AUTOMATIC ESTIMATION OF INITIAL TRANSIENT IN A TURBULENT FLOW TIME SERIES
Xavier D, Rezaeiravesh S, Vinuesa R, Schlatter P (2022)
Publication Type: Conference contribution
Publication year: 2022
Publisher: Scipedia S.L.
Conference Proceedings Title: World Congress in Computational Mechanics and ECCOMAS Congress
Event location: Oslo, NOR
DOI: 10.23967/eccomas.2022.228
Abstract
An automatic method is proposed for the removal of the initialization bias that is intrinsic to the output of any statistically stationary simulation. The general techniques based on optimization approaches such as Beyhaghi et al. [1] following the Marginal Standard Error Rules (MSER) method of White et al. [16] were observed to be highly sensitive to the fluctuations in a time series and resulted in frequent overprediction of the length of the initial truncation. As fluctuations are an innate part of turbulence data, these techniques performed poorly on turbulence quantities, meaning that the local minima was often wrongly interpreted as the minimum variance in the time series and resulted in different transient point predictions for any increments to the sample size. This limitation was overcome by considering the finite difference of the slope of the variance computed in the optimization algorithm. The start of the zero slope region was considered as the initial transient truncation point. This modification to the standard approach eliminated the sensitivity of the scheme, and led to consistent estimates of the transient truncation point, provided that the finite difference time interval was chosen large enough to cover the fluctuations in the time series. Therefore, the step size for the finite difference slope was computed using both visual inspection of the time series and trial and error. We propose the Augmented Dickey-Fuller test as an automatic and reliable method to determine the truncation point, from which the time series is considered stationary and without an initialization bias.
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APA:
Xavier, D., Rezaeiravesh, S., Vinuesa, R., & Schlatter, P. (2022). AUTOMATIC ESTIMATION OF INITIAL TRANSIENT IN A TURBULENT FLOW TIME SERIES. In World Congress in Computational Mechanics and ECCOMAS Congress. Oslo, NOR: Scipedia S.L..
MLA:
Xavier, Donnatella, et al. "AUTOMATIC ESTIMATION OF INITIAL TRANSIENT IN A TURBULENT FLOW TIME SERIES." Proceedings of the 8th European Congress on Computational Methods in Applied Sciences and Engineering, ECCOMAS Congress 2022, Oslo, NOR Scipedia S.L., 2022.
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