Copula functions have been widely used in stochastic simulation and prediction of streamflow.However,existing models are usually limited to single two-dimensional or three-dimensional copulas with the same bivariate b...Copula functions have been widely used in stochastic simulation and prediction of streamflow.However,existing models are usually limited to single two-dimensional or three-dimensional copulas with the same bivariate block for all months.To address this limitation,this study developed a mixed D-vine copula-based conditional quantile model that can capture temporal correlations.This model can generate streamflow by selecting different historical streamflow variables as the conditions for different months and by exploiting the conditional quantile functions of streamflows in different months with mixed D-vine copulas.The up-to-down sequential method,which couples the maximum weight approach with the Akaike information criteria and the maximum likelihood approach,was used to determine the structures of multivariate Dvine copulas.The developed model was used in a case study to synthesize the monthly streamflow at the Tangnaihai hydrological station,the inflow control station of the Longyangxia Reservoir in the Yellow River Basin.The results showed that the developed model outperformed the commonly used bivariate copula model in terms of the performance in simulating the seasonality and interannual variability of streamflow.This model provides useful information for water-related natural hazard risk assessment and integrated water resources management and utilization.展开更多
The reliability-based selective maintenance(RSM)decision problem of systems with components that have multiple dependent performance characteristics(PCs)reflecting degradation states is addressed in this paper.A vine-...The reliability-based selective maintenance(RSM)decision problem of systems with components that have multiple dependent performance characteristics(PCs)reflecting degradation states is addressed in this paper.A vine-Copulabased reliability evaluation method is proposed to estimate the reliability of system components with multiple PCs.Specifically,the marginal degradation reliability of each PC is built by using the Wiener stochastic process based on the PC’s degradation mechanism.The joint degradation reliability of the component with multiple PCs is established by connecting the marginal reliability of PCs using D-vine.In addition,two RSM decision models are developed to ensure the system accomplishes the next mission.The genetic algorithm(GA)is used to solve the constraint optimization problem of the models.A numerical example illustrates the application of the proposed RSM method.展开更多
基金supported by the National Natural Science Foundation of China(Grant No.52109010)the Postdoctoral Science Foundation of China(Grant No.2021M701047)the China National Postdoctoral Program for Innovative Talents(Grant No.BX20200113).
文摘Copula functions have been widely used in stochastic simulation and prediction of streamflow.However,existing models are usually limited to single two-dimensional or three-dimensional copulas with the same bivariate block for all months.To address this limitation,this study developed a mixed D-vine copula-based conditional quantile model that can capture temporal correlations.This model can generate streamflow by selecting different historical streamflow variables as the conditions for different months and by exploiting the conditional quantile functions of streamflows in different months with mixed D-vine copulas.The up-to-down sequential method,which couples the maximum weight approach with the Akaike information criteria and the maximum likelihood approach,was used to determine the structures of multivariate Dvine copulas.The developed model was used in a case study to synthesize the monthly streamflow at the Tangnaihai hydrological station,the inflow control station of the Longyangxia Reservoir in the Yellow River Basin.The results showed that the developed model outperformed the commonly used bivariate copula model in terms of the performance in simulating the seasonality and interannual variability of streamflow.This model provides useful information for water-related natural hazard risk assessment and integrated water resources management and utilization.
基金supported by the Aeronautical Science Foundation of China(20150863003).
文摘The reliability-based selective maintenance(RSM)decision problem of systems with components that have multiple dependent performance characteristics(PCs)reflecting degradation states is addressed in this paper.A vine-Copulabased reliability evaluation method is proposed to estimate the reliability of system components with multiple PCs.Specifically,the marginal degradation reliability of each PC is built by using the Wiener stochastic process based on the PC’s degradation mechanism.The joint degradation reliability of the component with multiple PCs is established by connecting the marginal reliability of PCs using D-vine.In addition,two RSM decision models are developed to ensure the system accomplishes the next mission.The genetic algorithm(GA)is used to solve the constraint optimization problem of the models.A numerical example illustrates the application of the proposed RSM method.
