Final published version
Research output: Contribution to Journal/Magazine › Journal article › peer-review
Research output: Contribution to Journal/Magazine › Journal article › peer-review
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TY - JOUR
T1 - Bayes linear variance structure learning for inspection of large scale physical systems
AU - Randell, D.
AU - Goldstein, M.
AU - Jonathan, P.
PY - 2014
Y1 - 2014
N2 - Modelling of inspection data for large scale physical systems is critical to assessment of their integrity. We present a general method for inference about system state and associated model variance structure from spatially distributed time series that are typically short, irregular, incomplete and not directly observable. Bayes linear analysis simplifies parameter estimation and avoids often-unrealistic distributional assumptions. Second-order exchangeability judgements facilitate variance learning for sparse inspection time-series. The model is applied to inspection data for minimum wall thickness from corroding pipe-work networks on a full-scale offshore platform, and shown to give materially different forecasts of remnant life compared with an equivalent model neglecting variance learning. © 2013 IMechE.
AB - Modelling of inspection data for large scale physical systems is critical to assessment of their integrity. We present a general method for inference about system state and associated model variance structure from spatially distributed time series that are typically short, irregular, incomplete and not directly observable. Bayes linear analysis simplifies parameter estimation and avoids often-unrealistic distributional assumptions. Second-order exchangeability judgements facilitate variance learning for sparse inspection time-series. The model is applied to inspection data for minimum wall thickness from corroding pipe-work networks on a full-scale offshore platform, and shown to give materially different forecasts of remnant life compared with an equivalent model neglecting variance learning. © 2013 IMechE.
KW - Bayes linear
KW - corrosion
KW - dynamic linear model
KW - exchangeability
KW - Mahalanobis distance
KW - variance learning
KW - Dynamic linear model
KW - Mahalanobis distances
KW - Corrosion
KW - Drilling platforms
KW - Offshore structures
KW - Inspection
U2 - 10.1177/1748006X13492955
DO - 10.1177/1748006X13492955
M3 - Journal article
VL - 228
SP - 3
EP - 18
JO - Proceedings of the Institution of Mechanical Engineers, Part O: Journal of Risk and Reliability
JF - Proceedings of the Institution of Mechanical Engineers, Part O: Journal of Risk and Reliability
SN - 1748-006X
IS - 1
ER -