Original Article

Proc IMechE Part O:

J Risk and Reliability
1–12
Lifetime estimation of nitrile butadiene Ó IMechE 2018
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DOI: 10.1177/1748006X18757073

conditions using time-varying copula journals.sagepub.com/home/pio

Jun Pan1, Guanghan Bai2 and Wenhua Chen1

Abstract
With several attractive properties, nitrile butadiene rubber O-rings have been widely used as compression seal compo-
nents in various critical engineering systems. Therefore, it is important to obtain an accurate lifetime estimation of the
nitrile butadiene rubber O-ring. In this study, aiming to estimate the lifetime of a nitrile butadiene rubber O-ring under
storage conditions, a reliability model is developed by considering two performance characters, namely, compression set
and compressive stress relaxation. With a long lifetime in storage, a constant-stress accelerated degradation testing is
conducted to obtain the degradation model for each performance character. In addition, the statistical dependency
between the two performance characters is considered, and a bivariate time-varying copula model is used to capture
this relationship. An efficient two-stage approach is proposed to construct a suitable time-varying copula function. By
comparing with previously reported time-varying copulas, it can be proved that the time-varying copula constructed
using the proposed approach achieves a better goodness of fit.

Keywords
Reliability engineering, nitrile butadiene rubber O-ring, accelerated degradation testing, storage lifetime, time-varying
copula

Date received: 4 September 2016; accepted: 8 January 2018

Introduction soaked in hydraulic oil and is partially in contact with

With several attractive properties such as high oil resis-
tance, high thermal resistance, and antistatic property,
nitrile butadiene rubber (NBR) O-rings have been
widely used as compression seals in various critical
engineering systems over the past decade.1 The engi-
neering objective of this work is to estimate the lifetime
of an NBR O-ring used in the piston groove of an
electro-hydraulic servo actuator. An electro-hydraulic
servo actuator is a critical subsystem for aircraft such
as missiles. Therefore, it is important to provide an
accurate lifetime estimation of the NBR O-ring in order
to improve the overall lifetime estimation accuracy of
the electro-hydraulic servo actuator. Electro-hydraulic
servo actuators used in missiles often have a short oper-
ation time and a long storage time. Thus, we focus on
the lifetime of an NBR O-ring in storage conditions, in
which the failure mechanism of the NBR O-ring is gra-
dual aging. An NBR O-ring fails when its performance
characteristics reach or exceed the corresponding
thresholds.
Note that an NBR O-ring is used as a fixed seal in
an electro-hydraulic servo actuator. It is partially
air directly during storage. NBR is a composite of 1,3-
butadiene and acrylonitrile, which is a polymeric mate-
rial with a strong polarity. Therefore, an NBR O-ring
has a high solvent resistance to hydraulic oil. In addi-
tion, there is some exchange of material between the
NBR O-ring and hydraulic oil because the temperature
of hydraulic oil is relatively low in storage conditions.
Thus, the main failure mechanism of an NBR O-ring is
the thermo-oxidative aging of the polymer under com-
pressive stress. Note that the NBR O-ring is partially
soaked in hydraulic oil, which prevents the air from
1
Key Laboratory of Reliability Technology for Mechanical and Electrical
Product of Zhejiang Province, Zhejiang Sci-Tech University, Hangzhou,
P.R. China
2
Laboratory of Science and Technology on Integrated Logistics Support,
College of Mechatronics and Automation, National University of
Defense Technology, Changsha, P.R. China
Corresponding author:
Guanghan Bai, Laboratory of Science and Technology on Integrated
Logistics Support, College of Mechatronics and Automation, National
University of Defense Technology, Changsha 410073, P.R. China.
Email: baiguanghan@nudt.edu.cn
2 Proc IMechE Part O: J Risk and Reliability 00(0)
contacting the O-ring. Thus, the gradual aging of an
NBR O-ring in an electro-hydraulic servo actuator is
relatively slower than the one exposed to air only.2
An NBR O-ring typically has a long lifetime (more
than 10 years) under storage conditions. Owing to the
lack of adequate failure data, accelerated degradation
testing (ADT) has been used to evaluate the lifetime of
such highly reliable products.3–6 Morrell et al.1 consid-
ered the compression set of an NBR O-ring as a single
performance character (PC) and conducted accelerated
thermal aging tests. However, given the multiple physi-
cal properties of this product, there is usually more
than one PC. Consequently, we have considered two or
more PCs simultaneously. An NBR O-ring in an
electro-hydraulic servo actuator is mainly used as a
compression seal. Under storage conditions, the failure
mechanism of the compression sealing force is a gra-
dual degradation process in which the NBR O-ring is
said to be failed if at least one of the degradation pro-
cesses reaches its corresponding critical failure thresh-
old. It has been reported that both compression set7
and compressive stress relaxation8 can be considered as
the degradation processes for an NBR O-ring. Thus,
we have examined both the PCs in this study. Both
compression set and compressive stress relaxation
directly affect the function of an NBR O-ring as a com-
pression seal.
Comonotonicity of PCs suggests that they may be
statistically dependent. Crowder9 supported this con-
cept and proposed that such dependence may be pres-
ent owing to common shared factors such as
environmental/operational stress, wear and tear his-
tory, and quality of material. The compression set and
compressive stress relaxation in elastomers are in prin-
ciple related at elevated temperatures because of chemi-
cal reactions.10 Both the compression set and
compressive stress relaxation of an NBR O-ring are
caused by the thermo-oxidative aging of the polymer;
therefore, it is necessary to consider the interdepen-
dence of the two PCs. Ellul and Southem11 proposed a
mathematical model for relating the compression set
and compressive stress relaxation of NBR and found
that there was a broad correlation between the two
PCs. Wahab and Farid12 applied the model in Ellul
and Southem11 to investigate the correlation between
the two PCs and concluded that it was sufficient to
rank the stress relaxation from the compression set
behavior. The authors also suggested that the calcula-
tion of the absolute values of the stress relaxation must
be used with caution. In this study, because ADT is
used and the parameters of the model proposed in Ellul
and Southem11 vary under different temperatures,12 the
determined mathematical model cannot be used
directly. In addition, the parameters of the model in
Ellul and Southem11 may be different for each NBR
O-ring owing to the differences in fabrication. Thus, it
may be more appropriate to adopt a joint bivariate
probabilistic model to describe the relationship between
the compression set and compressive stress relaxation.
A traditional joint bivariate distribution often
assumes that the marginal distributions are from identi-
cal distribution families and can only be used to model
linear dependencies, such as a bivariate normal distri-
bution. However, such restrictive assumptions can scar-
cely be applied in any practical applications. Copulas
allow us to model the marginal behavior and depen-
dence structure separately, which offers more flexibil-
ity.13,14 Applications of a copula can be found in
several fields such as wind energy,15 stock market anal-
ysis,16 and reliability analysis.17 Previous studies have
used copulas to develop a joint degradation model for
the dependent PCs.18,19 Sari et al.20 applied the Frank
copula to model the joint distribution function of two
PCs of an LED lamp under constant-stress degrada-
tion. Pan et al.21 considered a bivariate constant-stress
accelerated degradation model by assuming both the
PCs to be governed by the Wiener process, and the
relationship between the PCs was described by the
Frank copula. In these studies, it was assumed that the
copula function was known in advance to be appropri-
ate for capturing the dependence. However, knowledge
of the marginal distributions does not lead to one
unique copula to relate them.22 For different applica-
tions, appropriate copula functions must be selected to
describe specifically the different dependence struc-
tures. Pan et al.23 used the Akaike information criteria
(AIC)24 as the basis for copula selection given four
reported copula candidates, namely, normal copula,
Frank copula, Gumbel copula, and Clayton copula.
For developing the joint degradation model for depen-
dent PCs under accelerated life testing, Zhang et al.25
applied a copula to study the joint degradation process
of solid lubricated bearings under a proportional
hazard effect. For multiple dependent PCs, Zhang et
al.26 proposed a statistical inference model and applied
a multi-dimensional copula construction method.
However, all these studies20 are limited to utilizing
copulas with constant parameters. Given that each
degradation process is a time-dependent process, the
dependence between the degradation processes is also
time-variant. This scenario has been studied in the field
of finance. There are two approaches for capturing the
possible time variation of this dependence. One
approach allows for time variation of the functional
form of a copula,27 and the other assumes the func-
tional form of a copula to remain fixed, whereas other
parameters vary with time.28 The first method implies
that the dependence structure changes as a function of
time. This could occur when the common factor behind
the dependent variables varies. In contrast, the second
method suggests that the factor behind the dependent
variables remains the same, though its impact on the
dependent variables varies as a function of time. In this
study, the NBR O-ring is considered under storage con-
dition; consequently, both the compression set and
compressive stress relaxation are caused by the thermo-
oxidative aging of the polymer, the factor behind
the dependent variables that remains unchanged
Pan et al.
throughout the period of storage. However, the effect
of the thermo-oxidative aging process on the compres-
sion set and compressive stress relaxation varies with
the chemical reaction rate changing with time.
Therefore, we chose the second method to describe the
time-varying effect in this study. Several time-varying
copulas were proposed in Patton28 by incorporating an
evolution equation into the parameters of a constant
copula for financial or economic analysis. The evolu-
tion equations were assumed to follow a restricted
autoregressive moving average (ARMA) (1, 10)-type
process. Wang and Pham22 considered time-varying
copulas with an ARMA (1, 10)-type process as candi-
dates for modeling the multiple dependent degradation
processes. They showed that the time-varying copula
outperformed the constant copula by achieving a
higher log-likelihood, lower AIC, and/or lower
Bayesian information criteria (BIC).
The reported time-varying copulas28 have been pro-
posed specifically for financial or economic purposes
that may not be appropriate for modeling dependent
degradation processes. First, the marginal distribution,
Ft, is modeled as a time series such that it is conditioned
on Ft–1, Ft–2, ...; however, this is inappropriate unless
each degradation process is also a time series. Second,
as noted in Patton,28 unless the parameter of the copula
has a clear interpretation, it is not trivial to specify how
it evolves over time. For instance, the dependence
between exchange rates is often asymmetric and nested
with symmetric as a special case. While this property is
advantageous for certain copula families, it may not be
appropriate for modeling dependent degradation pro-
cesses in which the dependence is often assumed to be
symmetric, that is, there is positive quadrant depen-
dence.29 Finally, the marginal distribution of financial
data often experiences rapid fluctuations over a period,
whereas the degradation process in storage conditions
is not expected to experience any shocks or fluctua-
tions. All these differences lead to dissimilar copulas
and diverse evolution equations.
One approach for selecting a suitable time-varying
copula function is to incorporate an appropriate evolu-
tion equation into the parameters of each reported con-
stant copula and select the one with the highest
goodness of fit. However, time-varying copula func-
tions contain more parameters than their constant
forms. The log-likelihood function for a copula with
multiple parameters may acquire a non-convex form;30
therefore, it may lead to a heavy computational burden
for the estimation of these parameters using the maxi-
mum likelihood method. Thus, instead of fitting the
time-varying version of each constant copula and
selecting the most suitable one, it is necessary to
develop an efficient approach to obtain an appropriate
time-varying copula.
Virtually, for each given copula function, the depen-
dence structure is determined by the functional form
and the degree of dependence is determined by the
parameter of copula. Given that the dependence
3
structure remains fixed over the entire degradation pro-
cess, the functional form of copula can be determined
before we capture the time-varying property of the
copula parameter.
The aim of this study is to estimate the lifetime of an
NBR O-ring under storage conditions. First, we pro-
pose a two-stage approach to construct a suitable
bivariate time-varying copula for modeling a bivariate
degradation process of the NBR O-ring. Second, a
constant-stress ADT of the NBR O-ring is conducted
for the marginal degradation of each PC, and the pro-
posed strategy is applied to develop a bivariate degra-
dation model of the two dependent PCs. The rest of the
article is organized as follows. The proposed two-stage
approach for developing a proper bivariate time-
varying copula is presented in section ‘‘Development of
bivariate time-varying copula.’’ In section ‘‘Marginal
degradation model,’’ we describe the constant-stress
ADT conducted for the NBR O-ring and propose the
marginal reliability models for the compressive stress
relaxation and compression set. In section ‘‘Bivariate
degradation model using time-varying copula,’’ we
compare the proposed approach with the reported
time-varying copulas and estimate the lifetime of the
NBR O-ring. Section ‘‘Conclusion’’ concludes the
article.
Assumptions
1. No catastrophic failures or random shocks occur
under the storage condition.
2. The marginal degradation process of each PC is
monotonic, that is, no repair is considered and the
material is not self-healing.
3. Structure of the dependency of the two PCs
remains fixed throughout the lifetime of the NBR
O-ring.
Development of bivariate time-varying
copula
In this section, we propose a two-stage approach to
develop a bivariate distribution function using a time-
varying copula. First, we provide a brief introduction
to copulas and time-varying copulas. Then, a two-stage
approach is described to develop a bivariate degrada-
tion model using copulas and time-varying copulas.
Finally, we provide the procedure for determining the
evolution equation and parameters.
Copula and time-varying copula
Let x1 (t) and x2 (t) denote two PCs at time t with a joint
distribution H(x1 (t), x2 (t)). Let u = F1 (x1 (t)) and
v = F2 (x2 (t)) denote the continuous cumulative distri-
bution functions (CDFs) of x1 (t) and x2 (t), respec-
tively. According to Sklar’s theorem,31 there exists a
4 Proc IMechE Part O: J Risk and Reliability 00(0)
unique copula C for all x1 (t) and x2 (t) in R, where R
denotes the extended real line ½‘, ‘.
There are several reported methods for the statistical
inference of copulas. In this study, we adopt the infer-
ence function for margins (IFM) method,32 which is
more efficient than the exact maximum likelihood
(EML) method. In the first stage of IFM, we obtain
the marginal distributions F1 and F2 and their para-
meters (sets) u1 and u2 , respectively. In the second
stage, r denotes the parameter of the copula function
and is estimated by maximizing the following log-
likelihood function
X
n     
l(r) = ln c F1 x1i ðtÞ , F2 x2i ðtÞ
i=1
where c is the density function of the copula C.
Note that r is a constant, that is, the strength of
dependence remains unchanged throughout the degra-
dation process. To capture the time variance of the
dependence, we assume r to be a function of time t. In
Patton,28rt follows the ARMA (1, 10)-type process as
follows
! parameters to be estimated is four for copulas with one
1 X 10
rt = L vr + br rt1 + ar uðtjÞ  vðtjÞ
10 j = 1
where L () is a transformation function to ensure that
its parameter  is always within the domain and
P  
(1=10) 10 j = 1 uðtjÞ  vðtjÞ captures the variability in
the dependence.
A restricted ARMA (1, 10)-type process may not be
an appropriate evolution equation for capturing the
time-varying dependency between the two degradation
processes. To compensate for this drawback, we relax
the assumption by allowing rt to follow the ARMA (1,
q)-type process in which the order of moving average q
is a parameter to be determined as follows
! select an appropriate time-varying copula.
1X
q
rt = L vr + br rt1 + ar uðtjÞ  vðtjÞ
q j=1
We adopt the reported method in Patton28 to esti-
mate the parameters rt = (ar , br , vr , q). The estimation
procedure is the same as the IFM method. First, we
obtain marginal distributions F1 and F2 and their para-
meters (sets) u1 and u2 , respectively. In the second stage,
let rt denote the parameter of the copula function,
which is estimated by maximizing the following log-
likelihood function
X
n      
l(rt ) = ln c F1 xi1 ðtÞ , F2 xi2 ðtÞ , rt
i=1
where c denotes the density function of copula C.
The density function of the time-varying copula can
be found in the copula toolbox developed by
Patton.28rt = 0 is the estimated parameter of its time-
invariant form. In the original Patton toolbox, the
moving average, q, is 10. For ARMA (1, q)-type pro-
cess, q is also a parameter to be estimated.
Note that the estimation process for the parameters
of time-varying copula is indeed an optimization
problem, where we search for the values of
rt = (ar , br , vr , q) that gives the maximum value of
l(rt ). There are built-in functions in MATLAB that can
be used for solving such optimization problem.
However, the time-varying copula functions contain
more parameters than their constant forms and the log-
likelihood function of a copula with multiple para-
meters may take a non-convex form; therefore, we
adopt the expectation maximization (EM) algorithm in
Tewari et al.30 to solve the optimization problem of
maximizing the corresponding log-likelihood function.
Two-stage approach
To model the dependency between two specific random
variables, an appropriate copula must be selected. This
may be achieved by examining the goodness of fit for
each copula.22 For instance, using the ARMA (1, q)-
type process as the evolution equation, the number of
constant parameter and eight for copulas with two con-
stant parameters. Thus, it is cumbersome and impracti-
cal to select a suitable time-varying copula by
examining the goodness of fit for each copula.
Effectively, for each given copula function, the
dependence structure is determined by the functional
form and the degree of dependence is obtained by the
parameter of the copula. Given that the dependence
structure remains fixed over the entire degradation pro-
cess, the functional form of the copula can be deter-
mined before capturing the time-varying property.
Once the functional form of the copula is determined,
we can further incorporate the evolution equation.
Thus, we propose the following two-stage approach to
Stage 1: select a suitable copula with a constant parameter. In
the first stage, we select a suitable copula function with
a constant parameter to model the dependency struc-
ture between the two PCs. The IFM method is used to
estimate the constant parameter for each candidate,
and the AIC is used for the copula selection, with lower
values of AIC indicating a better fit. AIC is defined as
follows
AIC = 2k  2InL
where k is the number of parameters and L is the log-
likelihood.
Stage 2: incorporate the selected copula with a time-varying
parameter. Given the selected copula with a constant
parameter that achieved the lowest AIC in stage 1, we
incorporate the ARMA (1, q)-type process as the evolu-
tion equation for the parameter of the selected copula.
Pan et al.
Note that a transformation function is required to
maintain the parameter within its definition domain.
Through this two-stage approach, we can allocate an
appropriate time-varying copula by only estimating the
parameter of each constant copula candidate and one
parameter set for the selected time-varying copula.
Marginal degradation model
In this section, we describe the procedure for obtaining
the marginal distribution of the compression set and
compressive stress relaxation for the NBR O-ring using
ADT. We first select appropriate degradation path
function and acceleration function to be used. Second,
a constant-stress ADT is conducted to obtain the degra-
dation data. Third, the marginal distribution for each
PC is obtained through the statistical inference based
on the degradation data. Finally, the marginal degrada-
tion reliability under each PC is evaluated.
Degradation path function and acceleration function
The main failure mechanism of an NBR O-ring under
storage conditions is thermo-oxidative aging. Thus, the
degradation path function is expressed using the kinetic
curve of thermo-oxidative aging as follows33,34
y = B  expðKtg Þ
where K is a constant reflecting the degradation speed,
B and g are the constants independent of temperature,
and y is the degradation measurement for a PC. This
function was originally proposed by Li33 and used in
Pan et al.34 and Wang et al.35 In this study, we select
two PCs to characterize the thermo-oxidative aging of
the NBR O-ring, namely, compression set and compres-
sive stress relaxation. The kinetic curve is expressed as
follows via a linear transformation
Yj =  ln Bj + Kj  tgj ðj = 1, 2Þ
where Y1 =  In(1  e) and Y2 =  In(st =s0 ). e is the
compression set which can be given as follows
d0  dt
e= 3 100%
d0  h
where d0 (mm) is the initial diameter of the axial cross-
section of the NBR O-ring, dt (mm) is the diameter of
the axial cross-section of the NBR O-ring after the
experiment at normal temperature, and h is the height
of the text fixture during the experiment. st =s0 is the
compressive stress relaxation, where st is the stress
(MPa) on the NBR O-ring after time t and s0 is the ini-
tial stress.
In thermo-oxidative aging, oxygen causes the chemi-
cal reaction and the temperature accelerates the aging
process. Thus, we can accelerate the thermo-oxidative
aging process by increasing either the oxygen pressure
5
or the temperature. Given the fact that aging by
increasing the temperature is similar to the natural
aging process,1 we use heat as the acceleration stress in
this study. At different temperatures, Ti, the degrada-
tion speed with compression set and compressive stress
relaxation follows Arrhenius equation
 
DEj
Kj = Aj exp ðj = 1, 2Þ
kBTi
where A1 and A2 denote the pre-factors identical to
those of the rate constants with unit d1 , DE1 and DE2
are the surface activation energies, and kB is the
Boltzmann constant equal to 8.617 3 10–5 eV/K.
Description of the experiments
In this study, an NBR O-ring is used in the piston
groove of an electro-hydraulic servo actuator with spe-
cification F29:7 mm 3 3:50 mm. Thus, the initial dia-
meter of the axial cross-section of the NBR O-ring was
set to d0 = 3.5 mm. Height of the text fixture, h, was set
to 2.45 mm. The compression percentage of the NBR
O-ring used in the electro-hydraulic servo actuator was
approximately 23%. According to the columnar stan-
dard sample in GB/T 7759-1996,36 we set the compres-
sion percentage to 30%. Thus, the NBR O-ring was
compressed from 3.5 to 2.45 mm. The test equipment is
shown in Figure 1.
Recall that the NBR O-ring used in an electro-
hydraulic servo actuator is partially soaked in hydrau-
lic oil during storage. However, the temperature of the
experiment was much higher than the normal condition
for hydraulic oil. Thus, we did not consider the effect
of hydraulic oil on the NBR O-ring in this experiment.
Given that the failure mechanism of NBR is differ-
ent when the temperature is above 125 8C,1 we chose
the upper stress bound as 110 8C. Given that the nor-
mal temperature under storage conditions is 25 8C, we
chose the lowest stress as 65 8C. The four different
stress levels selected were T1 = 65 8C, T2 = 80 8C,
T3 = 95 8C, and T4 = 110 8C. For each stress level, 10
samples were used in the experiments. During the
experiment, the samples were taken out after certain
time intervals. Diameter of the axial cross-section dt
and stress st were measured after the NBR O-ring
returned to the normal temperature. Then the samples
were placed back in the test chamber and the experi-
ment was continued. Based on pretesting and engineer-
ing experiences, Type I censored experiment was
conducted. For T1 = 65 8C, the samples were measured
12 times, namely, at 1, 2, 3, 4, 6, 8, 10, 12, 15, 18, 21,
and 25 days. For T2 = 80 8C, the samples were mea-
sured 11 times, namely, at 0.5, 1, 2, 3, 4, 6, 8, 10, 12,
15, and 18 days. For T3 = 95 8C, the samples were mea-
sured 11 times, namely, at 0.5, 1, 1.5, 2, 3, 4, 6, 8, 10,
12, and 15 days. For T4 = 110 8C, the samples were
measured 10 times, namely, at 0.5, 1, 1.5, 2, 3, 4, 6, 8,
6 Proc IMechE Part O: J Risk and Reliability 00(0)

Figure 1. Configuration of the ADT equipment: (a) high-temperature test chamber and (b) test fixture.

We stop the iteration when the calculated I1 of the new

trial becomes larger. Through six iterative calculations,
we obtained g ^1 = 0:43 and g ^2 = 0:37.
Based on engineering experience, the normal distri-
bution was selected as the marginal distribution of the
compression set and the Weibull distribution was
selected as the marginal distribution of the compressive
stress relaxation. The density function of each marginal
distribution is given as follows
Figure 2. Sectional view of the NBR O-ring in radial direction. ( )
1 ½yi1 (t)  mi1 (t)2
f (yi1 (t)) = pffiffiffiffiffiffi exp 
2pd 2d2
10, and 12 days. Figure 2 (from left to right) shows the
sectional view of the NBR O-rings in the radial direc-
tion after ADT at T1 = 65 8C, T2 = 80 8C, T3 = 95 8C,
and T4 = 110 8C. The final degree of the compression
set of each NBR O-ring at different temperatures can
be observed directly from Figure 2.
Figure 3 shows the degradation data of the compres-
sion set and compressive stress relaxation after linear
transformation.
Statistical inference of the degradation data
Given the degradation data obtained from the ADT,
the aging constants g 1 and g 2 can be obtained by an
iterative approximation using the least square equation
as follows
k X
X ni X
ci  2
Ij = yiljh  y^ijh
i=1 l=1 h=1
k X
X ni X
ci
   2
= yiljh  B^j exp K^ij tih gj
i=1 l=1 h=1
where y^ijh denotes the estimated value of jth PC at time
tih. For example, based on engineering experience, we
start g1 with 0.50 and 0.30 respectively and obtain their
corresponding values of I1 . Then we try tighter values
of g1 with a step length of 0.5. We select g 1 with the
smallest I1 and try new values with a step length of 0.1.
 m1 
m yi2 (t) yi2 (t) m
f (yi2 (t)) = exp 
hi2 (t) hi2 (t) hi2 (t)
Given that the number of samples we tested under
each stress was 10, the Anderson–Darling test was con-
ducted for the goodness of fit test on the selected mod-
els for the corresponding data set. The results are
shown in Table 1. The threshold values of the
Anderson–Darling test for normal distribution and
Weibull distribution given a significance level of 0.05
are 0.752 and 0.757, respectively. Because all the results
are below the corresponding threshold values, both
models passed the goodness-of-fit test.
We assumed that the shape parameters of the normal
and Weibull distributions were invariant at different
stresses, and conducted Hartley’s test and Bartlett’s test
for the shape parameters of the normal and Weibull dis-
tributions, respectively, under different times. The
results are given in Table 2. Because the degree of free-
dom, f, is given by the number of samples minus 1, its
value is equal to 9. The number of variances, r, that is,
the number of tests under the stresses 110 8C, 95 8C,
80 8C, and 65 8C are 10, 11, 11, and 12, respectively. The
threshold values of Hartley’s test given the significance
level 0.05, Fa = 0:05 (r, f), are F0:05 (10, 9) = 9:91,
F0:05 (11, 9) = 10:3, and F0:05 (12, 9) = 10:7, respectively.
The threshold values of Bartlett’s test given the signifi-
cance level 0.05, x a = 0:05 (r  1), are x0:05 (9) = 16:919,
Pan et al. 7

Figure 3. Linear transformation of degradation data: (a) compression set and (b) compressive stress relaxation.

Table 1. Results of Anderson–Darling test.

No. Anderson–Darling test on normal distribution for Anderson–Darling test on Weibull distribution for
compression set compressive stress relaxation
110 8C 95 8C 80 8C 65 8C 110 8C 95 8C 80 8C 65 8C

1 0.5413 0.4029 0.2458 0.4219 0.4596 0.3795 0.2561 0.1674

2 0.2021 0.3218 0.3222 0.1297 0.3755 0.6130 0.4536 0.3020
3 0.3384 0.3542 0.2491 0.3540 0.3536 0.2213 0.4221 0.2422
4 0.2026 0.3330 0.3188 0.3185 0.2688 0.4801 0.4825 0.6240
5 0.2794 0.2063 0.3788 0.2069 0.3222 0.6896 0.6256 0.4608
6 0.3258 0.3073 0.4323 0.1598 0.1656 0.4662 0.3515 0.3525
7 0.4057 0.2837 0.2848 0.4113 0.3234 0.4163 0.3251 0.5573
8 0.5009 0.3175 0.7254 0.2102 0.2641 0.5712 0.1629 0.1643
9 0.6559 0.3647 0.4300 0.4001 0.4924 0.5251 0.4477 0.7339
10 0.4424 0.3218 0.3247 0.4132 0.2637 0.6130 0.3659 0.2892
11 – 0.3127 0.3352 0.4792 – 0.3603 0.3647 0.6732
12 – – – 0.4573 – – – 0.3674

Table 2. Results of Hartley’s test and Bartlett’s test under be estimated through the maximum likelihood estima-
different stresses.
tion (MLE) method. We obtained the following results
Stress Value of Hartley’s test Value of Bartlett’s test ^u1 = ða1 , c^1 , d1 , dÞ = ð0:027, 9:85,  4211:1, 0:035Þ
8
110 C 9.76 4.82 ^u2 = ða2 , c^2 , d2 , mÞ = ð0:002, 6:49,  3288:0, 11:96Þ
95 8 C 8.04 0.58
80 8 C 8.66 11.32
65 8 C 8.27 4.64
Marginal reliability
x 0:05 (10) = 18:307, and x 0:05 (11) = 19:675, respectively. Based on the marginal distribution of the compression set
Thus, the shape parameters of the normal and Weibull and compressive stress relaxation, we further derived their
distributions are time-invariant. marginal reliability under a normal storage condition.
The scale parameters of the normal and Weibull dis- We chose the normal temperature to be T0 = 25 8C.
tributions are functions of stress and time; therefore, Thus, the shape parameters of the normal and Weibull
using the degradation path function and Arrhenius distributions were evaluated as d = 0:035 and m = 11:96,
equation, they can be expressed as follows respectively. The scale parameters of the normal and
Weibull distributions are given as follows
 
d1 ! !
mi1 (t) = a1 + exp c1 +  tg^ 1 , d^1
Ti ^ (t)= a^1 + exp c^1+
m  tg1 =0:0138t0:43 0:027,
  T0
d2
hi2 (t) = a2 + exp c2 +  tg^ 2 ! !
Ti d^2 g2
^ (t) = a^2 + exp c^2 +
h t
T0
Given the data obtained from the ADT, the para-
meter sets u1 = (a1 , c1 , d1 , d) and u2 = (a2 , c2 , d2 , m) can = 0:0106t0:37  0:002
8 Proc IMechE Part O: J Risk and Reliability 00(0)

where (^ a1 , c^1 , d^1 , g1 ) and (^

a2 , c^2 , d^2 , g 2 ) are the para-
meters for estimating the scale parameter of the normal
and Weibull distributions, respectively.
In this study, the product is defined to be failed if
one of the PCs exceeds its threshold. Let Dj denote the
threshold of the jth PC and Fj (yjt) be the CDF of the jth
PC at time t. Then, the reliability of the jth PC at time t
is defined as follows
   
Rj (t) = P yj (t) \ Dj = Fj Dj t

Based on engineering practice, the thresholds of the

Figure 4. Marginal degradation reliability.
compression set and compressive stress relaxation are
0.4 and 0.8, respectively. Thus, the thresholds of the
compression set and compressive stress relaxation are
given as follows Table 3. Results of the constant copula fitting.

D1 =  ln (1  e) = 0:511 and Copulas AIC Parameter(s) Ranking

 
s Normal 71,007 0.9571 8
D2 =  ln = 0:223 T 1638.3 (0.8648, 2.7392) 7
s0
Clayton –5215.2 0.2380 6
The reliability functions of the compression set and Gumbel –15,720 1.9406 2
compressive stress relaxation can be derived as follows Frank –16,923 13.7935 1
Plackett –14,953 21.3903 3
  AMH –10,083 0.9408 5
^ D1  m^ (t)
R1 (t) = F SJC –13,731 (0.6527, 0.005938) 4
d
  AIC: Akaike information criteria; AMH: Ali–Mikhail–Haq;
0:511  (0:0138t0:43  0:027)
=F SJC: symmetrized Joe–Clayton.
0:035
"  m^ #
D 2 Clayton, Frank, Gumbel, Plackett, Ali–Mikhail–Haq
R^2 (t) = 1  exp 
^ (t)
h (AMH), and symmetrized Joe–Clayton (SJC) copulas.
"  11:96 # The number of parameters for the T and SJC copulas
0:233 was two and one for the remaining copula candidates
= 1  exp 
0:0106t0:37  0:002 As shown in Table 3, the Frank copula with an esti-
mated parameter equal to 13.7935 yields the lowest
Figure 4 shows the reliability of the compression set AIC value. Thus, the Frank copula was used for devel-
and compressive stress relaxation. oping the time-varying copula in the second stage. The
total CPU time for the fitting, parameter estimation,
Bivariate degradation model using and AIC calculation was less than 30 s.
Transformation functions L () for the time-varying
time-varying copula
normal, time-varying Gumbel, time-varying Clayton,
In this section, we present the application of the two- time-varying Frank, and time-varying SJC copulas are
stage approach defined in section ‘‘Development of given in Table 4. First, we used the ARMA (1, 10)-type
bivariate time-varying copula’’ to construct a bivariate process. We also investigated the previously reported
time-varying copula function to connect the two mar- time-varying copulas with the ARMA (1, 10)-type pro-
ginal distributions that we obtained in section cess as the evolution equation, namely, the time-varying
‘‘Marginal degradation model.’’ The programs were normal, time-varying Gumbel, and time-varying SJC
coded in MATLAB 2011 and were implemented on a copulas.22 As shown in Table 3, the time-varying Frank
server with two AMD 2.3 GHz CPUs (12% CPU was copula gives the lowest AIC value. This result validates
allocated for each user) and 16 GB of RAM. The codes the proposed approach.
for the constant copula and time-varying copula fitting We further considered the ARMA (1, q)-type
using the ARMA (1, 10)-type process were based on process as the evolution equation because the
the copula toolbox developed by Patton.28 We also ARMA (1, 10)-type process may not be appropri-
compared the selected time-varying copula with other ate. Based on experience, we set the possible value
reported time-varying copulas. Finally, we obtained the of the order of moving average to be within the
lifetime of the NBR O-ring. range from 0 to 30.
In the first stage, we selected the most suitable fitting As before, we adopted the IFM method, which is
copula with a constant parameter. We adopted the fol- described in section ‘‘Copula and time-varying copula,’’
lowing copula candidates, namely, the normal, T, to estimate rt that is expressed as follows
Pan et al. 9

Table 4. Results of the time-varying copula fitting using the ARMA (1, 10)-type process.

Time-varying copulas Transformation function L () AIC Parameter(s) Rank

28
Time-varying normal LðrÞ = 11:998
+ er  0:999 –14,004 (3.1479, –0.1073, –1.8255) 3
2
Time-varying Clayton LðrÞ = r  0:999 –5457.3 (0.2383, –0.4310, –0.0604) 5
Time-varying Gumbel LðrÞ = 1:001 + r2 28 –15,735 (0.3357, 0.3179, 0.2495) 2
Time-varying Frank Lð r Þ = r –18,898 (40.31, –0.3410, 196.58) 1
28
Time-varying SJC Lðri Þ = 10:998
+ eri + 0:001, i = 1, 2 –13,767 (1.5981, 2.5121, –1.7552, 5.4175, 2.0602, 1.1483) 4

AIC: Akaike information criteria; SJC: symmetrized Joe–Clayton.

Table 5. Results of the time-varying copula fitting using the ARMA (1, q)-type process.

Time-varying copulas AIC (1, q) CPU time (s) Ranking

Time-varying normal –14,011 (1, 4) 391 3

Time-varying Clayton –5459.5 (1, 8) 275 5
Time-varying Gumbel –15,738 (1, 30) 1354 2
Time-varying Frank –18,930 (1, 5) 482 1
Time-varying SJC –13,776 (1, 30) 5180 4

AIC: Akaike information criteria; SJC: symmetrized Joe–Clayton.

!
1X
q
rt = L vr + br rt1 + ar uðtjÞ  vðtjÞ
q j=1

where ar , br , vr , and r are the four parameters to be

estimated.
As shown in Table 5, by relaxing the order of mov-
ing average, all the AIC values of the time-varying
copulas are improved, indicating a better goodness of
fit. The time-varying Frank copula still yields the low-
est AIC value. The evolution equation of the time-
varying parameter is the ARMA (1, 5)-type process
expressed as follows
Figure 5. Reliability of NBR O-ring.
!
1X 5
rt = L vr + br rt1 + ar uðtjÞ  vðtjÞ independent, the reliability would be simply the prod-
5 j=1
uct of the two marginal reliability functions
where (vr , br , ar ) = (41:7291,  0:3910,  203:7582). ^ = R^1 (t) 3 R^2 (t)
R(t)
Note that the estimation of all the time-varying copulas
is quite time consuming, as shown in Table 5. For Given that the two PCs are statistically dependent
instance, the time-varying SJC copula has seven para- and the dependence is captured by the time-varying
meters, and it takes more than 1.5 h to complete the Frank copula, the reliability of NBR O-ring is given as
estimation. The total CPU time for all the estimations follows
is more than 2 h. Using the two-stage approach, the
2   3
time required is less than 9 min, including 30 s for the 1  e rt R^1 (t)
1  e rt R^2 (t)
1
first stage and 8 min for the second stage. Note that we R(t) =  ln41  5
only considered five time-varying copula candidates in rt 1  ert
this study. For not missing any opportunity of obtain- P
ing better copula functions, up to hundreds of candi- where rt = L(vr + br rt1 + ar (1=5) 5j = 1 uðtjÞ  vðtjÞ )
dates may be considered. Thus, the proposed approach and (vr , br , ar ) = (41:7291,  0:3910,  203:7582).
has a significant advantage in terms of efficiency. Figure 5 shows the reliability of the NBR O-ring
Having derived the marginal reliability functions of assuming three different types of dependencies under
the compression set and compressive stress relaxation the normal storage condition. The reliability of the
in section ‘‘Marginal degradation model,’’ we next NBR O-ring when the two PCs are dependent is higher
obtained the reliability of the NBR O-ring under the than that when they are independent, indicating a posi-
storage condition. If the two PCs were statistically tive dependence between the compression set and
10
compressive stress relaxation. Between 11 and 13 years,
the reliability of the NBR O-ring using the time-varying
Frank copula is less than the value obtained using the
constant Frank copula. Between 13 and 16 years, the
reliability of the NBR O-ring using the time-varying
Frank copula is higher than that when using the con-
stant Frank copula.
In engineering practice, the medium life is often used
to describe the lifetime of the NBR O-ring. As shown in
Figure 5, the medium life of the NBR O-ring is approxi-
mately 12 years, provided that the two PCs are indepen-
dent. The medium life of the NBR O-ring using the
constant and time-varying Frank copula is approxi-
mately 13 and 12.4 years, respectively. This indicates
that although the assumption of independence may be
conservative, an inappropriate dependent model may
be aggressive. Overestimating the lifetime can be unsafe
for a critical system such as an electro-hydraulic servo
actuator used in aircrafts.
Recall that the NBR O-ring used in an electro-
hydraulic servo actuator is partially soaked in hydrau-
lic oil during storage, and hydraulic oil can decrease
the rate of thermo-oxidative aging. The experiment per-
formed in this study does not consider the effect of
hydraulic oil; therefore, the actual medium life of an
NBR O-ring used in an electro-hydraulic servo actua-
tor may be longer than the estimated result.
Conclusion
The objective of this study is to estimate the lifetime of
an NBR O-ring under storage conditions. Since the
main function of the NBR O-ring is a compression seal,
two PCs are considered, namely, the compression set
and compression stress relaxation. In view of a long
lifetime under storage conditions, a constant-stress
ADT is conducted and the marginal reliability of each
PC is obtained based on the degradation data. Both
the PCs are caused by the thermo-oxidative aging of
the polymer and their degradation paths tend to be
comonotonic; consequently, we assume that the two
PCs are dependent and modeled using a bivariate
copula function. In addition, we assume the parameter
of the copula function to be time dependent. An effi-
cient two-stage approach is proposed to construct a
suitable time-varying copula function. By comparing
with the previously reported time-varying copulas, it is
proved that the time-varying copula constructed using
the proposed approach achieves a better goodness of
fit. The lifetime of the NBR O-ring is obtained using
the constructed time-varying copula.
In our future works, we plan to conduct the follow-
ing research:
1. Although the ARMA processes have been used to
model the time-varying parameter of the copula
function in financial or economic analysis and
reliability analysis, there is no validation of their
Proc IMechE Part O: J Risk and Reliability 00(0)
appropriateness to model the time-varying para-
meter of the copula function used for estimating
the lifetime of the NBR O-ring. In a future study,
we plan to investigate this issue.
2. The effect of hydraulic oil is not considered in the
experiment; therefore, the result may be conserva-
tive for an NBR O-ring used in an electro-
hydraulic servo actuator. In the future, we plan to
examine the effect of hydraulic oil on the age of
the NBR O-ring and compare the aging speed of
the NBR O-ring in hydraulic actuator and in air.
3. During the development of the marginal distribu-
tions, we assume that the shape parameters of the
normal and Weibull distributions are invariant
with stress. However, the shape parameter of the
normal distribution can vary with stress. Thus, we
plan to conduct Hartley’s test and Bartlett’s test on
the shape parameters of the normal and Weibull
distributions, respectively, at various stresses. If
they fail the corresponding tests, the shape para-
meters will be modeled as functions of time.
Declaration of conflicting interests
The author(s) declared no potential conflicts of interest
with respect to the research, authorship, and/or publi-
cation of this article.
Funding
The author(s) disclosed receipt of the following finan-
cial support for the research, authorship, and/or publi-
cation of this article: This research was supported by
the International S&T Cooperation Program of China
(Grant No. 2015DFA71400) and the National Natural
Science Foundation of China (Grant Nos 71701207,
51075370, 51405447, and 51275480).
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Appendix 1
Notation
c1 =d^1 =g 1
a^1 =^ estimated scale parameter of the
normal distribution
c2 =d^2 =b
a^2 =^ g2 estimated scale parameter of the
Weibull distribution
c () density function of the copula C
C () bivariate copula function
d0 initial diameter of the axial cross-
section of the NBR O-ring
dt diameter of the axial cross-section
of the NBR O-ring at normal
temperature (T0 = 25 8C) after
the experiment terminated at
time t
Dj threshold of PC j
Fi marginal cumulative distribution
of performance character i
Fa (r, f) threshold of Hartley’s test, where
a is the significance level, f is the
degree of freedom, and r is the
number of variances, that is, the
number of tests
h height of text fixture during the
experiment
H () bivariate joint cumulative
distribution
12 Proc IMechE Part O: J Risk and Reliability 00(0)

kB Boltzmann constant ui parameter (set) of marginal

K constant for degradation speed
l () log-likelihood function
m shape parameter of the Weibull
distribution
R extended real line ½‘, ‘
T temperature of the environment
in which the NBR O-ring is
placed
xi (t) measurement of performance
character i at time t
d shape parameter of the normal
distribution
DE surface activation energy
e compression set of the NBR O-
ring
^ (t)
h scale parameter of the Weibull
distribution that is a function of
time, t
cumulative distribution Fi
^ (t)
m scale parameter of the normal
distribution that is a function of
time, t
r parameter of a constant copula
function
rt = (ar , br , vr , q) parameters of a time-varying
copula function, where ar , br , vr
are the parameters of the ARMA
process and q is the order of
moving average
st =s0 compressive stress relaxation of
the NBR O-ring, where st is the
stress after time t and s0 is the
initial stress
x a (r  1) threshold of Bartlett’s test, where
a is the significance level and r is
the number of variances, that is,
the number of tests