DAMER: a novel diagnosis aggregation method with evidential reasoning rule for bearing fault diagnosis
Author
Abstract
Suggested Citation
DOI: 10.1007/s10845-020-01554-5
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- Hui Zou & Trevor Hastie, 2005. "Addendum: Regularization and variable selection via the elastic net," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 67(5), pages 768-768, November.
- Dong-Ling Xu, 2012. "An introduction and survey of the evidential reasoning approach for multiple criteria decision analysis," Annals of Operations Research, Springer, vol. 195(1), pages 163-187, May.
- Manjeevan Seera & Chee Peng Lim & Chu Kiong Loo, 2016. "Motor fault detection and diagnosis using a hybrid FMM-CART model with online learning," Journal of Intelligent Manufacturing, Springer, vol. 27(6), pages 1273-1285, December.
- Cong Wang & Meng Gan & Chang’an Zhu, 2017. "Intelligent fault diagnosis of rolling element bearings using sparse wavelet energy based on overcomplete DWT and basis pursuit," Journal of Intelligent Manufacturing, Springer, vol. 28(6), pages 1377-1391, August.
- Hui Zou & Trevor Hastie, 2005. "Regularization and variable selection via the elastic net," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 67(2), pages 301-320, April.
- Pedro Santos & Jesús Maudes & Andres Bustillo, 2018. "Identifying maximum imbalance in datasets for fault diagnosis of gearboxes," Journal of Intelligent Manufacturing, Springer, vol. 29(2), pages 333-351, February.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Tutz, Gerhard & Pößnecker, Wolfgang & Uhlmann, Lorenz, 2015. "Variable selection in general multinomial logit models," Computational Statistics & Data Analysis, Elsevier, vol. 82(C), pages 207-222.
- Oxana Babecka Kucharcukova & Jan Bruha, 2016. "Nowcasting the Czech Trade Balance," Working Papers 2016/11, Czech National Bank.
- Carstensen, Kai & Heinrich, Markus & Reif, Magnus & Wolters, Maik H., 2020.
"Predicting ordinary and severe recessions with a three-state Markov-switching dynamic factor model,"
International Journal of Forecasting, Elsevier, vol. 36(3), pages 829-850.
- Heinrich, Markus & Carstensen, Kai & Reif, Magnus & Wolters, Maik, 2017. "Predicting Ordinary and Severe Recessions with a Three-State Markov-Switching Dynamic Factor Model. An Application to the German Business Cycle," VfS Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking 168206, Verein für Socialpolitik / German Economic Association.
- Kai Carstensen & Markus Heinrich & Magnus Reif & Maik H. Wolters, 2017. "Predicting Ordinary and Severe Recessions with a Three-State Markov-Switching Dynamic Factor Model. An Application to the German Business Cycle," CESifo Working Paper Series 6457, CESifo.
- Kai Carstensen & Markus Heinrich & Magnus Reif & Maik H. Wolters, 2019. "Predicting Ordinary and Severe Recessions with a Three-State Markov-Switching Dynamic Factor Model," Jena Economics Research Papers 2019-006, Friedrich-Schiller-University Jena.
- Hou-Tai Chang & Ping-Huai Wang & Wei-Fang Chen & Chen-Ju Lin, 2022. "Risk Assessment of Early Lung Cancer with LDCT and Health Examinations," IJERPH, MDPI, vol. 19(8), pages 1-12, April.
- Margherita Giuzio, 2017. "Genetic algorithm versus classical methods in sparse index tracking," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 40(1), pages 243-256, November.
- Nicolaj N. Mühlbach, 2020. "Tree-based Synthetic Control Methods: Consequences of moving the US Embassy," CREATES Research Papers 2020-04, Department of Economics and Business Economics, Aarhus University.
- Wang, Qiao & Zhou, Wei & Cheng, Yonggang & Ma, Gang & Chang, Xiaolin & Miao, Yu & Chen, E, 2018. "Regularized moving least-square method and regularized improved interpolating moving least-square method with nonsingular moment matrices," Applied Mathematics and Computation, Elsevier, vol. 325(C), pages 120-145.
- Dmitriy Drusvyatskiy & Adrian S. Lewis, 2018. "Error Bounds, Quadratic Growth, and Linear Convergence of Proximal Methods," Mathematics of Operations Research, INFORMS, vol. 43(3), pages 919-948, August.
- Mkhadri, Abdallah & Ouhourane, Mohamed, 2013. "An extended variable inclusion and shrinkage algorithm for correlated variables," Computational Statistics & Data Analysis, Elsevier, vol. 57(1), pages 631-644.
- Lucian Belascu & Alexandra Horobet & Georgiana Vrinceanu & Consuela Popescu, 2021. "Performance Dissimilarities in European Union Manufacturing: The Effect of Ownership and Technological Intensity," Sustainability, MDPI, vol. 13(18), pages 1-19, September.
- Candelon, B. & Hurlin, C. & Tokpavi, S., 2012.
"Sampling error and double shrinkage estimation of minimum variance portfolios,"
Journal of Empirical Finance, Elsevier, vol. 19(4), pages 511-527.
- Candelon, B. & Hurlin, C. & Tokpavi, S., 2011. "Sampling error and double shrinkage estimation of minimum variance portfolios," Research Memorandum 002, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
- Bertrand Candelon & Christophe Hurlin & Sessi Tokpavi, 2012. "Sampling Error and Double Shrinkage Estimation of Minimum Variance Portfolios," Post-Print hal-01385835, HAL.
- Susan Athey & Guido W. Imbens & Stefan Wager, 2018.
"Approximate residual balancing: debiased inference of average treatment effects in high dimensions,"
Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 80(4), pages 597-623, September.
- Susan Athey & Guido W. Imbens & Stefan Wager, 2016. "Approximate Residual Balancing: De-Biased Inference of Average Treatment Effects in High Dimensions," Papers 1604.07125, arXiv.org, revised Jan 2018.
- Andrea Carriero & Todd E. Clark & Massimiliano Marcellino, 2022.
"Specification Choices in Quantile Regression for Empirical Macroeconomics,"
Working Papers
22-25, Federal Reserve Bank of Cleveland.
- Carriero, Andrea & Clark, Todd & Marcellino, Massimiliano, 2024. "Specification Choices in Quantile Regression for Empirical Macroeconomics," CEPR Discussion Papers 18901, C.E.P.R. Discussion Papers.
- Kim, Hyun Hak & Swanson, Norman R., 2018. "Mining big data using parsimonious factor, machine learning, variable selection and shrinkage methods," International Journal of Forecasting, Elsevier, vol. 34(2), pages 339-354.
- Shuichi Kawano, 2014. "Selection of tuning parameters in bridge regression models via Bayesian information criterion," Statistical Papers, Springer, vol. 55(4), pages 1207-1223, November.
- Yize Zhao & Matthias Chung & Brent A. Johnson & Carlos S. Moreno & Qi Long, 2016. "Hierarchical Feature Selection Incorporating Known and Novel Biological Information: Identifying Genomic Features Related to Prostate Cancer Recurrence," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 111(516), pages 1427-1439, October.
- Chuliá, Helena & Garrón, Ignacio & Uribe, Jorge M., 2024.
"Daily growth at risk: Financial or real drivers? The answer is not always the same,"
International Journal of Forecasting, Elsevier, vol. 40(2), pages 762-776.
- Helena Chuliá & Ignacio Garrón & Jorge M. Uribe, 2022. ""Daily Growth at Risk: financial or real drivers? The answer is not always the same"," IREA Working Papers 202208, University of Barcelona, Research Institute of Applied Economics, revised Jun 2022.
- Enrico Bergamini & Georg Zachmann, 2020. "Exploring EU’s Regional Potential in Low-Carbon Technologies," Sustainability, MDPI, vol. 13(1), pages 1-28, December.
- Jie Jian & Peijun Sang & Mu Zhu, 2024. "Two Gaussian Regularization Methods for Time-Varying Networks," Journal of Agricultural, Biological and Environmental Statistics, Springer;The International Biometric Society;American Statistical Association, vol. 29(4), pages 853-873, December.
- Qianyun Li & Runmin Shi & Faming Liang, 2019. "Drug sensitivity prediction with high-dimensional mixture regression," PLOS ONE, Public Library of Science, vol. 14(2), pages 1-18, February.
More about this item
Keywords
Bearing fault diagnosis; Condition based monitoring; Ensemble learning; Structured sparsity learning; Evidential reasoning rule;All these keywords.
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:joinma:v:32:y:2021:i:1:d:10.1007_s10845-020-01554-5. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.