Search Results

Now showing 1 - 10 of 74
  • Article
    Citation - WoS: 66
    Citation - Scopus: 76
    Multivariate Copula Based Dynamic Reliability Modeling With Application To Weighted-k-out-of-n< Systems of Dependent Components
    (Elsevier, 2014) Eryilmaz, Serkan
    In this paper, a multivariate copula based modeling methodology for dynamic reliability modeling of weighted-k-out-of-n systems is applied. The system under consideration is assumed to have n dependent components each having its own weight. It has a performance level of at least k when the total weight of operating components is k or above. Copula based expressions for the survival function and mean time to failure of such a system are obtained. Extensive numerical results are presented for Clayton and Gumbel type copulas. The behavior of survival function and mean time to failure are investigated with respect to the value of Kendall's correlation coefficient. (C) 2014 Elsevier Ltd. All rights reserved.
  • Article
    Citation - WoS: 13
    Citation - Scopus: 14
    On Mean Residual Life of Discrete Time Multi-State Systems
    (Nctu-national Chiao Tung Univ Press, 2013) Eryilmaz, Serkan
    The mean residual life function is an important characteristic in reliability and survival analysis. Although many papers have studied the mean residual life of binary systems, the study of this characteristic for multi-state systems is new. In this paper, we study mean residual life of discrete time multi-state systems that have M + 1 states of working efficiency. In particular, we consider two different definitions of mean residual life function and evaluate them assuming that the degradation in multi-state system follows a Markov process.
  • Article
    Citation - WoS: 22
    Citation - Scopus: 24
    Computing reliability indices of repairable systems via signature
    (Elsevier Science Bv, 2014) Eryilmaz, Serkan
    The purpose of this paper is to show the usefulness of system signature for computing some important reliability indices of repairable systems. In particular, we obtain signature-based expressions for stationary availability, rate of occurrence of failure, and mean time to the first failure of repairable systems. Using these expressions we compute corresponding reliability indices of all systems with three and four components. Computational results are also presented for consecutive-k-within-m-out-of-n:F and m-consecutive-k-out-of-n:F systems. (C) 2013 Elsevier B.V. All rights reserved.
  • Article
    Citation - WoS: 4
    Citation - Scopus: 4
    On compound sums under dependence
    (Elsevier, 2017) Eryilmaz, Serkan
    In this paper, we study the compound random variable S = Sigma(N)(t-1) Y-t when there is a dependence between a random variable N and a sequence of random variables {Y-t}(t >= 1). Such a compound random variable has been found to be useful in several fields including actuarial science, risk management, and reliability. In particular, we develop some results on distributional properties of the random variable S when N is a phase-type random variable that is defined on a sequence of binary trials and depends on {Y-t}(t >= 1). We "present illustrative examples and an application for the use of results in actuarial science. (C) 2016 Elsevier B.V. All rights reserved.
  • Article
    Citation - WoS: 6
    Citation - Scopus: 6
    Discrete Time Cold Standby Repairable System: Combinatorial Analysis
    (Taylor & Francis inc, 2016) Eryilmaz, Serkan
    In this article, we obtain exact expression for the distribution of the time to failure of discrete time cold standby repairable system under the classical assumptions that both working time and repair time of components are geometric. Our method is based on alternative representation of lifetime as a waiting time random variable on a binary sequence, and combinatorial arguments. Such an exact expression for the time to failure distribution is new in the literature. Furthermore, we obtain the probability generating function and the first two moments of the lifetime random variable.
  • Article
    Citation - WoS: 17
    Citation - Scopus: 16
    A Study on Reliability of Coherent Systems Equipped With a Cold Standby Component
    (Springer Heidelberg, 2014) Eryilmaz, Serkan
    In this paper, we investigate the effect of a single cold standby component on the performance of a coherent system. In particular, we focus on coherent systems which may fail at the time of the first component failure in the system. We obtain signature based expressions for the survival function and mean time to failure of the coherent systems satisfying the abovementioned property.
  • Article
    Citation - WoS: 7
    Citation - Scopus: 8
    Modeling Systems With Two Dependent Components Under Bivariate Shock Models
    (Taylor & Francis inc, 2019) Eryilmaz, Serkan
    Series and parallel systems consisting of two dependent components are studied under bivariate shock models. The random variables N-1 and N-2 that represent respectively the number of shocks until failure of component 1 and component 2 are assumed to be dependent and phase-type. The times between successive shocks are assumed to follow a continuous phase-type distribution, and survival functions and mean time to failure values of series and parallel systems are obtained in matrix forms. An upper bound for the joint survival function of the components is also provided under the particular case when the times between shocks follow exponential distribution.
  • Article
    Citation - WoS: 3
    Citation - Scopus: 3
    On the Mean Number of Remaining Components in Three-State k-out-of-n< System
    (Elsevier Science Bv, 2015) Eryilmaz, Serkan; Eryılmaz, Serkan; Eryılmaz, Serkan; Industrial Engineering; Industrial Engineering
    A three-state k-out-of-n system with n independent components is considered, where the vector k of integers is determined by given fixed scalars k(1) and k(2) such that k(1), k(2) <= n. The mean number of components of each type either in a perfect functioning state or in a partially working state at the time of the system failure and at a time while the system is working are studied. An optimization problem concerned with the most economical value of n is also formulated. (C) 2015 Elsevier B.V. All rights reserved.
  • Article
    Citation - WoS: 18
    Citation - Scopus: 21
    Modeling Dependence Between Two Multi-State Components Via Copulas
    (Ieee-inst Electrical Electronics Engineers inc, 2014) Eryilmaz, Serkan
    Modeling statistical dependence between two systems or components is an important problem in reliability theory. Such a problem has been well studied for binary systems and components. In the present paper, we provide a way for modeling s-dependence between two multi-state components. Our method is based on the use of copulas which are very popular for modeling s-dependence. We obtain expressions for the joint state probabilities of the two components, and illustrate the results for the case when the degradation in both components follows a Markov process.
  • Article
    Citation - WoS: 18
    Citation - Scopus: 21
    Component importance for linear consecutive-k-Out-of-n and m-Consecutive-k-Out-of-n systems with exchangeable components
    (Wiley-blackwell, 2013) Eryilmaz, Serkan
    Measuring the relative importance of components in a mechanical system is useful for various purposes. In this article, we study Birnbaum and Barlow-Proschan importance measures for two frequently studied system designs: linear consecutive k -out-of- n and m -consecutive- k -out-of- n systems. We obtain explicit expressions for the component importance measures for systems consisting of exchangeable components. We illustrate the results for a system whose components have a Lomax type lifetime distribution. (c) 2013 Wiley Periodicals, Inc. Naval Research Logistics, 2013