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A regime-switching cointegration approach for removing environmental and operational variations in structural health monitoring

机译:一种制度转换协整方法,用于消除结构健康监测中的环境和操作差异

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摘要

Cointegration is now extensively used to model the long term common trends among economic variables in the field of econometrics. Recently, cointegration has been successfully implemented in the context of structural health monitoring (SHM), where it has been used to remove the confounding influences of environmental and operational variations (EOVs) that can often mask the signature of structural damage. However, restrained by its linear nature, the conventional cointegration approach has limited power in modelling systems where measurands are nonlinearly related; this occurs, for example, in the benchmark study of the Z24 Bridge, where nonlinear relationships between natural frequencies were induced during a period of very cold temperatures. To allow the removal of EOVs from SHM data with nonlinear relationships like this, this paper extends the well-established cointegration method to a nonlinear context, which is to allow a breakpoint in the cointegrating vector. In a novel approach, the augmented Dickey-Fuller (ADF) statistic is used to find which position is most appropriate for inserting a breakpoint, the Johansen procedure is then utilised for the estimation of cointegrating vectors. The proposed approach is examined with a simulated case and real SHM data from the Z24 Bridge, demonstrating that the EOVs can be neatly eliminated.
机译:现在,协整已广泛用于对计量经济学领域中经​​济变量之间的长期共同趋势进行建模。最近,协整已在结构健康监测(SHM)的背景下成功实施,已被用于消除环境和操作变化(EOV)的混杂影响,这些影响常常掩盖结构损坏的迹象。然而,受其线性性质的限制,传统的协整方法在被测量与非线性相关的建模系统中的能力有限。例如,这发生在Z24桥梁的基准研究中,在该研究中,在非常寒冷的温度期间会感应出固有频率之间的非线性关系。为了允许从具有这样的非线性关系的SHM数据中删除EOV,本文将完善的协整方法扩展到非线性上下文,这将允许在协整向量中出现断点。在一种新颖的方法中,使用增强的Dickey-Fuller(ADF)统计信息来查找最适合插入断点的位置,然后将Johansen程序用于估计协整向量。通过模拟案例和来自Z24桥的真实SHM数据对提出的方法进行了检验,表明可以很好地消除EOV。

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