło:
Polish Maritime Research; 2016, S 1; 187-191
1233-2585
Pojawia się w:
Polish Maritime Research
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
State-of-the-art in modeling nonlinear dependence among many random variables with copulas and application to financial indexes
Autorzy:
Bacigál, T.
Komorníková, Magdaléna
Komorník, Jozef
Powiązania:
https://bibliotekanauki.pl/articles/385191.pdf
Data publikacji:
2019
Wydawca:
Sieć Badawcza Łukasiewicz - Przemysłowy Instytut Automatyki i Pomiarów
Tematy:
dependence
copula
elliptically contoured distribution
vine copula
factor copula
hierarchical Archimedean copula
international financial market indexes
Opis:
In this paper, we focus our attention on multi– dimensional copula models for returns of the indexes of selected prominent international financial markets. Our modeling results, based on elliptic copulas, 7‐ dimensional hierarchical Archimedean copulas, vine co‐ pulas and factor copulas demonstrate a dominant role of the SPX index among the considered major stock indexes (mainly at the first tree of the optimal vine copulas). Some interesting weaker conditional dependencies can be de‐ tected at it’s highest trees. Interestingly, while global op‐ timal model (for the whole period of 277 months) belong to the Factor FDG copulas class, the optimal local models can be found (with very minor differences in the values of GoF test statistic) in the classes of Factor FDG and hier‐ archical Archimedean copulas. The dominance of these models is most striking over the interval of the financial market crisis, where the quality of the best Student class model was providing a substantially poorer fit.
Źródło:
Journal of Automation Mobile Robotics and Intelligent Systems; 2019, 13, 3; 84-91
1897-8649
2080-2145
Pojawia się w:
Journal of Automation Mobile Robotics and Intelligent Systems
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
The application of generalized pareto distribution and copula functions in the issue of operational risk
Autorzy:
Basiaga, Krzysztof
Szkutnik, Tomasz
Powiązania:
https://bibliotekanauki.pl/articles/425185.pdf
Data publikacji:
2013
Wydawca:
Wydawnictwo Uniwersytetu Ekonomicznego we Wrocławiu
Tematy:
operational risk
copula functions
GPD distribution
VaR
Opis:
The article concerns the issue of modelling of operational risk in a bank. The area of analysis is related to two separate analytical areas composed of certain combinations of the Basel Matrix risk categories. The focus of interest is in the modelling of loss severity distributions in LDA models and in consideration of the power and character of dependences among the studied analytical areas. To model a single loss severity distribution, the authors used the approach based on extreme values theory EVT. GPD distribution was used to model the right tail. The t-Student copula function was used in the cases of consideration of power and character of dependences. The determined values describe the effects of the applied approach in relative scale.
Źródło:
Econometrics. Ekonometria. Advances in Applied Data Analytics; 2013, 1(39); 133-143
1507-3866
Pojawia się w:
Econometrics. Ekonometria. Advances in Applied Data Analytics
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
A Bivariate Copula-based Model for a Mixed Binary-Continuous Distribution: A Time Series Approach
Autorzy:
Bień-Barkowska, Katarzyna
Powiązania:
https://bibliotekanauki.pl/articles/483353.pdf
Data publikacji:
2012
Wydawca:
Polska Akademia Nauk. Czytelnia Czasopism PAN
Tematy:
copula function
mixed binary-continuous distribution
ACD models
market microstructure
Opis:
In this paper we present a copula-based model for a binary and a continuous variable in a time series setup. Within this modeling framework both marginals can be equipped with their own dynamics whereas the contemporaneous dependence between both processes can be flexibly captured via a copula function. We propose a method for testing the goodness-offit of such a time series model using probability integral transforms (PIT). This verification procedure allows not only a verification of the goodness-offit of the estimated marginal distribution for a continuous variable but also the conditional distribution of a continuous variable given the outcome of its binary counterpart (i.e. the adequacy of the copula choice). We test the model on an empirical example: investigating the relationship between trading volume and the indicators of arbitrarily ’large’ price movements on the interbank EUR/PLN spot market.
Źródło:
Central European Journal of Economic Modelling and Econometrics; 2012, 4, 2; 117-142
2080-0886
2080-119X
Pojawia się w:
Central European Journal of Economic Modelling and Econometrics
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Band copulas as spectral measures for two-dimensional stable random vectors
Autorzy:
Bojarski, Jacek
K. Misiewicz, Jolanta
Powiązania:
https://bibliotekanauki.pl/articles/729780.pdf
Data publikacji:
2003
Wydawca:
Uniwersytet Zielonogórski. Wydział Matematyki, Informatyki i Ekonometrii
Tematy:
Symmetric stable random vector
spectral measure
canonical spectral measure
copula
James corelation for random variables
Opis:
In this paper, we study basic properties of symmetric stable random vectors for which the spectral measure is a copula, i.e., a distribution having uniformly distributed marginals.
Źródło:
Discussiones Mathematicae Probability and Statistics; 2003, 23, 1; 69-75
1509-9423
Pojawia się w:
Discussiones Mathematicae Probability and Statistics
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Reliability assessment for micro inertial measurement unit based on accelerated degradation data and copula theory
Autorzy:
Chi, Bingjia
Wang, Yashun
Hu, Jingwen
Zhang, Shufeng
Chen, Xun
Powiązania:
https://bibliotekanauki.pl/articles/2173134.pdf
Data publikacji:
2022
Wydawca:
Polska Akademia Nauk. Polskie Naukowo-Techniczne Towarzystwo Eksploatacyjne PAN
Tematy:
MIMU
Wiener process
accelerated degradation test
copula
reliability assessment
Opis:
With its extensive use in industry, assessing the reliability of the micro inertial measurment unit (MIMU) has become a pressing need. Unfortunately, the MIMU is made up of several components, and the degradation processes of each are intertwined, making it difficult to assess the MIMU’s reliability and remaining useful life. In this research, we offer a reliability assessment approach for the MIMU, which has long-lifetime and multiple performance characteristics (PCs), based on accelerated degradation data and copula theory.Each PC model of MIMU is constructed utilizing drift Brownian motion to depict accelerated degradation process. The copula function is used to model the multivariate dependent accelerated degradation test data and to describe the dependency between multiple MIMU performance parameters. The particle swarm optimization algorithm is used to estimate the unknown parameters in the multi-dependent ADT model. Finally, the storage test and simulation example on MIMU’s accelerated degradation data verify the feasibility and effectiveness of the proposed method.
Źródło:
Eksploatacja i Niezawodność; 2022, 24, 3; 554--563
1507-2711
Pojawia się w:
Eksploatacja i Niezawodność
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Wyznaczanie dwuwymiarowych charakterystyk projektowych wezbrań sztormowo-roztopowych w zurbanizowanym obszarze portu morskiego w Ustce – wybrane problemy
Determining the Bivariate Design Characteristics of the Storm-Snowmelt Floods in an Urban Area of a Seaport in Ustka – Selected Problems
Autorzy:
Ciupak, M.
Powiązania:
https://bibliotekanauki.pl/articles/163791.pdf
Data publikacji:
2017
Wydawca:
Polskie Towarzystwa Geofizyczne
Tematy:
częstość stacjonarna
częstość niestacjonarna
prawdopodobieństwo przewyższenia
okres powtarzalności
teoria kopuli
funkcja kopuli BB1
port morski w Ustce
stationary frequency
non-stationary frequency
probability of exceedance
return period
copula’s theory
BB1 copula function
sea port in Ustka
Opis:
W artykule poruszono problematykę interpretacji wyników analizy dwuwymiarowej w odniesieniu do: 1) zasadności wyboru stochastycznego modelu w warunkach stacjonarności i niestacjonarności wezbrania sztormowo-roztopowego, 2) porównywania okresów powtarzalności i prawdopodobieństw przewyższenia zdefiniowanych w różnych zbiorach, oraz 3) porównywania jednowymiarowych prawdopodobieństw przewyższenia z ich dwuwymiarowymi odpowiednikami. Zmienną 2D utworzyły najwyższy poziom morza zaobserwowany w czasie wezbrań sztormowych w profilu wodowskazowym Ustka HUST (cm) i korespondujący z tym zdarzeniem przepływ w ujściowym odcinku rzeki w profilu wodowskazowym Charnowo QCHA (m3s-1). Parametry łącznej dystrybuanty oszacowano za pomocą 2-wymiarowej 2-parametrowej kopuli archimedesowskiej BB1. Do obliczania charakterystyk projektowych użyto 7 funkcji łącznego i warunkowego prawdopodobieństwa zmiennej 2D (HUST, QCHA). Wykonana analiza wykazała, ze porównywanie prawdopodobieństw zdefiniowanych w różnych dziedzinach i zbiorach oraz jednowymiarowych z dwuwymiarowymi powinno być wykonywane tylko w celu zbadania błędu wynikającego z nieprawidłowego wyboru modelu probabilistycznego. Każde zjawisko może być opisane za pomocą zmiennej wielowymiarowej, natomiast często własności losowej tylko jednej zmiennej są istotne z punktu widzenia celów projektowych.
The article discusses the problem of determining the bivariate design characteristics of storm-snowmelt floods. For analysis the section of estuary Slupia basin in the area which is positioned a seaport in Ustka was used. The main natural hazard that determine the functioning of the seaport are: (i) storm surges in conjunction with backwater, (ii) uncontrolled increase in water level due to ice jam on the River Slupia and ice cover of the Baltic sea, (iii) snowmelt and rainy floods, (iv) destruction of sea coasts as results of waves, wind, sea currents, and (v) the movement of sediment. Seven functions for frequency analysis of storm and snowmelt floods were compared. The copula-based 2D probability distribution was applied to statistically describe floods with two parameters: maximum water level observed in the coastal area at Ustka in the period 1967-2005 HUST [cm] and correspondent of the event the peak of discharge observed in outlet of Slupia River at Charnowo QCHA [m3s-1]. The scope of this article is focused mainly on determine the bivariate characteristics and interpretation of different the joint and conditional probabilities. This article is an attempt to answer the question whether in the nonstationary conditions of phenomena can be used relatively simple stochastic model as it has a significant impact on the practice of planning and design of water sources. The article highlighted the need to properly define the various probabilities, especially in biand multivariate analyses. Comparing the probabilities defined in different domains and in different sets comparing the univariate probability with bivariate should only be carried out to examine the error resulting from improper selection of a probabilistic model. Analyzing the frequency of extreme events such floods, droughts is best considered in terms of the joint and the conditional probability, reasoning in terms of return period can lead to an erroneous understanding of the probability of events and incorrect description of the mechanism of this event.
Źródło:
Przegląd Geofizyczny; 2017, 3-4; 153-177
0033-2135
Pojawia się w:
Przegląd Geofizyczny
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Zastosowanie metody kopuli do dwuwymiarowej analizy wezbrań sztormowych w profilach wodowskazowych Świnoujście i Kołobrzeg
Application of copula method in twodimensional storm surges analysis at Świnoujście and at Kołobrzeg
Autorzy:
Ciupak, M.
Rokiciński, K.
Powiązania:
https://bibliotekanauki.pl/articles/222629.pdf
Data publikacji:
2011
Wydawca:
Akademia Marynarki Wojennej. Wydział Dowodzenia i Operacji Morskich
Tematy:
metoda kopuli
wezbrania sztormowe
profile wodowskazowe
Świnoujście
Kołobrzeg
storm surge
maximum water level above the filling level
Bayesian method
Southern Baltic
Gaussian copula
Gumbel-Hougaard copula
Opis:
W artykule zastosowano metod. kopuli do dwuwymiarowej analizy wezbra. sztormowych. Wezbrania sztormowe scharakteryzowano dwuwymiarow. zmienn. losow.: maksymalnym poziomem morza ponad nape.nienie w profilach wodowskazowych .winouj.cie PM.WI i Ko.obrzeg PMKOL. Proba losowa zosta.a wyznaczona na podstawie zidentyfikowanych wezbra. sztormowych wzd.u. po.udniowych wybrze.y Ba.tyku w latach 1976.2000. Celem artyku.u by.o znalezienie najlepszego dwuwymiarowego rozk.adu prawdopodobie.stwa badanej zmiennej losowej (PM.WI, PMKOL). Badaniu poddano eliptyczn. kopul. gaussowsk. i archimedesowsk. jednoparametrow. Gumela-Hougaarda. Do badania zgodno.ci kopuli z zaobserwowanymi realizacjami zmiennej losowej (PM.WI, PMKOL) u.yto wspo.czynnika korelacji rang Spearmana. Najlepsz. zgodno.. uzyskano dla kopuli Gumbela-Hougaarda �Ďs = 0,9871.
The copula method was applied to analyze 2D storm surges. Storm surges were described with 2D variable: the maximum water level above the filling level at Świnoujście PMŚWI and at Kołobrzeg PMKOL. The identified storm surges along of southern Baltic coasts in the period 1976–2000 were used to set the random sample. The aim of this paper is to find the best fit 2D probability distribution of the variable (PMŚWI, PMKOL). Two copula functions: elliptical Gaussian and Archimedean Gumbel-Hougaard copula were investigated. To verify copula conformity with the data observed the non-parametric dependence measure such as Spearman’s ńs was used. The best conformity was recorded for Gumbel-Hougaard copula ńs = 0,9871.
Źródło:
Zeszyty Naukowe Akademii Marynarki Wojennej; 2011, R. 52 nr 4 (187), 4 (187); 15-34
0860-889X
Pojawia się w:
Zeszyty Naukowe Akademii Marynarki Wojennej
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Spatial contagion between stock markets in Central Europe
Autorzy:
Czapkiewicz, A.
Wójtowicz, T.
Powiązania:
https://bibliotekanauki.pl/articles/108342.pdf
Data publikacji:
2017
Wydawca:
Akademia Górniczo-Hutnicza im. Stanisława Staszica w Krakowie. Wydawnictwo AGH
Tematy:
contagion
CEE markets
risk management
tail dependence
copula function
Opis:
In this paper, we investigate contagion between three European stock markets: those in Frankfurt, Vienna, and Warsaw. Two of them are developed markets, while the last is an emerging market. Additionally, the stock exchanges in Vienna and Warsaw are competing markets in the CEE region. On the basis of daily and intraday returns, we analyze and compare the dependence between the major indices of these markets during calm and turbulent periods. A comparison of the dependence in the tail and in the central part of the joint distribution of returns (via a spatial contagion measure) indicates strong contagion among the analyzed markets. Additionally, the application of a conditional contagion measure indicates the importance of taking into account the situation on other markets when contagion between two markets is considered.
Źródło:
Managerial Economics; 2017, 18, 1; 23-45
1898-1143
Pojawia się w:
Managerial Economics
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Dynamika współzależności warszawskiej Giełdy Papierów Wartościowych z innymi rynkami finansowymi
Dynamics of interdependence between Warsaw Stock Exchange and other financial markets
Autorzy:
Czapkiewicz, Anna
Jamer, Paweł
Powiązania:
https://bibliotekanauki.pl/articles/425306.pdf
Data publikacji:
2015
Wydawca:
Wydawnictwo Uniwersytetu Ekonomicznego we Wrocławiu
Tematy:
DCC
Copula-GARCH
hidden Markov model
stock exchange
dependence survey
Opis:
The aim of this article was the search of the dynamic of dependencies between WSE and other countries coming from Europe, America and Asia. The two-dimensional time series has been modeled by multidimensional GARCH process with dynamic condi-tional correlation or by Markov-switching Copula-GARCH model. The analysis confirms the claim that dependences between financial markets are higher in a period of crisis than during the prosperity time. The dynamic of relationships between Polish market and Euro-pean markets is bigger than the dynamic of relationships between Polish market and Ameri-can or Asian markets.
Źródło:
Econometrics. Ekonometria. Advances in Applied Data Analytics; 2015, 2 (48); 100-113
1507-3866
Pojawia się w:
Econometrics. Ekonometria. Advances in Applied Data Analytics
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
What does it take to be a copula?
Autorzy:
Dalmi, Gréte
Powiązania:
https://bibliotekanauki.pl/articles/1152523.pdf
Data publikacji:
2016
Wydawca:
Uniwersytet im. Adama Mickiewicza w Poznaniu
Tematy:
zero copula
alternative trigger
scope ambiguities
Opis:
This paper argues that copular sentences without an overt copular predicate do project a VP with a phonologically null head, hence so-called “verbless” copular sentences are illusory. Data from Standard Arabic, Spanish, Maltese, Russian, Jamaican Creole, Finnish and Hungarian copular sentences are used to support this claim. It is also claimed here that variation between the habitual property vs. ad hoc property interpretations (traditionally called the individual level vs. stage level distinction) of non-verbal predicates found in copular sentences is closely related to the choice of the copula in multiple BE-system languages. Whilst the current accounts explain this variation by introducing an abstract aspectual operator or an incorporated abstract preposition in the functional layer of the copular predicate, the present proposal derives these interpretive differences from the presence or absence of an OPalt alternative state operator, which can bind the temporal variable of non-verbal predicates in two ways. Negation and temporal adverbials show scope ambiguity in copular sentences. They either take scope over the whole proposition or only over the non-verbal predicate. Such interpretive differences are demonstrated in Russian and Hungarian in Section 4 of this paper, however, they are taken to be valid cross-linguistically. These amibiguities cannot be explained under the “verbless copular sentence” account but fall out naturally from the “zero copula” analysis. The “alternative state” approach can be extended to dream narratives and other non-veridical contexts, which serve as alternative triggers. The existing analyses have nothing to say about such contexts.
Źródło:
Yearbook of the Poznań Linguistic Meeting; 2016, 2, 1
2449-7525
Pojawia się w:
Yearbook of the Poznań Linguistic Meeting
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
What does it take to be a copula?
Autorzy:
Dalmi, Gréte
Powiązania:
https://bibliotekanauki.pl/articles/2135366.pdf
Data publikacji:
2016-08-01
Wydawca:
Uniwersytet im. Adama Mickiewicza w Poznaniu
Tematy:
zero copula
alternative trigger
scope ambiguities
Opis:
This paper argues that copular sentences without an overt copular predicate do project a VP with a phonologically null head, hence so-called “verbless” copular sentences are illusory. Data from Standard Arabic, Spanish, Maltese, Russian, Jamaican Creole, Finnish and Hungarian copular sentences are used to support this claim. It is also claimed here that variation between the habitual property vs. ad hoc property interpretations (traditionally called the individual level vs. stage level distinction) of non-verbal predicates found in copular sentences is closely related to the choice of the copula in multiple BE-system languages. Whilst the current accounts explain this variation by introducing an abstract aspectual operator or an incorporated abstract preposition in the functional layer of the copular predicate, the present proposal derives these interpretive differences from the presence or absence of an OPalt alternative state operator, which can bind the temporal variable of non-verbal predicates in two ways. Negation and temporal adverbials show scope ambiguity in copular sentences. They either take scope over the whole proposition or only over the non-verbal predicate. Such interpretive differences are demonstrated in Russian and Hungarian in Section 4 of this paper, however, they are taken to be valid cross-linguistically. These amibiguities cannot be explained under the “verbless copular sentence” account but fall out naturally from the “zero copula” analysis. The “alternative state” approach can be extended to dream narratives and other non-veridical contexts, which serve as alternative triggers. The existing analyses have nothing to say about such contexts.
Źródło:
Yearbook of the Poznań Linguistic Meeting; 2016, 2, 1; 1-28
2449-7525
Pojawia się w:
Yearbook of the Poznań Linguistic Meeting
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Copula-based Stochastic Frontier Model with Autocorrelated Inefficiency
Autorzy:
Das, Arabinda
Powiązania:
https://bibliotekanauki.pl/articles/2076544.pdf
Data publikacji:
2015
Wydawca:
Polska Akademia Nauk. Czytelnia Czasopism PAN
Tematy:
stochastic frontier model
copula function
simulated maximum likelihood
Monte Carlo simulation
Opis:
The paper considers the modeling and estimation of the stochastic frontier model where the error components are assumed to be correlated and the inefficiency error is assumed to be autocorrelated. The multivariate FarlieGumble-Morgenstern (FGM) and normal copula are used to capture both the contemporaneous and the temporal dependence between, and among, the noise and the inefficiency components. The intractable multiple integrals that appear in the likelihood function of the model are evaluated using the Halton sequence based Monte Carlo (MC) simulation technique. The consistency and the asymptotic efficiency of the resulting simulated maximum likelihood (SML) estimators of the present model parameters are established. Finally, the application of model using the SML method to the real life US airline data shows significant noise-inefficiency dependence and temporal dependence of inefficiency.
Źródło:
Central European Journal of Economic Modelling and Econometrics; 2015, 2; 111-126
2080-0886
2080-119X
Pojawia się w:
Central European Journal of Economic Modelling and Econometrics
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Dynamic Linkages in the Pairs (GBP/EUR, USD/EUR) and (GBP/USD, EUR/USD): How Do They Change During a Day?
Autorzy:
Doman, Małgorzata
Doman, Ryszard
Powiązania:
https://bibliotekanauki.pl/articles/483281.pdf
Data publikacji:
2014
Wydawca:
Polska Akademia Nauk. Czytelnia Czasopism PAN
Tematy:
exchange rates
FOREX
linkages
copula
Markov regime switching
Spearman’s rho
volatility
tail dependence
crisis
Opis:
In the paper, we document how conditional dependencies observed in the FOREX market change during a trading day. The analysis is performed for the pairs (GBP/EUR, USD/EUR) and (GBP/USD, EUR/USD) of exchange rates. We consider daily returns calculated using the exchange rates quoted at different hours of a day. The dynamics of the dependencies is modeled by means of 3-regime Markov regime switching copula models, and the strength of the linkages is described using dynamic Spearman’s rho and the dynamic coefficients of tail dependence. The established approach allows us to monitor the changes in the dependence structure.
Źródło:
Central European Journal of Economic Modelling and Econometrics; 2014, 1; 33-56
2080-0886
2080-119X
Pojawia się w:
Central European Journal of Economic Modelling and Econometrics
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
A mechanism reliability analysis method considering environmental influence and failure modes’ correlation : a case study of rifle automaton
Autorzy:
Fang, Yi-chuan
Wang, Yong-juan
Sha, Jin-long
Gu, Tong-guang
Zhang, He
Powiązania:
https://bibliotekanauki.pl/articles/24200826.pdf
Data publikacji:
2023
Wydawca:
Polska Akademia Nauk. Polskie Naukowo-Techniczne Towarzystwo Eksploatacyjne PAN
Tematy:
mechanism reliability
environmental influence
failure modes’ correlation
copula function
Kaplan-Meier estimation
rifle automaton
Opis:
In order to overcome the challenge of quantifying the influence of environmental conditions and the coexistence of multiple failure modes involved in mechanism reliability modelling under different environments. In this paper, we propose a method for the analysis of mechanism reliability that takes into account the influence of environmental factors and failure modes’ correlation, quantifies the influence of environmental factors as the random distribution and degradation path of parameters, and derives the Copula description of failure mode correlation from the historical data of environmental experiments. On the basis of the discrete mechanism dynamics model, the output parameters of the characteristic points are calculated, and the failure rate of each failure mode is calculated based on the failure criterion and the performance margin theory. Additionally, the dynamic change pattern of the mechanism reliability is compared with the Kaplan-Meier estimation of the corresponding environmental test history data to assess the validity of the calculation results. The reliability modelling problem of a motion mechanism of an automatic rifle automaton in a high and low temperature environment is applied to the method, and the reliability calculation results are close to those of Kaplan-Meier estimation of the test history data, and all are within the upper and lower bounds given by the reliability boundary theory, demonstrating the method's validity.
Źródło:
Eksploatacja i Niezawodność; 2023, 25, 2; art. no. 166145
1507-2711
Pojawia się w:
Eksploatacja i Niezawodność
Dostawca treści:
Biblioteka Nauki
Artykuł
Wyświetlanie 1-15 z 65

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