[1] Wang Jixin, Wang Yan, Zhai Xinting, Huang Yajun, et al. Automatic determination method of optimal thresholdbased on the bootstrapping technology [J]. Journal of Southeast University (English Edition), 2018, 34 (2): 208-212. [doi:10.3969/j.issn.1003-7985.2018.02.010]

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Automatic determination method of optimal thresholdbased on the bootstrapping technology()

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Journal of Southeast University (English Edition)[ISSN:1003-7985/CN:32-1325/N]

Volumn:

34

Issue:

2018 2

Page:

208-212

Research Field:

Mechanical Engineering

Publishing date:

2018-06-20

Info

Title:

Automatic determination method of optimal thresholdbased on the bootstrapping technology

Author(s):

Wang Jixin¹;  Wang Yan¹;  Zhai Xinting¹;  Huang Yajun²;  Wang Zhenyu²

¹ School of Mechanical Science and Engineering, Jilin University, Changchun 130025, China
² Shantui Construction Machinery Co., Ltd., Jining 272073, China

Keywords:

load spectrum;  peak over threshold;  threshold selection;  bootstrapping technology;  mean squared error

PACS:

TH243

DOI:

10.3969/j.issn.1003-7985.2018.02.010

Abstract:

In order to predict the extreme load of the mechanical components during the entire life, an automatic method based on the bootstrapping technology(BT)is proposed to determine the most suitable threshold. Based on all the turning points of the load history and a series of thresholds estimated in advance, the generalized Pareto distribution is established to fit the exceedances. The corresponding distribution parameters are estimated with the maximum likelihood method. Then, BT is employed to calculate the mean squared error(MSE)of each estimated threshold based on the exceedances and the specific distribution parameters. Finally, the threshold with the smallest MSE will be the optimal one. Compared to the kurtosis method and the mean excess function method, the average deviation of the probability density function of exceedances determined by BT reduces by 38.52% and 29.25%, respectively. Moreover, the quantile-quantile plot of the exceedances determined by BT is closer to a straight line. The results suggest the improvement of the modeling flexibility and the determined threshold precision. If the exceedances are insufficient, BT will enlarge their amount by resampling to solve the instability problem of the original distribution parameters.

References:

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Memo

Memo:

Biography: Wang Jixin(1975—), male, doctor, professor, jxwang@jlu.edu.cn.
Foundation item: The National Science and Technology Pillar Program of China(No.2015BAF07B00).
Citation: Wang Jixin, Wang Yan, Zhai Xinting, et al.Automatic determination method of optimal threshold based on the bootstrapping technology[J].Journal of Southeast University(English Edition), 2018, 34(2):208-212.DOI:10.3969/j.issn.1003-7985.2018.02.010.

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