NonGaussMech - NEW METHODS OF PROCESSING NON-STATIONARY SIGNALS (IDENTIFICATION, SEGMENTATION, EXTRACTION, MODELING) WITH NON-GAUSSIAN CHARACTERISTICS FOR THE PURPOSE OF MONITORING COMPLEX MECHANICAL STRUCTURES
Funding agency: National Science Centre (NCN), Poland
Funding period: 1.02.2022-31.01.2025
A UNIVERSAL DIAGNOSTIC AND PROGNOSTIC MODULE FOR CONDITION MONITORING SYSTEMS
OF COMPLEX MECHANICAL STRUCTURES OPERATING IN THE PRESENCE OF NON-GAUSSIAN DISTURBANCES AND VARIABLE OPERATING CONDITIONS
Funding agency: National Centre for Research and Development (NCBiR), Poland
Funding period: 1.10.2021-31.12.2023
Partners: Faculty of Pure and Applied Mathematics (WMat) WUST, Faculty of Geoengineering, Mining and Geology (WGGG) WUST, AMC Tech
Budget for WUST: 1 926 000 PLN (c.a. 421 500 Euro)
A key personnel consists of: prof. Agnieszka Wyłomańska (WMat), prof. Tomasz Barszcz (AMC Tech), prof. Radoslaw Zimroz (WGGG/KG/DMC).
See the web page of the project
ANOMALOUS DIFFUSION PROCESSES
AND THEIR APPLICATION TO REAL DATA MODELLING
Grant no.: 2016/21/B/ST1/00929 (OPUS)
Funding agency: National Science Centre (NCN), Poland
Funding period: 27.01.2017-26.01.2020
Budget: 485 000 PLN
Research team
- Agnieszka Wyłomańska (leader of the project, principal investigator)
- Janusz Gajda (investigator)
- Aleksandra Grzesiek (Ph.D. student)
- Piotr Kruczek (Ph.D. student)
- Rafał Połoczański (Ph.D. student)
- Katarzyna Maraj (student)
- Wojciech Żuławiński (student)
- Aleksei Chechkin (international collaborator, Potsdam University, Germany)
- Arun Kumar (international collaborator, IIT Ropar, India)
- Diego Krapf (international collaborator, Colorado State University, USA)
- S. Sundar (international collaborator, IIT Madras, India)
- Samudrajit Thapa (international collaborator, Potsdam University, Germany)
- Prashant Giri (international collaborator, IIT Madras, India)
- Anna Panorska (international collaborator, University of Nevada, USA)
- Tomasz Kozubowski (international collaborator, University of Nevada, USA)
- Holger Kantz (international collaborator, Max Planck Institute, Dresden, Germany)
- Marc Hoell (international collaborator, Max Planck Institute, Dresden, Germany)
- Denis Grebenkov (international collaborator, Ecole Polytechnique, France)
- Yann Lanoiselee (international collaborator, Ecole Polytechnique, France)
Key words: anomalous difussion, subordinated process, stochastic modeling, statistical identification
Tasks
- Analysis of subordinated processes with stationary increments
- Analysis of subordinated processes with inverse subordinators
- Analysis of long memory processes
Selected publications
- A. Grzesiek, M. Teuerle, G. Sikora, A. Wyłomańska: Spatio-temporal dependence measures for alpha-stable bivariate AR(1) models
, Journal of Time Series Analysis 2020, https://doi.org/10.1111/jtsa.12517
- A. Grzesiek, M. Teuerle, A. Wyłomańska:Cross-codifference for bidimensional VAR(1) time series with infinite variance, Communications in Statistics - Simulation and Computation 2020, https://doi.org/10.1080/03610918.2019.1670840
- A. Grzesiek, A. Wyłomańska: Subordinated Processes with Infinite Variance, In: Chaari F., Leskow J., Zimroz R., Wyłomańska A., Dudek A. (eds) Cyclostationarity: Theory and Methods – IV. CSTA 2017. Applied Condition Monitoring, vol 16, 111-135, Springer, Cham, 2020
- P. Poczynek, P. Kruczek, A. Wyłomańska: Ornstein-Uhlenbeck Process Delayed by Gamma Subordinator , In: Chaari F., Leskow J., Zimroz R., Wyłomańska A., Dudek A. (eds) Cyclostationarity: Theory and Methods – IV. CSTA 2017. Applied Condition Monitoring, vol 16, 147-165, Springer, Cham, 2020
- P. Kruczek, W. Żuławiński, P. Pagacz, A. Wyłomańska: Fractional lower order covariance based-estimator for Ornstein-Uhlenbeck process with stable distribution, Mathematica Applicanda 47, 259-292, 2019
- M. Szmigiel, A. Grzesiek, A. Wyłomańska, H. Kasprzak: Stable distribution in application to fixational eye movement description, Optica Applicata 49 (2), 365-377, 2019
- A. Kumar, A. Maheshwari, A. Wyłomańska: Linnik Levy Process and Its Generalization
, Physica A 529, 121539, 2019
- G. Sikora, Ł. Bielak, A. Michalak, P. Miśta, A. Wyłomańska: Stochastic modelling of currency exchange rates with novel validation techniques, Physica A 523, 1202-1215, 2019
- A. Kumar, A. Wyłomańska, R. Połoczański, J. Gajda: Fractional Brownian motion delayed by tempered and inverse tempered stable subordinators, Methodology and Computing in Applied Probability 21(1), 185-202, 2019
- A. Grzesiek, S. Sundar, A. Wyłomańska: Fractional lower order covariance-based estimator for bidimensional
AR(1) model with stable distribution, International Journal of Advances in Engineering Sciences and Applied Mathematics 11(3), 217-229, 2019
- J. Gajda Janusz, A. Wyłomańska, A. Kumar: Fractional Levy stable motion time-changed by gamma subordinator, Communications in Statistics - Theory and Methods 48, (24), 5953–5968, 2019
- A. Kumar, N. S. Upadhye, A. Wyłomańska, J. Gajda: Tempered Mittag-Leffler Levy Process, Communications in Statistics - Theory and Methods 48 (2), 396–411, 2019
- Y. Lanoiselee, D.S. Grebenkov, G. Sikora, A. Grzesiek, A. Wylomanska: Optimal parameters for anomalous diffusion exponent estimation from noisy data
, Phys. Rev. E 98, 062139, 2018
- J. Gajda, A. Wyłomańska, H. Kantz, A. Chechkin, G. Sikora:Large deviations of time-averaged statistics for Gaussian processes
, Statistics and Probability Letters 143, 47-55, 2018
- G. Sikora, A. Wyłomańska, D. Krapf:Recurrence statistics for anomalous diffusion regime change detection
, Computational Statistics & Data Analysis 128, 380-394, 2018
- P. Kruczek, M. Polak, A. Wyłomańska, W. Kawalec, R. Zimroz: Application of compound Poisson process for modelling of ore
flow in a belt conveyor system with cyclic loading,Journal
International Journal of Mining, Reclamation and Environment 32(6), 376-391, 2018
- A. Grzesiek, J. Gajda, A. Wyłomańska, S. Sundar: Discriminating between scaled and fractional Brownian motion via p-variation statistics, International Journal of Advances in Engineering Sciences and Applied Mathematics 10(1), 9-14, 2018
- D. Kucharczyk, A. Wyłomańska, G. Sikora: Variance change point detection for fractional Brownian motion based on the likelihood ratio test, Physica A 490, 439-450, 2018
- G. Sikora, A. Wyłomańska, J. Gajda, L. Sole, E. J. Akin, M. M. Tamkun, D. Krapf: Elucidating distinct ion channel populations on the surface of hippocampal neurons
via single-particle tracking recurrence analysis, Phys. Rev. E 96, 062404, 2017
- G. Sikora, M. Teuerle, A. Wyłomańska, D. Grebenkov: Statistical properties of the anomalous scaling exponent estimator
based on time averaged mean square displacement, Phys. Rev. E 96, 022132, 2017
- A. Kumar, A. Wyłomańska, J. Gajda: Stable Levy motion with inverse Gaussian
subordinator, Physica A 482, 486–500, 2017
- G. Sikora, K. Burnecki, A. Wyłomańska: Mean-squared displacement statistical test for fractional Brownian motion, Phys. Rev. E 95, 032110, 2017
- A. Kumar, A. Wyłomańska, J. Gajda: Generalized fractional Laplace motion, Statistics and Probability Letters 124, 101-109, 2017
- M. Jabłońska, M. Teuerle, A. Wyłomańska: Bivariate sub-Gaussian model for stock indices returns, Physica A 486(15), 628–637, 2017