Weighted least squares with expectation-maximization algorithm for burst detection in U.K. water distribution systems

Flow measurement data at the district meter area (DMA) level has the potential for burst detection in the water distribution systems. This work investigates using a polynomial function fitted to the historic flow measurements based on a weighted least-squares method for automatic burst detection in the U.K. water distribution networks. This approach, when used in conjunction with an expectationmaximization (EM) algorithm, can automatically select useful data from the historic flow measurements, which may contain normal and abnormal operating conditions in the distribution network, e.g., water burst. Thus, the model can estimate the normal water flow (nonburst condition), and hence the burst size on the water distribution system can be calculated from the difference between the measured flow and the estimated flow. The distinguishing feature of this method is that the burst detection is fully unsupervised, and the burst events that have occurred in the historic data do not affect the procedure and bias the burst detection algorithm. Experimental validation of the method has been carried out using a series of flushing events that simulate burst conditions to confirm that the simulated burst sizes are capable of being estimated correctly. This method was also applied to eight DMAs with known real burst events, and the results of burst detections are shown to relate to the water company's records of pipeline reparation work. © 2014 American Society of Civil Engineers.

Reversible jump sampler for autoregressive time series

We use reversible jump Markov chain Monte Carlo (MCMC) methods to address the problem of model order uncertainty in autoregressive (AR) time series within a Bayesian framework. Efficient model jumping is achieved by proposing model space moves from the full conditional density for the AR parameters, which is obtained analytically. This is compared with an alternative method, for which the moves are cheaper to compute, in which proposals are made only for new parameters in each move. Results are presented for both synthetic and audio time series.

Bayesian model selection for time series using Markov chain Monte Carlo

We present a stochastic simulation technique for subset selection in time series models, based on the use of indicator variables with the Gibbs sampler within a hierarchical Bayesian framework. As an example, the method is applied to the selection of subset linear AR models, in which only significant lags are included. Joint sampling of the indicators and parameters is found to speed convergence. We discuss the possibility of model mixing where the model is not well determined by the data, and the extension of the approach to include non-linear model terms.

Microstructural modelling in friction stir welding of 2000 series aluminium alloys

Simple process models are applied to predict microstructural changes due to the thermal cycle imposed in friction stir welding. A softening model developed for heat-treatable aluminium alloys of the 6000 series is applied to the aerospace alloy 2014 in the peak-aged (T6) condition. It is found that the model is not readily applicable to alloy 2024 in the naturally aged (T3) temper, but the softening behaviour can still be described semi-empirically. Both analytical and numerical (finite element) thermal models are used to predict the thermal histories in trial welds. These are coupled to the microstructural model to investigate: (a) the hardness profile across the welded plate; (b) alloy softening ahead of the approaching welding tool. By incorporating the softening model applied to 6082-T6 alloy, the hardness profile of friction stir welds in dissimilar alloys is also predicted. © AFM, EDP Sciences 2005.