IDEAS home Printed from https://ideas.repec.org/a/eee/reensy/v170y2018icp99-115.html
   My bibliography  Save this article

On the use of AR models for SHM: A global sensitivity and uncertainty analysis framework

Author

Listed:
  • Datteo, Alessio
  • Busca, Giorgio
  • Quattromani, Gianluca
  • Cigada, Alfredo

Abstract

This paper proposes a complete sensitivity analysis of the use of Autoregressive models (AR) and Mahalanobis Squared Distance in the field of Structural Health Monitoring (SHM). Autoregressive models come from econometrics and their use for modelling the response of a physical system has been well established in the last twenty years. However, their aware application in engineering should be supported by knowledge about how they describe phenomena which are well defined by physics. Since autoregressive models are estimated by a least square minimization, statistical tools like Global Sensitivity Analysis and uncertainty propagation are powerful methods to investigate the performance of AR models applied to SHM.

Suggested Citation

  • Datteo, Alessio & Busca, Giorgio & Quattromani, Gianluca & Cigada, Alfredo, 2018. "On the use of AR models for SHM: A global sensitivity and uncertainty analysis framework," Reliability Engineering and System Safety, Elsevier, vol. 170(C), pages 99-115.
  • Handle: RePEc:eee:reensy:v:170:y:2018:i:c:p:99-115
    DOI: 10.1016/j.ress.2017.10.017
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0951832017302557
    Download Restriction: Full text for ScienceDirect subscribers only

    File URL: https://libkey.io/10.1016/j.ress.2017.10.017?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Okasha, Nader M. & Frangopol, Dan M. & Orcesi, André D., 2012. "Automated finite element updating using strain data for the lifetime reliability assessment of bridges," Reliability Engineering and System Safety, Elsevier, vol. 99(C), pages 139-150.
    2. Sudret, Bruno, 2008. "Global sensitivity analysis using polynomial chaos expansions," Reliability Engineering and System Safety, Elsevier, vol. 93(7), pages 964-979.
    3. Ceravolo, R. & Pescatore, M. & De Stefano, A., 2009. "Symptom-based reliability and generalized repairing cost in monitored bridges," Reliability Engineering and System Safety, Elsevier, vol. 94(8), pages 1331-1339.
    4. Rabiei, Masoud & Modarres, Mohammad, 2013. "A recursive Bayesian framework for structural health management using online monitoring and periodic inspections," Reliability Engineering and System Safety, Elsevier, vol. 112(C), pages 154-164.
    5. Wei, Pengfei & Lu, Zhenzhou & Ruan, Wenbin & Song, Jingwen, 2014. "Regional sensitivity analysis using revised mean and variance ratio functions," Reliability Engineering and System Safety, Elsevier, vol. 121(C), pages 121-135.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Xin Wang & Yi Zhuo & Shunlong Li, 2023. "Damage Detection of High-Speed Railway Box Girder Using Train-Induced Dynamic Responses," Sustainability, MDPI, vol. 15(11), pages 1-19, May.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Pannier, S. & Graf, W., 2015. "Sectional global sensitivity measures," Reliability Engineering and System Safety, Elsevier, vol. 134(C), pages 110-117.
    2. Wei, Pengfei & Lu, Zhenzhou & Song, Jingwen, 2015. "Variable importance analysis: A comprehensive review," Reliability Engineering and System Safety, Elsevier, vol. 142(C), pages 399-432.
    3. Daniel Harenberg & Stefano Marelli & Bruno Sudret & Viktor Winschel, 2019. "Uncertainty quantification and global sensitivity analysis for economic models," Quantitative Economics, Econometric Society, vol. 10(1), pages 1-41, January.
    4. Yang, David Y. & Frangopol, Dan M., 2019. "Life-cycle management of deteriorating civil infrastructure considering resilience to lifetime hazards: A general approach based on renewal-reward processes," Reliability Engineering and System Safety, Elsevier, vol. 183(C), pages 197-212.
    5. Wang, Zequn & Wang, Pingfeng, 2015. "A double-loop adaptive sampling approach for sensitivity-free dynamic reliability analysis," Reliability Engineering and System Safety, Elsevier, vol. 142(C), pages 346-356.
    6. Puppo, L. & Pedroni, N. & Maio, F. Di & Bersano, A. & Bertani, C. & Zio, E., 2021. "A Framework based on Finite Mixture Models and Adaptive Kriging for Characterizing Non-Smooth and Multimodal Failure Regions in a Nuclear Passive Safety System," Reliability Engineering and System Safety, Elsevier, vol. 216(C).
    7. Cheng, Kai & Lu, Zhenzhou, 2018. "Sparse polynomial chaos expansion based on D-MORPH regression," Applied Mathematics and Computation, Elsevier, vol. 323(C), pages 17-30.
    8. Gaspar, B. & Teixeira, A.P. & Guedes Soares, C., 2017. "Adaptive surrogate model with active refinement combining Kriging and a trust region method," Reliability Engineering and System Safety, Elsevier, vol. 165(C), pages 277-291.
    9. Palar, Pramudita Satria & Zuhal, Lavi Rizki & Shimoyama, Koji, 2023. "Enhancing the explainability of regression-based polynomial chaos expansion by Shapley additive explanations," Reliability Engineering and System Safety, Elsevier, vol. 232(C).
    10. Jung, WoongHee & Taflanidis, Alexandros A., 2023. "Efficient global sensitivity analysis for high-dimensional outputs combining data-driven probability models and dimensionality reduction," Reliability Engineering and System Safety, Elsevier, vol. 231(C).
    11. Brown, S. & Beck, J. & Mahgerefteh, H. & Fraga, E.S., 2013. "Global sensitivity analysis of the impact of impurities on CO2 pipeline failure," Reliability Engineering and System Safety, Elsevier, vol. 115(C), pages 43-54.
    12. Turati, Pietro & Pedroni, Nicola & Zio, Enrico, 2017. "Simulation-based exploration of high-dimensional system models for identifying unexpected events," Reliability Engineering and System Safety, Elsevier, vol. 165(C), pages 317-330.
    13. Pronzato, Luc, 2019. "Sensitivity analysis via Karhunen–Loève expansion of a random field model: Estimation of Sobol’ indices and experimental design," Reliability Engineering and System Safety, Elsevier, vol. 187(C), pages 93-109.
    14. Hao, Wenrui & Lu, Zhenzhou & Wei, Pengfei, 2013. "Uncertainty importance measure for models with correlated normal variables," Reliability Engineering and System Safety, Elsevier, vol. 112(C), pages 48-58.
    15. Pulch, Roland & ter Maten, E. Jan W. & Augustin, Florian, 2015. "Sensitivity analysis and model order reduction for random linear dynamical systems," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 111(C), pages 80-95.
    16. Iamsumang, Chonlagarn & Mosleh, Ali & Modarres, Mohammad, 2018. "Monitoring and learning algorithms for dynamic hybrid Bayesian network in on-line system health management applications," Reliability Engineering and System Safety, Elsevier, vol. 178(C), pages 118-129.
    17. Oladyshkin, S. & Nowak, W., 2012. "Data-driven uncertainty quantification using the arbitrary polynomial chaos expansion," Reliability Engineering and System Safety, Elsevier, vol. 106(C), pages 179-190.
    18. Wu, Zeping & Wang, Donghui & Okolo N, Patrick & Hu, Fan & Zhang, Weihua, 2016. "Global sensitivity analysis using a Gaussian Radial Basis Function metamodel," Reliability Engineering and System Safety, Elsevier, vol. 154(C), pages 171-179.
    19. Keshtegar, Behrooz & Chakraborty, Subrata, 2018. "An efficient-robust structural reliability method by adaptive finite-step length based on Armijo line search," Reliability Engineering and System Safety, Elsevier, vol. 172(C), pages 195-206.
    20. Ehre, Max & Papaioannou, Iason & Straub, Daniel, 2020. "Global sensitivity analysis in high dimensions with PLS-PCE," Reliability Engineering and System Safety, Elsevier, vol. 198(C).

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:reensy:v:170:y:2018:i:c:p:99-115. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: https://www.journals.elsevier.com/reliability-engineering-and-system-safety .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.