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Testing for finite variance with applications to vibration signals from rotating machines

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Gepubliceerd in:Journal of Mathematics in Industry vol. 14, no. 1 (Dec 2024), p. 19
Hoofdauteur: Skowronek, Katarzyna
Andere auteurs: Zimroz, Radosław, Wyłomańska, Agnieszka
Gepubliceerd in:
Springer Nature B.V.
Onderwerpen:
Time domain analysis
Data analysis
Algorithms
Rotating machines
Vibration analysis
Test procedures
Variance
Rotating machinery
Applied mathematics
Hypotheses
Signal processing
Vibration
Efficiency
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Samenvatting: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.
ISSN:2190-5983
DOI:10.1186/s13362-024-00157-6
Bron:ABI/INFORM Global