scholarly journals Bayesian inference for short-time risk evaluation considering time-varying contingencies

2022 ◽  
Vol 8 ◽  
pp. 1350-1356
Author(s):  
Yiping Yuan ◽  
Zhou Liu ◽  
Zhe Chen
Keyword(s):  
Bayesian Inference ◽  
Risk Evaluation ◽  
Time Varying ◽  
Short Time

Oil price risk evaluation using a novel hybrid model based on time-varying long memory

2019 ◽  
Vol 81 ◽  
pp. 70-78 ◽  
Author(s):  
Lu-Tao Zhao ◽  
Kun Liu ◽  
Xin-Lei Duan ◽  
Ming-Fang Li
Keyword(s):  
Hybrid Model ◽  
Long Memory ◽  
Risk Evaluation ◽  
Oil Price ◽  
Price Risk ◽  
Time Varying ◽  
Model Based ◽  
Oil Price Risk

scholarly journals Bayesian inference in a time varying cointegration model

2011 ◽  
Vol 165 (2) ◽  
pp. 210-220 ◽  
Author(s):  
Gary Koop ◽  
Roberto Leon-Gonzalez ◽  
Rodney W. Strachan
Keyword(s):  
Bayesian Inference ◽  
Time Varying

scholarly journals Damping Effects Induced by a Mass Moving along a Pendulum

2014 ◽  
Vol 2014 ◽  
pp. 1-9 ◽  
Author(s):  
E. Gandino ◽  
S. Marchesiello ◽  
A. Bellino ◽  
A. Fasana ◽  
L. Garibaldi
Keyword(s):  
Linear Time ◽  
Damping Ratio ◽  
System Response ◽  
Time Varying ◽  
Simple Method ◽  
Equivalent Damping ◽  
Stochastic Subspace Identification ◽  
Time Varying Systems ◽  
Instantaneous Frequencies ◽  
Short Time

The experimental study of damping in a time-varying inertia pendulum is presented. The system consists of a disk travelling along an oscillating pendulum: large swinging angles are reached, so that its equation of motion is not only time-varying but also nonlinear. Signals are acquired from a rotary sensor, but some remarks are also proposed as regards signals measured by piezoelectric or capacitive accelerometers. Time-varying inertia due to the relative motion of the mass is associated with the Coriolis-type effects appearing in the system, which can reduce and also amplify the oscillations. The analytical model of the pendulum is introduced and an equivalent damping ratio is estimated by applying energy considerations. An accurate model is obtained by updating the viscous damping coefficient in accordance with the experimental data. The system is analysed through the application of a subspace-based technique devoted to the identification of linear time-varying systems: the so-called short-time stochastic subspace identification (ST-SSI). This is a very simple method recently adopted for estimating the instantaneous frequencies of a system. In this paper, the ST-SSI method is demonstrated to be capable of accurately estimating damping ratios, even in the challenging cases when damping may turn to negative due to the Coriolis-type effects, thus causing amplifications of the system response.

scholarly journals Gearbox Vibration Signal Amplitude and Frequency Modulation

2012 ◽  
Vol 19 (4) ◽  
pp. 635-652 ◽  
Author(s):  
Fakher Chaari ◽  
Walter Bartelmus ◽  
Radoslaw Zimroz ◽  
Tahar Fakhfakh ◽  
Mohamed Haddar
Keyword(s):  
Vibration Signal ◽  
Signal Amplitude ◽  
Spur Gear ◽  
Main Task ◽  
Time Varying ◽  
Vibration Signals ◽  
Gearbox Vibration ◽  
Load Effects ◽  
Short Time ◽  
Load Conditions

Gearboxes usually run under fluctuating load conditions during service, however most of papers available in the literature describe models of gearboxes under stationary load conditions. Main task of published papers is fault modeling for their detection. Considering real situation from industry, the assumption of stationarity of load conditions cannot be longer kept. Vibration signals issued from monitoring in maintenance operations differ from mentioned models (due to load non-stationarity) and may be difficult to analyze which lead to erroneous diagnosis of the system. The objective of this paper is to study the influence of time varying load conditions on a gearbox dynamic behavior. To investigate this, a simple spur gear system without defects is modeled. It is subjected to a time varying load. The speed-torque characteristic of the driving motor is considered. The load variation induces speed variation, which causes a variation in the gearmesh stiffness period. Computer simulation shows deep amplitude modulations with sidebands that don't differ from those obtained when there is a defective tooth. In order to put in evidence the time varying load effects, Short Time Fourier Transform and then Smoothed Wigner-Ville distribution are used. Results show that the last one is well suited for the studied case.The experimental validation presented at the end of the paper confirms the obtained results. Such results offer useful information when diagnosing gear transmissions by avoiding confusing conclusions from vibration signals.

scholarly journals Comparison of nonparametric and parametric methods for time-frequency heart rate variability analysis in a rodent model of cardiovascular disease

PLoS ONE ◽  
2020 ◽  
Vol 15 (11) ◽  
pp. e0242147
Author(s):  
Emily M. Wong ◽  
Fern Tablin ◽  
Edward S. Schelegle
Keyword(s):  
Heart Rate ◽  
Heart Rate Variability ◽  
Fourier Transform ◽  
Ozone Exposure ◽  
Heart Rate Variability Analysis ◽  
Time Varying ◽  
Autoregressive Modeling ◽  
Short Time Fourier Transform ◽  
Modeling Methods ◽  
Short Time

The aim of time-varying heart rate variability spectral analysis is to detect and quantify changes in the heart rate variability spectrum components during nonstationary events. Of the methods available, the nonparametric short-time Fourier Transform and parametric time-varying autoregressive modeling are the most commonly employed. The current study (1) compares short-time Fourier Transform and autoregressive modeling methods influence on heart rate variability spectral characteristics over time and during an experimental ozone exposure in mature adult spontaneously hypertensive rats, (2) evaluates the agreement between short-time Fourier Transform and autoregressive modeling method results, and (3) describes the advantages and disadvantages of each method. Although similar trends were detected during ozone exposure, statistical comparisons identified significant differences between short-time Fourier Transform and autoregressive modeling analysis results. Significant differences were observed between methods for LF power (p ≤ 0.014); HF power (p ≤ 0.011); total power (p ≤ 0.027); and normalized HF power (p = 0.05). Furthermore, inconsistencies between exposure-related observations accentuated the lack of agreement between short-time Fourier Transform and autoregressive modeling overall. Thus, the short-time Fourier Transform and autoregressive modeling methods for time-varying heart rate variability analysis could not be considered interchangeable for evaluations with or without interventions that are known to affect cardio-autonomic activity.

scholarly journals A new method to specify the mitigated acoustic test conditions from flight telemetry based on the equivalence of vibro-acoustic response

2021 ◽  
Author(s):  
Shingo Shimazaki ◽  
Qinzhong Shi
Keyword(s):  
Response Spectrum ◽  
New Method ◽  
Time Varying ◽  
Launch Vehicles ◽  
Acoustic Response ◽  
Acoustic Environment ◽  
Extreme Stress ◽  
Test Conditions ◽  
Extreme Response ◽  
Short Time

AbstractGround acoustic tests using stationary sound pressure level spectrum have been conducted to verify the spacecraft survivability against acoustic environment acting on a spacecraft during launch, which is a non-stationary and random dynamic load. In general, a stationary spectrum used in ground acoustic test is traditionally determined by a method called maximax spectrum, which is the enveloped spectrum of time varying non-stationary short-time Fourier transform. However, the maximax spectrum is more or less an excessively conservative test condition because this spectrum focuses on processing of a time-varying acoustic signal itself to extract maximum value, rather than on how the vibro-acoustic response of an excited structure is. In this paper, a new method is proposed to specify a stationary spectrum equivalent to a structural vibro-acoustic response under a non-stationary and random acoustic environment based on extreme response spectrum and fatigue damage spectrum. This proposed method was applied to flight telemetry of both liquid- and solid-propellant launch vehicles developed by JAXA, to show its effect to mitigate the acoustic test conditions compared to the maximax spectrum while maintaining the equivalence of the structural vibro-acoustic response. Furthermore, the maximum predicted environment, which is the statistical upper percentiles of the flight telemetry of eight liquid-propellant launch vehicles, by the proposed method achieved a mitigation of about 2.5 and 6.8 dB in the extreme stress and cumulative fatigue, respectively, compared to the that which is calculated by the conventional maximax spectrum.

Effect of Negative Damping on Offshore Structures

2018 ◽  
Author(s):  
Gizat Derebe Amare ◽  
Yonas Zewdu Ayele
Keyword(s):  
Dynamic Response ◽  
Structural Design ◽  
Offshore Structures ◽  
Response Amplitude ◽  
Time Varying ◽  
Flow Induced Vibrations ◽  
Negative Damping ◽  
Wave Conditions ◽  
Short Time ◽  
Damping Model

Offshore structures are inevitably exposed to flow induced loads and flow-induced vibrations. The effect of these loads will affect the responses of structures, and the combined of two together on the response can lead the structures to induce different phenomena. The effect of damping is to counteract any dynamic response; however, “negative damping” increases the response amplitude. For example, the response amplitude may increase and can lead to structure instabilities, and it might cause damage in the short time. In order to achieve the best possible structural design, it is then relevant to study conditions under which structure instabilities occur. The purpose of this paper is to discuss the conditions under which offshore structures could induce “negative damping” and different structural phenomena that have been caused by “negative damping”. The discussion suggests a damping model with linear and time-varying terms, and shows theoretically that the model is negative under certain wave conditions.

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