scholarly journals Structure Damage Identification Based on Regularized ARMA Time Series Model under Environmental Excitation

Vibration ◽  
2018 ◽  
Vol 1 (1) ◽  
pp. 138-156 ◽  
Author(s):  
Xuan Zhang ◽  
Dongsheng Li ◽  
Gangbing Song
Keyword(s):  
Time Series ◽  
Impulse Response ◽  
Response Function ◽  
Structural Damage ◽  
Damage Identification ◽  
National Laboratory ◽  
Impulse Response Function ◽  
Time Series Model ◽  
Vibration Response ◽  
Structural Vibration

In this paper, a non-modal parametric method to identify structural damage using a regularized autoregressive moving average time series model under environmental excitation is proposed in combination with the virtual impulse response function. This method can use the structural vibration response to determine the damage caused to the structure during environmental excitation. Firstly, the virtual impulse response function is obtained by using the structural vibration response. Then, a regularized ARMA time series model is used to fit the virtual impulse response function. Based on the change of auto-regression coefficients in the regularization model under different damage cases, the structural damage is identified. The authors derive the regularization equation of an ARMA time series model to solve the problems in a time series model and obtain the regularization coefficient. Finally, this method is applied to a three-degrees-of-freedom chain structure and a three-floor shear structure of the Los Alamos National Laboratory (LANL). The experimental results show that the method based on the regularized ARMA time series model under environmental excitation can effectively identify the structural damage, which is a reliable method for damage identification. The regularized ARMA time series model can accurately extract signal features and has invaluable application prospects in the field of structural health monitoring.

Hilbert Transformation Impulse Response

2014 ◽  
Vol 19 (4) ◽  
pp. 27-35
Author(s):  
Mariusz Sulima
Keyword(s):  
Time Series ◽  
Impulse Response ◽  
Response Function ◽  
Signal To Noise Ratio ◽  
Impulse Response Function ◽  
Equation System ◽  
Impulse Response Functions ◽  
Response Functions ◽  
Signal To Noise ◽  
Input Time

Abstract This work presents a new DHT impulse response function based on the proposed nonlinear equation system obtained as a result of combining the DHT and IDHT equation systems. In the case of input time series with selected characteristics, the DHT results obtained using this impulse response function are characterised by a higher accuracy compared to the DHT results obtained based on the convolution using other known DHT impulse response functions. The results are also characterised by a higher accuracy than the DHT results obtained using the popular indirect DHT method based on discrete Fourier transform (DFT). Analysis of these example time series with selected characteristics was performed based on the signal-to-noise ratio.

scholarly journals Damage Identification Investigation of Retaining Wall Structures Based on a Virtual Impulse Response Function

2016 ◽  
Vol 2016 ◽  
pp. 1-13 ◽  
Author(s):  
Qian Xu
Keyword(s):  
Impulse Response ◽  
Response Function ◽  
Frequency Band ◽  
Damage Identification ◽  
Wavelet Packet ◽  
Retaining Wall ◽  
Damage Index ◽  
Impulse Response Function ◽  
Energy Ratio ◽  
Wall Structures

To eliminate the influence of excitation on the wavelet packet frequency band energy spectrum (ES), ES is acquired via wavelet packet decomposition of a virtual impulse response function. Based on ES, a character frequency band vector spectrum and damage eigenvector spectrum (DES) are created. Additionally, two damage identification indexes, the energy ratio standard deviation and energy ratio variation coefficient, are proposed. Based on the damage index, an updated damage identification method for retaining wall structures is advanced. The damage state of a retaining wall can be diagnosed through DES, the damage location can be detected through the damage index trend surface, and the damage intensity can be identified by establishing a quantitative relationship between the damage intensity and damage index. To verify the feasibility and validity of this damage identification method, a vibration test on a pile plate retaining wall is performed. Test results demonstrate that it can distinguish whether the retaining wall is damaged, and the location of partial damage within the retaining wall can be easily detected; in addition, the damage intensity of the wall can also be identified validly. Consequently, this damage identification theory and method may be used to identify damage within retaining wall structures.

scholarly journals A Study On The Productivity Of Koreas Industrial Sector With IT Technology Capital And R&D Stocks Variation

2011 ◽  
Vol 1 (10) ◽  
Author(s):  
Chuhwan Park ◽  
Tae-Woong Park ◽  
Byoung-Moo Heo
Keyword(s):  
Time Series ◽  
Granger Causality ◽  
Impulse Response ◽  
Response Function ◽  
Function Analysis ◽  
Impulse Response Function ◽  
Industrial Sector ◽  
Response Analysis ◽  
Industrial Growth ◽  
Time Periods

This paper examines the effects of IT technology capital and R&D stocks variation on the growth of Koreas industries with time series approaches. In detail, we analyze the Granger causality and impulse response analysis among the Koreas industrial growth, IT technology capital, and R&D stocks. When it comes to this research conclusion, we know that IT technology capital and R&D stocks shocks affect the growth of Koreas industrial sector. However, the revere effect is ambiguous in each industrial sector. Also, the impulse response function analysis shows that the effect of IT technology capital and R&D stocks fluctuation in each industrial sector is presented with different time periods.

scholarly journals Structural Damage Diagnosis-Oriented Impulse Response Function Estimation under Seismic Excitations

Sensors ◽  
2019 ◽  
Vol 19 (24) ◽  
pp. 5413
Author(s):  
Jian-Fu Lin ◽  
Junfang Wang ◽  
Li-Xin Wang ◽  
Siu-seong Law
Keyword(s):  
Damage Detection ◽  
Impulse Response ◽  
Response Function ◽  
Structural Damage ◽  
Numerical Study ◽  
Damage Index ◽  
Impulse Response Function ◽  
Function Estimation ◽  
Seismic Excitations ◽  
Transformation Matrices

Impulse response function (IRF) is an ideal structural damage index for the identification of structural damage associated with changes in modal properties. However, IRFs from multiple excitations applied at different degrees-of-freedoms jointly contribute to the dynamic response, and their estimation is often underdetermined. Although some efforts have been devoted to the estimation of IRF for a structure under single excitation, the case under multiple excitations has not been fully investigated yet. The estimation of IRF under multiple excitations is generally an ill-conditioned inverse problem such that an incorrect or non-feasible solution is common, preventing its application to damage detection. This work explores this problem by introducing dimensionality reduction transformation matrices relating two sets of IRFs of a structure with discussions on the performance of the non-unique transformation matrices. Then, the extraction of IRF via wavelet-based and Tikhonov regularization-based methods are compared. Finally, a numerical study with a truss structure is conducted to validate the estimation of the IRFs and to demonstrate their applicability for damage detection under seismic excitations. Both the damage locations and severity are accurately identified, indicating the proposed methodology can enable the IRFs estimation under multiple excitations for successful damage detection.

Does Eurobond issuance influence FDI location? Evidence from sub-Saharan Africa

2021 ◽  
Vol ahead-of-print (ahead-of-print) ◽  
Author(s):  
Lord Mensah ◽  
Eric B. Yiadom ◽  
Raymond Dziwornu
Keyword(s):  
Time Series ◽  
Causal Relationship ◽  
Granger Causality ◽  
Impulse Response ◽  
Response Function ◽  
Impulse Response Function ◽  
Var Model ◽  
Fdi Inflows ◽  
Content Type ◽  
Sub Saharan

PurposeDoes the issuance of Eurobonds carry enough information about favourable domestic conditions to warrant more FDI inflows? In this study, the authors investigate how FDI is responding to the rising levels of Eurobonds in sub-Saharan African (SSA).Design/methodology/approachThe study uses the system GMM model to set up a panel with all 17 SSA countries with Eurobonds. The dataset was transformed into time series, and the VAR model and Granger causality were used to diffuse the doubt of a possible bi-causal relationship between Eurobonds and FDI. Additionally, the authors use the impulse response function to test the behaviour of FDI to a one-time shock to Eurobonds.FindingsThe study reports that Eurobond levels matter in explaining FDI receipts. Specifically, the authors report that the issuance of Eurobonds leads to a favourable increase in FDI inflows. The authors transform our data into time series and use the VAR model and Granger causality test to diffuse the doubt of a possible bi-causal relationship between Eurobonds and FDI. The authors’ findings from this exercise suggest that two lag levels of Eurobond are a good predictor of future FDI flows. More also, the authors use the impulse response function to test the behaviour of FDI to a one-time shock to Eurobonds and report that a one-unit standard deviation shock to Eurobonds will cause FDI to swell up over at least 8 years.Research limitations/implicationsThe study is limited in scope due to data availability. Future studies may consider using countries across the globe that have issued Eurobond to retest the current research objectives.Practical implicationsThe study establishes grounds to suggest that the issuance of Eurobonds carry enough information to foreign investors in deciding on the location of FDI.Originality/valueThe study is uniquely opening a new frontier to the discussion on how one international capital can be used to bait other foreign capital. It also discusses signalling theory at the macro level.

scholarly journals PENGELUARAN PEMERINTAH DI MALUKU: ANALISIS VECTOR AUTOREGRESSIVE

2019 ◽  
Vol 4 (1) ◽  
Author(s):  
Jacobus Cliff Diky Rijoly
Keyword(s):  
Time Series ◽  
Impulse Response ◽  
Response Function ◽  
Autoregressive Model ◽  
Impulse Response Function ◽  
Variance Decomposition ◽  
Vector Autoregressive Model ◽  
Vector Autoregressive

 Pada tahun 1999 pemerintah Indonesia mengimplementasikan peraturan mengenai otonomi daerah, dampak langsung dari implementasi ini adalah setiap provinsi harus mampu mengembangkan pembangunan ekonomi di daerahnya sendiri. Hal ini juga terjadi di Maluku, peningkatan APBD (Anggaran Pendapatan dan Belanja Daerah), yang seharusnya menjadi instrument peningkatan pertumbuahan ekonomi di Maluku. Tapi, faktanya Maluku masih menjadi daerah termiskin ke 4 di Indonesia dan memiliki tingkat pengangguran paling tinggi di Indonesia. Efektifitas realisasi anggaran di duga menjadi permasalahan utama. Sesuai dengan data BPS Maluku mayoritas dari pengeluaran pemerintah yang ada digunakan sebagai pengeluaran/ belanja rutin (83.4%) dan sisanya (29.68%) diganakan sebagai belanja/ pengeluaran Modal, yang seharusnya di gunakan untuk mendorong akselerasi pertumbuhan ekonomi.Penelitian ini menggunakan VAR (Vector Autoregressive) model, untuk mengukur efek daro pengeluaran pemerintah terhadap pertumbuhan ekonomi Maluku, data yang di gunakan dalam penelitian ini menggunakan data time series dari tahun 1997-2016 yang besumber dati BPS Maluku.Hasil penelitian menunjukan bahwa pengeluaran pemerintah di tentukan oleh berbagai variabel diantaranya variabel eksogen (Kebijakan Pemerintah Melalui Penerimaan Migas maupun Non-Migas) serta variabel endogen ( PDB dan Pembentukan Modal Tetap). Hasil lain yang menggunakan instrument Impulse Response Function dan Analisis Variance Decomposition seluruh variable dalam jangka pendek dan jangka Panjang memiliki pengaruh positif terhadap Pengeluaran Pemerintah di Maluku.

scholarly journals Damage Index Analysis of Retaining Wall Structures Based on the Impulse Response Function and Virtual Impulse Response Function

2021 ◽  
Vol 2021 ◽  
pp. 1-21
Author(s):  
Qian Xu
Keyword(s):  
Standard Deviation ◽  
Impulse Response ◽  
Response Function ◽  
Damage Identification ◽  
Feature Vector ◽  
Retaining Wall ◽  
Damage Index ◽  
Impulse Response Function ◽  
Damage State ◽  
Wall Structures

To identify the damage within retaining wall structures, the Hilbert–Huang Transforms of the impulse response function and virtual impulse response function were performed. The Hilbert marginal energy ratio spectrums of the impulse response function and virtual impulse response function were acquired. To reflect damage information effectively, those bands with stronger damage sensitivity were extracted via the threshold value ε0. Then, the Hilbert feature bands, which were more sensitive to damage within retaining walls, were selected by considering the contribution of the residual band to the damage identification. Based on the feature bands, the Hilbert damage feature vector, which reflects the variations of Hilbert marginal energy ratio caused by damage, was created. Based on the damage feature vector, two damage identification indexes (the energy ration standard deviation and Energy Ration Standard Deviation), which were based on the impulse response function and virtual impulse response function, respectively, were proposed to identify damage within retaining walls. To investigate the validity of the damage indexes, vibration tests on a pile plate retaining wall were done. The test results show that the damage feature vector is a zero vector or the value of damage index is zero when the wall is undamaged. The damage feature vector is a nonzero vector or the value of the damage index is more than zero when the wall is damaged. Thus, the damage state of the wall can be detected sensitively via the damage feature vector or damage indexes. Partial damage causes greater fluctuation of trend surface of the damage index. The location of partial damage can be diagnosed validly via the coordinate of peak value in the trend surface. The quantitative relationship formula between the damage index and damage intensity is established. The damage intensity of the wall can be calculated reversely, when the damage index is available. Either the energy ration standard deviation or Energy Ration Standard Deviation can be used to detect the damage state, diagnose the damage location, and identify the damage intensity. In comparison with the energy ration standard deviation, the stability and damage sensitivity of the Energy Ration Standard Deviation is much better.

Fuzzy clustering of time-series model to damage identification of structures

2018 ◽  
Vol 22 (4) ◽  
pp. 868-881 ◽  
Author(s):  
Yongping Zeng ◽  
Yongyi Yan ◽  
Shun Weng ◽  
Yanhua Sun ◽  
Wei Tian ◽  
...  
Keyword(s):  
Time Series ◽  
Fuzzy Clustering ◽  
Structural Damage ◽  
Clustering Algorithm ◽  
Damage Identification ◽  
Numerical Study ◽  
Computational Cost ◽  
Time Series Model ◽  
Damage Location ◽  
Identification Method

Time-series methods have been popularly used for damage identification of civil structure because of its output-only and non-model approach. Since the existence of structural damage is usually vague and not focussed on any particular time point, the switches in damage patterns from one time state to another are necessary to be treated in a fuzzy way. This article develops a damage identification method based on the fuzzy clustering of time-series model. The changes of model coefficients of time-series model are proposed to indicate the undamaged and damaged states by the fuzzy c-means clustering algorithm. The residual errors of time-series model are used to identify the damage location and damage severity. The proposed method is applied to an experimental segment lining and a numerical study of a practical bridge. The results verify that the proposed method is accurate and efficient to detect the structural damage location and severity. Since the computational process of time-series model and fuzzy clustering require low computational cost, the proposed data-based damage identification method is applicable to the online structural health monitoring system of large-scale civil structures.

Fusion of structural damage identification results from different test scenarios and evaluation indices in structural health monitoring

2020 ◽  
pp. 147592172096216
Author(s):  
XY Li ◽  
SJ Lin ◽  
SS Law ◽  
YZ Lin ◽  
JF Lin
Keyword(s):  
Structural Health Monitoring ◽  
Impulse Response ◽  
Response Function ◽  
Health Monitoring ◽  
Structural Damage ◽  
Impulse Response Function ◽  
Identification Algorithm ◽  
Structural Health ◽  
Damage Indices ◽  
Test Parameters

There are many existing algorithms and damage indices that can effectively meet the engineering need in damage diagnosis. However, all of them (except those with an exact formulation) are based on certain assumptions with approximations, and their performances depend on the combination of test parameters, for example, type, number, and location of excitations and sensors; identification algorithm adopted; and environmental noise effect. Results obtained from different combinations of these test parameters are different and they may be mathematically biased or contradicting. Existing practice adopts the general indication of result for further maintenance decisions or by subjective screening the results with engineering sense. This article demonstrates the possibility to have a better design of the structural health monitoring system where the benefits of different damage indices and evaluation methodologies can be reaped via the fusion of the identified results. The scenario for discussion is the vibration-based damage localization problem. The change in mode shape in the modal domain and change in the covariance of impulse response function change in the time domain are selected as damage indices for the illustration. An exact form of the covariance of impulse response function is also proposed for this purpose. The demonstration is conducted via a simulated truss structure, an experimental beam, and 280 days valid recorded data from an in-service suspension bridge deck. Different measurements are analyzed to produce large number of identified results for reducing traffic excitation effect, the temperature effect, and so on, and to enhance the structural damage information in the final set of results. Experiences in handling the structural health monitoring data for monitoring the movement of a structural joint before and after a typhoon are also presented. The proposed strategy does not need a mathematical model of the structure, but this leads to heavy sensor requirement for a fine spatial resolution of the local damage.

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