International Journal of Fatigue 23 (2001) 525–532

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Parametric modelling and scatter prediction of rainflow matrices

M. Nagode *, J. Klemenc, M. Fajdiga
Faculty of Mechanical Engineering, University of Ljubljana, Aškerčeva 6, SI-1000 Ljubljana, Slovenia

Received 16 October 2000; received in revised form 8 January 2001; accepted 8 January 2001

Abstract

For service life prediction and stochastic reconstruction of load histories, rainflow matrices have been recently predominately
used to describe the scatter of loading. Typically, only limited data are available due to the costs of measurements. As a consequence
of this, discrete rainflow matrices have to be modelled and extrapolated. So far non-parametric methods have most frequently been
used to transform discrete matrices into smooth functions. In this paper, two appropriate parametric models: a mixture of joint
Weibull–normal distributions and a mixture of multi-variate normals, as well as two algorithms for parameter estimation: the EM
algorithm and the algorithm developed by Nagode and Fajdiga are thoroughly discussed and compared. Finally, a method to describe
the scatter of rainflow matrices is presented.  2001 Elsevier Science Ltd. All rights reserved.

Keywords: Load spectra characterisation; Load spectra extrapolation; Rainflow cycle counting method; Weibull–normal mixture; Multivariate nor-
mal mixture

1. Introduction and mean was given by Kowalewski [5]. He proved that

Fatigue design has to account for the scatter of
component geometry, material behaviour and loading
[1]. The scatter of the first two variables is mainly due
to manufacturing and material sourcing. Loading, on the
other hand, depends decisively on operating conditions
and customer usage.
The most difficult is certainly the determination of
loading. Tests on proving grounds [2] or even long-term
real-time measurements [3,4] are used to obtain actual
load time histories. Because of the costs of measure-
ments and safety measures, real-time measurements are
used only exceptionally to gain changes in the usage pro-
file.
Analysing the scatter of loading in time domain is
often not feasible. By converting load time histories into
rainflow matrices, huge sets of data are reduced to man-
ageable two-dimensional (2D) arrays. These arrays con-
tain the number of load cycles ordered by range and
mean or by from- and to-reversal points.
The first attempt to model a 2D array ordered by range
* Corresponding author. Tel.: +386-1-4771-505; fax: +386-1-
2518-567.
E-mail address: marko.nagode@guest.arnes.si (M. Nagode).
for the special case of Gaussian random process the joint
distribution function of ranges and means could be
defined as a product of the Rayleigh and normal distri-
butions. Although he also proposed the method of
unknown parameter estimation for a mixture of Gaussian
processes, his graphical method of separating the modes
of the mixture has not met a wider response.
In general, however, load time histories represent
quasi-stationary or even non-stationary random pro-
cesses. Consequently, the shape of rainflow matrix is
complex and cannot be modelled by a single unimodal
distribution.
A method of non-parametric smoothing of rainflow
matrices, developed by Dreßler et al. [6], has been lately
most often used. A multi-variate normal distribution is
taken as a kernel in this case. There are two major draw-
backs of this method:
앫 The number of kernel estimators is large even if load
cycles are counted into a finite set of bins.
앫 Kernel estimators themselves do not tell us anything
about the loading process. They enable us only to
convert a discrete matrix into a smooth function.
It has recently been shown that the necessary number of
component distributions can be reduced substantially if

0142-1123/01/$ - see front matter  2001 Elsevier Science Ltd. All rights reserved.
PII: S 0 1 4 2 - 1 1 2 3 ( 0 1 ) 0 0 0 0 7 - X
526 M. Nagode et al. / International Journal of Fatigue 23 (2001) 525–532

parametric methods of distribution estimation are used
instead of non-parametric ones. A survey of the para-
metric methods appropriate for a mixture of multi-variate
normals can be found in Ref. [7]. The advantages of
these are as follows:
앫 Unknown parameters of the mixture of multi-variate
normals can be estimated reliably by using the well-
known EM algorithm [8].
앫 Eventual correlation between ranges and means can
be taken into account.
앫 The method can easily be widened to more than two
independent variables.
As a multi-variate normal probability density function
(PDF) does not equal zero for negative ranges, it has to
be cut off. Therefore, its cumulative density function
(CDF) F(+⬁) is less than one, unless it is compensated
[7]. It has to be stated that this can be done only if F(+⬁)
is very close to one. Besides, multi-variate normals are
not appropriate for all load time histories, such as for
those where ranges obey the exponential law.
If rainflow matrices are modelled by a mixture of joint
Weibull–normal distributions, the above shortcomings
can be avoided.
where bl and ql stand for Weibull shape parameters, and
ml and sl denote mean value and standard deviation,
respectively.
In Eqs. (2) and (3) it is presumed that sr and sm corre-
sponding to the lth component distribution stand for
independent variables. However, a correlation may exist
between the components forming the mixture, which can
be proved if Eq. (2) is inserted in Eq. (1). Consequently,
by choosing an appropriate number of components m,
an arbitrary rainflow matrix can be modelled even if ran-
dom variables sr and sm are correlated. This can be
assumed since there exist many similar examples, such
as in Ref. [8], where mixtures of joint normals are used
to model any shaped empirical distributions, although
the contours of constant probability density of the joint
normal distribution Eq. (4) are ellipsoids.
If random variables sr and sm in Eqs. (2) and (3) are
replaced with sr=|sf⫺st| and sm=0.5(sf+st), the distribution
function of the from–to matrix is obtained where sf and
st stand for from- and to-reversal points.
Although a mixture of joint Weibull–normals seems
to be the genuine distribution suitable for modelling any
rainflow matrix, a number of cases exist where the mix-
ture of multi-variate normals can assure satisfactory
results, too.
Multi-variate normal component PDF is defined as

2. Parametric estimators for rainflow matrices fl(s)⫽

1
(2π) |⌺l|
d/2 1/2 再 1
exp ⫺ (s⫺ml)T⌺−1
2 l (s⫺ml) 冎 (4)

Generally an arbitrary rainflow matrix can be defined

where mean ml is now a d-dimensional vector, ⌺l is a
as a weighted sum of component distributions
d×d covariance matrix and |⌺l| is the determinant of ⌺l.

冘 There are several methods by the use of which mixtures

m

f(s)⫽ wlfl(s) (1) of multi-variate normals can be estimated [8,10]. The

l⫽1
where wlⱖ0 for (l=1,…,m) and Sml⫽1wl=1. Constant wl
stands for a weighting factor, whereas fl(s) represents a
component PDF of two random variables s=[sr,sm]T
which denote ranges and means or from- and to-rever-
sal points.
It was proved [9] that ranges can be modelled reliably
if a two-parameter Weibull distribution is taken as a
component distribution fl(sr). On the other hand, means
can well be described by a normal distribution fl(sm), as
was shown in Ref. [5]. The component PDF of ranges
and means can thus be defined as
EM algorithm proved to be the most appropriate one [7].
However, it turned out to be unsuitable for distributions
like Weibull–normal mixtures because of the following:
앫 The estimated parameters depend decisively on the
initial conditions.
앫 The algorithm does not necessarily converge and/or
is extremely slow, especially if the number of compo-
nents m is high.
To overcome this problem, the algorithm developed by
Nagode and Fajdiga [11] was expanded from one- to

冉冊 再冉冊bl bl
multi-dimensional space.
bl sr sr
fl(s)⫽fl(sr)fl(sm)⫽ exp ⫺ (2)
冑2πslsr ql ql

冎
3. Component probability density estimation
(sm−ml)2
⫺
2s2l Suppose that the component PDF fl(s) represents a
Its component CDF is therefore multi-variate distribution, where s denotes the d-dimen-

冉 再 冉 冊 冎冊 冉 冊
sional random vector [s1,s2,…,sd]T. Let s1,s2,…,sN denote
sr bl
sm−ml an empirical sample of size N of random vectors. From
Fl(s)⫽Fl(sr)Fl(sm)⫽ 1⫺exp ⫺ ⌽ (3)
ql sl the random sample it is always possible to obtain the
 M. Nagode et al. / International Journal of Fatigue 23 (2001) 525–532 527

density estimate f⬘(smax)=f⬘max/V at the global mode pos- d

f⬘(smax)⫽⑀d ⌸ f⬘(simax) (12)
ition smax=[s1max,s2max,…,sdmax]T where V is the volume i⫽1
and f⬘max is the relative frequency.
whilst empirical marginal densities f⬘(simax) can be
To prevent the fl(s) to shift from the global mode, the
determined from the random sample. Each of f⬘(simax)
following constraint has to be taken into account during
has to be multiplied by a factor ⑀ to ensure equality in
the rough parameter estimation phase
Eq. (12). Likewise the following set of constraints is
0⫽ln 冉
f⬘(smax)
fl(smax) 冊 (5)
obtained
⑀f⬘(simax)⫽fl(simax); (i⫽1,…,d) (13)

A method based on maximising the likelihood of the
parameters for the given data set can be used to deter-
mine the fl(s). The negative log-likelihood for the data
set is given by
If presumed that the derivatives of Eq. (11) with
respect to s at the global mode position equal zero, the
second set of constraints is obtained
∂fl(simax)

冘
N

ln L⫽⫺ ln(fl(si))⫺l ln
i⫽1
f⬘(smax)
fl(smax)冉 冊 (6)
∂si
⫽0; (i⫽1,…,d) (14)

taking into account the constraint (5) by introducing Considering both sets, unknown parameters of the
Lagrange multiplier l. joint Weibull–normal distribution are
Let us first consider the case of the multi-variate nor- 1
ml⫽smmax, sl⫽ , ql (15)
⑀冑2πf⬘(smmax)
mal distribution (4). Hence it follows that the mean value
can roughly be estimated by taking ml=smax. Constraint
(5) can also be rewritten as
1
0⫽ln((2π)d/2f⬘(smax))⫹ ln|⌺l| (7)
⫽srmax 冉 冊 bl
bl−1
1/bl

2 Values ml, sl, bl and ql stand for mean value, standard

Inserting Eqs. (4) and (7) into Eq. (6) yields deviation and the shape parameters, respectively. bl is
obtained from
冘
N
N−l 1
ln L⫽ ln|⌺l|⫹ (s ⫺ml)⌺−1
l (si⫺ml) ⫹const
T
(8) 0⫽⑀f⬘(srmax)srmax⫺(bl⫺1)e−(bl−1)/bl (16)
2 2i⫽1 i

If the first derivative of Eq. (8) with respect to ⌺l is set As the global mode position smax is affected by the
to zero, a rough estimate of the covariance matrix is neighbouring component densities, the exact mode
obtained location of the observed distribution does not necessarily

冘
N coincide with smax. Therefore, during the optimal para-
1
⌺l⫽ (s ⫺ml)(si⫺ml)T (9) meter estimation phase Lagrange multiplier l in Eq. (6)
N−li⫽1 i has to be set to zero
where Lagrange multiplier l can be easily found by
冘
N

inserting |⌺l| into Eq. (7) ln L⫽⫺ ln(fl(si)) (17)

再 |冘 |冎
i⫽1
N 1/d
l⫽N⫺2π f⬘(smax)2 (si⫺ml)(si⫺ml)T (10)
i⫽1 If the above equation is now minimised with respect
to unknown parameters, optimal estimate of the compo-
It is not easy to determine the parameters of fl(s) for nent PDF fl(s) is reached. Choosing fl(s) as a multi-vari-
any multi-variate distribution by minimizing Eq. (6). If ate normal distribution results in
random vector components (see Eq. (2)) are inde-
冘 冘
N N
pendent, parameters can be roughly estimated as 1 1
shown below. ml ⫽ s and ⌺l⫽ (s ⫺ml)(si⫺ml)T (18)
Ni⫽1 i Ni⫽1 i
The joint component distribution of s is now
d
On the other hand, if component PDF is a joint Weibull–
fl(s)⫽ ⌸ fl(si) (11) normal distribution, we get

冘 冘
i⫽1
N N
1 1
The constraint that the global mode should be preserved ml⫽ s s2l ⫽ (s ⫺m )2 ql (19)
during rough parameter estimation yields Ni⫽1 mi Ni⫽1 mi l
528 M. Nagode et al. / International Journal of Fatigue 23 (2001) 525–532

冉冘 冊 冘
l⫺1
N
1 1/bl
wl⫽1⫺ wi (22)
⫽ sbl
Ni⫽1 ri i⫽1

where bl is the solution of the equation (ii) A rough estimate of the lth component distribution

冘
N is made according to the findings discussed in the
sbril ln(sri) preceding section.
冘
N
1 1 (iii) Firstly, the mean value of absolute relative devi-
0⫽ ⫹
i⫽1
ln(sri)⫺ (20)
bl Ni⫽1
冘 ations Da(I)
N
bl

冘| 冕
s
冘 |冘
ri
K K K
i⫽1
Da(I)⫽ |⌬f⬘i|⫽ f⬘i⫺ fl(s) ds ⬇ |f⬘i (23)
i⫽1 i⫽1 i⫽1
Vi
A numerical method, such as the Newton–Raphson
one, can be used to solve Eqs. (16) and (20). ⫺Vifl(si)|
and relative differences

4. Mixed probability density estimation

冕
f⬘i− fl(s) ds
Vi f⬘i−Vifl(si)
⑀i⫽ ⬇
冕
By the known EM algorithm [8] all the parameters ; (i⫽1,…,K) (24)
of the mixture (1) as well as the weighting factors are Vifl(si)
fl(s) ds
determined simultaneously after each iteration. If the
initial values of the parameters are guessed correctly, the Vi

procedure may converge after a certain number of iter-
ations. Nevertheless, it was noticed that the EM algor-
ithm becomes slow and unreliable, especially if the num-
ber of component distributions is high.
A new algorithm (NA) suitable for mixture distri-
butions [11] works equally well with any distribution
function. Its reliability does not depend on the number
of component distributions. Besides, it is also much
quicker than the EM algorithm. Initially, the algorithm
in question was developed solely for the mixtures of one
random variable, which is the reason why the expansion
of the algorithm to multi-dimensional space is dis-
cussed next.
It was proved that when the size of random sample N
and/or the number of random variables d are high, the
performance of the algorithm can be improved substan-
tially if random vectors s1,s2,…,sN are rounded to pre-
determined grid points s∗1 ,s∗2 ,…,s∗K, while KN. Let Vi
denote the volume of a hypersquare with sides of length
h1,h2,…,hd centred on grid point si∗, whilst the relative
number of points falling within Vi is defined as
ni
f⬘i⫽ ; (i⫽1,…,K)
N
where the adjoining volumes should not overlap.
The proposed procedure of working out unknown con-
stants is iterative and carried out in the following stages:
(i) Global mode position smax∗
=[s1max
∗ ∗
,s2max ∗
,…,sdmax ]T and
∗
its probability density f⬘(smax) are obtained from the
random sample. Residuum r⬘i=0 for (i=1,…,K).
Further, the initial weighting factor stems from
are computed for those indices i for which empirical
relative frequencies f⬘i⬎0 and fl(si) is greater than a
pre-determined small number in order to avoid
division by zero. Secondly, maximal relative differ-
ence is extracted
⑀max⫽max{⑀i; i⫽1,…,K} (25)
The discrepancy between two successive iter-
ations I is then
Da(I⫺1)⫺Da(I)ⱕer (26)
If it is less or equal to error rate er and if parameters
are estimated roughly, go to point (ii) and replace
rough estimate by the optimal one. Reset Da to its
initial value. When inequality is fulfilled the next
time, optimal parameter estimate is reached.
Increase l=l+1, set f⬘i=r⬘i for (i=1,…,K) and return
to (i). If none of the above is true, proceed with
point (iv).
(iv) For the indices i fulfilling the condition (f⬘i⬎
0⵪ri⬎0)⵩(⑀i⬍0⵪⑀iⱖ⑀max) the following transform-
(21) ation is carried out:
f⬘i⫽f⬘i⫺⌬f⬘i, r⬘i⫽r⬘i⫹⌬f⬘i, wl⫽wl⫺⌬f⬘i (27)
The negative value of ⌬f⬘i should never be greater
than the residuum value. However, if this is not true,
the error has to be corrected ⌬f⬘i=⫺r⬘i before the
above transformation is made.
The whole procedure should be repeated (m⫺1)
times, once for each fl(s). The remaining residuum
 M. Nagode et al. / International Journal of Fatigue 23 (2001) 525–532
Fig. 1. Joint Weibull–normal mixture PDF with its marginal PDFs
(m=5).
joins the last mth component density, using optimal
parameter estimate (see Section 3).
It may occur that the optimal estimate (ii) fails if, e.g.
the number of data points in f⬘i is very low or if the
points are extremely dispersed. Omitting the optimal
estimate turned out to be a reasonable solution of this
problem.
To explain distributions treated so far, rainflow cycles
ordered by range and mean were modelled by the Weib-
ull–normal mixture. The empirical and hypothetical
probability density functions as well as cumulative dis-
tributions are depicted in Figs. 1 and 2. For the number
of load cycles a logarithmic scale was used. Thus the
agreement between empirical and hypothetical distri-
butions can be viewed better also in the region of low
probability.
5. Scatter prediction and matrix extrapolation
It is well known that rainflow matrices differ if, e.g.
the loads acting upon a vehicle are measured several
times under identical conditions. Generally, the longer
the loading process is monitored, the higher the largest
amplitude encountered. Knowing the scatter of rainflow
Fig. 2. Joint Weibull–normal mixture CDF with its marginal CDFs
(m=5).
529
matrices is important when a certain level of reliability
has to be assured.
The scatter of rainflow matrices can be reached
empirically, if measurements are repeated several times.
This way the influence of a user upon the scatter can be
studied [6]. On the other hand, it was proved [12,13]
that it is possible to determine the scatter corresponding
to a particular user irrespective of the variability of
operating conditions and without experiment replication
if conditional distributions of load ranges and of the
number of load cycles are known. Next, the method
initially developed for one random variable [12] will be
expanded to a multi-variate case.
Suppose that event S denotes an ordered set of ran-
dom vectors
S⫽[s1,s2,…,sn,…,sN]
from a population with distribution F(s). Let the subset
of possible outcomes of random vector s, for which
si⬎s (i=1,…,n⫺1) holds, be denoted by Sn−1 and let event
Sn correspond to sn=s. The complement of
SN−n=Sn−1傼Sn is then an event S cN−n, including elements
si⬍s for (i=n+1,…,N). The probability of event Sn−1 is
then (1⫺F(s)), the probability that sn=s is f(s)ds and
finally the probability of complement S cN−n equals F(s).
This yields
N!
f(s|n)⫽ F(s)N−n(1⫺F(s))n−1f(s) (28)
(N−n)!(n−1)!
Eq. (28) represents the conditional PDF of vector s,
given that the number of load cycles n is a fixed value.
Its CDF F(s|n) under condition n can be expressed by
an incomplete beta function
BF(s)(N−n+1,n)
F(s|n)⫽ ⫽IF(s)(N⫺N⫹1,n) (29)
B(N−n+1,n)
The structure of the conditional distribution f(s|n) for
the case of two random variables s=[sr,sm]T standing for
ranges and means is illustrated in Fig. 3. In this parti-
Fig. 3. The conditional PDFs of the number of load cycles f(n兩s) and
of vector s f(s兩n).
530 M. Nagode et al. / International Journal of Fatigue 23 (2001) 525–532

cular case f(srsm|n) defines the scatter of ranges and can be approximated well by normal distribution [15]
means, given that n is fixed. (see Fig. 3). This yields

再 冉 冊冎
For reliable fatigue damage prediction, the ran- 2
domness of fatigue resistance of material as well as the 1 1 n−m(s)
f(n|s)⫽ exp ⫺ (37)
randomness of loading have to be considered [14]. Since 冑2πs(s) 2 s(s)
the resistance of material is usually described with a con-
ditional PDF of the number of cycles to failure, con-
ditional PDF of the number of load cycles f(n|s) is of Mean value m(s) and standard deviation s(s) have values
great significance, too. m(s)⫽1⫹(N⫺1)(1⫺F(s)) s(s) (38)
When f(s), f(s|n) and f(n) are known, conditional PDF
of the number of load cycles f(n|s) can be determined ⫽冑(N−1)(1−F(s))F(s)
by the Bayesian theorem
f(s|n)f(n) Conditional distribution functions as defined in Eqs. (28,
f(n|s)⫽ (30) 36) and (37) can thus be applied for any mixture irres-
f(s)
pective of the number of random variables and their cor-
relation.
The unknown PDF of the number of load cycles f(n) can
be obtained by introducing the one-to-one transform-
ation 6. Discussion
g1(s)⫽n⫽N(1⫺F(s)),g2(s)⫽s2,…,gd(s)⫽sd (31)
The characteristics of the two methods of parameter
estimation and the distinction between the multi-variate
Let distribution f(n,s2,…,sd) first be expressed as normal and Weibull–normal mixtures are discussed next.
f(s) f(s) An empirical complex shaped rainflow matrix (see
f(n,s2,…,sd)⫽ ⫽ (32) Fig. 10) was modelled in three ways: firstly, by the Wei-
|J(s)| N∂F(s)/∂s1
bull–normal mixture, whilst the unknown parameters
where were estimated by the NA. Secondly, the EM algorithm
was employed instead of the new one. Thirdly, a multi-
∂g1 ∂g1
% variate normal mixture with the EM algorithm was used
∂s1 ∂sd

| |
to model the empirical matrix. For the sake of compar-
∂F(s)
J(s)⫽ ⯗ % ⯗ ⫽⫺N (33) ability number of components m was set to 5 in all three
∂s1 cases. The empirical and hypothetical PDFs as well as
∂gd ∂gd
% the corresponding CDFs are depicted in Figs. 4–9. To
∂s1 ∂sd distinguish one from another, empirical probabilities
is the Jacobian of the transformation (31). As the con- were marked with black circles.
ditional distribution of the number of load cycles All three approaches result in a fairly good agreement
between empirical and hypothetical values in the region
f(n,s2,…sd) 1 of high probability. However, the best agreement in this
f(n|s2,…sd)⫽ N ⫽ (34)

冕
N region is obtained if a Weibull–normal mixture com-
f(n,s2,…sd) dn bined with the EM algorithm is used. In the region of
low probability, the probability of occurrence of high
0

does not depend on the condition, it follows that

1
f(n)⫽f(n|s2…sd)⫽ ; (n⫽1,…,N) (35)
N

By inserting Eqs. (28) and (35) into Eq. (30) the con-
ditional PDF of the number of load cycles is finally
obtained

f(n|s)⫽ 冉 冊
N−1
n−1
F(s)N−n(1⫺F(s))n−1 (36)

Fig. 4. Joint Weibull–normal mixture PDF with its marginal PDFs

It was shown that for (N⫺1)(1⫺F(s))F(s)1 Eq. (35) (NA).
 M. Nagode et al. / International Journal of Fatigue 23 (2001) 525–532 531

Fig. 8. Multi-variate normal mixture PDF with its marginal PDFs

Fig. 5. Joint Weibull–normal mixture CDF with its marginal CDFs
(EM).
(NA).

Fig. 6. Joint Weibull–normal mixture PDF with its marginal PDFs

(EM). Fig. 9. Multi-variate normal mixture CDF with its marginal CDFs
(EM).

The original and 10 times extrapolated rainflow matr-

ices are depicted in Figs. 10 and 11. For this extrapol-
ation the Weibull–normal mixture and the NA were
used. As distinguished from the non-parametric esti-
mation where the extrapolated load cycles are condensed
around the measured ones [6], parametric extrapolation
results in higher scatter in the region of low probability.
This seems to be reasonable as it is not possible to expect
that rare events would occur with low dispersion.
Fig. 7. Joint Weibull–normal mixture CDF with its marginal CDFs
(EM).

ranges is underestimated if EM algorithm is used irre-

gardless of the distribution selection. Even if rainflow
matrices were generated randomly and extrapolated up
to 100 times, the highest range sr=12.3 was never gained.
Better result was obtained when the NA was applied
instead of the EM one, as can be seen in Figs. 4 and 5.
To compare the performance of both algorithms, the
parameters of the Weibull–normal mixture were first
estimated by the NA. Afterwards they were taken as the
first approximate in the EM algorithm. Surprisingly, the
NA took only 0.4 s in an ordinary PC and was thus 225
times faster than the EM algorithm. Fig. 10. Measured rainflow matrix.
532 M. Nagode et al. / International Journal of Fatigue 23 (2001) 525–532
Fig. 11. Ten times extrapolated rainflow matrix.
7. Conclusions
Mathematical procedures were derived to model,
extrapolate and predict the scatter of rainflow cycles,
ordered by range and mean or by from- and to-reversal
points. It was proved that the number of load cycles
given that sr and sm are arbitrary is always normally dis-
tributed. The new algorithm of parameter estimation
turned out to be much quicker than the existing EM
algorithm. It is also more stable and does not depend on
initial conditions. For multivariate normal mixtures, the
EM algorithm is appropriate and reliable, but much
slower than the newly developed one. The number of
component distributions m is much lower if parametric
estimators are used instead of non-parametric ones, too.
By taking the Weibull–normal PDF, scatter prediction
is straightforward as there exists an analytical solution
for its CDF. This is not true for the multi-variate normal
mixture unless the covariance matrix is diagonal.
The weighting factors represent the usage of the struc-
ture. If they are changed and the distribution parameters
are preserved, different users can be simulated.
The number of components m can be treated as the
number of characteristic operating conditions that the
structure was exposed to. In the present case m was first
set to one and then increased until a satisfactory agree-
ment between the empirical and hypothetical distribution
was gained. It was noted that m depends on error rate
er. The higher the error rate, the lower the number of m
and vice versa. As components are estimated one by one,
the number of cycles left in the residuum is falling if
component index l is rising, which influences the number
of components, too. In other words, when the residuum
is (nearly) empty, no further component can be assigned
to the mixture any more.
Besides, it was noted that the treatment of the last
component is significant if components are far between.
Both phenomena are left to further research.
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