Testing for finite variance with applications to vibration signals from rotating machines
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| Vydáno v: | Journal of Mathematics in Industry vol. 14, no. 1 (Dec 2024), p. 19 |
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| Další autoři: | , |
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Springer Nature B.V.
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| On-line přístup: | Citation/Abstract Full Text - PDF |
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| 045 | 2 | |b d20241201 |b d20241231 | |
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| 100 | 1 | |a Skowronek, Katarzyna |u Wrocław University of Science and Technology, Faculty of Pure and Applied Mathematics, Wrocław, Poland (GRID:grid.7005.2) (ISNI:0000 0000 9805 3178) | |
| 245 | 1 | |a Testing for finite variance with applications to vibration signals from rotating machines | |
| 260 | |b Springer Nature B.V. |c Dec 2024 | ||
| 513 | |a Journal Article | ||
| 520 | 3 | |a In this paper we propose an algorithm for testing whether the independent observations come from finite-variance distribution. The preliminary knowledge about the data properties may be crucial for its further analysis and selection of the appropriate model. The idea of the testing procedure is based on the simple observation that the empirical cumulative even moment (ECEM) for data from finite-moments distribution tends to some constant whereas for data coming from heavy-tailed distribution, the ECEM exhibits irregular chaotic behavior. Based on this fact, in this paper we parameterize the regular/irregular behavior of the ECEM and construct a new test statistic. The efficiency of the testing procedure is verified for simulated data from three heavy-tailed distributions with possible finite and infinite variances. The effectiveness is analyzed for data represented in time domain. The simulation study is supported by analysis of real vibration signals from rotating machines. Here, the analyses are provided for data in both the time and time-frequency domains. | |
| 653 | |a Time domain analysis | ||
| 653 | |a Data analysis | ||
| 653 | |a Algorithms | ||
| 653 | |a Rotating machines | ||
| 653 | |a Vibration analysis | ||
| 653 | |a Test procedures | ||
| 653 | |a Variance | ||
| 653 | |a Rotating machinery | ||
| 653 | |a Applied mathematics | ||
| 653 | |a Hypotheses | ||
| 653 | |a Signal processing | ||
| 653 | |a Vibration | ||
| 653 | |a Efficiency | ||
| 700 | 1 | |a Zimroz, Radosław |u Wrocław University of Science and Technology, Faculty of Geoengineering, Mining and Geology, Wrocław, Poland (GRID:grid.7005.2) (ISNI:0000 0000 9805 3178) | |
| 700 | 1 | |a Wyłomańska, Agnieszka |u Wrocław University of Science and Technology, Faculty of Pure and Applied Mathematics, Wrocław, Poland (GRID:grid.7005.2) (ISNI:0000 0000 9805 3178) | |
| 773 | 0 | |t Journal of Mathematics in Industry |g vol. 14, no. 1 (Dec 2024), p. 19 | |
| 786 | 0 | |d ProQuest |t ABI/INFORM Global | |
| 856 | 4 | 1 | |3 Citation/Abstract |u https://www.proquest.com/docview/3097624113/abstract/embedded/6A8EOT78XXH2IG52?source=fedsrch |
| 856 | 4 | 0 | |3 Full Text - PDF |u https://www.proquest.com/docview/3097624113/fulltextPDF/embedded/6A8EOT78XXH2IG52?source=fedsrch |