2016
DOI: 10.1111/mice.12238
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Stationarity‐Based Approach for the Selection of Lag Length in Cointegration Analysis Used for Structural Damage Detection

Abstract: Cointegration has been recently brought to structural health monitoring (SHM) as a new methodology for dealing with the problem of environmental and/or operational variability in monitored structures. However, it is well known that the choice of lag length in cointegration analysis has a strong influence on damage detection results. The article presents a new approach for optimal lag length selection in cointegration analysis used for structural damage detection. This new method is based on stationarity analys… Show more

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Cited by 20 publications
(18 citation statements)
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“…A rigorous explanation on how to compute β is outside the scope of the present paper, so the reader is referred to [16] for such details. We note that the order/number of lags of the VECM model used in the present example is set to 13, which is found by using the method proposed by Dao et al [44]. The obtained cointegration residual can be seen in Fig.…”
Section: Comparison With An Existing Eov Mitigation Methodsmentioning
confidence: 97%
“…A rigorous explanation on how to compute β is outside the scope of the present paper, so the reader is referred to [16] for such details. We note that the order/number of lags of the VECM model used in the present example is set to 13, which is found by using the method proposed by Dao et al [44]. The obtained cointegration residual can be seen in Fig.…”
Section: Comparison With An Existing Eov Mitigation Methodsmentioning
confidence: 97%
“…From each test, the most stationary cointegrated residual and its associated cointegrated vector β β β i are found. These cointegrated vectors β β β i , i ∈ [1, v], are the ones that give the most stationary cointegrated residuals in the defined ranges of q and k. In this study, the range of values to be used for k is defined according to the procedure described in [14], which is also used for q, thus…”
Section: Cointegration-based Schemementioning
confidence: 99%
“…A variety of modal identification techniques either in time or frequency domain have been proposed, including stochastic subspace identification (SSI), eigensystem realization algorithm (ERA), and frequency domain decomposition (FDD) . The obtained modal properties are further utilized in various structural health monitoring applications, such as finite element model updating, damage detection, and cable tension estimation . As such, modal analysis is a key component in many civil engineering applications that require the dynamic characteristics of a structure.…”
Section: Introductionmentioning
confidence: 99%