Bayesian Online Changepoint Detection

Changepoints are abrupt variations in the generative parameters of a data sequence. Online detection of changepoints is useful in modelling and prediction of time series in application areas such as finance, biometrics, and robotics. While frequentist methods have yielded online filtering and prediction techniques, most Bayesian papers have focused on the retrospective segmentation problem. Here we examine the case where the model parameters before and after the changepoint are independent and we derive an online algorithm for exact inference of the most recent changepoint. We compute the probability distribution of the length of the current ``run,'' or time since the last changepoint, using a simple message-passing algorithm. Our implementation is highly modular so that the algorithm may be applied to a variety of types of data. We illustrate this modularity by demonstrating the algorithm on three different real-world data sets.

The plastic collapse and energy absorption capacity of egg-box panels

The plastic collapse response of aluminium egg-box panels subjected to out-of-plane compression has been measured and modelled. It is observed that the collapse strength and energy absorption are sensitive to the level of in-plane constraint, with collapse dictated either by plastic buckling or by a travelling plastic knuckle mechanism. Drop weight tests have been performed at speeds of up to 6 m s-1, and an elevation in strength with impact velocity is noted. A 3D finite element shell model is needed in order to reproduce the observed behaviours. Additional calculations using an axisymmetric finite element model give the correct collapse modes but are less accurate than the more sophisticated 3D model. The finite element simulations suggest that the observed velocity dependence of strength is primarily due to strain-rate sensitivity of the aluminium sheet, with material inertia playing a negligible role. Finally, it is shown that the energy absorption capacity of the egg-box material is comparable to that of metallic foams. © 2003 Elsevier Ltd. All rights reserved.

An experimental study on the load carrying capacity of cold-formed steel studs and panels

A full-scale experimental study on the structural performance of load-bearing wall panels made of cold-formed steel frames and boards is presented. Six different types of C-channel stud, a total of 20 panels with one middle stud and 10 panels with two middle studs were tested under vertical compression until failure. For panels, the main variables considered are screw spacing (300 mm, 400 mm, or 600 mm) in the middle stud, board type (oriented strand board - OSB, cement particle board - CPB, or calcium silicate board - CSB), board number (no sheathing, one-side sheathing, or two-side sheathing), and loading type (1, 3, or 4-point loading). The measured load capacity of studs and panels agrees well with analytical prediction. Due to the restraint by rivet connections between stud and track, the effective length factor for the middle stud and the side stud in a frame (unsheathed panel) is reduced to 0.90 and 0.84, respectively. The load carrying capacity of a stud increases significantly whenever one- or two-side sheathing is used, although the latter is significantly more effective. It is also dependent upon the type of board used. Whereas panels with either OSB or CPB boards have nearly identical load carrying capacity, panels with CSB boards are considerably weaker. Screw spacing affects the load carrying capacity of a stud. When the screw spacing on the middle stud in panels with one-side sheathing is reduced from 600 mm to 300 mm, its load carrying capacity increases by 14.5 %, 20.6% and 94.2% for OSB, CPB and CSB, respectively.