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
Hlavní autor: Skowronek, Katarzyna
Další autoři: Zimroz, Radosław, Wyłomańska, Agnieszka
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Springer Nature B.V.
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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