Methodological examination of UAR-based change detection

摘要

A methodological examination was performed in order to investigate the applicability of the combination of the well-known Univariate Auto Regressive (UAR) model and the classical binary Sequential Probability Ratio Testing (SPRT) method. The signal was recorded by a vibration detector fixed at a white-noise excited fuel rod. During the experiments, the following abnormality (or minor changes) were simulated: loosening of the detector, changes in the underlying system (constraints and the environment), rod impact. The residual time series were generated by an UAR model while the hypothesis testing was performed by a binary SPRT applied for checking the variation of the variance of the residual. Although the results are very promising, few disturbing effects were recognized also, which seem to be unexplained yet, therefore they need more careful application of this familiar combination. (author) 14 refs.; 21 figs.; 3 tabs. (Atomindex citation 26:030323)