Presentation - Long-Term Variations in Structural Dynamics

Department of Mechanical and Electrical Engineering
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Long-term variations in
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structural dynamics:
Tracking and compensation with a
damage diagnosis perspective
Luis David Avendaño-Valencia, PhD

Assistant Professor, Vibration and Sound Research Group
University of Southern Denmark
September 2021
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Introduction
• Is the structure operating as designed?
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Verification
• Should we take control actions to counteract
& Validation undesired performance characteristics?
• Are vibration levels within limits?

• How does fatigue or deterioration accumulate
Performance in different components?
tracking
• Are any signs of damage or failure?
• How long will the structure operate safely?
Structure of interest
Monitoring!
InDEStruct Workshop September 2021

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Introduction – What is monitoring?
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Vibration-based Monitoring:
Monitoring systems in which
decision is based upon
measured vibration signals.
Condition Monitoring (CM):
Pretty much the same, but with
a focus on rotating machinery.
Structural Health Monitoring

(SHM):
A network of sensors, data
acquisition systems and
corresponding (intelligent) Should diagnosis be made based on a single
algorithms with the aim of
damage detection, location, quantity (vibration)?
level assessment and prognosis
of the remaining useful lifetime
What about fusing different data sources to
of civil and mechanical achieve a holistic view of the structure’s condition?
structures.

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Introduction – The vibration SHM problem
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What we expect:
 Vibration response is dominated by structural modes with corresponding
natural frequencies, damping ratios and mode shapes.
 In structures with rotor dynamics, vibration response should additionally
contain specific harmonics of the rotor frequency.
 Damage diagnosis can be performed by comparing spectral or modal
characteristics in the current state with a reference.
 Differences will indicate the presence of damage:
• Natural frequency or damping variations
Vibration
• Unexpected harmonics
sensors

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Introduction – The vibration monitoring problem
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Long-term
monitoring Vibration database
Spectral
analysis
Vibration
sensors
Acceleration measured in the tower of a

real wind turbine on a 30-day period
Tower acc. (N-S dir.) 80 m - Vestas 90 –
2MW – Lübenau wind park1
1L.D. Avendaño-Valencia, B. Barahona, C. Hoelzl and E.N. Chatzi, “Operational regime clustering for the construction of PCE-based surrogates of
September 2021
operational wind turbines”, 7th International Conference on Advances in Experimental Structural Engineering, September 6-8, 2017, Pavia, Italy.
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#sdudk
Acceleration measured in the tower of a
real wind turbine on a 30-day period
Tower acc. (N-S dir.) 80 m - Vestas 90 –
2MW – Lübenau wind park1
Actual vibration response features

•Operational regime changes
Is there actually a
•Variation in power and frequency content
reference state?
•Varying modal properties
•In overall, non-stationary
September 2021
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Vibration SCADA
Meteo
sensors (Supervisory Control
and Data Acquisition)
Are Environmental and

Operational Parameters (EOPs)
influencing somehow the
vibration dynamics?
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#sdudk
Wind turbine – standstill:
• Low wind speed
• RPM zero or close to zero
• Blades pitched at 25 deg.
• Negative power (WT consumes
power)
• Standstill dynamics
• Only very low freq. modes
• Very low average power
September 2021
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Wind turbine – mid power curve:
• AWS range [5,10] m/s
• RPM range [8.8,15) rpm
• Blades pitched at -2 deg.
• Variable power production
• Non-stationary dynamics
• Evident differences in power
• Clear frequency changes
September 2021
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Wind turbine – full production:
• AWS over 10 m/s
• RPM limited to 15 rpm
• Variable pitch limits RPM
• Power production limit: 2MW
• More stable dynamics
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Introduction – Non-stationarity
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We assume stationarity to Those set-points are
simplify analyses, but determined by:
Structural dynamics are in •While in short-term stationary •Environmental conditions: wind speed,
dynamics may be assumed temperature
essence non-linear and non-
•In the mid and long-term structural •Operational variables: RPM, blade
stationary dynamics evolve through different pitch…
operating set-points
Implication for SHM/CM:

It is necessary to compensate,
somehow, non-stationarity in the
dynamics to be able to devise effective
damage diagnosis algorithms1
1 D.García-Cava, L.D. Avendaño-Valencia, A. Movsessian, C. Roberts and D. Tcherniak, “On explicit and implicit procedures to mitigate environmental and operational variabilities
in data-drive structural health monitoring”, in eds. A. Cury, D. Ribeiro, F. Ubertini and M. Todd, Structural Health Monitoring Based on Data Science Techniques, Springer 2021.
September 2021
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In this presentation
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Why structural dynamics are Coping with mid and long-term
non-stationary? non-stationary dynamics
• Time scales of non-stationarity • The general structural dynamics model
• A brief anatomy of non-stationarity • Can dynamics be assumed step-wise
stationary?
• Implicit and explicit methods
• Detection of damage
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Why structural dynamics
are non-stationary?
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Why NS? – Time-scales of non-stationarity
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Long-term: Non-stationarity (from deterioration / fatigue processes)
Mid-term: Non-stationarity (from Environmental Focus of

and Operational Variability –EOV–) this talk
Short term: Stationary /non-stationary (fast non-

linear phenomena and time-variant dynamics)

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Why NS? – Anatomy of non-stationarity1
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• Determines the operational conditions of the structure.
• Define how the structure operates over an extended period.
Operational Set-Points: • Examples: Rotational speed set-point, vehicle payload, operational regime.
• Shifts in between permanent regimes are observed. Each of these regimes may be non-stationary.
Wind turbine power curve

WT’s control system determines how the WT
operates depending on the position in the curve.
1 D. García-Cava, L.D. Avendaño-Valencia, A. Movsessian, C. Roberts and D. Tcherniak, “On explicit and implicit procedures to mitigate environmental and operational variabilities
2 L.D.
September 2021
Avendaño-Valencia, B. Barahona, C. Hoelzl and E.N. Chatzi, “Operational regime clustering for the construction of PCE-based surrogates of operational wind turbines”, 7th
International Conference on Advances in Experimental Structural Engineering, September 6-8, 2017, Pavia, Italy.
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#sdudk
• Determines the operational conditions of the structure.
• Define how the structure operates over an extended period.
Operational Set-Points: • Examples: Rotational speed set-point, vehicle payload, operational regime.
• Shifts in between permanent regimes are observed. Each of these regimes may be non-stationary.
Cluster 1 – Standstill Cluster 2 – Ramp up Cluster 3 – Full production

Order (3,5,1) Order (5,5,1) Order (4,2,1)
Vestas V90 tower top vibration2
2 L.D.
September 2021
Avendaño-Valencia, B. Barahona, C. Hoelzl and E.N. Chatzi, “Operational regime clustering for the construction of PCE-based surrogates of operational wind turbines”, 7th
International Conference on Advances in Experimental Structural Engineering, September 6-8, 2017, Pavia, Italy.
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#sdudk
• Transient events which cause sudden changes in the vibration response characteristics due to brief
operational/environmental variations.
Transients: • Examples: Extreme meteorological conditions, earthquakes, impacts, etc.
• Outliers or separate clusters in the dynamics unrelated to damage are found.
• These events may trigger damages, which will be observed in the subsequent period.
Extreme weather
Extreme weather will alter WT’s dynamics,
through high winds and precipitation.
Lightning strikes may leave permanent damage.
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• Imposed by the sensitivity of physical properties to environmental factors.
• Examples: Temperature-dependent stiffness and damping. Aeroelastic damping determined by the
Environmental & mean wind speed.
Operational Variations: • Dynamic characteristics evolve smoothly over time. Such variations may be correlated to
environmental parameters.
Temperature dependency of stiffness

• Several materials have stiffness properties which are
sensitive to temperature.
• Changes in ambient temperature are enough to modify a
few percentual points the natural frequency of structural
elements.
• Variations in machine components may be larger due to
higher temperature ranges.
Elasticity modulus of different metal
alloys vs. Temperature
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Chillon Viaduct overlooking Lake Geneva, Switzerland.
The Chillon Viaduct was instrumented and continuously
monitored for a period of about 3 months2
Temperature dependency on some of the identified
vibration modes of the Chillon Viaduct after about 3
months of monitoring2
September 2021
2 H. Martin-Sanz, K. Tatsis, V.K. Dertimanis, L.D. Avendaño-Valencia, E. Brühwiler, and E.N. Chatzi, “Monitoring of UHPFRC strengthened Chillon viaduct under environmental
and operational variability”, Structure and Infrastructure Engineering, 16(10), pp. 1-31, 2019.
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Humber Bridge, 2.2 km suspension bridge located in East Yorkshire, UK
The bridge was monitored on a 3-year period from January 11th, 2011 to
December 2nd, 20132.
Sensitivity of natural frequencies and damping ratios as a

function of the average wind speed2
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2L.D. Avendaño-Valencia, E.N. Chatzi, K.Y. Koo and J. Brownjohn, “Gaussian Process time-series models for structures under operational variability”, Frontiers in Built
Environment, 3:69, 2017.
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How can we cope with
non-stationarity?
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The general model
The general form of the structural dynamics can be represented as:
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𝒚𝒚̇ = 𝒇𝒇(𝒚𝒚, 𝒙𝒙, 𝒒𝒒, 𝑡𝑡) 𝒒𝒒 : Set point (scheduling) variables
If 𝒒𝒒 remains almost constant on a period of length 𝑁𝑁, the system can be linearized at the set-point 𝒒𝒒⋆ as:
𝒛𝒛
𝑴𝑴 𝒒𝒒⋆ 𝒛𝒛̈ + 𝑪𝑪 𝒒𝒒⋆ 𝒛𝒛̇ + 𝑲𝑲 𝒒𝒒⋆ 𝒛𝒛 = 𝑫𝑫 𝒒𝒒⋆ 𝒙𝒙 𝒚𝒚 = 𝑯𝑯 + 𝜺𝜺
𝒛𝒛̇
𝑴𝑴 𝒒𝒒⋆ , 𝑪𝑪 𝒒𝒒⋆ , 𝑲𝑲 𝒒𝒒⋆ , 𝑫𝑫 𝒒𝒒⋆ : Linearized mass, damping, stiffness and force coupling matrices
 Thus, the NL system can be approximated by an LTI system for a short interval, or…
 The structure preserves a specific NL or TV dynamic structure during the analysis interval.
 Still, the system dynamics change as it moves between set-points in the long-term…
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The general model
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Operational envelope
of the structure
𝒒𝒒1⋆
𝝑𝝑 𝒒𝒒1⋆ 𝒒𝒒
 A set point 𝒒𝒒⋆ determines the value of the system

𝝑𝝑(𝒒𝒒⋆ ) = 𝑴𝑴 𝒒𝒒⋆ , 𝑪𝑪 𝒒𝒒⋆ , 𝑲𝑲 𝒒𝒒⋆ , 𝑫𝑫 𝒒𝒒⋆
parameters on a given interval.
System parameters
 The longest the time interval, the less precise the
system parameter approximation
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The general model
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𝝑𝝑(𝒒𝒒⋆4 )
𝝑𝝑(𝒒𝒒⋆ ) = 𝑴𝑴 𝒒𝒒⋆ , 𝑪𝑪 𝒒𝒒⋆ , 𝑲𝑲 𝒒𝒒⋆ , 𝑫𝑫 𝒒𝒒⋆ The system parameters follow a trajectory in the space of
System parameters system parameters as the set-point changes
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The general model
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𝒒𝒒1⋆
𝝑𝝑(𝒒𝒒⋆ ) = 𝑴𝑴 𝒒𝒒⋆ , 𝑪𝑪 𝒒𝒒⋆ , 𝑲𝑲 𝒒𝒒⋆ , 𝑫𝑫 𝒒𝒒⋆ The region occupied by the system parameters over
System parameters all the possible set-points defines a manifold 𝚯𝚯
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Monitoring
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EOPs
SHM 𝒔𝒔
𝒒𝒒 Structure’s current
Set-point algorithm state
variables
𝒚𝒚
Vibration
response
𝒙𝒙
Excitation
𝒚𝒚̇ = 𝒇𝒇(𝒚𝒚, 𝒙𝒙, 𝒒𝒒, 𝑡𝑡)

Non-linear structural dynamics
The system monitors:

A vibration-SHM system is added to  Vibration response
assess the state of the structure
 Environmental & Operational Parameters (EOPs)
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Monitoring Noise
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Structural Feature
dynamics Signal space extraction
𝒙𝒙(𝒒𝒒⋆5 ) 𝒙𝒙(𝒒𝒒⋆4 )
𝝑𝝑(𝒒𝒒⋆3 ) 𝝑𝝑(𝒒𝒒⋆4 ) 𝒙𝒙(𝒒𝒒⋆2 )
𝒙𝒙(𝒒𝒒⋆3 )
𝝑𝝑(𝒒𝒒1⋆ ) 𝒒𝒒 𝒙𝒙(𝒒𝒒1⋆ )
𝚯𝚯
𝒒𝒒 𝒳𝒳
Space of system parameters

Feature space
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Monitoring Damage Sensitive Features (DSFs)
Any set of characteristics extracted from the
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vibration response(s) containing information
on the structural condition
Noise
DSFs encode a snapshot of the current

Feature condition of the structure
Structural extraction
dynamics Signal space
𝒙𝒙(𝒒𝒒5⋆ ) 𝒙𝒙(𝒒𝒒4⋆ )
𝝑𝝑(𝒒𝒒⋆4 ) 𝒙𝒙(𝒒𝒒2⋆ )
𝝑𝝑(𝒒𝒒1⋆ ) 𝒒𝒒 𝚯𝚯
𝒙𝒙(𝒒𝒒1⋆ ) 𝒙𝒙(𝒒𝒒3⋆ ) But DSFs are time-dependent due to non-
𝒒𝒒 𝒳𝒳 stationary dynamics
Space of system parameters
Feature space
For damage detection we need to

differentiate:
• Changes occurring in the normal state due to EOV
• Changes occurring due to damage
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The Machine Learning Paradigm for SHM
• A typical VSHM system follows the steps of 1) feature estimation, 2) feature normalization, and 3) statistical damage
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diagnosis.
• EOPs can be used to facilitate the normalization procedure, when available.
EOPs
SHM algorithm
Vibration Statistical damage Health state

DSF estimation DSF normalization
response diagnosis estimate
Are DSFs stationary in How to compensate

the estimation interval? EOV?
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Step-Wise Stationarity
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Stationarity tradeoff
Are DSFs stationary in the estimation interval?
Consistency: Consistent estimates require a Rate of non-stationarity: The speed in which

minimum amount of data to achieve a given dynamics change determines the period in which
variance threshold. DSFs may be assumed constant.
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Let’s assume that the parameter variation in a short interval may be approximated by the linear model
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𝑦𝑦𝑡𝑡 = 𝜃𝜃𝑡𝑡 ⋅ 𝑥𝑥𝑡𝑡 + 𝑢𝑢𝑡𝑡 𝑦𝑦𝑡𝑡 : Output variable
𝑥𝑥𝑡𝑡 : Input variable
𝑢𝑢𝑡𝑡 : Noise (NID)
𝜃𝜃𝑡𝑡 ≈ 𝜃𝜃𝑜𝑜 + 𝛿𝛿𝜃𝜃 𝑡𝑡 𝜃𝜃𝑡𝑡 : Parameter of interest (time-dependent)

𝜃𝜃𝑜𝑜 : Intercept
𝛿𝛿𝜃𝜃 : Rate of variation (linear)
The ML estimate of 𝜃𝜃𝑜𝑜 is as follows:
∑𝑁𝑁
𝑡𝑡=1 𝑦𝑦𝑡𝑡 ⋅ 𝑥𝑥𝑡𝑡 ∑𝑁𝑁 2
𝑡𝑡=1 𝑡𝑡 ⋅ 𝑥𝑥𝑡𝑡 Conclusion:
�
∑𝑁𝑁 2 = 𝜃𝜃𝑜𝑜 + 𝛿𝛿𝜃𝜃 ⋅ ∑𝑁𝑁 2
𝑥𝑥
𝑡𝑡=1 𝑡𝑡 𝑡𝑡=1 𝑥𝑥𝑡𝑡 • The assumption of stationarity leads to a bias in the estimated parameters
• The bias is larger as the analysis period becomes larger
Stationary ML Bias • The effect of bias is controlled by the rate of variation 𝛿𝛿𝜃𝜃
estimate
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Then, the variance of our ML estimator is as follows:
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105
2 𝜎𝜎𝑢𝑢2 1 2 (𝑁𝑁 + 1)
2
var � 1𝑁𝑁
𝜃𝜃|𝑥𝑥 = 𝐸𝐸 𝜃𝜃� − 𝜃𝜃𝑡𝑡 𝑥𝑥1𝑁𝑁 = 2 ⋅ + 𝛿𝛿𝜃𝜃 ⋅ Total variance
𝜎𝜎𝑥𝑥 𝑁𝑁 4
Estimator variance
100 Best solution
Consistency Bias
10-5 Bias term
• For consistent estimates, we require the largest possible 𝑁𝑁
Consistency term
• However, in the NS case, large 𝑁𝑁 implies increased bias
10-10
• Ultimately, a trade-off between consistency and bias must be
One second One minute Ten minutes One hour
achieved
10-1 100 101 102 103 104 105
• The best solution changes according to the rate of variation Time [s]
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Then, the variance of our ML estimator is as follows:
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105
2 𝜎𝜎𝑢𝑢2 1 2 (𝑁𝑁 + 1)
2
var � 1𝑁𝑁
𝜃𝜃|𝑥𝑥 = 𝐸𝐸 𝜃𝜃� − 𝜃𝜃𝑡𝑡 𝑥𝑥1𝑁𝑁 = 2 ⋅ + 𝛿𝛿𝜃𝜃 ⋅
𝜎𝜎𝑥𝑥 𝑁𝑁 4
Estimator variance
100
Consistency Bias
10-5
• For consistent estimates, we require the largest possible 𝑁𝑁
• However, in the NS case, large 𝑁𝑁 implies increased bias
10-10
• Ultimately, a trade-off between consistency and bias must be
One second One minute Ten minutes One hour
achieved
10-1 100 101 102 103 104 105
• The best solution changes according to the rate of variation Time [s]
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#sdudk
The rate of variation will usually coincide with the main EOPs
For instance, the rate of variation of temperature and the

thermal inertia of the structural component will determine how
fast dynamics are affected by a temperature change
Proper selection of the stationarity period can follow by

analysing the rate of variation of the dynamics for an
amenable sampling rate
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Normalization of DSFs 𝒚𝒚1 𝒒𝒒1 = 𝑇𝑇1 𝑊𝑊𝑊𝑊1 ⋯
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𝒚𝒚2 𝒒𝒒2 = 𝑇𝑇2 𝑊𝑊𝑊𝑊2 ⋯
We have defined a stationary period for analysis.
Then, following a monitoring period:
• A set of 𝐾𝐾 vibration responses from the
structure are obtained
𝒴𝒴𝐾𝐾 = {𝒚𝒚1 , 𝒚𝒚2 , ⋯ , 𝒚𝒚𝐾𝐾 }
𝒚𝒚𝐾𝐾 𝒒𝒒𝐾𝐾 = 𝑇𝑇𝐾𝐾 𝑊𝑊𝑊𝑊𝐾𝐾 ⋯
• In parallel, a corresponding set of scheduling
variables (Environmental and Operational
Parameters) is measured
𝒬𝒬𝐾𝐾 = {𝒒𝒒1 , 𝒒𝒒2 , ⋯ , 𝒒𝒒𝐾𝐾 }
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A summary of methods
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The main challenge*
How to compensate the variation in DSFs?
No EOP info With EOP info
PDF estimation Deterministic Regression

• Gaussian • Polynomial regression
• Mixture Models (Multiple Models and GMMs) • Polynomial Chaos Expansion models
• Regularized regression
Multivariate Linear/Non-Linear Analysis
• PCA, ICA, Factor Analysis Stochastic Regression
• Non-linear PCA, autoencoders, etc. • Bayesian Non-Linear Regression
• Gaussian Process Regression
Time-Series Methods
• Cointegration
• Autoregressions
*This is by no means an exhaustive list of methods, but instead a list of examples of well-known methods
1 D.García-Cava, L.D. Avendaño-Valencia, A. Movsessian, C. Roberts and D. Tcherniak, “On explicit and implicit procedures to mitigate environmental and operational variabilities September 2021
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PDF estimation
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The DSF vector 𝜽𝜽𝑘𝑘 is a random variable
𝜽𝜽𝑘𝑘 ∼ 𝑝𝑝 𝜽𝜽𝑘𝑘 , 𝒫𝒫 𝒫𝒫 : Model Hyperparameters
following a stationary random process, i.e.;
Any PDF model is admissible. Some examples are:
Multivariate normal model 1 Gaussian Mixture Model (GMM) 2

𝐿𝐿
𝑝𝑝 𝜽𝜽𝑘𝑘 , 𝒫𝒫 ≔ 𝒩𝒩 𝝁𝝁𝜽𝜽 , 𝚺𝚺𝜽𝜽 𝑝𝑝 𝜽𝜽𝑘𝑘 , 𝒫𝒫 ≔ � 𝜋𝜋ℓ ⋅ 𝒩𝒩 𝝁𝝁𝜽𝜽ℓ , 𝚺𝚺𝜽𝜽ℓ

ℓ=1
𝝁𝝁𝜽𝜽 : DSF mean 𝝁𝝁𝜽𝜽ℓ :ℓ-th mixture centroid

𝚺𝚺𝜽𝜽 : DSF covariance 𝚺𝚺𝜽𝜽ℓ :ℓ-th mixture covariance
𝜋𝜋ℓ : weight of the ℓ-th mixture
𝐿𝐿 : Number of mixture components
1 P.G. Michaelides, P.G. Apostolellis and S.D. Fassois, ‘Vibration-based damage diagnosis in a laboratory cable-stayed bridge model via an RCP-ARX model-based method’,
Journal of Physics: Conference Series, 305, 012104, 2011.
2 L.D. Avendaño-Valencia and S.D. Fassois, ‘Gaussian Mixture Random Coefficient model-based framework for SHM in structures with time–dependent dynamics under
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uncertainty’, Mechanical Systems and Signal Processing, 97, pp. 59-83, 2017
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PDF estimation
Multivariate normal model Gaussian Mixture Model (GMM)
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The vibration response is 𝜽𝜽(𝒒𝒒⋆5 ) 𝜽𝜽(𝒒𝒒⋆4 ) 𝜽𝜽(𝒒𝒒⋆5 ) 𝜽𝜽(𝒒𝒒⋆4 )
𝜽𝜽(𝒒𝒒⋆2 ) 𝜽𝜽(𝒒𝒒⋆2 )
measured on the points 𝒒𝒒⋆𝑘𝑘
Respective DSF vectors

𝜽𝜽𝒌𝒌 = 𝜽𝜽(𝒒𝒒⋆𝑘𝑘 ) are obtained 𝜽𝜽(𝒒𝒒⋆3 ) 𝜽𝜽(𝒒𝒒⋆3 )
𝜽𝜽(𝒒𝒒1⋆ ) 𝜽𝜽(𝒒𝒒1⋆ )
𝒒𝒒 �
𝚯𝚯 𝒒𝒒 �
𝚯𝚯
Feature space Feature space
 Simpler model and simpler estimation  PDF model allows better representation
 Distribution may be too coarse of clusters and non-linearity
 Estimation of centroids and covariances
may be too complex
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PDF estimation
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Identification process:
Multivariate normal model 1 Gaussian Mixture Model 2,3

• Mean and covariance can be directly estimated • Mean, covariance and weight of each mixture
from sample statistics must be estimated
• Regularization may be necessary for a small • Estimates can be obtained via Maximum
sample Likelihood procedure solved with the
Expectation-Maximization algorithm 2
• The algorithm underperforms when
dimensionality of 𝜽𝜽 is large
• Alternatively, mixture’s mean and covariances
can be derived from individual realization
estimates 3
2 M. Slonski, ‘Gaussian mixture model for time series-based structural damage detection’, Computer Assisted Methods in Engineering and Science 19, pp. 331–338, 2012
3 L.D. Avendaño-Valencia and S.D. Fassois, ‘Gaussian Mixture Random Coefficient model-based framework for SHM in structures with time–dependent dynamics under September 2021
sdu.dk
Multivariate Analysis
#sdudk
𝑣𝑣2
Principal Component Analysis (PCA)
The vibration response is 𝜽𝜽(𝒒𝒒⋆5 )
𝜽𝜽(𝒒𝒒⋆4 )  PCA seeks for orthogonal vectors pointing
𝜽𝜽(𝒒𝒒⋆2 )
measured on the points 𝒒𝒒⋆𝑘𝑘 towards the directions of maximum
variability in the data
Respective DSF vectors 𝜽𝜽(𝒒𝒒1⋆ )
𝑣𝑣1  The main assumption is that those
𝜽𝜽𝒌𝒌 = 𝜽𝜽(𝒒𝒒⋆𝑘𝑘 ) are obtained 𝜽𝜽(𝒒𝒒⋆3 ) directions are the most affected by EOV
�
𝚯𝚯  Then, by removing those directions, the
effect of EOV is minimized
Feature space
 Similar linear transformation methods:
Independent Component Analysis (ICA) and
Factor Analysis (FA)
September 2021
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Regression
𝜃𝜃2
#sdudk
𝜃𝜃2 • The manifold in the feature space may be projected
over the set-point variable(s).
• Thus, the DSFs can be represented as functions of
the set-point variables 𝒒𝒒, as follows:
𝜃𝜃1 𝑞𝑞
𝜃𝜃𝑖𝑖 = 𝑓𝑓 𝒒𝒒 ⇒ 𝜽𝜽 = 𝒇𝒇(𝒒𝒒)
𝜃𝜃1
• The problem: Reconstruct this functional relationship,

based on the observed data (regression).
𝑞𝑞
September 2021
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Regression 1
#sdudk
𝜃𝜃1 𝜃𝜃1
𝑞𝑞 𝑞𝑞
Deterministic Regression: Stochastic Regression:

The underlying function is presumed to be a The underlying function is presumed to be a
deterministic function of the set-point variables. stochastic function of the set-point variables.
Any randomness originates solely from Includes randomness from:
measurement noise.  Noisy set-point variables/vibration response
 Uncertainty on the model suitability
1 A.G. Poulimenos and S.D. Fassois, ‘Parametric time-domain methods for non-stationary random vibration modelling and analysis – A critical survey and comparison’,
Mechanical Systems and Signal Processing, 20(4), 763-816, 2006. September 2021
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Deterministic Regression1,2
#sdudk
Multiple-input multiple-output non-linear regression:
𝐺𝐺𝑏𝑏1 𝒒𝒒
𝐺𝐺 𝒒𝒒
𝒈𝒈𝒃𝒃 𝒒𝒒 ≔ 𝑏𝑏2
𝜽𝜽 𝒒𝒒 = 𝑾𝑾 ⋅ 𝒈𝒈𝒃𝒃 (𝒒𝒒) 𝑾𝑾 ≔ 𝒘𝒘1 𝒘𝒘2 ⋯ 𝒘𝒘𝑝𝑝 ⋮
𝐺𝐺𝑏𝑏𝑝𝑝 𝒒𝒒
where 𝐺𝐺𝑏𝑏𝑗𝑗 𝒒𝒒 , 𝑗𝑗 = 1,2, … , 𝑝𝑝 is a functional basis of order 𝑝𝑝.
Examples:
𝐺𝐺𝑏𝑏1 𝑞𝑞 = 𝐻𝐻0 𝑞𝑞 = 1 𝐺𝐺𝑏𝑏1 𝑞𝑞 = 1
𝐺𝐺𝑏𝑏2 𝑞𝑞 = 𝐻𝐻1 𝑞𝑞 = 𝑞𝑞 𝐺𝐺𝑏𝑏2 𝑞𝑞 = sin 2𝜋𝜋𝜋𝜋 , 𝐺𝐺𝑏𝑏3 𝑞𝑞 = cos 2𝜋𝜋𝜋𝜋
⋮ ⋮ 𝐺𝐺𝑏𝑏𝑗𝑗 𝒒𝒒 = 𝑘𝑘 𝒒𝒒, 𝒒𝒒𝑗𝑗
𝐺𝐺𝑏𝑏𝑗𝑗+1 𝑞𝑞 = 𝐻𝐻𝑗𝑗+1 𝑞𝑞 = 𝑞𝑞 ⋅ 𝐻𝐻𝑗𝑗 𝑞𝑞 − 𝑗𝑗𝐻𝐻𝑗𝑗−1 (𝑞𝑞) 𝐺𝐺𝑏𝑏2𝑗𝑗 𝑞𝑞 = sin 2𝜋𝜋𝜋𝜋𝜋𝜋 , 𝐺𝐺𝑏𝑏2𝑗𝑗+1 𝑞𝑞 = cos 2𝜋𝜋𝜋𝜋𝜋𝜋
𝑘𝑘 𝒒𝒒, 𝒒𝒒𝑗𝑗 : A kernel fcn.
Hermite polynomials Trigonometric basis Kernel basis
1 J.S. Sakellariou and S.D. Fassois, ‘Global identification of stochastic dynamical systems under different pseudo-static conditions: The functionally pooled ARMAX case’,
Mechanical Systems and Signal Processing, 82, pp. 32-55, 2017.
2 F. Kopsaftopoulos, R. Nardari, Y.-H. Li, P. Wang, and F.-K. Chang, ‘Stochastic global identification of a bio-inspired self-sensing UAV via wind tunnel experiments’, September 2021
Proceedings of SPIE 9805: Health Monitoring of Structural and Biological Systems, 2016.
sdu.dk
Deterministic Regression1,2
#sdudk
𝐺𝐺 𝒒𝒒
Polynomial Chaos Expansion (PCE) is used to

form orthogonal basis w.r.t input variables 1.
Multivariate basis may be constructed by tensor PCE basis may be more efficient, leading to more
products of univariate basis (polynomials, compact representations.
trigonometric fcns., etc.) PCE basis also help to determine the influence of
set-point variables in the response (sensitivity
analysis)
2 F. Kopsaftopoulos, R. Nardari, Y.-H. Li, P. Wang, and F.-K. Chang, ‘Stochastic global identification of a bio-inspired self-sensing UAV via wind tunnel experiments’, September 2021
Proceedings of SPIE 9805: Health Monitoring of Structural and Biological Systems, 2016.
sdu.dk
Deterministic Regression
#sdudk
𝐺𝐺 𝒒𝒒
Identification process: • Estimation via Least Squares (LS) or Maximum

1. Calculate the regression coefficient matrix 𝑾𝑾 Likelihood (ML) methods 1
2. Select the structure of the functional basis 𝒈𝒈𝒃𝒃 (𝒒𝒒): • LS / ML tend to overfit to training data
• Basis order 𝑝𝑝 • Regularization helps with overfitting problem and

improves generalization properties (prediction on unseen
• Basis type (polynomial, trigonometric, etc.) datapoints) 2,3
2 C.V. Mai and B. Sudret, ‘Surrogate models for oscillatory systems using sparse Polynomial Chaos Expansions and Stochastic time warping’, SIAM/ASA Journal on
Uncertainty Quantification, 5(1), 540-571, 2021. September 2021

3 B. Bhattacharyya, E. Jacquelin and D. Brizard, ‘A kriging-NARX model for uncertainty quantification of nonlinear stochastic dynamical systems in time domain’, Journal
of Engineering Mechanics, 146(7), 2020.

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Stochastic Regression
#sdudk
Bayesian non-linear regression 1,2
𝜽𝜽 𝒒𝒒 = 𝑾𝑾 ⋅ 𝒈𝒈𝒃𝒃 𝒒𝒒 + 𝒖𝒖
𝜃𝜃𝑖𝑖 (𝑞𝑞)
𝒖𝒖 ∼ 𝒩𝒩(𝟎𝟎, 𝚺𝚺𝒖𝒖 ) 𝑾𝑾, 𝚺𝚺𝒖𝒖 ∼ 𝑝𝑝 𝑾𝑾, 𝚺𝚺𝒖𝒖 | 𝒫𝒫
Noise Random coefficients and
covariance (prior)
𝑞𝑞
Prior DSF distribution: 𝑝𝑝 𝜽𝜽𝑘𝑘 |𝒒𝒒𝑘𝑘 , 𝑾𝑾, 𝚺𝚺𝒖𝒖 , 𝒫𝒫 𝑝𝑝 𝜽𝜽𝑘𝑘 |𝒒𝒒𝑘𝑘 , 𝒫𝒫
Posterior DSF distribution: 𝑝𝑝 𝜽𝜽𝑘𝑘 |𝒚𝒚𝑘𝑘 , 𝒒𝒒𝑘𝑘 , 𝑾𝑾, 𝚺𝚺𝒖𝒖 , 𝒫𝒫 Marginalize 𝑝𝑝 𝜽𝜽𝑘𝑘 |𝒚𝒚𝑘𝑘 , 𝒒𝒒𝑘𝑘 , 𝒫𝒫
w.r.t. 𝑾𝑾, 𝚺𝚺𝒖𝒖
1 L.D. Avendaño-Valencia, E.N. Chatzi, K.Y. Koo and J.M.W. Brownjohn, ‘Gaussian Process time-series models for structures under operational variability’, Frontiers in
Built Environment, 3:69, 2017.
2 L.D. Avendaño-Valencia and E.N. Chatzi, ‘Multivariate GP-VAR models for robust structural identification under operational variability’, Probabilistic Engineering September 2021
Mechanics, 60, 103035, 2020.
sdu.dk
#sdudk
Bayesian non-linear regression
Identification process
1. Set/estimate the hyperparameters 𝒫𝒫
𝜽𝜽 𝒒𝒒 = 𝑾𝑾 ⋅ 𝒈𝒈𝒃𝒃 𝒒𝒒 + 𝒖𝒖
2. Select the structure of the functional basis 𝒈𝒈𝒃𝒃 (𝒒𝒒):
• Basis order 𝑝𝑝
𝒖𝒖 ∼ 𝒩𝒩(𝟎𝟎, 𝚺𝚺𝒖𝒖 ) 𝑾𝑾, 𝚺𝚺𝒖𝒖 ∼ 𝑝𝑝 𝑾𝑾, 𝚺𝚺𝒖𝒖 | 𝒫𝒫 • Basis type (polynomial, trigonometric, etc.)
Noise Random coefficients and
covariance (prior)
Methods1,2
1. Empirical Bayes / Marginalized ML
2. Expectation-Maximization
3. Bayesian estimation
1 L.D. Avendaño-Valencia, E.N. Chatzi, K.Y. Koo and J.M.W. Brownjohn, ‘Gaussian Process time-series models for structures under operational variability’, Frontiers in
Built Environment, 3:69, 2017.
2 L.D. Avendaño-Valencia and E.N. Chatzi, ‘Multivariate GP-VAR models for robust structural identification under operational variability’, Probabilistic Engineering September 2021
Mechanics, 60, 103035, 2020.
sdu.dk
#sdudk
Gaussian Process regression1,2
DSFs at different realizations are multivariate normal
𝜽𝜽 ∼ 𝒢𝒢𝒢𝒢 𝟎𝟎, 𝑲𝑲 𝒒𝒒, 𝒒𝒒′
𝜽𝜽1 𝟎𝟎 𝑲𝑲 𝒒𝒒1 , 𝒒𝒒1 𝑲𝑲 𝒒𝒒1 , 𝒒𝒒2 ⋯ 𝑲𝑲 𝒒𝒒1 , 𝒒𝒒𝐾𝐾 𝑲𝑲 𝒒𝒒1 , 𝒒𝒒⋆
𝜽𝜽2 𝟎𝟎 𝑲𝑲 𝒒𝒒2 , 𝒒𝒒1 𝑲𝑲 𝒒𝒒2 , 𝒒𝒒2 ⋯ 𝑲𝑲 𝒒𝒒2 , 𝒒𝒒𝐾𝐾 𝑲𝑲 𝒒𝒒1 , 𝒒𝒒⋆
𝑘𝑘11 𝒒𝒒, 𝒒𝒒′ ⋯ 𝑘𝑘𝑛𝑛1 𝒒𝒒, 𝒒𝒒′ ⋮ ∼ 𝒩𝒩 ⋮ , ⋮ ⋮ ⋱ ⋮ ⋮
𝑲𝑲 𝒒𝒒, 𝒒𝒒′ ≔ ⋮ ⋱ ⋮ 𝜽𝜽𝐾𝐾 𝟎𝟎 𝑲𝑲 𝒒𝒒𝐾𝐾 , 𝒒𝒒1 𝑲𝑲 𝒒𝒒𝐾𝐾 , 𝒒𝒒2 ⋯ 𝑲𝑲 𝒒𝒒𝐾𝐾 , 𝒒𝒒𝐾𝐾 𝑲𝑲 𝒒𝒒𝐾𝐾 , 𝒒𝒒⋆
𝑘𝑘𝑛𝑛1 𝒒𝒒, 𝒒𝒒′ ⋯ 𝑘𝑘𝑛𝑛𝑛𝑛 𝒒𝒒, 𝒒𝒒′ 𝟎𝟎 𝑲𝑲 𝒒𝒒⋆ , 𝒒𝒒1
𝜽𝜽⋆ 𝑲𝑲 𝒒𝒒⋆ , 𝒒𝒒2 ⋯ 𝑲𝑲 𝒒𝒒⋆ , 𝒒𝒒𝐾𝐾 𝑲𝑲 𝒒𝒒⋆ , 𝒒𝒒⋆
Covariance kernel
𝜽𝜽1𝐾𝐾 𝑲𝑲1 𝑲𝑲1⋆
𝜽𝜽⋆ 𝑲𝑲⋆1 𝑲𝑲⋆
DSF predictive mean: � ⋆ ≔ 𝜽𝜽⋆ |𝜽𝜽1𝐾𝐾 = 𝑲𝑲⋆1 𝑲𝑲1 + 𝜎𝜎𝑛𝑛2 𝑰𝑰

𝜽𝜽 −1 𝐾𝐾
𝜽𝜽1
DSF predictive covariance: 𝚺𝚺𝜽𝜽⋆ ≔ 𝑲𝑲⋆ − 𝑲𝑲⋆1 𝑲𝑲1 + 𝜎𝜎𝑛𝑛2 𝑰𝑰 −1

𝑲𝑲1⋆
1 B. Bhattacharyya, E. Jacquelin and D. Brizard, ‘A kriging-NARX model for uncertainty quantification of nonlinear stochastic dynamical systems in time domain’, Journal of
Engineering Mechanics, 146(7), 2020.
2 K. Tatsis, V. Dertimanis, Y. Ou and E.N. Chatzi, ‘GP-ARX-based structural damage detection and localization under varying environmental conditions’, Journal of Sensor September 2021
and Actuator Networks, 9(41), 2020.
sdu.dk
#sdudk
Gaussian Process regression1,2
𝜽𝜽 ∼ 𝒢𝒢𝒢𝒢 𝟎𝟎, 𝑲𝑲 𝒒𝒒, 𝒒𝒒′
𝑘𝑘11 𝒒𝒒, 𝒒𝒒′ ⋯ 𝑘𝑘𝑛𝑛1 𝒒𝒒, 𝒒𝒒′ 𝒒𝒒 − 𝒒𝒒′ 2
𝑲𝑲 𝒒𝒒, 𝒒𝒒′ ≔ ⋮ ⋱ ⋮
′
𝑘𝑘𝑖𝑖𝑖𝑖 𝒒𝒒, 𝒒𝒒 = 𝜎𝜎𝑓𝑓2 exp −
2𝜆𝜆2
𝑘𝑘𝑛𝑛1 𝒒𝒒, 𝒒𝒒′ ⋯ 𝑘𝑘𝑛𝑛𝑛𝑛 𝒒𝒒, 𝒒𝒒′
Squared-exponential covariance kernel
Covariance kernel
Identification process:
1. Estimate the kernel parameters 𝜎𝜎𝑓𝑓2 , 𝜆𝜆2 and noise variance 𝜎𝜎𝑛𝑛2
2. Highly computationally expensive (especially for large datasets)
1 B. Bhattacharyya, E. Jacquelin and D. Brizard, ‘A kriging-NARX model for uncertainty quantification of nonlinear stochastic dynamical systems in time domain’, Journal of
Engineering Mechanics, 146(7), 2020.
2 K. Tatsis, V. Dertimanis, Y. Ou and E.N. Chatzi, ‘GP-ARX-based structural damage detection and localization under varying environmental conditions’, Journal of Sensor September 2021
and Actuator Networks, 9(41), 2020.
sdu.dk
Application example
Excitation and response signals:
#sdudk
The experiment: Vibration response of a lab-scale wind turbine
blade under variable environmental conditions1 • The blade is installed in a fixed cantilever
position
• The blade is excited with an electromagnetic
shaker located near the root
• The vibration response is measured at
different locations indicated in the figures
Environmental variations:
• Temperature variations in the range [-20,20]
degrees Celsius
• Vibration response measured several times
on a pseudo-static temperature value
• Precipitations and damage also included –
Not considered here
1 A. Gómez-González and S.D. Fassois, ‘A supervised vibration-based statistical methodology for damage detection under varying environmental conditions and its September 2021
laboratory assessment with a scale wind turbine blade’, Journal of Sound and Vibration, 366, pp. 484-500, 2016.
sdu.dk
Application example
#sdudk
The experiment: Vibration response of a lab-scale wind turbine
blade under variable environmental conditions
Vector AR
(VAR) model
VAR model frequency stabilization plot for a single

process realization
September 2021
sdu.dk
Application example
#sdudk
Global identification:
VAR(20) models are estimated on the complete
vibration set:
• 21 temperatures in the range [-20,20]
• 40 realizations at each temperature
The VAR parameters distribute in a non-linear

manifold of the parameter space
The color shade evidences the effect of

temperature on the model parameters Distribution of the parameters of the VAR(20) model in the complete dataset
Color shade of the points indicates the temperature.
Cross-marks indicates the mean parameter values at each temperature, while the
dashed line is a linear interpolation of the means.
September 2021
sdu.dk
Application example
#sdudk
Global identification – PDF estimation: Multivariate normal and Gaussian Mixture Models (GMM)
Multivariate Normal model1 GMM – 9 mixtures GMM – 21 mixtures

EM algorithm2 Estimation statistics method3
2 Statistics and Machine Learning Toolbox, The Mathworks, 2020.
3 L.D. Avendaño-Valencia and S.D. Fassois, ‘Gaussian Mixture Random Coefficient model-based framework for SHM in structures with time–dependent dynamics under September 2021
sdu.dk
Application example
#sdudk
Global identification – Deterministic Regression
Regression built for VAR model parameters, based on:

• Polynomial regression (PCE)1
 Estimation with prediction error (Ordinary Least
Squares – OLS) and ridge regularization
 Uniform distribution assumed for temperature
 12th order Legendre polynomials
• Support Vector Regression2

 Radial basis functions (RBF)
 Scale parameter of RBF optimized
Polynomial regression Support Vector Regression

Crosses indicate support
vectors
1 M.D. Spiridonakos and E.N. Chatzi, ‘Metamodeling of dynamic non-linear structural systems through Polynomial Chaos NARX models’, Computers & Structures, 157,
pp. 99-113, 2015. September 2021
2 Statistics and Machine Learning Toolbox, The Mathworks 2020.
sdu.dk
Application example
#sdudk
Global identification – Deterministic Regression
Polynomial regression Support Vector Regression
September 2021
sdu.dk
Application example
#sdudk
Global identification – Stochastic Regression
Regression built for VAR model parameters, based on:

• Bayesian Non-Linear Regression (with PCE basis)1
 Bayesian estimation – Conjugate priors
 14th order Legendre polynomials
• Gaussian Process Regression2

 Squared-exponential kernel (SE)
 All parameters of the SE kernel are optimized
 Subset of Regressors (SoR) approach for efficient
computation2
Bayesian Non-Linear Regression Gaussian Process Regression
1 L.D. Avendaño-Valencia, ‘Sequential Bayesian model updating for on-line assimilation of vibration monitoring data in SHM applications’, Unpublished 2021.
2 L. Haitao, Y. Ong, X. Shen and J. Cai, ‘When Gaussian process meet big data: A review of scalable GPs’, IEEE Transactions on Neural Networks and Learning
Systems, 2019. September 2021
sdu.dk
Application example
#sdudk
Global identification – Stochastic Regression
Bayesian Non-Linear Regression Gaussian Process Regression
September 2021
L.D. Avendaño-Valencia,
sdu.dk
“Long-term variations in structural dynamics”
Multivariate Normal model GMM – EM algorithm GMM – Estimation statistics
#sdudk
Polynomial regression Support Vector Regression Bayesian Non-Linear Reg. Gaussian Process Reg.
Summary of feature normalization results

September 2021
sdu.dk
Conclusions
#sdudk
• Environmental and Operational conditions have a significant influence on the vibration response of structures in
the mid and long term.
• The selection of a proper analysis interval is critical to achieve stable estimates:
• This can be assessed by considering the minimum number of samples required to minimize bias while
maximizing consistency.
• At the same time, this requires examination of the rate of change of operational and environmental
parameters.
• A large range of techniques are already available for compensation of EOV:
• These may be classified as implicit or explicit, according to the explicit use of EOPs
• Regression provides a powerful means to compensate EOV, with the correlation of EOPs with vibration
features
• To conclude, the fusion of different data sources (presently vibration + EOPs) can largely improve the
effectiveness of damage diagnosis algorithms
September 2021
sdu.dk
Thanks!
#sdudk
Luis David Avendaño-Valencia, PhD
Assistant Professor, Vibration and Sound Research Group
University of Southern Denmark
e-mail: ldav@sdu.dk, LinkedIn: LinkedInLink, ResearchGate: RGLink
September 2021

Presentation - Long-Term Variations in Structural Dynamics

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Department of Mechanical and Electrical Engineering

Luis David Avendaño-Valencia, PhD

• Are vibration levels within limits?

InDEStruct Workshop September 2021

Structural Health Monitoring

InDEStruct Workshop September 2021

InDEStruct Workshop September 2021

Acceleration measured in the tower of a

Actual vibration response features

Are Environmental and

Implication for SHM/CM:

Mid-term: Non-stationarity (from Environmental Focus of

Short term: Stationary /non-stationary (fast non-

InDEStruct Workshop September 2021

Wind turbine power curve

Cluster 1 – Standstill Cluster 2 – Ramp up Cluster 3 – Full production

Vestas V90 tower top vibration2

Temperature dependency of stiffness

Sensitivity of natural frequencies and damping ratios as a

 A set point 𝒒𝒒⋆ determines the value of the system

𝒚𝒚̇ = 𝒇𝒇(𝒚𝒚, 𝒙𝒙, 𝒒𝒒, 𝑡𝑡)

The system monitors:

Space of system parameters

DSFs encode a snapshot of the current

For damage detection we need to

Vibration Statistical damage Health state

Are DSFs stationary in How to compensate

Consistency: Consistent estimates require a Rate of non-stationarity: The speed in which

𝜃𝜃𝑡𝑡 ≈ 𝜃𝜃𝑜𝑜 + 𝛿𝛿𝜃𝜃 𝑡𝑡 𝜃𝜃𝑡𝑡 : Parameter of interest (time-dependent)

The ML estimate of 𝜃𝜃𝑜𝑜 is as follows:

For instance, the rate of variation of temperature and the

Proper selection of the stationarity period can follow by

No EOP info With EOP info

PDF estimation Deterministic Regression

Any PDF model is admissible. Some examples are:

Multivariate normal model 1 Gaussian Mixture Model (GMM) 2

𝑝𝑝 𝜽𝜽𝑘𝑘 , 𝒫𝒫 ≔ 𝒩𝒩 𝝁𝝁𝜽𝜽 , 𝚺𝚺𝜽𝜽 𝑝𝑝 𝜽𝜽𝑘𝑘 , 𝒫𝒫 ≔ � 𝜋𝜋ℓ ⋅ 𝒩𝒩 𝝁𝝁𝜽𝜽ℓ , 𝚺𝚺𝜽𝜽ℓ

𝝁𝝁𝜽𝜽 : DSF mean 𝝁𝝁𝜽𝜽ℓ :ℓ-th mixture centroid

Respective DSF vectors

Feature space Feature space

Multivariate normal model 1 Gaussian Mixture Model 2,3

• The problem: Reconstruct this functional relationship,

Deterministic Regression: Stochastic Regression:

where 𝐺𝐺𝑏𝑏𝑗𝑗 𝒒𝒒 , 𝑗𝑗 = 1,2, … , 𝑝𝑝 is a functional basis of order 𝑝𝑝.

where 𝐺𝐺𝑏𝑏𝑗𝑗 𝒒𝒒 , 𝑗𝑗 = 1,2, … , 𝑝𝑝 is a functional basis of order 𝑝𝑝.

Polynomial Chaos Expansion (PCE) is used to

where 𝐺𝐺𝑏𝑏𝑗𝑗 𝒒𝒒 , 𝑗𝑗 = 1,2, … , 𝑝𝑝 is a functional basis of order 𝑝𝑝.

Identification process: • Estimation via Least Squares (LS) or Maximum

• Basis order 𝑝𝑝 • Regularization helps with overfitting problem and

Uncertainty Quantification, 5(1), 540-571, 2021. September 2021

of Engineering Mechanics, 146(7), 2020.

Prior DSF distribution: 𝑝𝑝 𝜽𝜽𝑘𝑘 |𝒒𝒒𝑘𝑘 , 𝑾𝑾, 𝚺𝚺𝒖𝒖 , 𝒫𝒫 𝑝𝑝 𝜽𝜽𝑘𝑘 |𝒒𝒒𝑘𝑘 , 𝒫𝒫

DSF predictive mean: � ⋆ ≔ 𝜽𝜽⋆ |𝜽𝜽1𝐾𝐾 = 𝑲𝑲⋆1 𝑲𝑲1 + 𝜎𝜎𝑛𝑛2 𝑰𝑰

DSF predictive covariance: 𝚺𝚺𝜽𝜽⋆ ≔ 𝑲𝑲⋆ − 𝑲𝑲⋆1 𝑲𝑲1 + 𝜎𝜎𝑛𝑛2 𝑰𝑰 −1

𝜽𝜽 ∼ 𝒢𝒢𝒢𝒢 𝟎𝟎, 𝑲𝑲 𝒒𝒒, 𝒒𝒒′

𝑘𝑘11 𝒒𝒒, 𝒒𝒒′ ⋯ 𝑘𝑘𝑛𝑛1 𝒒𝒒, 𝒒𝒒′ 𝒒𝒒 − 𝒒𝒒′ 2

VAR model frequency stabilization plot for a single

The VAR parameters distribute in a non-linear

The color shade evidences the effect of

Multivariate Normal model1 GMM – 9 mixtures GMM – 21 mixtures

Regression built for VAR model parameters, based on:

• Support Vector Regression2