On-Line Structural Damage Feature Extraction Based on Autoregressive Statistical Pattern of Time Series

2014 ◽  
Author(s):  
Ming-Hui Hu ◽  
Shan-Tung Tu ◽  
Fu-Zhen Xuan ◽  
Zheng-Dong Wang
Keyword(s):  
Time Series ◽  
Feature Extraction ◽  
Structural Damage ◽  
Power Plants ◽  
Damage Identification ◽  
Moving Average ◽  
Autoregressive Moving Average ◽  
Statistical Pattern ◽  
On Line ◽  
The Relationship

The main aim of this paper is to demonstrate an autoregressive statistical pattern analysis method for the on-line structural health monitoring based on the damage feature extraction. The strain signals obtained from sensors are modeled as autoregressive moving average (ARMA) time series to extract the damage sensitive features (DSF) to monitor the variations of the selected features. One algebra combination of the first three AR coefficients is defined as damage sensitive feature. Using simple theory of polynomial roots, the relationship between the first three AR coefficient and the roots of the characteristic equation of the transfer function is deduced. Structural damage detection is conducted by comparing the DSF values of the inspected structure. The corresponding damage identification experiment was investigated in X12CrMoWVNbN steel commonly used for rotor of steam turbine in power plants. The feasibility and validity of the proposed method are shown.

The Impact of Aggregate Level Alcohol Consumption on Homicide Rates: A Time Series Analysis

2021 ◽  
pp. 0306624X2110287
Author(s):  
TK Vinod Kumar
Keyword(s):  
Time Series ◽  
Alcohol Consumption ◽  
Moving Average ◽  
Policy Implications ◽  
Autoregressive Moving Average ◽  
Aggregate Level ◽  
Homicide Rates ◽  
Time Series Analyses ◽  
The Impact ◽  
The Relationship

Consumption of alcohol has an impact on violent crimes and homicides. The study examines the association between aggregate level consumption of spirit and homicide rates in the State of Kerala in India. Time-series analyses were conducted by building Autoregressive Moving Average with Exogenous Variables (ARMAX) models and OLS Regression models to explain the relationship between the monthly rate of consumption of alcoholic spirits and homicide rates. The study concludes that consumption of alcoholic spirits has a statistically significant impact on the total homicide rates and the male and female homicide rates. The study has significant policy implications being one of the first studies examining the relationship between alcohol consumption and homicide rates in India and suggesting methods to address challenges of adverse public health consequences associated with alcohol consumption.

Modeling of System Dynamics and Disturbance From Paper-Making Process Data

1976 ◽  
Vol 98 (2) ◽  
pp. 197-199 ◽  
Author(s):  
S. M. Pandit ◽  
T. N. Goh ◽  
S. M. Wu
Keyword(s):  
Time Series ◽  
Moving Average ◽  
Estimation Procedure ◽  
Autoregressive Moving Average ◽  
Process Data ◽  
Paper Making ◽  
Response Data ◽  
On Line ◽  
Modeling Strategy ◽  
Input Response

A new method is described to simultaneously model the dynamics and disturbance for a paper-making process from a set of on-line step input response data. The response is decomposed into two parts — a deterministic part represented by the response of an nth order linear system, and a stochastic part characterized by an Autoregressive Moving Average time series model. The differential equations representing the dynamics of the noise are also obtained and discussed. A general modeling strategy and estimation procedure for arbitrary inputs and unkown deal-time is outlined.

Using The Fully Modified M Method In Estimating The Effect Of Cultivated Area On Barley Production In Iraq For The Period 1970-2018

2020 ◽  
Vol 2020 (66) ◽  
pp. 101-110
Author(s):  
. Azhar Kadhim Jbarah ◽  
Prof Dr. Ahmed Shaker Mohammed
Keyword(s):  
Regression Model ◽  
Moving Average ◽  
Estimation Method ◽  
Estimation Methods ◽  
Autoregressive Moving Average ◽  
Moving Average Models ◽  
Error Terms ◽  
Relationship Of ◽  
The Relationship ◽  
Barley Crop

The research is concerned with estimating the effect of the cultivated area of barley crop on the production of that crop by estimating the regression model representing the relationship of these two variables. The results of the tests indicated that the time series of the response variable values is stationary and the series of values of the explanatory variable were nonstationary and that they were integrated of order one ( I(1) ), these tests also indicate that the random error terms are auto correlated and can be modeled according to the mixed autoregressive-moving average models ARMA(p,q), for these results we cannot use the classical estimation method to estimate our regression model, therefore, a fully modified M method was adopted, which is a robust estimation methods, The estimated results indicate a positive significant relation between the production of barley crop and cultivated area.

scholarly journals The time series regression analysis in evaluating the economic impact of COVID-19 cases in Indonesia

2021 ◽  
Vol 16 (3) ◽  
pp. 197-210
Author(s):  
Utriweni Mukhaiyar ◽  
Devina Widyanti ◽  
Sandy Vantika
Keyword(s):  
Time Series ◽  
Exchange Rate ◽  
Moving Average ◽  
Autoregressive Moving Average ◽  
Transfer Function Model ◽  
Function Model ◽  
Time Series Regression ◽  
Vector Autoregressive ◽  
Daily Data ◽  
The Impact

This study aims to determine the impact of COVID-19 cases in Indonesia on the USD/IDR exchange rate using the Transfer Function Model and Vector Autoregressive Moving-Average with Exogenous Regressors (VARMAX) Model. This paper uses daily data on the COVID-19 case in Indonesia, the USD/IDR exchange rate, and the IDX Composite period from 1 March to 29 June 2020. The analysis shows: (1) the higher the increase of the number of COVID-19 cases in Indonesia will significantly weaken the USD/IDR exchange rate, (2) an increase of 1% in the number of COVID-19 cases in Indonesia six days ago will weaken the USD/IDR exchange rate by 0.003%, (3) an increase of 1% in the number of COVID-19 cases in Indonesia seven days ago will weaken the USD/IDR exchange rate by 0.17%, and (4) an increase of 1% in the number of COVID-19 cases in Indonesia eight days ago will weaken the USD/IDR exchange rate by 0.24%.

ARMA processes have maximal entropy among time series with prescribed autocovariances and impulse responses

1985 ◽  
Vol 17 (04) ◽  
pp. 810-840 ◽  
Author(s):  
Jürgen Franke
Keyword(s):  
Time Series ◽  
Impulse Response ◽  
Moving Average ◽  
Autoregressive Process ◽  
Natural Generalization ◽  
Maximal Entropy ◽  
Autoregressive Moving Average ◽  
Moving Average Process ◽  
Arma Process ◽  
Arma Processes

The maximum-entropy approach to the estimation of the spectral density of a time series has become quite popular during the last decade. It is closely related to the fact that an autoregressive process of order p has maximal entropy among all time series sharing the same autocovariances up to lag p. We give a natural generalization of this result by proving that a mixed autoregressive-moving-average process (ARMA process) of order (p, q) has maximal entropy among all time series sharing the same autocovariances up to lag p and the same impulse response coefficients up to lag q. The latter may be estimated from a finite record of the time series, for example by using a method proposed by Bhansali (1976). By the way, we give a result on the existence of ARMA processes with prescribed autocovariances up to lag p and impulse response coefficients up to lag q.

Continuous Autoregressive Moving Average Models

2021 ◽  
pp. 118-141
Author(s):  
Yakup Ari
Keyword(s):  
Time Series ◽  
Parameter Estimation ◽  
Differential Equations ◽  
Stochastic Differential Equations ◽  
Discrete Time ◽  
Moving Average ◽  
Likelihood Estimation ◽  
Real Data ◽  
Autoregressive Moving Average ◽  
The Difference

The financial time series have a high frequency and the difference between their observations is not regular. Therefore, continuous models can be used instead of discrete-time series models. The purpose of this chapter is to define Lévy-driven continuous autoregressive moving average (CARMA) models and their applications. The CARMA model is an explicit solution to stochastic differential equations, and also, it is analogue to the discrete ARMA models. In order to form a basis for CARMA processes, the structures of discrete-time processes models are examined. Then stochastic differential equations, Lévy processes, compound Poisson processes, and variance gamma processes are defined. Finally, the parameter estimation of CARMA(2,1) is discussed as an example. The most common method for the parameter estimation of the CARMA process is the pseudo maximum likelihood estimation (PMLE) method by mapping the ARMA coefficients to the corresponding estimates of the CARMA coefficients. Furthermore, a simulation study and a real data application are given as examples.

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