IJPAM: Volume 82, No. 1 (2013)

HARMONIC ANALYSIS AND COINTEGRATION OF
DIAGNOSTIC PARAMETER TIME SERIES OF MOTORS

Jean-François Emmenegger$^1$, Elena Pervukhina$^2$, Victoria Golikova$^3$
$^1$Department of Quantitative Economics
University of Fribourg
SWITZERLAND
$^{2,3}$Sevastopol National Technical University
Universitetskaya Str., 33, 99053, Sevastopol, UKRAINE


Abstract. This study deals with time series of two parameters of carburetor internal combustion engines measured during industrial testing. The parameters are the developed power and the fuel consumption rate per time unit. The measurements are realised for both parameters at constant time interval of 0.4 seconds for the same period. First, for the time series evolving similarly over the period, a functional relation between the series is investigated through cointegration analysis, following the methodology of Johansen. Second, as the data show strong periodicity, an appropriated harmonic analysis is performed.

Received: December 7, 2012

AMS Subject Classification:

Key Words and Phrases: 62M15, 62M10, 62P30, 91B84

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Source: International Journal of Pure and Applied Mathematics
ISSN printed version: 1311-8080
ISSN on-line version: 1314-3395
Year: 2013
Volume: 82
Issue: 1