Uncertainty Analysis and Stationarity Test of Finite Length Time Series Signals
Author J. Brouwer, J. Tukker and M. van Rijsbergen
Title Uncertainty Analysis and Stationarity Test of Finite Length Time Series Signals
Conference/Journal AMT'15
Month September
Year 2015

Abstract
In Experimental Fluid Dynamics (EFD), the finite length of e.g. a towing tank induces start-up effects, end effects and random uncertainty in the mean value of a measurement signal. The same happens to signals generated by Computational fluid Dynamics (CFD), where the finite computation length is influenced by start-up effects and random uncertainty occurs (also known as the ‘aleatory uncertainty’ in CFD communities).

To verify the stationarity of a signal, a new technique called ‘Transient Scanning Technique’ or TST is presented. This technique is a practical and simple tool which is based on the behaviour of the random uncertainty of the mean. It allows the user to check whether the signal approaches a stationary state or not. Further, it identifies trends (or transients) in signals. Using this information, start-up and end effects can be identified and removed from the signal. With the remaining signal, the random uncertainty of the mean can accurately be estimated from a single realisation. In this paper the TST is thoroughly explained and its application on EFD and CFD results is demonstrated.


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