Many current damage detection techniques rely on the skill and experience of a trained inspector and also require a priori knowledge about the structure’s properties. However, this study presents adaptation of several change point analysis techniques for their performance in civil engineering damage detection. Literature shows different statistical approaches which are developed for detection o...

In this article, we develop one- and two-component Markov regime-switching conditional volatility models based on the intraday range evaluate their performance in forecasting daily of S&P 500 Index. We compare with that several well-established return- range-based models, namely EWMA, GARCH, FIGARCH GARCH model, hybrid EWMA CARR model. in-sample goodness fit out-of-sample forecast using a compr...

Abstract Real-time leakage detection based on pressure and flow data has become increasingly essential for water distribution systems (WDSs). Recent data-driven approaches have largely focused burst characterised as sudden outflow or drops but did not mention the ability to detect gradual events that do change could cause more loss. This study proposes an online system exponential weighted movi...

During the last two decades, many new methods have appeared in statistical process monitoring with synthetic-type control charts being a prominent constituent. These became popular due to their simplicity and proclaimed excellent change point detection performance. Synthetic are nothing more than application of well-known long established runs rules. We show that better performance can be obtai...

Industrial Control System (ICS) can suffer of cyber-physical attacks resulting in accident, damage, or financial loss. The be detected both physical space cyberspace the ICS. detection based on models system. To model system this study uses a data-driven modeling approach as an alternative analytic one. This using dynamic mode decomposition method with control (DMDc) assuming full state measure...

The modified exponentially weighted moving-average (modified EWMA) control chart is an improvement on the traditional EWMA chart. Herein, we provide more details about using various values of additional design parameter for detecting small-to-moderate shifts in process mean autoregressive fractionally integrated (ARFI(p, d)) with exponential white noise running thereon. statistical performances...

Vibration condition monitoring is a non-devastating technique that can be performed to detect tooth cracks propagating in gear systems. This paper proposes apply new methodology using time-domain analysis, frequency-domain and statistical process control charts (SPCC) for crack detection of 10 DOF dynamic model spiral bevel system (SBGS). The mesh stiffness effect used the has been studied anal...

Among the many statistical process control charts, modified exponentially weighted moving average (EWMA) chart has been designed to swiftly detect a small shift in parameter. Herein, we propose two explicit formulas for run length (ARL) integrated (IMA) and fractional (FIMA) models combined with EWMA time series prediction. The application of suggested procedures depends on residuals IMA FIMA m...