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ARTICLE IN PRESS

International Journal of Machine Tools & Manufacture 50 (2010) 651–657

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International Journal of Machine Tools & Manufacture


journal homepage: www.elsevier.com/locate/ijmactool

Short Communication

Using detrended fluctuation analysis to monitor chattering in cutter


tool machines
Luciano Vela-Martı́nez a, Juan Carlos Jauregui-Correa b, Eduardo Rodriguez c, Jose Alvarez-Ramirez c,
a
CIATEQ, A.C. Unidad Aguascalientes, Circuito Aguascalientes Norte. 135, Parque Industrial del Valle de Aguascalientes, 20355 Aguascalientes, Aguascalientes, Mexico
b
CIATEQ, A.C. Unidad El Marques, Av. Manantiales s/n, Parque Industrial Bernardo Quintana, El Marqués, Querétaro, Mexico
c
Division de Ciencias Basicas e Ingenieria, Universidad Autonoma Metropolitana-Iztapalapa, Apartado Postal 55-534, Mexico D.F. 09340, Mexico

a r t i c l e in fo abstract

Article history: This paper considers accelerometer signals in order to detect chatter instabilities under different
Received 10 March 2010 spindle speed and depth of cut ratio conditions. Detrended fluctuation analysis (DFA), adapted for time–
Received in revised form frequency domain, was used to monitor the evolution of cutter tool dynamics. The DFA offers the
11 March 2010
advantage over traditional spectral analysis that can be deal with nonstationary, nonlinear data and, in
Accepted 28 March 2010
contrast to wavelet approaches, its application does not rely on the selection of basis functions. The
Available online 8 April 2010
underlying idea behind the application is to use the Hurst exponent, an index of the signal fractal
Keywords: roughness, to detect dominance of unstable oscillatory components in the complex, presumably
Cutter tool monitoring stochastic, dynamics of machine acceleration. Several experiments with a lab-scale cutting machine
Instability
were performed to illustrate the ability of the DFA to detect unstable cutting behavior. The results,
Chattering
presented in time–frequency domain, show that instabilities are detected in a certain frequency range
Detrended fluctuation analysis
as the Hurst exponent decreases to reflect anti-persistency of the chatter dynamics.
& 2010 Elsevier Ltd. All rights reserved.

1. Introduction surface finishing, early damage and breakage of cutting tools. A


distinctive feature of chattering is its highly nonlinear nature
Sophisticated expensive milling machines are widely used in originated from complex phenomena involving subcritical Hopf
modern industry for manufacturing diverse products with and period doubling bifurcations, as well as limit cycles, quasi-
improved quality and enhanced productivity. Commonly, milling periodic and chaotic behavior [2–4]. Linear and nonlinear models
machines involves the use of cutting mechanisms whose failure have been proposed to describe observed experimental behavior
can lead to production and quality decrements. Failure can be and to propose automated control strategies to reduce adverse
spontaneous due to the breakage of a cutting component or chattering effects [3–5]. On the other hand, direct and indirect
progressive due to miss-specifications of operating conditions or methods have been applied to on-line monitoring of tool
wear. Given the limited lifetime of cutting tool materials conditions. Direct methods detect the actual tool condition
subjected to continuous mechanical and thermal stress, the relying on direct sensing while indirect methods monitor the
former scenario is hardly expected under control since failure tool dynamics through measurements of different signals. Given
reduction depend on well-designed maintenance policies. In the recent advances in soft sensing and the common inability to
contrast, operating conditions (e.g., spindle speed and cutting access directly the machine components, indirect methods are
depth) can be specified in advance and controlled via automated now preferred over direct ones. Commonly used signals for
schemes to reduce the adverse effects on the machine compo- indirect methods include cutting forces [6], acoustic emission [7],
nents and the product quality of unstable dynamics. Therefore, in- vibrations [8], current of feed motor [1] and acceleration [9].
process tool condition monitoring and operating conditions Different signal processing methods have been proposed to deal
control are very important to assure machining quality, system with these signals and extract information on the conditions of
reliability and achieving fully automated manufacturing [1]. the cutting machine. Fourier transform [10,11] and wavelets [12]
Chattering is the most common form of instability found in are widely used in order to present cutter tool wear or tool fault in
cutting machines. As a matter of fact, chattering is a condition of the frequency domain. The applicability of spectral methods are
instability in machining that limits productivity because of poor limited by nonstationary and nonlinear data. On the other hand,
wavelets are sensitive to the specified basis functions. To avoid
these short-comings, the Hilbert–Huang transform was proposed
 Corresponding author. Tel./fax: + 52 55 58044600. as a time–frequency method to detect end mill flute breakage via
E-mail address: jjar@xanum.uam.mx (J. Alvarez-Ramirez). the feed-motor current signals [1,13]. Fractal Hurst analysis was

0890-6955/$ - see front matter & 2010 Elsevier Ltd. All rights reserved.
doi:10.1016/j.ijmachtools.2010.03.012
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652 L. Vela-Martı́nez et al. / International Journal of Machine Tools & Manufacture 50 (2010) 651–657

used to monitor the instability of chattering in cutting tools [9], excitation effect, h(t) is time periodic with the tooth passing
showing that instabilities are related to stochastic anti-persis- period. That is, the time delay for milling processes is equal to the
tency of the system dynamics. time period. Eqs. (1) and (2) become a periodic delayed
This paper further explores the ability of fractal methods to differential equation whose stability depends on the spindle
monitor the operating conditions of cutter tools by means of speed O and the depth of cut ratio a/D. The stability of this system
acceleration signals. As in [9], the motivation relies on the fact can be studied by the extended Floquet theory [15–17], which
that measured accelerations are stochastic, nonstationary and states that the stability of a linear periodic system depends on the
nonlinear signals amenable to be characterized by modern fractal Floquet multipliers. If all of these multipliers are located inside
methods. In this way, the detrended fluctuation analysis (DFA), the unit disc of the complex plane, the system is asymptotically
adapted for time–frequency domain, was used to monitor the stable. In this case, the milling dynamics evolve about a stable
evolution of cutter tool dynamics. The DFA offers the advantage fundamental vibration frequency. Unstable milling is found when
over traditional spectral analysis that can be deal with nonsta- a certain number of Floquet multipliers crosses the unit circle of
tionary, nonlinear data and, in contrast to wavelet approaches, its the complex plane. Unstable milling is linked to the emergence of
application does not rely on the selection of basis functions. The vibration frequencies associated with Floquet multipliers outside
underlying idea behind the application is to use the Hurst the unit circle. In this way, undesirable chattering can be
exponent, an index of the signal fractal roughness, to detect identified in measured milling signals (e.g., cutting force and
dominance of unstable harmonic components in the complex, acceleration) as complex oscillations that dominate over the
presumably stochastic, dynamics of machine acceleration. Several fundamental (stable) oscillation of the process.
experiments with a lab-scale cutting machine were performed to
illustrate the ability of the DFA to detect unstable cutting
behavior. The results, presented in time–frequency domain, show 3. Methodology
that instabilities are detected in a certain frequency range as the
Hurst exponent decreases to reflect anti-persistency of the chatter Chattering signals are quite complex and usually noisy,
dynamics. nonstationary and affected by nonlinear phenomena. In this
The rest of the paper is organized as follows. In Section 2, some way, traditional spectral analysis methods (e.g., Fourier analysis)
concepts and results of unstable cutting dynamics are reviewed. can lead to limited performance and biased results. In this work,
In Section 3, the DFA and the proposed detection strategy are the detrended fluctuation analysis (DFA) [18] is considered to
described. In Section 4, the experimental set up is described. In characterize the dynamics of milling signals. The DFA is a fractal
Section 5, the main results are discussed. Finally we summarize scaling method intended for detecting long-range autocorrela-
our results and make some conclusions in Section 6. tions in nonstationary and nonlinear time series. The method has
found sound applications in a wide variety of science and
engineering fields, including physiology, geophysics, finance,
2. Unstable milling dynamics (chattering) ecology and many more (the reader is referred to the webpage
physionet.org for a detailed list of DFA applications).
The aim of this work is to show that instabilities in the milling For a given stochastic time series y(i), i¼ 1,y,M, with sampling
machine, reflected as chattering, can be monitored with temporal period Dt, the standard DFA method consists in the following
variations of the Hurst exponent. As a prerequisite for this task, steps:
the nature of unstable cutting should be established. Briefly,
following [14], the milling process can modeled as a damped PM
 Step 1. Compute the mean y ¼ 1=M j ¼ 1 yðjÞ. An integrated
delayed Mathieu equation described as follows time series x(i), i¼1,y,N, is then obtained as follows:
P
whðtÞ xðiÞ ¼ ij ¼ 1 ½yðjÞy, i ¼1,y,M.
xðtÞ _ þ o2n xðtÞ ¼ 
€ þ 2zon xðtÞ ðxðtÞxðttÞÞÞ ð1Þ
mt  Step 2. Divide the integrated time series x(i) into boxes of equal
size m. A linear fit, denoted by zlin ði; mÞ, is commonly used to
where on is the angular natural frequency, z is the relative
interpolate the sequence in each box. The interpolating curve
damping, w is the depth of cut, mt is the modal mass of the tool.
zlin ði; mÞ represents the local trend in each box.
The delayed term xðttÞ arises due to the regenerative effect,
 Step 3. Compute the fluctuation sequence as wði; mÞ ¼ xðiÞzlin
t ¼ 60=ðzOÞ is the tooth pass period, O is the spindle speed in rpm ði; mÞ, i ¼ 1, . . . ,M. The fluctuation function F(m) is computed as
and z is the tooth number. The specific cutting force coefficient
the norm of the sequence w(i;m):
h(t) is determined by the technological parameters
0 11=2
Nt
X 1 X M

hðtÞ ¼ gðfj ðtÞÞsinðfj ðtÞÞKt cosðfj ðtÞÞ þKn sinðfj ðtÞÞ ð2Þ FðmÞ ¼ @ jwðj; mÞj2 A
Mj¼1
j¼1

where Nt is the number of teeths, Kt and Kn are the tangential and  Step 4. Repeat the above procedure for a broad range of
the normal linearized cutting force coefficients, respectively, and segment lengths m.
fj ðtÞ is the angular position of tooth j defined as
If the signal follows a scaling law within a given scale domain D,
fj ðtÞ ¼ ð2pO=60Þt þ j2p=N ð3Þ
a power-law behavior for the fluctuation function F(s), with
The screen function gðfj ðtÞÞ is equal to 1 if the tooth j is in the cut, s ¼ mDt, is observed
and it is equal to 0 if tooth j is out of cut; that is,
 FðsÞ  sH
1 if fst o fj ðtÞ o fex
gðfj ðtÞÞ ¼ ð4Þ where H is called the DFA or Hurst scaling exponent, a self-affinity
0 otherwise
parameter representing the long-range correlation (i.e., memory)
where fst and fex is the start and exit angles of the tooth j. For up- properties of the signal.The Hurst scaling exponent H is computed
milling, fst ¼ 0 and fex ¼ arccosð12a=DÞ, for down-milling, as the slope of the plot logðsÞ versus logðFðsÞÞ. The lower and upper
fst ¼ arccosð2a=D1Þ and fex ¼ p, where a/D is the radial depth scale limits mmin C 5 and mmax C M=5 were recommended in [18].
of cut ratio. It should be noted that due to the tooth pass The underlying idea behind these guidelines is that below
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mmin C 5 the fluctuation function F(s) carries out deterministic machining path. If the milling process is becoming affected by
components induced by sampling effects. On the other hand, instabilities, these should affect the stochastic nature of the
above mmax C M=5 the fluctuation function is unstable for large milling signals. In this case, instabilities are associated with
time scales, so a power-law is not reliable to describe its behavior. oscillatory modes that move the stochastic dynamics from
An important problem of the DFA method is its sensitivity to persistency (H 40:5) to anti-persistency (H o 0:5). In the limit as
short-term memory. Therefore, in order to correct for short-range oscillatory modes dominate over the stochastic dynamics, one has
dependence we have applied the DFA analysis to blocks of shuffled that H-0. These concepts are at the heart of the proposal to
data, i.e., one picks a random permutation of the data series within monitor instabilities in milling machines; namely, to perform
blocks of predetermined size (in general, small size blocks) and time–frequency DFA to detect frequencies and times for which
applies the DFA analysis to this shuffled data. This is justified due to the Hurst exponent decreases from 0.5. In turn, the approaching
the Lo’s [19] critique that methods to estimate scaling (Hurst) of H to zero can be taken as an index of the severity of the
exponents are sensitive to the presence of short range dependence instability.
and the effect of random permutations in these small blocks is In a previous work [9], we used the cutting coefficients
necessary to destroy any particular structure of autocorrelation Kt ¼ 6  108 N/m2 and Kn ¼ 0:35Kt for aluminum to estimate the
within these blocks. In case of having only short-range correlations stability chart of the experimental setup described above. Besides,
(or not correlations at all) the detrended walk profile displays the model parameters k ¼ 3:2  106 N/m and B ¼ 3:4% were used.
properties of a standard random walk (e.g., white noise) with It was found that the vibration modes with high energy are located
H¼0.5. On the other hand, if H o 0:5 the correlations in the signal at 1133 and 335 Hz. However, given the highly noisy and nonlinear
are anti-persistent (i.e., an increment is very likely to be followed by nature of acceleration signals, it is quite possible that the former is
a decrement), and if H 4 0:5 the correlations in the signal are a subharmonic component of the latter. In this way, it is apparent
persistent (i.e., an increment is very likely to be followed by an that instabilities appear due to excitation of vibration modes at
increment, and a decrement by a decrement). A value H-0 is about 335 Hz. As a matter of fact, this will be corroborated by the
indicative of a behavior with tendency to harmonic dynamics. The analysis described in the following sections.
values H¼1.0 and H¼1.5 correspond to 1/f-noise and Brownian
motion, respectively. A value H 4 1:5 corresponds to long-range
correlations that are not necessarily related to stochastic processes. 4. Experimental set-up
Indeed, H 41:5 can be reflecting deterministic correlations.
Milling tests were carried out on a 15 kW VF-3D HAAS VOP-D
CNC milling machine, with an Iscar 25.4 mm indexable milling
3.1. Time–frequency DFA
cutter APK-D1.00-1.5-W1-FE and two Sandvik indexable milling
insert R390-11 T3 08M-PM, mounted on a CAT40 ER40X3.359 E
Time variations of the Hurst exponent can be tracked by
tool holder. The workpiece material was a block of 6061
performing DFA for sliding windows of size Ms . In case of having
Aluminum 50:8 mm  203:2 mm  250 mm clamped on the work-
power-law behavior of the fluctuation function for the subseries
table. First, modal parameters of the cutting system were
in the sliding window, one can obtain the corresponding time-
experimentally determined by an impact testing. A Kistler 9724
dependent Hurst exponent H(t). However, in many practical
instrumented hammer and a dual axis Analog Devices ADXL321
situations the fluctuation function F(s) can not be accurately
718g, 100 mV/g, 0.5 Hz, 2.5 kHz accelerometer were used. Both
described by a power-law in the whole scale domain. In this case,
signals were anti-alias filtered and sampled (40 000 samples/s)
one can consider that the Hurst exponent is scale-dependent in
with a National Instruments NI-USB 6251 16 bits 1.25 MS/S data
the sense that HðtÞ ¼ dFðsÞ=ds is not constant. Here, we adopted
acquisition card connected to a 2.4 GHz Intel Core 2 Duo Dell
the abfilter [20] to recursively estimate the gradient of F(s) as a
Precision M2300 laptop computer (see Fig. 2 in [9]).
function of the time scale s. In this way, the DFA applied for a
Three experimental arrangements were studied: full, half- and
sliding window of size Ms combined with the abfilter approx-
quarter-immersion of the cutting tool, defined by an a/D ratio of
imation for dFðsÞ=ds gives a time- and scale-dependent Hurst
100, 50 and 25%, respectively, as shown in Fig. 1 in [9]. Milling
exponent H(t,s). Given the vibratory nature of cutting machines, it
tests were performed over a specified range of speeds and
is convenient to express the results in terms of the underlying
different depths of cut. Some experimental tests were
frequency computed as f ¼ s1 , resulting in time and frequency
performed at both constant depth of cut and a/D ratio of the
dependency of the Hurst exponent H(t,f).
cutting tool, by sweeping spindle speed forward from 3500 and
5900 rpm with a step of 300 rpm; each spindle speed was held
3.2. Proposed monitoring strategy constant during 30 mm with a feed of 400 mm/min (see Fig. 2 in
[9]). Other sample tests were performed at constant speed with
As commented in Section 2, stable milling operation is found increasing depth of cut from 0 to 10 mm, by tilting the block of
when the machine is operated about a well-defined stationary aluminum at 1.81. Acceleration signals from each cutting process
trajectory. Under ideal conditions, measurements should show were sampled at 40 kHz.
milling signals (e.g., acceleration and applied force) evolving
about a stationary state. However, the complex nature of the
milling process, involving different mechanical components, 5. Results and discussion
induces stochastic vibrations about the stationary state. These
vibrations are quite complex, contain high frequency components, Three experimental test were selected to illustrate the
and should not affect the milling quality. In contrast, chattering performance of the proposed DFA approach for chattering
appears when milling dynamics undergo bifurcations via the detection. The experimental tests and their stability with respect
emergence of undesired oscillation modes. In this case, undesired to theoretical analysis are detailed in [9]. For completeness, a brief
oscillations become mounted over the stable dynamics leading to description is made as follows:
serious degradation of the machine performance. If one considers
that milling signals are stochastic, stable milling motion should be  Test 1. Here, for a depth of cut equal to 8.0 mm, the spindle
related to persistent dynamics (H 4 0:5) that reflect a well-defined speed was increased from 3500 and 5900 rpm with a step of
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600
550
500
450
400
350
0 5 10 15 20
Acceleration (m/s2)

520
500
480
460
440

0 5 10 15 20
500
490
480
470
460
450
0 5 10 15 20
Time, t (seconds)
Fig. 1. Experimental tests corresponding to progressive increments of the spindle speed with constant depth of cut of (a) 8.0 and (b) 6.0 mm. The third tests corresponds to
constant spindle speed with increments of the depth of cut.

8 300 rpm. As shown in Fig. 1a, the cutting tool operation


7 undergoes well-defined interlaced periods of stability and
6
Fluctuation Function, F(s)

instability. This test was used to contrast the Hurst exponent


5 results for stable and unstable conditions.
4  Test 2. As above, the spindle speed was increased from 3500
StableOperation and 5900 rpm with a step of 300 rpm. However, the depth of
3
Chattering cut was reduced to 6.0 mm. As shown in Fig. 1b, the reduced
depth of cut is reflected in less pronounced stability/instability
2 transitions.
 Test 3. For constant spindle speed of 6500 rpm, the depth of cut
was increased from 0 to 10 mm, by tilting the block of
aluminum at 1.81. Following [9], a theoretical transition from
1 stability to instability occurs at a depth of cut of about 2.8 mm.
1E-3 0.01 0.1
However, Fig. 1c shows that this transition is not so evident. In
1.50 this way, this test will be used to contrast the results obtained
from Fig. 1a.
1.25
Hurst Exponent, H(s)

1.00
5.1. Scaling structure of chattering
0.75
Fig. 2a shows the DFA results for typical stable and unstable
0.50 operations extracted from Test 1 in Fig. 1a. The fluctuation
function is increasing, although its behavior cannot be described
0.25 with a unique power law. In fact, two inflections can be observed
at time scales of about 1:5  103 and 8:0  103 s. This implies
0.00 that vibrations of the cutting tool are multiscaling, meaning that
1E-3 0.01 0.1 their behavior cannot be described by a sole power law. In this
Time-scale, s (seconds) case, abfilters were used to estimate the slope dF(s)/ds. Fig. 2b
shows the scale-dependent Hurst exponent H(s) for the two cases
Fig. 2. (a) DFA results for stable and unstable operating conditions. Note that the
fluctuation function F(s) cannot be describe with an unique power law and
in Fig. 2a. For stable and unstable conditions, and for time scales
(b) scale-dependent Hurst exponent. Important scaling differences are observed higher than 0.01 s (i.e., frequencies smaller than 100 Hz) the Hurst
for time scales smaller than about 0.01 s. exponent is smaller than 0.1. This indicates that vibrations are
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dominated by harmonic components within the small frequency harmonic components that could be related to the emergence of
range. Interestingly, the oscillatory behavior for frequencies Hopf bifurcations as the cutting tool goes through a stability
smaller than 100 Hz are intrinsic to the cutting machine, boundary [2–4]. These results suggest that frequencies higher
independent of the operating conditions, and are related to than about 100 Hz (i.e., time scales smaller than 0.01 s) can be
fundamental dynamics of the milling machine [4]. As a conse- used to monitor the stability of the cutting tool. Besides,
quence, the scaling behavior for frequencies smaller than about instabilities should arise when the Hurst exponent is reduced to
100 Hz is not useful for discrimination between stable and anti-persistence (i.e., H-0) within the specified frequency range.
unstable vibration dynamics. However, as shown in Fig. 2b, This result is in agreement with our previous work [9] showing
important scaling differences are found for higher frequencies that unstable chattering modes for this system correspond to
(i.e., smaller time scales) where the Hurst exponent varies from fundamental frequencies about 335 Hz.
about 1.1 to 0.1 as vibrations undergo an instability transition. For
frequencies higher than 100 Hz, the Hurst exponent achieves
maximum values of about 1.2 for stable operation, which reflect a 5.2. Time–frequency monitoring
persistent behavior related to stable motion of the cutting tool. In
these conditions, harmonics have a marginal effect in the machine Fig. 3 shows the Hurst time–frequency analysis for Test 1.
dynamics, which are dominated by a persistent motion along the Fig. 1a shows that, as the spindle speed increases, the machine
prescribed trajectory on the workpiece material. In contrast, the alternates periods of stable and unstable operation. During
Hurst exponent is reduced drastically for unstable chattering, unstable operation, the vibration dynamics are dominated by
indicating that the vibrations dynamics are dominated by high amplitude oscillations that can lead to premature component

Fig. 3. Hurst time–frequency results for Test 1. The method is able to detect the stability changes easily appreciated in Fig. 1a.

Fig. 4. Hurst time–frequency results for Test 2. Maximum stability conditions are found at about 6 s. However, a progressive decrement of the stability margin as the
spindle speed is increased is observed. It is apparent that the cutting tool lost its stability for time higher than about 18 s.
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Fig. 5. Hurst time–frequency results for Test 3. In this case, the Hurst exponent island related to stability is not relatively small, showing that under the operating
conditions of Test 3 the cutting tool operates under marginal stability conditions.

degradation and unsatisfactory product quality. Such dominance chattering arises when (nonlinear and nonstationary) oscillations
of harmonic components over the stochastic vibrations are have a large effect in the cutting tool vibrations. The Hurst
detected as abrupt decrements of the Hurst exponent for exponent, an index of the roughness of the vibration signal, is able
frequencies higher than 100 Hz. Interestingly, this result to detect this dominance as it suffers an important decrement
corroborates the analytical finding that instabilities appear at when the cutting tool becomes unstable. The performance of the
fundamental frequencies of about 335 Hz [9]. As the machine proposed monitoring strategy was illustrated with experimental
arrives into a stability region, the Hurst exponent increases to signals from a lab-scale machine and the results, presented in a
values of about 1.0, which reflect a persistent behavior where the time–frequency format, showed that stability–instability transi-
machine dynamics are well-oriented toward the prescribed path tions can be readily detected and quantified. In some sense, the
on the workpiece. Test 2 is more challenging since, given the proposed approach is similar to wavelet methods, although DFA
smaller depth of cut, stability–instability transitions are not offers the advantage that no basis functions should be specified. In
clearly established. The corresponding Hurst time–frequency contrast, the main drawback of DFA is that phase information,
analysis is shown in Fig. 4. Maximum stability conditions are which can provide insights in delay effects, is not obtained.
found at about 6 s. However, a progressive decrement of the However, given its ease implementation depending on a very
stability margin as the spindle speed is increased is observed. It is small number of tuning parameters, it is suggested to use DFA
apparent that the cutting tool lost its stability for time higher than together with previously reported methods (wavelets and
about 18 s. It can be noted that the frequency range where the Hilbert–Hung transformation) for a mode complete and detailed
Hurst exponent is higher than 0.5 (persistent behavior) can be monitoring of modern milling machines.
taken as an indicator of stability margin. In this way, one can note
that the operation of the cutting tool under conditions of Test 2
suffers a progressive decrement of the stability margin as the References
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