Nonstationary Systems: Theory and Applications: Contributions to the 13th Workshop on Nonstationary Systems and Their Applications, February 3-5, ... Poland (Applied Condition Monitoring, 18)

Preface
Contents
Time-Averaged Statistics-Based Methods for Anomalous Diffusive Exponent Estimation of Fractional Brownian Motion
	1 Introduction
	2 Fractional Brownian Motion as the Anomalous Diffusive Process
	3 Time-Averaged Statistics in Application to the Estimation of the Anomalous Diffusive Exponent
		3.1 The Empirical Autocovariance Function Based Method
		3.2 Time-Averaged Mean Square Displacement Based Method
		3.3 Detrended Fluctuation Analysis Based Method
		3.4 Detrended Moving Average Analysis Based Method
	4 Simulation Study
	5 Conclusions
	References
First-Order Integer Valued AR Processes with Zero-Inflated Innovations
	1 Introduction
	2 The ZI-INAR(1) Process
		2.1 Mathematical Properties
		2.2 The Likelihood Function
	3 Maximum Likelihood Estimation and Bootstrap Resampling Methods
		3.1 Parameter Estimation via the EM Algorithm
		3.2 Bootstrap Resampling Methods
		3.3 Confidence Intervals
	4 Simulation Study
		4.1 Simulation 1: Asymptotic Properties
		4.2 Simulation 2: Bootstrap Confidence Intervals
	5 Real Dataset: Drug Offenses
	6 Conclusion
	References
Asymptotics of Alternative Interdependence Measures for Bivariate -Stable Autoregressive Model of Order 1
	1 Introduction
	2 The Two-Dimensional -stable AR(1) Time Series
	3 Asymptotics of the Auto-Dependence Measures
	4 Simulations
	5 Conclusions
	References
How to Describe the Linear Dependence for Heavy-Tailed Distributed Data
	1 Introduction
	2 One- and Multidimensional - Stable Distribution
	3 Example Two-Dimensional -stable Random Variables
		3.1 Model I
		3.2 Model II
	4 Simulation Study
		4.1 Model I
		4.2 Model II
	5 Conclusions
	References
Granger Causality and Cointegration During Stock Bubbles and Market Crashes
	1 Introduction
	2 Data Sets Description and Preliminary Processing
		2.1 Empirical Data Sets
	3 Granger Causality Study: What Drives Stock Indices Returns?
		3.1 Growing Impact of Monetary Stimuli on Financial Markets
		3.2 Granger Causality Test
		3.3 Modelling and Forecasting Example: VAR(3) Model
	4 Vanishing and Recurring Cointegrations
	5 Conclusions and Further Research
	References
Non-Gaussian Regime-Switching Model in Application to the Commodity Price Description
	1 Introduction
	2 Non-Gaussian Regime-Switching Model
	3 Estimation of the Model\'s Parameters
	4 Simulation Study
	5 Real Data Analysis
	6 Conclusions
	References
Foundations of the Theory of Strongly Periodically Correlated Fields over Z2
	1 Introduction
	2 Integer Matrices and Groups
	3 Strongly Periodic Functions on Z2
	4 Structure of an SCF
	5 Spectrum an SCF
	6 Transfer Function of an a.c. SCF
	7 Shift Groups and Associated Stationary Fields
	8 Conclusion
	References
Component and the Least Square Estimation of Mean and Covariance Functions of Biperiodically Correlated Random Signals
	1 Introduction
	2 Component Estimator
	3 Least Square Estimation
		3.1 Mean Function Estimation
		3.2 Covariance Function Estimator
	4 Additional Technical Results
		4.1 Biases of the Covariance Components Estimators
		4.2 Variances of the Covariance Component Estimators
	5 Conclusions
	Appendix A
	Appendix B
	Appendix C
	Appendix D
	Appendix E
	References
The Synchronous Fitting of Cyclo-non-Stationary Signals: Definition and Theoretical Analysis
	1 Introduction
	2 Polynomial Generalization of the Synchronous Average
		2.1 Cyclo-non-Stationary Signals
		2.2 Local Synchronous Fitting
	3 Study of the LSF Filter
		3.1 Impulse Response
		3.2 Frequency Response Function
		3.3 Authors\' Recommendations on Parameter Setting
	4 Application to Real Vibration Signal
	5 Conclusions
	References
On the Modelling of Phonocardiogram Signals: Laplace Kernel and Cyclostationarity Based Approaches
	1 Introduction
	2 Analytical Model of PCG Signals
		2.1 Background
		2.2 Proposed Model
	3 Cyclic Analysis
		3.1 Definitions
		3.2 1st-order and 2nd-order Moments of the Proposed Model
		3.3 Cyclic Autocorrelation Function Rz()
		3.4 Spectral Correlation Density Function Sz(f)
	4 Tests on Synthetic and Real Data Sets
		4.1 Realistic Synthetic Data Sets
		4.2 Experimental Data Sets
	5 Conclusion
	References
Overview of Practical Aspects of Evaluation of Spectral Scalar Indicators for Trend Analysis in Condition Monitoring
	1 Introduction
		1.1 The Concept of Trend Analysis
		1.2 Dictionary
		1.3 Classification
	2 Generation of Trend Plots
	3 Scalar Evaluation
		3.1 Overview
		3.2 Signal Extraction
		3.3 Determination of Spectral Indexes
		3.4 Calculation of Spectral Amplitudes
	4 Additional Discussion
	5 Conclusion
	References
Automatic Detection of Rolling Element Bearing Faults to Be Applied on Mechanical Systems Comprised by Gears
	1 Introduction
	2 Vibration Produced by a Faulty Rolling Element Bearing
	3 Model of the Gear Vibration Signal
		3.1 A Gear Vibration Model Update Proposal
	4 The Automatic Method for Rolling Element Bearing Fault Detection for Systems Comprised by Gears
		4.1 On the Application of TARSE’s Approach
	5 Working with Simulation Signals
	6 Working with Real Signals
	7 Conclusions
	References
Health Monitoring of Moving/Rotary Structures: An Electromechanical Impedance Approach Using Integrated Piezoceramic Transducers
	1 Introduction
		1.1 Importance of MSHM
		1.2 Failure Sources in Moving Structures
		1.3 Conventional Methods Used for MSHM
		1.4 Constituent Elements of EMI-Based MSHM
	2 Smart Piezoceramic Transducers
		2.1 Synthesis Process
		2.2 Deposition of Thick Films on the Substrate
		2.3 Poling Phenomenon
		2.4 Characterization Process
	3 Fundamentals of EMI for MSHM
	4 Experiments on a Turbomachine Prototype
	5 Results Obtained from Semi-field Tests
	6 Conclusions
	7 Future Directions
	References
Rub-Impact Fault Diagnosis of a Coal Crusher Machine by Using Ensemble Patch Transformation and Empirical Mode Decomposition
	1 Introduction
	2 Mathematical Background
		2.1 Empirical Mode Decomposition
		2.2 Ensemble Patch Transformation
	3 Results and Discussion
		3.1 Simulated Signal Analysis
		3.2 Coal Crusher Vibration Signal Analysis
	4 Conclusions
	References
Fault Detection of Non-stationary Processes Using a Modified PCA Approach
	1 Introduction
	2 A Modified PCA Approach for Nonstationary Process Fault Detection
		2.1 Feature Engineering Using PCA
		2.2 Unsupervised Non-parametric Learning for Combined Health Index
	3 Alarm Generation for Process Monitoring
	4 Implementation and Case Studies
		4.1 Numerical Example and Simulation Case Study
		4.2 Comparison Case-Study
		4.3 Industrial Case-Study
	5 Conclusion
	References
Contribution to Health Monitoring of Silicon Carbide MOSFET
	1 Introduction
	2 Overview of Expected Failure Modes and Faults
	3 Accelerated Ageing Process
		3.1 Description of the Test Bench for the Ageing Process
		3.2 Power Active Cycling Tests
	4 Failure Mode Signature
		4.1 Failure Signature Classification
		4.2 Neural Network
	5 Conclusion
	References
The Use of Signal Intensity Estimator for Monitoring Real World Non-stationary Data
	1 Introduction
	2 Signal Intensity Estimator (SIE)
	3 Applications of SIE Method (Case-Studies)
		3.1 Repower Wind Machine (Bearing Case-Study)
		3.2 Suzlon Wind Machine (Gearbox Case-Study)
	4 Conclusion
	References
Model-Based Decision Support System for the Blast Furnace Charge of Burden Materials
	1 Introduction
	2 The Aims and Objectives of the Study
	3 Problem Statement
	4 Review of the Literature
	5 Materials and Methods
	6 Experiments and Results
	7 Discussion
	8 Conclusions
	References
Optimization of the Vibrating Machines with Adjustable Frequency Characteristics
	1 Introduction
	2 Dynamical Analysis of Vibrating Machine
		2.1 Calculating Scheme
		2.2 Finding the Natural Frequency of Free Vibrations
	3 Optimisation of Vibrating Machine Parameters
	4 Adjustment of Frequency Characteristics
	5 Conclusions
	References
Mathematical Modelling and Computer Simulation of Rotors Dynamics in Active Magnetic Bearings on the Example of the Power Gas Turbine Unit
	1 Introduction
	2 Literature Review
	3 The Object of Research and Problem Formulation
		3.1 Gas Turbine Unit Design
		3.2 Research Objectives and Initial Data
	4 Mathematical Modelling of the Dynamics of GTU Rotors
		4.1 Analysis of Linear Vibrations of GTU Rotors
		4.2 Analytical and Computational Models of the Dynamics of GTU Rotors
		4.3 Simulation Computational Model of the Dynamics of a Rotor in MBs
		4.4 Verification of Simulation Model of Dynamics of GTU Rotors in AMBs
	5 Conclusion and Discussion
	References
Computer Method of Determining the Yield Surface of Variable Structure of Heterogeneous Materials Based on the Statistical Evaluation of Their Elastic Characteristics
	1 Introduction
	2 Objectives
	3 Image Processing and Generation of the Statistically Equivalent Artificial Microstructure
	4 Finite Element Model
	5 Homogenization Procedure and Elastics Constant Determination
	6 The Results of Elastic Constant Conclusion
	7 The Yield Surface Calculation
	8 Conclusions
	References
Diagnosis Methods on the Blade of Marine Current Turbine
	1 Introduction
	2 Diagnosis Through Process of Stator Current Using VMD-Denoising and S-LDA Classifier
		2.1 VMD-Denoising for MCT Stator Current Signal
		2.2 Power Spectrum Analysis and Data Preliminary-Selection
		2.3 Fault Classification Based on S-LDA Method
		2.4 Application in MCT Blade
	3 Diagnosis Through Process of MCT Image Using Adaptive Coarse-Fine Semantic Segmentation Method
		3.1 SegNet Theory
		3.2 Unet Theory
		3.3 Data Preparation for MCT Image
		3.4 Adaptive Coarse-Fine Semantic Segmentation
		3.5 Evaluation of Segmentation Performance
		3.6 Application in MCT Blade
	4 Conclusion and Future Work
	References
Author Index