Development and field application of a multivariate statistical process control framework for health-monitoring of transportation infrastructure
Author
Abstract
Suggested Citation
DOI: 10.1016/j.trb.2015.08.012
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- Kobayashi, K. & Kaito, K. & Lethanh, N., 2014. "A competing Markov model for cracking prediction on civil structures," Transportation Research Part B: Methodological, Elsevier, vol. 68(C), pages 345-362.
- David Ardia, 2008. "Financial Risk Management with Bayesian Estimation of GARCH Models," Lecture Notes in Economics and Mathematical Systems, Springer, number 978-3-540-78657-3, October.
- Durango-Cohen, Pablo L., 2007. "A time series analysis framework for transportation infrastructure management," Transportation Research Part B: Methodological, Elsevier, vol. 41(5), pages 493-505, June.
- Chu, Chih-Yuan & Durango-Cohen, Pablo L., 2008. "Estimation of dynamic performance models for transportation infrastructure using panel data," Transportation Research Part B: Methodological, Elsevier, vol. 42(1), pages 57-81, January.
- Alwan, Layth C & Roberts, Harry V, 1988. "Time-Series Modeling for Statistical Process Control," Journal of Business & Economic Statistics, American Statistical Association, vol. 6(1), pages 87-95, January.
- Bersimis, Sotiris & Panaretos, John & Psarakis, Stelios, 2005. "Multivariate Statistical Process Control Charts and the Problem of Interpretation: A Short Overview and Some Applications in Industry," MPRA Paper 6397, University Library of Munich, Germany.
- Chen, Yikai & Corr, David J. & Durango-Cohen, Pablo L., 2014. "Analysis of common-cause and special-cause variation in the deterioration of transportation infrastructure: A field application of statistical process control for structural health monitoring," Transportation Research Part B: Methodological, Elsevier, vol. 59(C), pages 96-116.
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.- Chen, Yikai & Corr, David J. & Durango-Cohen, Pablo L., 2014. "Analysis of common-cause and special-cause variation in the deterioration of transportation infrastructure: A field application of statistical process control for structural health monitoring," Transportation Research Part B: Methodological, Elsevier, vol. 59(C), pages 96-116.
- Kobayashi, Kiyoshi & Kaito, Kiyoyuki & Lethanh, Nam, 2012. "A statistical deterioration forecasting method using hidden Markov model for infrastructure management," Transportation Research Part B: Methodological, Elsevier, vol. 46(4), pages 544-561.
- Billio, Monica & Casarin, Roberto & Osuntuyi, Anthony, 2016.
"Efficient Gibbs sampling for Markov switching GARCH models,"
Computational Statistics & Data Analysis, Elsevier, vol. 100(C), pages 37-57.
- Monica Billio & Roberto Casarin & Anthony Osuntuyi, 2012. "Efficient Gibbs Sampling for Markov Switching GARCH Models," Working Papers 2012:35, Department of Economics, University of Venice "Ca' Foscari".
- Ataurima Arellano, Miguel & Rodríguez, Gabriel, 2020. "Empirical modeling of high-income and emerging stock and Forex market return volatility using Markov-switching GARCH models," The North American Journal of Economics and Finance, Elsevier, vol. 52(C).
- Samari, Goleen & Catalano, Ralph & Alcalá, Héctor E. & Gemmill, Alison, 2020. "The Muslim Ban and preterm birth: Analysis of U.S. vital statistics data from 2009 to 2018," Social Science & Medicine, Elsevier, vol. 265(C).
- Billio, Monica & Casarin, Roberto & Osuntuyi, Anthony, 2018.
"Markov switching GARCH models for Bayesian hedging on energy futures markets,"
Energy Economics, Elsevier, vol. 70(C), pages 545-562.
- Roberto Casarin & Monica Billio & Anthony Osuntuyi, 2014. "Markov Switching GARCH models for Bayesian Hedging on Energy Futures Markets," Working Papers 2014:07, Department of Economics, University of Venice "Ca' Foscari".
- Marta Benková & Dagmar Bednárová & Gabriela Bogdanovská & Marcela Pavlíčková, 2023. "Use of Statistical Process Control for Coking Time Monitoring," Mathematics, MDPI, vol. 11(16), pages 1-30, August.
- Bernardi, Mauro & Costola, Michele, 2019. "High-dimensional sparse financial networks through a regularised regression model," SAFE Working Paper Series 244, Leibniz Institute for Financial Research SAFE.
- Johannes Freiesleben & Nicolas Gu'erin, 2015. "Homogenization and Clustering as a Non-Statistical Methodology to Assess Multi-Parametrical Chain Problems," Papers 1505.03874, arXiv.org, revised Dec 2017.
- Deschamps, Philippe J., 2012. "Bayesian estimation of generalized hyperbolic skewed student GARCH models," Computational Statistics & Data Analysis, Elsevier, vol. 56(11), pages 3035-3054.
- Miguel Flores & Salvador Naya & Rubén Fernández-Casal & Sonia Zaragoza & Paula Raña & Javier Tarrío-Saavedra, 2020. "Constructing a Control Chart Using Functional Data," Mathematics, MDPI, vol. 8(1), pages 1-26, January.
- Timothy M. Young & Ampalavanar Nanthakumar & Hari Nanthakumar, 2021. "On the Use of Copula for Quality Control Based on an AR(1) Model," Mathematics, MDPI, vol. 9(18), pages 1-13, September.
- Thaga K. & Kgosi P. M. & Gabaitiri L., 2007. "Max-Chart for Autocorrelated Processes," Stochastics and Quality Control, De Gruyter, vol. 22(1), pages 87-105, January.
- Lei, Xue & MacKenzie, Cameron A., 2020. "Distinguishing between common cause variation and special cause variation in a manufacturing system: A simulation of decision making for different types of variation," International Journal of Production Economics, Elsevier, vol. 220(C).
- Deschamps, Philippe J., 2011.
"Bayesian estimation of an extended local scale stochastic volatility model,"
Journal of Econometrics, Elsevier, vol. 162(2), pages 369-382, June.
- Deschamps, Philippe J., 2009. "Bayesian estimation of an extended local scale stochastic volatility model," DQE Working Papers 15, Department of Quantitative Economics, University of Freiburg/Fribourg Switzerland, revised 12 Nov 2011.
- Mullen, Katharine M. & Ardia, David & Gil, David L. & Windover, Donald & Cline, James, 2011.
"DEoptim: An R Package for Global Optimization by Differential Evolution,"
Journal of Statistical Software, Foundation for Open Access Statistics, vol. 40(i06).
- Mullen, Katharine M. & Ardia, David & Gil, David L. & Windover, Donald & Cline, James, 2009. "DEoptim: An R Package for Global Optimization by Differential Evolution," MPRA Paper 21743, University Library of Munich, Germany, revised 26 Dec 2010.
- Leopoldo Catania, 2016. "Dynamic Adaptive Mixture Models," Papers 1603.01308, arXiv.org, revised Jan 2023.
- Hoogerheide, Lennart & van Dijk, Herman K., 2010.
"Bayesian forecasting of Value at Risk and Expected Shortfall using adaptive importance sampling,"
International Journal of Forecasting, Elsevier, vol. 26(2), pages 231-247, April.
- Lennart Hoogerheide & Herman K. van Dijk, 2008. "Bayesian Forecasting of Value at Risk and Expected Shortfall using Adaptive Importance Sampling," Tinbergen Institute Discussion Papers 08-092/4, Tinbergen Institute.
- Sathaye, Nakul & Madanat, Samer, 2011. "A bottom-up solution for the multi-facility optimal pavement resurfacing problem," Transportation Research Part B: Methodological, Elsevier, vol. 45(7), pages 1004-1017, August.
- Abdessamad Ouchen, 2022. "Is the ESG portfolio less turbulent than a market benchmark portfolio?," Risk Management, Palgrave Macmillan, vol. 24(1), pages 1-33, March.
More about this item
Keywords
Performance infrastructure performance modeling; Structural health monitoring; Multivariate statistical process control; Hotelling T2 control chart; Mason–Young–Tracy (MYT) Decomposition; Principal Component Analysis (PCA);All these keywords.
JEL classification:
Statistics
Access and download statisticsCorrections
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:transb:v:81:y:2015:i:p1:p:78-102. 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: http://www.elsevier.com/wps/find/journaldescription.cws_home/548/description#description .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.