Adaptive Time-Frequency Distribution Based on Time-Varying Autoregressive and Its Application to Machine Fault Diagnosis

The time-varying autoregressive （TVAR） modeling of a non-stationary signal is studied. In the proposed method, time-varying parametric identification of a non-stationary signal can be translated into a linear time-invariant problem by introducing a set of basic functions. Then, the parameters are estimated by using a recursive least square algorithm with a forgetting factor and an adaptive time-frequency distribution is achieved. The simulation results show that the proposed approach is superior to the short-time Fourier transform and Wigner distribution. And finally, the proposed method is applied to the fault diagnosis of a bearing , and the experiment result shows that the proposed method is effective in feature extraction.

Asymptotic normality of error density estimator in stationary and explosive autoregressive models

In this paper,we consider the limit distribution of the error density function estima-tor in the rst-order autoregressive models with negatively associated and positively associated random errors.Under mild regularity assumptions,some asymptotic normality results of the residual density estimator are obtained when the autoregressive models are stationary process and explosive process.In order to illustrate these results,some simulations such as con dence intervals and mean integrated square errors are provided in this paper.It shows that the residual density estimator can replace the density\estimator"which contains errors.

Partial Time-Varying Coefficient Regression and Autoregressive Mixed Model

Regression and autoregressive mixed models are classical models used to analyze the relationship between time series response variable and other covariates. The coefficients in traditional regression and autoregressive mixed models are constants. However, for complicated data, the coefficients of covariates may change with time. In this article, we propose a kind of partial time-varying coefficient regression and autoregressive mixed model and obtain the local weighted least-square estimators of coefficient functions by the local polynomial technique. The asymptotic normality properties of estimators are derived under regularity conditions, and simulation studies are conducted to empirically examine the finite-sample performances of the proposed estimators. Finally, we use real data about Lake Shasta inflow to illustrate the application of the proposed model.

Partial Time-Varying Coefficient Regression and Autoregressive Mixed Model

Regression and autoregressive mixed models are classical models used to analyze the relationship between time series response variable and other covariates. The coefficients in traditional regression and autoregressive mixed models are constants. However, for complicated data, the coefficients of covariates may change with time. In this article, we propose a kind of partial time-varying coefficient regression and autoregressive mixed model and obtain the local weighted least-square estimators of coefficient functions by the local polynomial technique. The asymptotic normality properties of estimators are derived under regularity conditions, and simulation studies are conducted to empirically examine the finite-sample performances of the proposed estimators. Finally, we use real data about Lake Shasta inflow to illustrate the application of the proposed model.

Time series analysis-based seasonal autoregressive fractionally integrated moving average to estimate hepatitis B and C epidemics in China

BACKGROUND Hepatitis B(HB)and hepatitis C(HC)place the largest burden in China,and a goal of eliminating them as a major public health threat by 2030 has been set.Making more informed and accurate forecasts of their spread is essential for developing effective strategies,heightening the requirement for early warning to deal with such a major public health threat.AIM To monitor HB and HC epidemics by the design of a paradigmatic seasonal autoregressive fractionally integrated moving average(SARFIMA)for projections into 2030,and to compare the effectiveness with the seasonal autoregressive integrated moving average(SARIMA).METHODS Monthly HB and HC incidence cases in China were obtained from January 2004 to June 2023.Descriptive analysis and the Hodrick-Prescott method were employed to identify trends and seasonality.Two periods(from January 2004 to June 2022 and from January 2004 to December 2015,respectively)were used as the training sets to develop both models,while the remaining periods served as the test sets to evaluate the forecasting accuracy.RESULTS There were incidents of 23400874 HB cases and 3590867 HC cases from January 2004 to June 2023.Overall,HB remained steady[average annual percentage change(AAPC)=0.44,95%confidence interval(95%CI):-0.94-1.84]while HC was increasing(AAPC=8.91,95%CI:6.98-10.88),and both had a peak in March and a trough in February.In the 12-step-ahead HB forecast,the mean absolute deviation(15211.94),root mean square error(18762.94),mean absolute percentage error(0.17),mean error rate(0.15),and root mean square percentage error(0.25)under the best SARFIMA(3,0,0)(0,0.449,2)12 were smaller than those under the best SARIMA(3,0,0)(0,1,2)12(16867.71,20775.12,0.19,0.17,and 0.27,respectively).Similar results were also observed for the 90-step-ahead HB,12-step-ahead HC,and 90-step-ahead HC forecasts.The predicted HB incidents totaled 9865400(95%CI:7508093-12222709)cases and HC totaled 1659485(95%CI:856681-2462290)cases during 2023-2030.CONCLUSION Under current interventions,China faces enormous challenges to eliminate HB and HC epidemics by 2030,and effective strategies must be reinforced.The integration of SARFIMA into public health for the management of HB and HC epidemics can potentially result in more informed and efficient interventions,surpassing the capabilities of SARIMA.

Constructing Confidence Regions for Autoregressive-Model Parameters

We discuss formulas and techniques for finding maximum-likelihood estimators of parameters of autoregressive (with particular emphasis on Markov and Yule) models, computing their asymptotic variance-covariance matrix and displaying the resulting confidence regions;Monte Carlo simulation is then used to establish the accuracy of the corresponding level of confidence. The results indicate that a direct application of the Central Limit Theorem yields errors too large to be acceptable;instead, we recommend using a technique based directly on the natural logarithm of the likelihood function, verifying its substantially higher accuracy. Our study is then extended to the case of estimating only a subset of a model’s parameters, when the remaining ones (called nuisance) are of no interest to us.

Finite-time Prescribed Performance Time-Varying Formation Control for Second-Order Multi-Agent Systems With Non-Strict Feedback Based on a Neural Network Observer

This paper studies the problem of time-varying formation control with finite-time prescribed performance for nonstrict feedback second-order multi-agent systems with unmeasured states and unknown nonlinearities.To eliminate nonlinearities,neural networks are applied to approximate the inherent dynamics of the system.In addition,due to the limitations of the actual working conditions,each follower agent can only obtain the locally measurable partial state information of the leader agent.To address this problem,a neural network state observer based on the leader state information is designed.Then,a finite-time prescribed performance adaptive output feedback control strategy is proposed by restricting the sliding mode surface to a prescribed region,which ensures that the closed-loop system has practical finite-time stability and that formation errors of the multi-agent systems converge to the prescribed performance bound in finite time.Finally,a numerical simulation is provided to demonstrate the practicality and effectiveness of the developed algorithm.

Peer Pressure and Harmful Use of Alcohol in Thailand: A Spatial Autoregressive Model Application

Due to peer pressure playing a crucial role in the decision to drink,people who have a more fragile temperament might be expected to be at higher risk.Moreover,many studies have investigated the influence of peer pressure on alcohol consumption,but few have examined the relationship between heavy drinking and peer pressure via a spatial autoregressive model(SAR)in low/middle-income countries,such as Thailand.This paper investigated the connection between heavy drinkers over the age of 15 years who drink more than or equal to 60 grams of unmixed alcohol at least once per month based on the Thai Survey of Cigarette Smoking and Alcoholic Drinking Behavior,2014.Further,the drinkers were assumed to socialize with two peer groups:immediate family and close friends.Our paper considered a SAR model because SAR can overcome the reflection problem encountered using a linear-in-means model and the correlated effect problem found with hierarchical models.The mainfinding was the discovery of a significant and positive peer effect on alcohol consumption among heavy drinkers.In addition,there was evidence of education having an effect,but no evidence of income affecting on alcohol consumption.Specifically,a higher level of education was linked with lower levels of alcohol consumption.The results not only help us to understand the peer effect and alcohol consumption behavior,but policymakers can also apply peer effect-based strategies to formulate effective policies to decrease the alcohol consumption rate in Thailand.

Trend Autoregressive Model Exact Run Length Evaluation on a Two-Sided Extended EWMA Chart

The Extended Exponentially Weighted Moving Average(extended EWMA)control chart is one of the control charts and can be used to quickly detect a small shift.The performance of control charts can be evaluated with the average run length(ARL).Due to the deriving explicit formulas for the ARL on a two-sided extended EWMA control chart for trend autoregressive or trend AR(p)model has not been reported previously.The aim of this study is to derive the explicit formulas for the ARL on a two-sided extended EWMA con-trol chart for the trend AR(p)model as well as the trend AR(1)and trend AR(2)models with exponential white noise.The analytical solution accuracy was obtained with the extended EWMA control chart and was compared to the numer-ical integral equation(NIE)method.The results show that the ARL obtained by the explicit formula and the NIE method is hardly different,but the explicit for-mula can help decrease the computational(CPU)time.Furthermore,this is also expanded to comparative performance with the Exponentially Weighted Moving Average(EWMA)control chart.The performance of the extended EWMA control chart is better than the EWMA control chart for all situations,both the trend AR(1)and trend AR(2)models.Finally,the analytical solution of ARL is applied to real-world data in the healthfield,such as COVID-19 data in the United Kingdom and Sweden,to demonstrate the efficacy of the proposed method.

Complementary-Label Adversarial Domain Adaptation Fault Diagnosis Network under Time-Varying Rotational Speed and Weakly-Supervised Conditions

Recent research in cross-domain intelligence fault diagnosis of machinery still has some problems,such as relatively ideal speed conditions and sample conditions.In engineering practice,the rotational speed of the machine is often transient and time-varying,which makes the sample annotation increasingly expensive.Meanwhile,the number of samples collected from different health states is often unbalanced.To deal with the above challenges,a complementary-label(CL)adversarial domain adaptation fault diagnosis network(CLADAN)is proposed under time-varying rotational speed and weakly-supervised conditions.In the weakly supervised learning condition,machine prior information is used for sample annotation via cost-friendly complementary label learning.A diagnosticmodel learning strategywith discretized category probabilities is designed to avoidmulti-peak distribution of prediction results.In adversarial training process,we developed virtual adversarial regularization(VAR)strategy,which further enhances the robustness of the model by adding adversarial perturbations in the target domain.Comparative experiments on two case studies validated the superior performance of the proposed method.

On the Application of Mixed Models of Probability and Convex Set for Time-Variant Reliability Analysis

In time-variant reliability problems,there are a lot of uncertain variables from different sources.Therefore,it is important to consider these uncertainties in engineering.In addition,time-variant reliability problems typically involve a complexmultilevel nested optimization problem,which can result in an enormous amount of computation.To this end,this paper studies the time-variant reliability evaluation of structures with stochastic and bounded uncertainties using a mixed probability and convex set model.In this method,the stochastic process of a limit-state function with mixed uncertain parameters is first discretized and then converted into a timeindependent reliability problem.Further,to solve the double nested optimization problem in hybrid reliability calculation,an efficient iterative scheme is designed in standard uncertainty space to determine the most probable point(MPP).The limit state function is linearized at these points,and an innovative random variable is defined to solve the equivalent static reliability analysis model.The effectiveness of the proposed method is verified by two benchmark numerical examples and a practical engineering problem.

Semi-supervised learning based hybrid beamforming under time-varying propagation environments

Hybrid precoding is considered as a promising low-cost technique for millimeter wave(mm-wave)massive Multi-Input Multi-Output(MIMO)systems.In this work,referring to the time-varying propagation circumstances,with semi-supervised Incremental Learning(IL),we propose an online hybrid beamforming scheme.Firstly,given the constraint of constant modulus on analog beamformer and combiner,we propose a new broadnetwork-based structure for the design model of hybrid beamforming.Compared with the existing network structure,the proposed network structure can achieve better transmission performance and lower complexity.Moreover,to enhance the efficiency of IL further,by combining the semi-supervised graph with IL,we propose a hybrid beamforming scheme based on chunk-by-chunk semi-supervised learning,where only few transmissions are required to calculate the label and all other unlabelled transmissions would also be put into a training data chunk.Unlike the existing single-by-single approach where transmissions during the model update are not taken into the consideration of model update,all transmissions,even the ones during the model update,would make contributions to model update in the proposed method.During the model update,the amount of unlabelled transmissions is very large and they also carry some information,the prediction performance can be enhanced to some extent by these unlabelled channel data.Simulation results demonstrate the spectral efficiency of the proposed method outperforms that of the existing single-by-single approach.Besides,we prove the general complexity of the proposed method is lower than that of the existing approach and give the condition under which its absolute complexity outperforms that of the existing approach.

Time-dependent model for two-phase flow in ultra-high water-cut reservoirs:Time-varying permeability and relative permeability

For the ultra-high water-cut reservoirs,after long-term water injection exploitation,the physical properties of the reservoir change and the heterogeneity of the reservoir becomes increasingly severe,which further aggravates the spatial difference of the flow field.In this study,the displacement experiments were employed to investigate the variations in core permeability,porosity,and relative permeability after a large amount of water injection.A relative permeability endpoint model was proposed by utilizing the alternating conditional expectation(ACE)transformation to describe the variation in relative permeability based on the experimental data.Based on the time dependent models for permeability and relative permeability,the traditional oil-water two-phase model was improved and discretized using the mimetic finite difference method(MFD).The two cases were launched to confirm the validation of the proposed model.The impact of time-varying physical features on reservoir production performance was studied in a real water flooding reservoir.The experimental results indicate that the overall relative permeability curve shifts to the right as water injection increases.This shift corresponds to a transition towards a more hydrophilic wettability and a decrease in residual oil saturation.The endpoint model demonstrates excellent accuracy and can be applied to time-varying simulations of reservoir physics.The impact of variations in permeability and relative permeability on the reservoir production performance yields two distinct outcomes.The time-varying permeability of the reservoir results in intensified water channeling and poor development effects.On the other hand,the time-varying relative permeability enhances the oil phase seepage capacity,facilitating oil displacement.The comprehensive time-varying behavior is the result of the combined influence of these two parameters,which closely resemble the actual conditions observed in oil field exploitation.The time-varying simulation technique of reservoir physical properties proposed in this paper can continuously and stably characterize the dynamic changes of reservoir physical properties during water drive development.This approach ensures the reliability of the simulation results regarding residual oil distribution.

Nuclear magnetic resonance experiments on the time-varying law of oil viscosity and wettability in high-multiple waterflooding sandstone cores

A simulated oil viscosity prediction model is established according to the relationship between simulated oil viscosity and geometric mean value of T2spectrum,and the time-varying law of simulated oil viscosity in porous media is quantitatively characterized by nuclear magnetic resonance(NMR)experiments of high multiple waterflooding.A new NMR wettability index formula is derived based on NMR relaxation theory to quantitatively characterize the time-varying law of rock wettability during waterflooding combined with high-multiple waterflooding experiment in sandstone cores.The remaining oil viscosity in the core is positively correlated with the displacing water multiple.The remaining oil viscosity increases rapidly when the displacing water multiple is low,and increases slowly when the displacing water multiple is high.The variation of remaining oil viscosity is related to the reservoir heterogeneity.The stronger the reservoir homogeneity,the higher the content of heavy components in the remaining oil and the higher the viscosity.The reservoir wettability changes after water injection:the oil-wet reservoir changes into water-wet reservoir,while the water-wet reservoir becomes more hydrophilic;the degree of change enhances with the increase of displacing water multiple.There is a high correlation between the time-varying oil viscosity and the time-varying wettability,and the change of oil viscosity cannot be ignored.The NMR wettability index calculated by considering the change of oil viscosity is more consistent with the tested Amott(spontaneous imbibition)wettability index,which agrees more with the time-varying law of reservoir wettability.

Numerical Simulation of Slurry Diffusion in Fractured Rocks Considering a Time-Varying Viscosity

To analyze the effects of a time-varying viscosity on the penetration length of grouting,in this study cement slur-ries with varying water-cement ratios have been investigated using the Bingham’sfluidflow equation and a dis-crete element method.Afluid-solid coupling numerical model has been introduced accordingly,and its accuracy has been validated through comparison of theoretical and numerical solutions.For different fracture forms(a single fracture,a branch fracture,and a fracture network),the influence of the time-varying viscosity on the slurry length range has been investigated,considering the change in the fracture aperture.The results show that under different fracture forms and the same grouting process conditions,the influence of the time-varying viscosity on the seepage length is 0.350 m.

Adaptive Event-Triggered Time-Varying Output Group Formation Containment Control of Heterogeneous Multiagent Systems

In this paper,a class of time-varying output group formation containment control problem of general linear hetero-geneous multiagent systems(MASs)is investigated under directed topology.The MAS is composed of a number of tracking leaders,formation leaders and followers,where two different types of leaders are used to provide reference trajectories for movement and to achieve certain formations,respectively.Firstly,compen-sators are designed whose states are estimations of tracking lead-ers,based on which,a controller is developed for each formation leader to accomplish the expected formation.Secondly,two event-triggered compensators are proposed for each follower to evalu-ate the state and formation information of the formation leaders in the same group,respectively.Subsequently,a control protocol is designed for each follower,utilizing the output information,to guide the output towards the convex hull generated by the forma-tion leaders within the group.Next,the triggering sequence in this paper is decomposed into two sequences,and the inter-event intervals of these two triggering conditions are provided to rule out the Zeno behavior.Finally,a numerical simulation is intro-duced to confirm the validity of the proposed results.

Set-Membership Filtering Approach to Dynamic Event-Triggered Fault Estimation for a Class of Nonlinear Time-Varying Complex Networks

The present study addresses the problem of fault estimation for a specific class of nonlinear time-varying complex networks,utilizing an unknown-input-observer approach within the framework of dynamic event-triggered mechanism(DETM).In order to optimize communication resource utilization,the DETM is employed to determine whether the current measurement data should be transmitted to the estimator or not.To guarantee a satisfactory estimation performance for the fault signal,an unknown-input-observer-based estimator is constructed to decouple the estimation error dynamics from the influence of fault signals.The aim of this paper is to find the suitable estimator parameters under the effects of DETM such that both the state estimates and fault estimates are confined within two sets of closed ellipsoid domains.The techniques of recursive matrix inequality are applied to derive sufficient conditions for the existence of the desired estimator,ensuring that the specified performance requirements are met under certain conditions.Then,the estimator gains are derived by minimizing the ellipsoid domain in the sense of trace and a recursive estimator parameter design algorithm is then provided.Finally,a numerical example is conducted to demonstrate the effectiveness of the designed estimator.

Identification of time-varying system and energy-based optimization of adaptive control in seismically excited structure

The combination of structural health monitoring and vibration control is of great importance to provide components of smart structures.While synthetic algorithms have been proposed,adaptive control that is compatible with changing conditions still needs to be used,and time-varying systems are required to be simultaneously estimated with the application of adaptive control.In this research,the identification of structural time-varying dynamic characteristics and optimized simple adaptive control are integrated.First,reduced variations of physical parameters are estimated online using the multiple forgetting factor recursive least squares(MFRLS)method.Then,the energy from the structural vibration is simultaneously specified to optimize the control force with the identified parameters to be operational.Optimization is also performed based on the probability density function of the energy under the seismic excitation at any time.Finally,the optimal control force is obtained by the simple adaptive control(SAC)algorithm and energy coefficient.A numerical example and benchmark structure are employed to investigate the efficiency of the proposed approach.The simulation results revealed the effectiveness of the integrated online identification and optimal adaptive control in systems.

Time-varying parameters estimation with adaptive neural network EKF for missile-dual control system

In this paper, a filtering method is presented to estimate time-varying parameters of a missile dual control system with tail fins and reaction jets as control variables. In this method, the long-short-term memory(LSTM) neural network is nested into the extended Kalman filter(EKF) to modify the Kalman gain such that the filtering performance is improved in the presence of large model uncertainties. To avoid the unstable network output caused by the abrupt changes of system states,an adaptive correction factor is introduced to correct the network output online. In the process of training the network, a multi-gradient descent learning mode is proposed to better fit the internal state of the system, and a rolling training is used to implement an online prediction logic. Based on the Lyapunov second method, we discuss the stability of the system, the result shows that when the training error of neural network is sufficiently small, the system is asymptotically stable. With its application to the estimation of time-varying parameters of a missile dual control system, the LSTM-EKF shows better filtering performance than the EKF and adaptive EKF(AEKF) when there exist large uncertainties in the system model.

Time-Varying Mesh Stiffness Calculation and Dynamic Modeling of Spiral Bevel Gear with Spalling Defects

Time-varying mesh stiffness(TVMS)is a vital internal excitation source for the spiral bevel gear(SBG)transmission system.Spalling defect often causes decrease in gear mesh stiffness and changes the dynamic characteristics of the gear system,which further increases noise and vibration.This paper aims to calculate the TVMS and establish dynamic model of SBG with spalling defect.In this study,a novel analytical model based on slice method is proposed to calculate the TVMS of SBG considering spalling defect.Subsequently,the influence of spalling defect on the TVMS is studied through a numerical simulation,and the proposed analytical model is verified by a finite element model.Besides,an 8-degrees-of-freedom dynamic model is established for SBG transmission system.Incorporating the spalling defect into TVMS,the dynamic responses of spalled SBG are analyzed.The numerical results indicate that spalling defect would cause periodic impact in time domain.Finally,an experiment is designed to verify the proposed dynamic model.The experimental results show that the spalling defect makes the response characterized by periodic impact with the rotating frequency of spalled pinion.