Extrapolation of rainflow matrices (Q1887254)

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.