• Title/Summary/Keyword: sample covariance matrix

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Bearing fault detection through multiscale wavelet scalogram-based SPC

  • Jung, Uk;Koh, Bong-Hwan
    • Smart Structures and Systems
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    • v.14 no.3
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    • pp.377-395
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    • 2014
  • Vibration-based fault detection and condition monitoring of rotating machinery, using statistical process control (SPC) combined with statistical pattern recognition methodology, has been widely investigated by many researchers. In particular, the discrete wavelet transform (DWT) is considered as a powerful tool for feature extraction in detecting fault on rotating machinery. Although DWT significantly reduces the dimensionality of the data, the number of retained wavelet features can still be significantly large. Then, the use of standard multivariate SPC techniques is not advised, because the sample covariance matrix is likely to be singular, so that the common multivariate statistics cannot be calculated. Even though many feature-based SPC methods have been introduced to tackle this deficiency, most methods require a parametric distributional assumption that restricts their feasibility to specific problems of process control, and thus limit their application. This study proposes a nonparametric multivariate control chart method, based on multiscale wavelet scalogram (MWS) features, that overcomes the limitation posed by the parametric assumption in existing SPC methods. The presented approach takes advantage of multi-resolution analysis using DWT, and obtains MWS features with significantly low dimensionality. We calculate Hotelling's $T^2$-type monitoring statistic using MWS, which has enough damage-discrimination ability. A bootstrap approach is used to determine the upper control limit of the monitoring statistic, without any distributional assumption. Numerical simulations demonstrate the performance of the proposed control charting method, under various damage-level scenarios for a bearing system.

A Structural Relationship Among the Related Variables of Children's Internalizing and Externalizing Problems (아동의 내면화·외현화문제행동 관련변인들 간의 인과적 구조분석)

  • Moon, Dae-Geun;Moon, Soo-Back
    • Korean Journal of Child Studies
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    • v.32 no.5
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    • pp.49-65
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    • 2011
  • The purpose of this study was to investigate the structural relationship between the related variables of children's internalization and externalization of problems. A total of 709 elementary school students residing in Daegu City and Kyungpook province completed questionnaires which assessed family interaction functions, emotional regulation, self-control, and internalization and externalization of problems. The sample variance-covariance matrix was analyzed using AMOS 19.0, and a maximum likelihood minimization function. Goodness of fit was evaluated using the SRMS, RMSEA, and its 90% confidence interval, CFI, and TLI. The results were as follows : First, the function of family interaction, and emotional regulation had a significant direct effect on the internalization of problems. Moreover, emotional regulation, self-control and internalization of problems had a statistically substantial direct effect on the externalization of problems. Second, family interaction functions did not have a statistically significant direct on children's externalization of problems, although it may well have an indirect effect on children's externalization of problems through emotional regulation and self-control. Finally, self-control did not enjoy a direct effect on children's internalization of problems.

A Structural Analysis of School-Aged Children's Peer Relationship and Its Related Variables (학령기 아동의 또래관계 관련변인들 간의 관계 구조분석)

  • Choi, Ja-Eun;Moon, Dae-Gun;Moon, Soo-Back
    • Journal of Families and Better Life
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    • v.31 no.1
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    • pp.99-111
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    • 2013
  • The purpose of this study was to investigate the structural relationships among the related variables of peer relationship. 547 schoolage children's social support, self-esteem, empathy and peer relationship. Subjects of this study were 547 elementary school students residing in Daegu-Si completed questionnaires assessing peer relationship, social support, self-esteem, empathy. The sample variance-covariance matrix was analyzed using AMOS 20.0, and the maximum likelihood minimization function. The goodness of fit was evaluated using the SRMR, RMSEA and its 90% confidence interval, CFI, and TLI. The results were as follow. First, children's social support was found to hadn't direct effect on peer relationship. Second, children's self-esteem, empathy have a direct effect on peer relationship. Third, children's social support have a direct effect on self-esteem, empathy. and children's self-esteem have a direct effect on empathy.

The Mediating Effects of Father's Communication Patterns on the Relationship between Marital Conflict and Adolescent Problem Behaviors (청소년 자녀가 지각한 부부갈등, 청소년 문제행동 간의 관계에서 아버지 의사소통유형의 매개효과)

  • Woo, Yeon-Hee;Lee, Jong-Kak;Moon, Soo-Back
    • Korean Journal of Child Studies
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    • v.33 no.2
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    • pp.185-201
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    • 2012
  • The purpose of the present study was to investigate the structural relationships between adolescent problem behaviors and related variables. The subjects of this study consisted of 250 to second graders from a middle school in S city in the Gyeongbuk province of South Korea. The sample variance-covariance matrix was analyzed using AMOS 20.0, and a maximum likelihood minimization function. The results were as follows : First, marital conflict in terms of the father's open communication model indicated both a direct and indirect effect upon adolescent problem behaviors. Marital conflict in terms of the father's problematic communication model revealed an indirect effect upon adolescent problem behaviors also indicated that these behaviors were also mediated by the father's problems communication. Second, a open communication style on the part of the father indicated a partially mediating effect on the relationship between marital conflict and adolescent problem behaviors. The problematic communication model on the part of the father revealed a very clear mediating effect on the relationship between marital conflict and adolescent problem behaviors.

A Structural Analysis of School-Aged Children's Well-Being and Its Related Variables (학령기 아동의 안녕감과 관련변인들 간의 관계 구조분석)

  • Lee, Hi-Eun;Moon, Soo-Back
    • Journal of Families and Better Life
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    • v.30 no.3
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    • pp.45-57
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    • 2012
  • The purpose of this study was to investigate the structural relationships among different variables related to well-being. 748 elementary school students residing in Gumi-City, Pohang-City and Ulsan-City in Korea completed questionnaires about well-being, ego-resilience, self-esteem, basic psychological needs and parent attachment perceived by children. A variance-covariance matrix of this sample was analyzed using AMOS 19.0, and the maximum likelihood minimization function. The goodness of fit was evaluated via SRMR, RMSEA with a 90% confidence interval, CFI, and TLI. The results were as follows: First, children's ego-resilience, self-esteem, basic psychological needs and parent attachment were all found to have a significant direct effect on children's well-being. Second, children's self-esteem, basic psychological needs and parent attachment had a direct effect on children's ego-resilience. Third, children's basic psychological needs and parent attachment had a direct effect on children's self-esteem. Fourth, parent attachment had a direct effect on children's basic psychological needs.

A Criterion for the Selection of Principal Components in the Robust Principal Component Regression (로버스트주성분회귀에서 최적의 주성분선정을 위한 기준)

  • Kim, Bu-Yong
    • Communications for Statistical Applications and Methods
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    • v.18 no.6
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    • pp.761-770
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    • 2011
  • Robust principal components regression is suggested to deal with both the multicollinearity and outlier problem. A main aspect of the robust principal components regression is the selection of an optimal set of principal components. Instead of the eigenvalue of the sample covariance matrix, a selection criterion is developed based on the condition index of the minimum volume ellipsoid estimator which is highly robust against leverage points. In addition, the least trimmed squares estimation is employed to cope with regression outliers. Monte Carlo simulation results indicate that the proposed criterion is superior to existing ones.

A Structural Analysis on School-Aged Children's School Adjustment and Its Related Variables (학령기 아동의 학교적응 관련변인들 간의 관계 구조분석)

  • Lee, Hi-Eun;Moon, Soo-Back
    • Journal of Families and Better Life
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    • v.29 no.4
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    • pp.161-174
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    • 2011
  • The purpose of this study was to investigate the structural relationships among different variables related to school adjustment. 601 elementary school students residing in Pohang-City in Korea completed questionnaires about school adjustment, internal problem behavior, external problem behavior, family adaptability and family cohesion. A variance-covariance matrix of this sample was analyzed using AMOS 19.0, and the maximum likelihood minimization function. The goodness of fit was evaluated via SRMR, RMSEA with a 90% confidence interval, CFI, and TLI. The results were as follows: First, family adaptability, family cohesion, internal problem behavior and external problem behavior were all found to have a significant direct effect how the children adjusted to their school. Second, family adaptability, and family cohesion had a direct effect on internal problem behavior. Third, family cohesion had a direct effect on external problem behavior, but family adaptability had a substantial indirect effect on the children's external problem behavior that was mediated by their internal problem behavior. Fourth, internal problem behavior had a direct effect on external problem behavior.

The Study of Direction Finding Algorithms for Coherent Multiple Signals in Uniform Circular Array (등각원형배열을 고려한 코히어런트 다중신호 방향탐지 기법 연구)

  • Park, Cheol-Sun;Lee, Ho-Joo;Jang, Won
    • Journal of the Korea Institute of Military Science and Technology
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    • v.12 no.1
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    • pp.97-105
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    • 2009
  • In this paper, the performance of AP(Alternating Projection) and EM(Expectation Maximization) algorithms is investigated in terms of detection of multiple signals, resolvability of coherent signals and the efficiency of sensor array processing. The basic idea of these algorithms is utilization of relaxation technique of successive 1D maximization to solve a direction finding problem by maximizing the multidimensional likelihood function. It means that the function is maximized over only for a single parameter while the other parameters are fixed at each step of the iteration. According to simulation results, the algorithms showed good performance for both incoherent and coherent multiple signals. Moreover, some advantages are identified for direction finding with very small samples and fast convergence. The performance of AP algorithm is compared with that of EM using multiple criteria such as the number of sensor, SNR, the number of samples, and convergence speed over uniform circular array. It is resulted AP algorithm is superior to EM overally except for one criterion, convergence speed. Especially, for EM algorithm there is no performance difference between incoherent and coherent case. In conclusion, AP and EM are viable and practical alternatives, which can be applied to a direction under due to the resolvability of multi-path signals, reliable performance and no troublesome eigen-decomposition of the sample-covariance matrix.

A novel Metropolis-within-Gibbs sampler for Bayesian model updating using modal data based on dynamic reduction

  • Ayan Das;Raj Purohit Kiran;Sahil Bansal
    • Structural Engineering and Mechanics
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    • v.87 no.1
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    • pp.1-18
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    • 2023
  • The paper presents a Bayesian Finite element (FE) model updating methodology by utilizing modal data. The dynamic condensation technique is adopted in this work to reduce the full system model to a smaller model version such that the degrees of freedom (DOFs) in the reduced model correspond to the observed DOFs, which facilitates the model updating procedure without any mode-matching. The present work considers both the MPV and the covariance matrix of the modal parameters as the modal data. Besides, the modal data identified from multiple setups is considered for the model updating procedure, keeping in view of the realistic scenario of inability of limited number of sensors to measure the response of all the interested DOFs of a large structure. A relationship is established between the modal data and structural parameters based on the eigensystem equation through the introduction of additional uncertain parameters in the form of modal frequencies and partial mode shapes. A novel sampling strategy known as the Metropolis-within-Gibbs (MWG) sampler is proposed to sample from the posterior Probability Density Function (PDF). The effectiveness of the proposed approach is demonstrated by considering both simulated and experimental examples.

A Portmanteau Test Based on the Discrete Cosine Transform (이산코사인변환을 기반으로 한 포트맨토 검정)

  • Oh, Sung-Un;Cho, Hye-Min;Yeo, In-Kwon
    • The Korean Journal of Applied Statistics
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    • v.20 no.2
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    • pp.323-332
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    • 2007
  • We present a new type of portmanteau test in the frequency domain which is derived from the discrete cosine transform(DCT). For the stationary time series, DCT coefficients are asymptotically independent and their variances are expressed by linear combinations of autocovariances. The covariance matrix of DCT coefficients for white noises is diagonal matrix whose diagonal elements is the variance of time series. A simple way to test the independence of time series is that we divide DCT coefficients into two or three parts and then compare sample variances. We also do this by testing the slope in the linear regression model of which the response variables are absolute values or squares of coefficients. Simulation results show that the proposed tests has much higher powers than Ljung-Box test in most cases of our experiments.