Optimized VMD-Wavelet Packet Threshold Denoising based on Cross-Correlation Analysis

Author(s):  
Xin Wang
2018 ◽  
Vol 140 (3) ◽  
Author(s):  
Pengfei Xing ◽  
Guobin Li ◽  
Ting Liu ◽  
Hongtao Gao ◽  
Guoyou Wang

Running-in wear experiments were conducted on a spherical-on-disk tester. The vibration signals collected in the experiments were detected by a combination of harmonic wavelet packet transform (HWPT) and cross-correlation analysis (CCA) methods. Experimental results show that the friction vibration signals detected in tangential and normal directions have the characteristics of no time delay and strong correlation. Their root-mean-square (RMS) values gradually reduce and enter a steady-state of fluctuation with the experiments time, which are consistent with the variation of friction coefficient and reflect the change of wear states from the running-in wear to the stable wear. Therefore, the detection of friction vibration can be realized by a combination of HWPT and CCA methods.


2019 ◽  
Vol 11 (1) ◽  
pp. 01025-1-01025-5 ◽  
Author(s):  
N. A. Borodulya ◽  
◽  
R. O. Rezaev ◽  
S. G. Chistyakov ◽  
E. I. Smirnova ◽  
...  

Sensors ◽  
2018 ◽  
Vol 18 (5) ◽  
pp. 1571 ◽  
Author(s):  
Jhonatan Camacho Navarro ◽  
Magda Ruiz ◽  
Rodolfo Villamizar ◽  
Luis Mujica ◽  
Jabid Quiroga

2010 ◽  
Vol 09 (02) ◽  
pp. 203-217 ◽  
Author(s):  
XIAOJUN ZHAO ◽  
PENGJIAN SHANG ◽  
YULEI PANG

This paper reports the statistics of extreme values and positions of extreme events in Chinese stock markets. An extreme event is defined as the event exceeding a certain threshold of normalized logarithmic return. Extreme values follow a piecewise function or a power law distribution determined by the threshold due to a crossover. Extreme positions are studied by return intervals of extreme events, and it is found that return intervals yield a stretched exponential function. According to correlation analysis, extreme values and return intervals are weakly correlated and the correlation decreases with increasing threshold. No long-term cross-correlation exists by using the detrended cross-correlation analysis (DCCA) method. We successfully introduce a modification specific to the correlation and derive the joint cumulative distribution of extreme values and return intervals at 95% confidence level.


2021 ◽  
Vol 27 (S1) ◽  
pp. 1540-1541
Author(s):  
Tristan O'Neill ◽  
B. C. Regan ◽  
Matthew Mecklenburg

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