Time Varying Cyclical Analysis for Economies in Transition

The identification of a possible European business cycle has been inconclusive and is complicated by the enlargement to the new member states and their transition to market economies. This paper shows how to decompose a business cycle into a time-frequency framework in a way that allows us to accommodate structural breaks and nonstationary variables. To illustrate, calculations of the growth rate spectrum and coherences for the Hungarian, Polish, German and French economies show the instability of the transition period. However, since then there has been convergence on the Eurozone economy at short cycle lengths, but little convergence in long cycles. We argue that this shows evidence of nominal convergence, but little real convergence. The Maastricht criteria for membership of the Euro therefore need to be adapted to test for real convergence.Time-Frequency Analysis, Coherence, Growth Rates, Business Cycle

Improved IIR Low-Pass Smoothers and Differentiators with Tunable Delay

Regression analysis using orthogonal polynomials in the time domain is used to derive closed-form expressions for causal and non-causal filters with an infinite impulse response (IIR) and a maximally-flat magnitude and delay response. The phase response of the resulting low-order smoothers and differentiators, with low-pass characteristics, may be tuned to yield the desired delay in the pass band or for zero gain at the Nyquist frequency. The filter response is improved when the shape of the exponential weighting function is modified and discrete associated Laguerre polynomials are used in the analysis. As an illustrative example, the derivative filters are used to generate an optical-flow field and to detect moving ground targets, in real video data collected from an airborne platform with an electro-optic sensor.Comment: To appear in Proc. International Conference on Digital Image Computing: Techniques and Applications (DICTA), Adelaide, 23rd-25th Nov. 201

Dragline gear monitoring under fluctuating conditions

The aim of this study is to apply computed order tracking with subsequent rotation domain averaging and statistical analysis to typical mining environments. Computed order tracking is a fault detection method that is unaffected by varying speed conditions often found in industry and has been proven effective in laboratory conditions. However in the controlled environment of a laboratory it is difficult to test the robustness of the order-tracking procedure. The need thus exists to adjust the order tracking procedure so that it will be effective in the mining environment. The procedure needs to be adjusted to function with a two pulse per revolution speed input. The drag gear aboard a dragline rotates in two directions. This gives the unique opportunity to observe the performance of the order tracking method in a bi-directional rotating environment allowing relationships between the results of each operating direction to be investigated. A monitoring station was set up aboard a dragline and data was captured twice daily for a period spanning one year. The data captured consisted of accelerometer and proximity sensor data. The key on the shaft triggers the proximity sensors allowing speed and direction to be measured. The rudimentary measured speed is interpolated using various documented speed interpolation techniques and by a newly developed speed interpolation technique. The interpolated speed is then used to complete the order tracking procedure that re-samples the vibration data with reference to the speed. The results indicate that computed order tracking can be successfully implemented in typical mining environments. Furthermore there is a distinct relationship between vibration data taken in both rotational directions: one direction provides a better indication of incipient failure. It is thus important not to choose a direction randomly when monitoring rotating machinery of this kind.Dissertation (MEng)--University of Pretoria, 2008.Mechanical and Aeronautical Engineeringunrestricte