• Title/Summary/Keyword: statistical parameters

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Development of Nonlinear Fatigue Model Based on Particle Filter Method (파티클 필터기법을 통한 비선형 피로모델 개발 연구)

  • Mun, Sungho
    • International Journal of Highway Engineering
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    • v.18 no.4
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    • pp.63-68
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    • 2016
  • PURPOSES : The nonlinear model of fatigue cracking is typically used for determining the maintenance period. However, this requires that the model parameters be known. In this study, the particle filter (PF) method was used to determine various statistical parameters such as the mean and standard deviation values for the nonlinear model of fatigue cracking. METHODS : The PF method was used to determine various statistical parameters for the nonlinear model of fatigue cracking, such as the mean and standard deviation. RESULTS : On comparing the values obtained using the PF method and the least square (LS) method, it was found that PF method was suitable for determining the statistical parameters to be used in the nonlinear model of fatigue cracking. CONCLUSIONS : The values obtained using the PF method were as accurate as those obtained using the LS method. Furthermore, reliability design can be applied because the statistical parameters of mean and standard deviation can be obtained through the PF method.

Evaluation of High Order Statistical Parameter for Electrochemical Noise Analysis

  • Kim, Jong Jip
    • Corrosion Science and Technology
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    • v.7 no.5
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    • pp.296-299
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    • 2008
  • High order statistical parameters were evaluated using the electrochemical noise data collected during corrosion of type 430 stainless steel coupled to a inert, platinum electrode in 3.5% NaCl solution. High order statistical parameters are shown to predict uniform corrosion properly. However, Localization index, skewness of current, kurtosis and skewness of potential are capable of predicting pitting corrosion only when the transients are large with long life time. Of the high order statistical parameters evaluated, kurtosis of current is found to be the most sensitive parameter for detecting uniform and pitting corrosion.

A Study on the Characteristics of the Parameters for the Statistical Analysis of Vibration Signal by Using Bearing Wear Test (베어링 마모시험을 이용한 진동신호의 통계적 파라미터 특성연구)

  • Jun, Oh-Sung;Hwang, Cheol-Ho;Yoon, Byung-Ok;Eun, Hee-Joon
    • The Journal of the Acoustical Society of Korea
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    • v.8 no.1
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    • pp.5-12
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    • 1989
  • This paper is concerned with the characteristics on the statistical parameters of vibration signal from bearing with changing its operating conditions as well as the spreading of faults. The rms, Kurtosis, crest factor, probability of exceedance and probability density function have been chose as the statistical parameters. To characterize of each, vibration signals have been recorded from four ball tester at different loads, operation speeds and time. The values of the statistical parameters for each frequency band have been calculated after A/D conversion and digital filtering of the recorded signals. It has been found that unlike rms values the statistical parameters such as Kurtosis etc. are almost unchanging with the change of the operating conditions such as load and speed. This suggests that the statistical parameters may be used for determining the development of faults independent of the operating conditions. In fact, the statistical parameters deviate considerably from their respective normal values when the faults developed under load conditions in the samples, conforming the suggestion.

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A new Bayesian approach to derive Paris' law parameters from S-N curve data

  • Prabhu, Sreehari Ramachandra;Lee, Young-Joo;Park, Yeun Chul
    • Structural Engineering and Mechanics
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    • v.69 no.4
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    • pp.361-369
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    • 2019
  • The determination of Paris' law parameters based on crack growth experiments is an important procedure of fatigue life assessment. However, it is a challenging task because it involves various sources of uncertainty. This paper proposes a novel probabilistic method, termed the S-N Paris law (SNPL) method, to quantify the uncertainties underlying the Paris' law parameters, by finding the best estimates of their statistical parameters from the S-N curve data using a Bayesian approach. Through a series of steps, the SNPL method determines the statistical parameters (e.g., mean and standard deviation) of the Paris' law parameters that will maximize the likelihood of observing the given S-N data. Because the SNPL method is based on a Bayesian approach, the prior statistical parameters can be updated when additional S-N test data are available. Thus, information on the Paris' law parameters can be obtained with greater reliability. The proposed method is tested by applying it to S-N curves of 40H steel and 20G steel, and the corresponding analysis results are in good agreement with the experimental observations.

Higher Order Statistical Analysis of Sound-Vibration Signal in Rolling Element Bearing with defects (결함이 있는 회전요소 베어링에서 음향-진동 신호의 고차 통계해석)

  • 이해철
    • Proceedings of the Korean Society of Machine Tool Engineers Conference
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    • 1999.10a
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    • pp.49-56
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    • 1999
  • This paper present a study on the application of sound pressure and vibration signals to detect the presence of defects in a rolling element bearing using a statistical analysis method. The well established statistical parameters such as the crest factor and the distribution of moments including kurtosis and skewless are utilized in this study. In addition, other statistical parameters derived from the beta distribution function are also used. A comparison study on the performance of the different types of parameter used is also performed. The statistical analysis is used because of its simplicity and quick computation. Under ideal conditions, the statistical method can be used to identify the different types of defect present in the bearing. In addition, the results also reveal that there is no significant advantages in using the beta function parameters when compared to using kurtosis and the crest factor for detecting and identifying defects in rolling element bearings from both sound and vibration signals.

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A Study on the Condition Monitoring for Rolling Element Bearing using Higher Order Statistical Analysis of Sound-Vibration Signal (음향-진동 신호의 고차 통계해석을 이용한 회전요소 베어링의 상황감시에 관한 연구)

  • 이해철;이준서;차경옥
    • Journal of Advanced Marine Engineering and Technology
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    • v.24 no.4
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    • pp.405-413
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    • 2000
  • This paper present study on the application of sound pressure and vibration signals to detect the presence of defects in a rolling element bearing using a statistical analysis method. The well established statistical parameters such as the crest factor and the distribution of moments including kurtosis and skew are utilized in this study. In addition, other statistical parameters derived from the beta distribution function are also used. A comparison study on the performance of the different types of parameter used is also performed. The statistical analysis is used because of its simplicity and quick computation. Under ideal conditions, the statistical method can be used to identify the different types of defect present in the bearing. In addition, the results also reveal that there is no significant advantages in using the beta function parameters when compared to using kurtosis and the crest factor for detecting and identifying defects in rolling element bearings from both sound and vibration signals.

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Bayesian Estimation of Multinomial and Poisson Parameters Under Starshaped Restriction

  • Oh, Myong-Sik
    • Communications for Statistical Applications and Methods
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    • v.4 no.1
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    • pp.185-191
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    • 1997
  • Bayesian estimation of multinomial and Poisson parameters under starshped restriction is considered. Most Bayesian estimations in order restricted statistical inference require the high-dimensional integration which is very difficult to evaluate. Monte Carlo integration and Gibbs sampling are among alternative methods. The Bayesian estimation considered in this paper requires only evaluation of incomplete beta functions which are extensively tabulated.

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CONFIDENCE CURVES FOR A FUNCTION OF PARAMETERS IN NONLINEAR REGRESSION

  • Kahng, Myung-Wook
    • Journal of the Korean Statistical Society
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    • v.32 no.1
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    • pp.1-10
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    • 2003
  • We consider obtaining graphical summaries of uncertainty in estimates of parameters in nonlinear models. A nonlinear constrained optimization algorithm is developed for likelihood based confidence intervals for the functions of parameters in the model The results are applied to the problem of finding significance levels in nonlinear models.

Statistical Inference in Non-Identifiable and Singular Statistical Models

  • Amari, Shun-ichi;Amari, Shun-ichi;Tomoko Ozeki
    • Journal of the Korean Statistical Society
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    • v.30 no.2
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    • pp.179-192
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    • 2001
  • When a statistical model has a hierarchical structure such as multilayer perceptrons in neural networks or Gaussian mixture density representation, the model includes distribution with unidentifiable parameters when the structure becomes redundant. Since the exact structure is unknown, we need to carry out statistical estimation or learning of parameters in such a model. From the geometrical point of view, distributions specified by unidentifiable parameters become a singular point in the parameter space. The problem has been remarked in many statistical models, and strange behaviors of the likelihood ratio statistics, when the null hypothesis is at a singular point, have been analyzed so far. The present paper studies asymptotic behaviors of the maximum likelihood estimator and the Bayesian predictive estimator, by using a simple cone model, and show that they are completely different from regular statistical models where the Cramer-Rao paradigm holds. At singularities, the Fisher information metric degenerates, implying that the cramer-Rao paradigm does no more hold, and that he classical model selection theory such as AIC and MDL cannot be applied. This paper is a first step to establish a new theory for analyzing the accuracy of estimation or learning at around singularities.

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Statistical Performance Estimation of a Multibody System Based on Design Variable Samples (설계변수 표본에 근거한 다물체계 성능의 통계적 예측)

  • Choi, Chan-Kyu;Yoo, Hong-Hee
    • Transactions of the Korean Society of Mechanical Engineers A
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    • v.33 no.12
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    • pp.1449-1454
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    • 2009
  • The performance variation of a multibody system is affected by a variation of various design variables of the system. And the effects of design variable variations on the performance variation must be considered in design of a multibody system. Accordingly, a variation analysis of a multibody system needs to be conducted in design of a multibody system. For a variation analysis of a performance, population mean and variance which are called statistical parameters of design variables are needed. However, an evaluation of statistical parameters of design variables is impossible in many practical cases. Therefore, an estimation of statistical parameters of the performance based on sample mean and variance which are called statistic of design variables is needed. In this paper, the variation analysis method for a multibody system based on design variable samples was proposed. And, using the proposed method, a variation analysis of the vehicle ride comfort based on sample statistic of design variables was conducted.