Reliability Prediction in Systems with Correlated Component Failures - An Approach Using Copulas

Conference: ARCS 2007 - 20th International Conference on Architecture of Computing Systems 2007
03/15/2007 at Zurich, Switzerland

Proceedings: ARCS 2007

Pages: 8Language: englishTyp: PDF

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Limbourg, Philipp; Kochs, Hans-Dieter (Infonnation Logistics, Dniv. of Duisburg Essen, Gennany)
Echtle, Klaus; Eusgeld, Irene (Dependability of Computing Systems, Univ. of Duisburg Essen, Germany)

We investigate, how spatial dependencies can influence the reliability of a fault-tolerant system and how such dependencies may be introduced into the reliability modeL We propose the use of copulas, a mathematical dependency representation that has proven its use in other research fields such as financial risk prediction. With a Gaussian copula representation, the dependency between components in a redundant voting system is investigated. Inducing minor changes in the strength of dependency between neighbouring components, the system reliability of a voting unit varies in the order of magnitudes.