Extrapolation of rainflow matrices

DOI10.1023/A:1015277305308MaRDI QIDQ1887254zbMATH OpenOpenAlexFDO

Authors Pär Johannesson, Jean-Jacques Thomas

Publication date 24 November 2004

Published in Extremes (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1023/a:1015277305308

zbMATH Keywords

fatiguegeneralized Pareto distributioninterval crossingsrainflow cyclesrandom loads

Mathematics Subject Classification ID

Statistics of extreme values; tail inference (62G32) Applications of statistics to environmental and related topics (62P12)

Review text

The main result in this paper is a method for finding the limiting shape of the most extreme part of a rainflow matrix, i.e., for cycles with low minima and large maxima. The approach is based on asymptotic theory for crossing of extreme levels and uses the connection between rainflow cycles and crossing of intervals. The method gives an explicit asymptotic expression for the intensity of interval upcrossings which is the same as the cumulative rainflow matrix. The resulting formula for the extreme rainflow matrix only depends on the intensity of level upcrossing. When analysing a measured rainflow matrix the authors propose to estimate the intensity of level upcrossings from the observed one by extrapolation for high and low levels. The usefulness and validity of the asymptotic result is illustrated by several examples, both from simulated processes and measured signals from an automobile.

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(2)

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