Search results for "Moving"
showing 10 items of 182 documents
On the moving multi-loads problem in discontinuous beam structures with interlayer slip
2017
Abstract This contribution proposes an efficient approach to the moving multi-loads problem on two-layer beams with interlayer slip and elastic translational supports. The Euler-Bernoulli hypothesis is assumed to hold for each layer separately, and a linear constitutive relation between the horizontal slip and the interlaminar shear force is considered. It is shown that, using the theory of generalized functions to treat the discontinuous response variables, exact eigenfunctions can be derived from a characteristic equation built as determinant of a 6 x 6 matrix. Building pertinent orthogonality conditions for the deflection eigenfunctions, a closed-form analytical response is established i…
Multi-year drought frequency analysis at multiple sites by operational hydrology - A comparison of methods
2006
Abstract This paper compares two generators of yearly water availabilities from sources located at multiple sites with regard to their ability to reproduce the characteristics of historical critical periods and to provide reliable results in terms of the return period of critical sequences of different length. The two models are a novel multi-site Markov mixture model explicitly accounting for drought occurrences and a multivariate ARMA. In the case of the multisite Markov mixture model parameter estimation is limited to a search in the parameter space guided by the value of parameter λ to show the sensitivity of the model to this parameter. Application to two of the longest time series of …
Moving Averages for Market Timing
2016
This paper begins by presenting the moving average methodology of detecting the direction of a trend and identifying turning points in the trend in real time. The paper then proceeds to introduce the general weighted moving average, derives some of its key properties, and discusses how to quantitatively assess the two important characteristics of a moving average: the average lag time and the smoothness. Finally the paper aims to give an overview of some specific types of moving averages used in market timing. These types include regular moving averages, moving averages of moving averages, and mixed moving averages with less lag time. Different types of moving averages are compared to each …
Types of Moving Averages
2017
This chapter presents a detailed review of all ordinary types of moving averages, as well as some exotic types of moving averages. These exotic moving averages include moving averages of moving averages and mixed moving averages with less average lag time. For the majority of moving averages, this chapter computes the closed-form solutions for the average lag time and smoothness. This chapter also demonstrates that the average lag time of a moving average can easily be manipulated; therefore the notion of the average lag time has very little to do with the delay time in the identification of turning points in a price trend.
Tests for time reversibility: a complementarity analysis
2003
Abstract Since time reversibility (TR) is a necessary condition for an independent and identically distributed (iid) sequence, several tests for TR have been suggested to be applied as tests for model misspecification. In this paper, we analyze possible complementarities among two well known TR tests (Ramsey and Rothman's test, and Chen et al.'s test) in two situations: (1) the fitted model is a linear ARMA model when the true data generating process is a nonlinear-in-mean model (either threshold autoregressive or bilinear), and (2) the fitted model is a symmetric GARCH model but the true process belongs to the asymmetric GARCH family (either EGARCH or GJR). The results suggest that there a…
The origin of in-plane stresses in axially moving orthotropic continua
2016
In this paper, we address the problem of the origin of in-plane stresses in continuous, two-dimensional high-speed webs. In the case of thin, slender webs, a typical modeling approach is the application of a stationary in-plane model, without considering the effects of the in-plane velocity field. However, for high-speed webs this approach is insufficient, because it neglects the coupling between the total material velocity and the deformation experienced by the material. By using a mixed Lagrange–Euler approach in model derivation, the solid continuum problem can be transformed into a solid continuum flow problem. Mass conservation in the flow problem, and the behaviour of free edges in th…
Contribution to the study of spray formation
2012
The work of this thesis aims to provide and validate tools useful to study and understand the phenomena involved in the injection of fuel, mainly focused on intra-flow injector. These tools are numeric and simulate the formation of a spray. A first part focuses on zero-dimensional modelling. Models which predict these following characteristics of spray like the spray angle, the spray penetration or the liquid length are compared with experimental data. The conclusions are that zero-dimensional modelling provides good results very quickly in some cases. Although, a better understanding of the influence of cavitation on the spray, which requires an understanding of the intra-flow injector, co…
Moving multi-loads problem in layered cracked beams with interlayer slip
2017
This contribution concerns the vibration response of layered cracked uniform beams with interlayer slip under moving multiple loads. Considering a linear constitutive relation between the horizontal slip and the interlaminar shear force, the Euler-Bernoulli hypothesis is assumed to hold for each layer separately. Modeling cracks as internal elastic rotational joints, related discontinuities of the response variables are treated by the theory of generalized functions. In this manner, exact eigenfunctions are derived from a characteristic equation built as determinant of 6x6 matrix, for any number of cracks. Building pertinent orthogonality conditions for the deflection eigenfunctions, the re…
A comparison between three meta-modeling optimization approaches to design a tube hydroforming process
2012
On-line assessment of comprehension processes
2009
In this paper we describe a new version of a former paper-and-pencil standardized comprehension test called Test of Comprehension Processes (Vidal-Abarca, Gilabert, Martínez, & Sellés, 2007). The new version has been adapted to a computer-based environment based on the moving window technique. It can be used to assess comprehension strategies of students from fifth to tenth grades (11 to 16 years old). Comprehension strategies are registered on-line using reading times and visits to relevant sections of the text during the question-answering process. Data show that the computerbased version draws similar results to those provided by the paper-and-pencil version. In addition, we identify the…