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Article
Publication date: 22 February 2021

Changhai Lin, Sifeng Liu, Zhigeng Fang and Yingjie Yang

The purpose of this paper is to analyze the spectral characteristics of moving average operator and to propose a novel time-frequency hybrid sequence operator.

Abstract

Purpose

The purpose of this paper is to analyze the spectral characteristics of moving average operator and to propose a novel time-frequency hybrid sequence operator.

Design/methodology/approach

Firstly, the complex data is converted into frequency domain data by Fourier transform. An appropriate frequency domain operator is constructed to eliminate the impact of disturbance. Then, the inverse Fourier transform transforms the frequency domain data in which the disturbance is removed, into time domain data. Finally, an appropriate moving average operator of N items is selected based on spectral characteristics to eliminate the influence of periodic factors and noise.

Findings

Through the spectrum analysis of the real-time data sensed and recorded by microwave sensors, the spectral characteristics and the ranges of information, noise and shock disturbance factors in the data can be clarified.

Practical implications

The real-time data analysis results for a drug component monitoring show that the hybrid sequence operator has a good effect on suppressing disturbances, periodic factors and noise implied in the data.

Originality/value

Firstly, the spectral analysis of moving average operator and the novel time-frequency hybrid sequence operator were presented in this paper. For complex data, the ideal effect is difficult to achieve by applying the frequency domain operator or time domain operator alone. The more satisfactory results can be obtained by time-frequency hybrid sequence operator.

Details

Grey Systems: Theory and Application, vol. 12 no. 1
Type: Research Article
ISSN: 2043-9377

Keywords

Article
Publication date: 1 December 2003

Y. Zhan, V. Makis and A.K.S. Jardine

Due to the non‐stationarity of vibration signals resulting from either varying operating conditions or natural deterioration of machinery, both the frequency components and their…

1531

Abstract

Due to the non‐stationarity of vibration signals resulting from either varying operating conditions or natural deterioration of machinery, both the frequency components and their magnitudes vary with time. However, little research has been done on the parameter estimation of time‐varying multivariate time series models based on adaptive filtering theory for condition‐based maintenance purposes. This paper proposes a state‐space model of non‐stationary multivariate vibration signals for the online estimation of the state of rotating machinery using a modified extended Kalman filtering algorithm and spectral analysis in the time‐frequency domain. Adaptability and spectral resolution capability of the model have been tested by using simulated vibration signal with abrupt changes and time‐varying spectral content. The implementation of this model to detect machinery deterioration under varying operating conditions for condition‐based maintenance purposes has been conducted by using real gearbox vibration monitoring signals. Experimental results demonstrate that the proposed model is able to quickly detect the actual state of the rotating machinery even under highly non‐stationary conditions with abrupt changes and yield accurate spectral information for an early warning of incipient fault in rotating machinery diagnosis. This is achieved through combination with a change detection statistic in bi‐spectral domain.

Details

Journal of Quality in Maintenance Engineering, vol. 9 no. 4
Type: Research Article
ISSN: 1355-2511

Keywords

Article
Publication date: 19 June 2020

Tianxiang Yao and Zihan Wang

According to the problem of crude oil price forecasting, the purpose of this paper is to propose a multi-step prediction method based on the empirical mode decomposition, long…

Abstract

Purpose

According to the problem of crude oil price forecasting, the purpose of this paper is to propose a multi-step prediction method based on the empirical mode decomposition, long short-term memory network and GM (1,1) model.

Design/methodology/approach

First, the empirical mode decomposition method is used to decompose the crude oil price series into several components with different frequencies. Then, each subsequence is classified and synthesized based on the specific periodicity and other properties to obtain several components with different significant characteristics. Finally, all components are substituted into a suitable prediction model for fitting. LSTM models with different parameters are constructed for predicting specific components, which approximately and respectively represent short-term market disturbance and long-term influences. Rolling GM (1,1) model is constructed to simulate a series representing the development trend of oil price. Eventually, all results obtained from forecasting models are summarized to evaluate the performance of the model.

Findings

The model is respectively applied to simulate daily, weekly and monthly WTI crude oil price sequences. The results show that the model has high accuracy on the prediction, especially in terms of series representing long-term influences with lower frequency. GM (1,1) model has excellent performance on fitting the trend of crude oil price.

Originality/value

This paper combines GM (1,1) model with LSTM network to forecast WTI crude oil price series. According to the different characteristics of different sequences, suitable forecasting models are constructed to simulate the components.

Details

Grey Systems: Theory and Application, vol. 11 no. 1
Type: Research Article
ISSN: 2043-9377

Keywords

Article
Publication date: 8 April 2021

Huiliang Cao, Rang Cui, Wei Liu, Tiancheng Ma, Zekai Zhang, Chong Shen and Yunbo Shi

To reduce the influence of temperature on MEMS gyroscope, this paper aims to propose a temperature drift compensation method based on variational modal decomposition (VMD)…

Abstract

Purpose

To reduce the influence of temperature on MEMS gyroscope, this paper aims to propose a temperature drift compensation method based on variational modal decomposition (VMD), time-frequency peak filter (TFPF), mind evolutionary algorithm (MEA) and BP neural network.

Design/methodology/approach

First, VMD decomposes gyro’s temperature drift sequence to obtain multiple intrinsic mode functions (IMF) with different center frequencies and then Sample entropy calculates, according to the complexity of the signals, they are divided into three categories, namely, noise signals, mixed signals and temperature drift signals. Then, TFPF denoises the mixed-signal, the noise signal is directly removed and the denoised sub-sequence is reconstructed, which is used as training data to train the MEA optimized BP to obtain a temperature drift compensation model. Finally, the gyro’s temperature characteristic sequence is processed by the trained model.

Findings

The experimental result proved the superiority of this method, the bias stability value of the compensation signal is 1.279 × 10–3°/h and the angular velocity random walk value is 2.132 × 10–5°/h/vHz, which is improved compared to the 3.361°/h and 1.673 × 10–2°/h/vHz of the original output signal of the gyro.

Originality/value

This study proposes a multi-dimensional processing method, which treats different noises separately, effectively protects the low-frequency characteristics and provides a high-precision training set for drift modeling. TFPF can be optimized by SEVMD parallel processing in reducing noise and retaining static characteristics, MEA algorithm can search for better threshold and connection weight of BP network and improve the model’s compensation effect.

Article
Publication date: 22 October 2019

Yuri Merizalde, Luis Hernández-Callejo, Oscar Duque-Pérez and Víctor Alonso-Gómez

Despite the wide dissemination and application of current signature analysis (CSA) in general industry, CSA is not commonly used in the wind industry, where the use of vibration…

Abstract

Purpose

Despite the wide dissemination and application of current signature analysis (CSA) in general industry, CSA is not commonly used in the wind industry, where the use of vibration signals predominates. Therefore, the purpose of this paper is to review the use of generator CSA (GCSA) in the online fault detection and diagnosis of wind turbines (WTs).

Design/methodology/approach

This is a bibliographical investigation in which the use of GCSA for the maintenance of WTs is analyzed. A section is dedicated to each of the main components, including the theoretical foundations on which GCSA is based and the methodology, mathematical models and signal processing techniques used by the proposals that exist on this topic.

Findings

The lack of appropriate technology and mathematical models, as well as the difficulty involved in performing actual studies in the field and the lack of research projects, has prevented the expansion of the use of GCSA for fault detection of other WT components. This research area has yet to be explored, and the existing investigations mainly focus on the gearbox and the doubly fed induction generator; however, modern signal treatment and artificial intelligence techniques could offer new opportunities in this field.

Originality/value

Although literature on the use of GCSA for the detection and diagnosis of faults in WTs has been published, these papers address specific applications for each of the WT components, especially gearboxes and generators. For this reason, the main contribution of this study is providing a comprehensive vision for the use of GCSA in the maintenance of WTs.

Details

Journal of Quality in Maintenance Engineering, vol. 26 no. 3
Type: Research Article
ISSN: 1355-2511

Keywords

Article
Publication date: 28 September 2018

Xiangtianrui Kong, G.Q. Huang, Hao Luo and Benjamin P.C. Yen

While significant efforts have been made to study auction and logistics theories in the context of perishable supply chain trading (PSCT) over the last few years, the consensus…

Abstract

Purpose

While significant efforts have been made to study auction and logistics theories in the context of perishable supply chain trading (PSCT) over the last few years, the consensus has not yet been reached on how best to examine the impact of physical-internet-enabled auction logistics (AL) decisions and processes on dynamic perishable products transactions. The purpose of this paper is to address this gap by investigating the existing situations and identifying future opportunities for both academic and industrial communities.

Design/methodology/approach

The relevant literature was sort out along with three dimensions, namely auction mechanism, level of decision and coordination. The methods of field investigation and focus group discussion were also used to explore the factors influencing AL performance.

Findings

A number of key findings presented. First, there is an emerging paradigm shift from offline auction to online auction. Robust and resilient AL are needed to fulfill the massive number of orders from different channels while considering dynamic decisions. Second, three-level decisions in AL have been explicitly classified and defined. Various mathematical techniques used in literature vis-à-vis the contexts of AL were mapped. Third, a coordination mechanism that dynamically balances trade-off between logistics efficiency and transaction price was discussed. Lastly, several opportunities for future research were distinguished with coherent connection of research domains and open questions.

Originality/value

This paper not only summaries key themes of current research dimensions, but also indicates existing deficiencies and potential research directions. The findings can be used as the basis for future research in PSCT and related topics.

Details

Industrial Management & Data Systems, vol. 118 no. 8
Type: Research Article
ISSN: 0263-5577

Keywords

Article
Publication date: 6 October 2021

Hongli Niu, Yao Lu and Weiqing Wang

This paper aims to investigate the dynamic relationship between the investor sentiment and the return of various sectors in the Chinese stock market.

Abstract

Purpose

This paper aims to investigate the dynamic relationship between the investor sentiment and the return of various sectors in the Chinese stock market.

Design/methodology/approach

The wavelet coherence and wavelet phase angle approaches are used to study the lead–lag associations between sentiment index and stock returns in a time–frequency way. The multiscale linear and nonlinear Granger causality tests are performed to explore whether there is a causality between them.

Findings

The empirical results show that during normal period, investor sentiment index has a stronger relationship with stock returns of industrials, consumer discretionary, health care, utilities, real estate and financial sectors. In crisis period, investor sentiment has a significant positive relationship with all industry sectors. In the short term, there is bidirectional causality between investor sentiment and stock returns of all sectors. In the medium and long run, almost all sector stock returns Granger-cause the investors' sentiment index but investor sentiment does not Granger-cause all sectors, which is in contrast to the developed markets.

Practical implications

The interindustry impact of investment sentiment on the stock market can help construct arbitrage portfolio by investors who are interested in Chinese stock market.

Originality/value

This paper focuses on the industry sector differences of investor sentiment impact on the Chinese stock market. As far as the authors know, this is the first paper to explore the time–frequency relationship between sentiment index and industry stock returns in China using the time–frequency method based on wavelet coherence, which considers the heterogeneity of different types of investors' responses to various economic and financial events.

Details

International Journal of Emerging Markets, vol. 18 no. 9
Type: Research Article
ISSN: 1746-8809

Keywords

Article
Publication date: 24 April 2020

Ariel Mutegi Mbae and Nnamdi I. Nwulu

In the daily energy dispatch process in a power system, accurate short-term electricity load forecasting is a very important tool used by spot market players. It is a critical…

Abstract

Purpose

In the daily energy dispatch process in a power system, accurate short-term electricity load forecasting is a very important tool used by spot market players. It is a critical requirement for optimal generator unit commitment, economic dispatch, system security and stability assessment, contingency and ancillary services management, reserve setting, demand side management, system maintenance and financial planning in power systems. The purpose of this study is to present an improved grey Verhulst electricity load forecasting model.

Design/methodology/approach

To test the effectiveness of the proposed model for short-term load forecast, studies made use of Kenya’s load demand data for the period from January 2014 to June 2019.

Findings

The convectional grey Verhulst forecasting model yielded a mean absolute percentage error of 7.82 per cent, whereas the improved model yielded much better results with an error of 2.96 per cent.

Practical implications

In the daily energy dispatch process in a power system, accurate short-term load forecasting is a very important tool used by spot market players. It is a critical ingredient for optimal generator unit commitment, economic dispatch, system security and stability assessment, contingency and ancillary services management, reserve setting, demand side management, system maintenance and financial planning in power systems. The fact that the model uses actual Kenya’s utility data confirms its usefulness in the practical world for both economic planning and policy matters.

Social implications

In terms of generation and transmission investments, proper load forecasting will enable utilities to make economically viable decisions. It forms a critical cog of the strategic plans for power utilities and other market players to avoid a situation of heavy stranded investment that adversely impact the final electricity prices and the other extreme scenario of expensive power shortages.

Originality/value

This research combined the use of natural logarithm and the exponential weighted moving average to improve the forecast accuracy of the grey Verhulst forecasting model.

Details

Journal of Engineering, Design and Technology , vol. 18 no. 5
Type: Research Article
ISSN: 1726-0531

Keywords

Article
Publication date: 15 January 2020

Eppili Jaya and B.T. Krishna

Synthetic aperture radar exploits the receiving signals in the antenna for detecting the moving targets and estimates the motion parameters of the moving objects. The limitation…

Abstract

Purpose

Synthetic aperture radar exploits the receiving signals in the antenna for detecting the moving targets and estimates the motion parameters of the moving objects. The limitation of the existing methods is regarding the poor power density such that those received signals are essentially to be transformed to the background ratio. To overcome this issue, fractional Fourier transform (FrFT) is employed in the moving target detection (MTD) process. The paper aims to discuss this issue.

Design/methodology/approach

The proposed MTD method uses the fuzzy decisive approach for detecting the moving target in the search space. The received signal and the FrFT of the received signal are subjected to the calculation of correlation using the ambiguity function. Based on the correlation, the location of the target is identified in the search space and is fed to the fuzzy decisive module, which detects the target location using the fuzzy linguistic rules.

Findings

The simulation is performed, and the analysis is carried out based on the metrics, like detection time, missed target rate, and MSE. From the analysis, it can be shown that the proposed Fuzzy-based MTD process detected the object in 5.0237 secs with a minimum missed target rate of 0.1210 and MSE of 23377.48.

Originality/value

The proposed Fuzzy-MTD is the application of the fuzzy rules for locating the moving target in search space based on the peak energy of the original received signal and FrFT of the original received signal.

Details

Data Technologies and Applications, vol. 54 no. 1
Type: Research Article
ISSN: 2514-9288

Keywords

1 – 10 of 20