Seite - 760 - in Book of Full Papers - Symposium Hydro Engineering
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detection of anomalies typically depends on hypothesis testing or threshold-
based procedures, which are prone to false alarms.
Bayesian Dynamic Linear Models (BDLMs) are a class of state-space
models which are well suited for sequential inference [2]. BDLMs are capable to
decompose time series into a set of sub-components, as HST does. In contrast
with the HST technique, the behavior of the sub-components can vary with time,
without the need to retrain the model. Recent applications have demonstrated the
potential of BDLMs to track time-varying baseline responses of civil
infrastructures from real dataset [3], and to detect anomalies [4].
This paper compares the HST and BDLMs techniques for the long-term
monitoring of dams. This study presents a specific class of BDLMs based on the
switching Kalman filter (BDLM-SKF). Two examples of application based on real
displacement data recorded on a dam in Canada and simulated data show that
BDLM-SKF is robust towards false alarms, and enable to interpret non-stationary
time series. One feature of BDLM-SKF is its capacity to interpret the baseline
after an anomaly occurs (i.e. when the dam returns to its normal behavior),
without retraining the model. In contrast, HST model is prone to false alarms, and
is unable to provide information about when an anomaly stops.
This study demonstrates that Bayesian Dynamic Linear models (BDLMs)
outperform Hydrostatic-Time-Season (HST) modelling for monitoring the long-
term behavior of dams, while providing the same level of interpretability. The
main advantages of BDLM over HST model is its ability to interpret non-stationary
time series and to detect change in the baseline response of the dam (i.e.
anomalies) without being prone to false alarms.
REFERENCE
[1] WILM G., BEAUJOINT N., 1967. Les méthodes de surveillance des
barrages au service de la production hydraulique d'Electricité de France.
Problèmes anciens et solutions nouvelles, IXe Congrès CIGB, Istambul,
Q34, R30
[2] WEST M. AND HARRISON P. J., 1997, Bayesian Forecasting Dynamic
Models. Springer Verlag, 2nd edition
[3] GOULET J.-A., 2017, Bayesian dynamic linear models for structural health
monitoring, Structural Control and Health Monitoring,
https://doi.org/10.1002/stc.2035
[4] NGUYEN L.H. AND GOULET J.-A., 2018, Anomaly Detection with the
Switching Kalman Filter for Structural Health Monitoring,
https://doi.org/10.1002/stc.2136
760
Book of Full Papers
Symposium Hydro Engineering
- Titel
- Book of Full Papers
- Untertitel
- Symposium Hydro Engineering
- Autor
- Gerald Zenz
- Verlag
- Verlag der Technischen Universität Graz
- Ort
- Graz
- Datum
- 2018
- Sprache
- englisch
- Lizenz
- CC BY-NC-ND 4.0
- ISBN
- 978-3-85125-620-8
- Abmessungen
- 20.9 x 29.6 cm
- Seiten
- 2724
- Schlagwörter
- Hydro, Engineering, Climate Changes
- Kategorien
- International
- Naturwissenschaften Physik
- Technik