A regime-switching cointegration approach for removing environmental and operational variations in structural health monitoring

•A regime-switching cointegration approach for SHM.•Remove environmental and operational variations.•The bilinear behaviour of structures can be well modelled.•The benchmark study of the Z24 Bridge is applied. Cointegration is now extensively used to model the long term common trends among economic variables in the field of econometrics. Recently, cointegration has been successfully implemented in the context of structural health monitoring (SHM), where it has been used to remove the confounding influences of environmental and operational variations (EOVs) that can often mask the signature of structural damage. However, restrained by its linear nature, the conventional cointegration approach has limited power in modelling systems where measurands are nonlinearly related; this occurs, for example, in the benchmark study of the Z24 Bridge, where nonlinear relationships between natural frequencies were induced during a period of very cold temperatures. To allow the removal of EOVs from SHM data with nonlinear relationships like this, this paper extends the well-established cointegration method to a nonlinear context, which is to allow a breakpoint in the cointegrating vector. In a novel approach, the augmented Dickey-Fuller (ADF) statistic is used to find which position is most appropriate for inserting a breakpoint, the Johansen procedure is then utilised for the estimation of cointegrating vectors. The proposed approach is examined with a simulated case and real SHM data from the Z24 Bridge, demonstrating that the EOVs can be neatly eliminated.