A cointegration approach for heteroscedastic data based on a time series decomposition: An application to structural health monitoring

Shi, H., Worden, K. orcid.org/0000-0002-1035-238X and Cross, E.J. orcid.org/0000-0001-5204-1910 (2019) A cointegration approach for heteroscedastic data based on a time series decomposition: An application to structural health monitoring. Mechanical Systems and Signal Processing, 120. pp. 16-31. ISSN 0888-3270

Abstract

Metadata

Authors/Creators:
Copyright, Publisher and Additional Information: © 2018 The Author(s). Published by Elsevier Ltd. This is an open access article under the CC BY license (http://creativecommons.org/licenses/by/4.0/).
Keywords: Structural health monitoring; Environmental and operational variation; Cointegration; Heteroscedasticity; TBATS model; Time series
Dates:
  • Accepted: 28 September 2018
  • Published (online): 23 October 2018
  • Published: 1 April 2019
Institution: The University of Sheffield
Academic Units: The University of Sheffield > Faculty of Engineering (Sheffield) > Department of Mechanical Engineering (Sheffield)
Funding Information:
FunderGrant number
ENGINEERING AND PHYSICAL SCIENCE RESEARCH COUNCIL (EPSRC)EP/J016942/1
ENGINEERING AND PHYSICAL SCIENCE RESEARCH COUNCIL (EPSRC)EP/R003645/1
Depositing User: Symplectic Sheffield
Date Deposited: 15 Nov 2018 12:12
Last Modified: 16 Nov 2018 18:21
Published Version: https://doi.org/10.1016/j.ymssp.2018.09.036
Status: Published
Publisher: Elsevier
Refereed: Yes
Identification Number: https://doi.org/10.1016/j.ymssp.2018.09.036

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