Fault Diagnosis Of Automobile Engine System Using Cointegration Testing Method

Cointegration test method has become a standard tool in econometrics during the last two decades after its introduction by Granger (1984) and Engle (1987). Two scholar have the honor of acquiring the 2003 years Nobel economics prize because of their outstanding contribution in this realm. Probabillistic methods, mathematical methods and dynamic model sepecialized methods is subtly mixed in cointegration modeling theory and the economy construction model describing unknowable bata geteration process is built, so the economic system inner law can be illustrated more effectively and accurately by time series modelings. The past decade witnessed cointegration theory and its practical application widely researched in economics. However, in engineering area, few academic works can be found to utilize the cointegration testing method for engeering system fault diagnosis.As an initiative research, the main purse of this major is, based on inheriting and digesting the exsisten research findings, to continually seek new strategies of applying the cointegration testing method in engineering area, which shows uncommon features in dealing with non-stationary time series. This paper presents systematically the developing course of cointegration and its related core algorithm. Specific examples are given to demonstrate how the cointegration testing method performs in the condition monitoring and diagnosis of real automobile engine system. In these examples, existing problems are disclosed and analyzed, and corresponding solutions are consequently proposed. The application results indicate that cointegration technology will show much more good performances in engineering area.