Search results for: generalized linear mixed model (GLMM)

Authors: Leonardo Herrera, Shield B. Lin, Stephen J. Montgomery-Smith, Ziraguen O. Williams

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Three control algorithms: Proportional-Integral-Derivative, Linear-Quadratic-Gaussian, and Linear-Quadratic-Gaussian with the shift, were applied to the computer simulation of a one-directional dynamic model of a Stewart Platform. The goal was to compare the dynamic system responses under the three control algorithms and to minimize the impact energy when simulating spacecraft docking operations. Equations were derived for the control algorithms and the input and output of the feedback control system. Using MATLAB, Simulink diagrams were created to represent the three control schemes. A switch selector was used for the convenience of changing among different controllers. The simulation demonstrated the controller using the algorithm of Linear-Quadratic-Gaussian with the shift resulting in the lowest impact energy.

Keywords: controller, Stewart platform, docking operation, spacecraft

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Authors: K. Khlifi, A. Haddouk, M. Hlaili, H. Mechergui

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The present paper provides a detailed analysis of prior methods and approaches for non-linear load identification in residential buildings. The main goal of this analysis is to decipher the distorted signals and to estimate the harmonics influence on power systems. We have performed an analytical study of non-linear loads behavior in the residential environment. Simulations have been performed in order to evaluate the distorted rate of the current and follow his behavior. To complete this work, an instrumental platform has been realized to carry out practical tests on single-phase non-linear loads which illustrate the current consumption of some domestic appliances supplied with single-phase sinusoidal voltage. These non-linear loads have been processed and tracked in order to limit their influence on the power grid and to reduce the Joule effect losses. As a result, the study has allowed to identify responsible circuits of harmonic pollution.

Keywords: distortion rate, harmonic analysis, harmonic pollution, non-linear load, power factor

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Authors: Boutahar Lhoucine, El Bikri Khalid, Benamar Rhali

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In this paper, the non-linear free axisymmetric vibration of a thin annular plate made of functionally graded material (FGM) has been studied by using the energy method and a multimode approach. FGM properties vary continuously as well as non-homogeneity through the thickness direction of the plate. The theoretical model is based on the classical plate theory and the Von Kármán geometrical non-linearity assumptions. An approximation has been adopted in the present work consisting of neglecting the in-plane deformation in the formulation. Hamilton’s principle is used to derive the governing equation of motion. The problem is solved by a numerical iterative procedure in order to obtain more accurate results for vibration amplitudes up to 1.5 times the plate thickness. The numerical results are given for the first axisymmetric non-linear mode shape for a wide range of vibration amplitudes and they are presented either in tabular form or in graphical form to show the effect that the vibration amplitude and the variation in material properties have significant effects on the frequencies and the bending stresses in large amplitude vibration of the functionally graded annular plate.

Keywords: non-linear vibrations, annular plates, large amplitudes, functionally graded material

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Authors: N. F. Jamaluddin, N. A. H. Aizam

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This paper explains the educational timetabling problem, a type of scheduling problem that is considered as one of the most challenging problem in optimization and operational research. The university examination timetabling problem (UETP), which involves assigning a set number of exams into a set number of timeslots whilst fulfilling all required conditions, has been widely investigated. The limitation of available timeslots and resources with the increasing number of examinations are the main reasons in the difficulty of solving this problem. Dynamical change in the examination scheduling system adds up the complication particularly in coping up with the demand and new requirements by the communities. Our objective is to investigate these demands and requirements with subjects taken from Universiti Malaysia Terengganu (UMT), through questionnaires. Integer linear programming model which reflects the preferences obtained to produce an effective examination timetabling was formed.

Keywords: demands, educational timetabling, integer linear programming, scheduling, university examination timetabling problem (UETP)

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Authors: Kanate Pantusavase, Jaramporn Hassamontr

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This research aims to develop an algorithm to generate a schedule of multiple cranes that will maximize load throughputs in anodizing operation. The algorithm proposed utilizes an enumerative strategy to search for constant time between successive loads and crane covering range over baths. The computer program developed is able to generate a near-optimal crane schedule within reasonable times, i.e. within 10 minutes. Its results are compared with existing solutions from an aluminum extrusion industry. The program can be used to generate crane schedules for mixed products, thus allowing mixed-model line balancing to improve overall cycle times.

Keywords: crane scheduling, anodizing operations, cycle time minimization

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Authors: Maamar Yahiaoui, Abdelrrahmene Kechich, Ismail Elkhallile Bousserhene

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This article presents a study in simulation by means of MATLAB/Simulink software of the nonlinear control in positioning of a linear synchronous machine with the esteemed force of load, to have effective control in the estimator in all tests the wished trajectory follows and the disturbance of load start. The results of simulation prove clearly that the control proposed can detect the reference of positioning the value estimates of load force equal to the actual value.

Keywords: mathematical model, Matlab, PMLSM, control, linearization, estimator, force, load, current

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Authors: Alfred Chen, Cheng Chieh Hsu, Yu-Pin Ma, Meng-Jie Lin, Fu Pai Chiu, Yi-Yan Sie

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This study is attempted to construct a human-computer interactive platform system that has mainly consisted of an augmented hardware system, a software system, a display table, and mixed media. This system has provided with human-computer interaction services through an interactive platform for the tourism industry. A well designed interactive platform, integrating of augmented reality and mixed media, has potential to enhance museum display quality and diversity. Besides, it will create a comprehensive and creative display mode for most museums and historical heritages. Therefore, it is essential to let public understand what the platform is, how it functions, and most importantly how one builds an interactive augmented platform. Hence the authors try to elaborate the construction process of the platform in detail. Thus, there are three issues to be considered, i.e.1) the theory and application of augmented reality, 2) the hardware and software applied, and 3) the mixed media presented. In order to describe how the platform works, Courtesy Door of Tainan Confucius Temple has been selected as case study in this study. As a result, a developed interactive platform has been presented by showing the physical entity object, along with virtual mixing media such as text, images, animation, and video. This platform will result in providing diversified and effective information that will be delivered to the users.

Keywords: human-computer interaction, mixed reality, mixed media, tourism

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Authors: David A. Swanson, Lucky M. Tedrow

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Taylor’s Law is a widely observed empirical pattern that relates variances to means in sets of non-negative measurements via an approximate power function, which has found application to human mortality. This study adds to this research by showing that Taylor’s Law leads to a model that reasonably describes the relationship between life expectancy at birth (e0, which also is equal to mean age at death in a life table) and variance at age of death in seven World Bank regional life tables measured at two points in time, 1970 and 2000. Using as a benchmark a non-random sample of four Japanese female life tables covering the period from 1950 to 2004, the study finds that the simple linear model provides reasonably accurate estimates of variance in age at death in a life table from e0, where the latter range from 60.9 to 85.59 years. Employing 2017 life tables from the Human Mortality Database, the simple linear model is used to provide estimates of variance at age in death for six countries, three of which have high e0 values and three of which have lower e0 values. The paper provides a substantive interpretation of Taylor’s Law relative to e0 and concludes by arguing that reasonably accurate estimates of variance in age at death in a period life table can be calculated using this approach, which also can be used where e0 itself is estimated rather than generated through the construction of a life table, a useful feature of the model.

Keywords: empirical pattern, mean age at death in a life table, mean age of a stationary population, stationary population

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Authors: Ali Noorzad, Ehsan Badakhshan, Shima Zameni

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The present paper is focused on a generalized failure criterion for geomaterials with cross-anisotropy. The cyclic behavior of granular material primarily depends on the nature and arrangement of constituent particles, particle size, and shape that affect fabric anisotropy. To account for the influence of loading directions on strength variations, an anisotropic variable in terms of the invariants of the stress tensor and fabric into the failure criterion is proposed. In an extension to original CANAsand constitutive model two concepts namely critical state and compact state play paramount roles as all of the moduli and coefficients are related to these states. The applicability of the present model is evaluated through comparisons between the predicted and the measured results. All simulations have demonstrated that the proposed constitutive model is capable of modeling the cyclic behavior of sand with inherent anisotropy.

Keywords: fabric, cohesionless media, cyclic loading, critical state, compact state, CANAsand constitutive model

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Authors: G. Patricia Abdel Rahim, Jairo Arbey Rodriguez M, María Guadalupe Moreno Armenta

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The present study shows the structural, electronic and magnetic properties of magnesium (Mg) and bismuth (Bi) in a supercell (1X1X5). For both materials were studied in five crystalline structures: rock salt (NaCl), cesium chloride (CsCl), zinc-blende (ZB), wurtzite (WZ), and nickel arsenide (NiAs), using the Density Functional Theory (DFT), the Generalized Gradient Approximation (GGA), and the Full Potential Linear Augmented Plane Wave (FP-LAPW) method. By means of fitting the Murnaghan's state equation we determine the lattice constant, the bulk modulus and it's derived with the pressure. Also we calculated the density of states (DOS) and the band structure.

Keywords: bismuth, magnesium, pseudo-potential, supercell

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Authors: Navab Karimi, Tohid Alizadeh

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An intelligent vision-based system was designed to measure the quality and purity of raisins. A machine vision setup was utilized to capture the images of bulk raisins in ranges of 5-50% mixed pure-impure berries. The textural features of bulk raisins were extracted using Grey-level Histograms, Co-occurrence Matrix, and Local Binary Pattern (a total of 108 features). Genetic Algorithm and neural network regression were used for selecting and ranking the best features (21 features). As a result, the GLCM features set was found to have the highest accuracy (92.4%) among the other sets. Followingly, multiple feature combinations of the previous stage were fed into the second regression (linear regression) to increase accuracy, wherein a combination of 16 features was found to be the optimum. Finally, a Support Vector Machine (SVM) classifier was used to differentiate the mixtures, producing the best efficiency and accuracy of 96.2% and 97.35%, respectively.

Keywords: sun-dried organic raisin, genetic algorithm, feature extraction, ann regression, linear regression, support vector machine, south azerbaijan.

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Authors: Luis Amador Jimenez, Md. Shohel Amin

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Pavement performance models are based on projections of observed traffic loads, which makes uncertain to study funding strategies in the long run if history does not repeat. Neural networks can be used to estimate deterioration rates but the learning rate and momentum have not been properly investigated, in addition, economic evolvement could change traffic flows. This study addresses both issues through a case study for roads of Montreal that simulates traffic for a period of 50 years and deals with the measurement error of the pavement deterioration model. Travel demand models are applied to simulate annual average daily traffic (AADT) every 5 years. Accumulated equivalent single axle loads (ESALs) are calculated from the predicted AADT and locally observed truck distributions combined with truck factors. A back propagation Neural Network (BPN) method with a Generalized Delta Rule (GDR) learning algorithm is applied to estimate pavement deterioration models capable of overcoming measurement errors. Linear programming of lifecycle optimization is applied to identify M&R strategies that ensure good pavement condition while minimizing the budget. It was found that CAD 150 million is the minimum annual budget to good condition for arterial and local roads in Montreal. Montreal drivers prefer the use of public transportation for work and education purposes. Vehicle traffic is expected to double within 50 years, ESALS are expected to double the number of ESALs every 15 years. Roads in the island of Montreal need to undergo a stabilization period for about 25 years, a steady state seems to be reached after.

Keywords: pavement management system, traffic simulation, backpropagation neural network, performance modeling, measurement errors, linear programming, lifecycle optimization

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Authors: Fuchun Li, Hong Xiao

Abstract:

We propose a new early warning model for predicting financial stress events for a given future time. In this model, we examine whether credit conditions play an important role as a nonlinear propagator of shocks when predicting the likelihood of occurrence of financial stress events for a given future time. This propagation takes the form of a threshold regression in which a regime change occurs if credit conditions cross a critical threshold. Given the new early warning model for financial stress events, we evaluate the performance of this model and currently available alternatives, such as the model from signal extraction approach, and linear regression model. In-sample forecasting results indicate that the three types of models are useful tools for predicting financial stress events while none of them outperforms others across all criteria considered. The out-of-sample forecasting results suggest that the credit-regime switching model performs better than the two others across all criteria and all forecasting horizons considered.

Keywords: cut-off probability, early warning model, financial crisis, financial stress, regime-switching model, forecasting horizons

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Authors: Kun Huang

Abstract:

This paper investigates whether the combination of local and stochastic volatility models can be calibrated exactly to any arbitrage-free implied volatility surface of European option. The risk neutral Brownian Bridge density is applied for calibration of the leverage function of our Hybrid model. Furthermore, the tails of marginal risk neutral density are generated by Generalized Extreme Value distribution in order to capture the properties of asset returns. The local volatility is generated from the arbitrage-free implied volatility surface using stochastic volatility inspired parameterization.

Keywords: arbitrage free implied volatility, calibration, extreme value distribution, hybrid model, local volatility, risk-neutral density, stochastic volatility

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Authors: Yanisa Chaiya, Jintana Sanwong

Abstract:

Let V be a vector space over a field and W a subspace of V. Let Fix(V,W) denote the set of all linear transformations on V with fix all elements in W. In this paper, we show that Fix(V,W) is a semigroup under the composition of maps and describe Green’s relations on this semigroup in terms of images, kernels and the dimensions of subspaces of the quotient space V/W where V/W = {v+W : v is an element in V} with v+W = {v+w : w is an element in W}. Let dim(U) denote the dimension of a vector space U and Vα = {vα : v is an element in V} where vα is an image of v under a linear transformation α. For any cardinal number a let a'= min{b : b > a}. We also show that the ideals of Fix(V,W) are precisely the sets. Fix(r) ={α ∊ Fix(V,W) : dim(Vα/W) < r} where 1 ≤ r ≤ a' and a = dim(V/W). Moreover, we prove that if V is a finite-dimensional vector space, then every ideal of Fix(V,W) is principle.

Keywords: Green’s relations, ideals, linear transformation semi-groups, principle ideals

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Authors: Vikram Saini, Lillie Dewan

Abstract:

This paper presents the iterative schemes based on Least square, Hierarchical Least Square and Stochastic Approximation Gradient method for the Identification of Wiener model with parametric structure. A gradient method is presented for the parameter estimation of wiener model with noise conditions based on the stochastic approximation. Simulation results are presented for the Wiener model structure with different static non-linear elements in the presence of colored noise to show the comparative analysis of the iterative methods. The stochastic gradient method shows improvement in the estimation performance and provides fast convergence of the parameters estimates.

Keywords: hard non-linearity, least square, parameter estimation, stochastic approximation gradient, Wiener model

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Authors: Glenda Marie D. Balitaan

Abstract:

The branch of business management that deals with inventory planning and control is known as inventory management. It comprises keeping track of supply levels and forecasting demand, as well as scheduling when and how to plan. Keeping excess inventory results in a loss of money, takes up physical space, and raises the risk of damage, spoilage, and loss. On the other hand, too little inventory frequently causes operations to be disrupted and raises the possibility of low customer satisfaction, both of which can be detrimental to a company's reputation. The United Victorious Feed mill Corporation's present inventory management practices were assessed in terms of inventory level, warehouse allocation, ordering frequency, shelf life, and production requirement. To help the company achieve their optimal level of inventory, a mathematical model was created using Integer Linear Programming. Due to the season, the goal function was to reduce the cost of purchasing US Soya and Yellow Corn. Warehouse space, annual production requirements, and shelf life were all considered. To ensure that the user only uses one application to record all relevant information, like production output and delivery, the researcher built a Visual Basic system. Additionally, the technology allows management to change the model's parameters.

Keywords: inventory management, integer linear programming, inventory management system, feed mill

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Authors: Lotfi O. Gargab, Ruichong R. Zhang

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A wave-based framework is presented for modeling seismic motion in multistory buildings and using measured response for system identification which can be utilized to extract important information regarding structure integrity. With one pair of building response at two locations, a generalized model response is formulated based on wave propagation features and expressed as frequency and time response functions denoted, respectively, as GFRF and GIRF. In particular, GIRF is fundamental in tracking arrival times of impulsive wave motion initiated at response level which is dependent on local model properties. Matching model and measured-structure responses can help in identifying model parameters and infer building properties. To show the effectiveness of this approach, the Millikan Library in Pasadena, California is identified with recordings of the Yorba Linda earthquake of September 3, 2002.

Keywords: system identification, continuous-discrete mass modeling, damage detection, post-earthquake

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Authors: H. Hosseini, B. V. Berdyshev, I. Iskopintsev

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This paper presents a rheological model for producing shape-memory thermoplastic polymers. Shape-memory occurs as a result of internal rearrangement of the structural elements of a polymer. A non-linear viscoelastic model was developed that allows qualitative and quantitative prediction of the stress-strain behavior of shape-memory polymers during heating. This research was done to develop a technique to determine the maximum possible change in size of heat-shrinkable products during heating. The rheological model used in this work was particularly suitable for defining process parameters and constructive parameters of the processing equipment.

Keywords: elastic deformation, heating, shape-memory polymers, stress-strain behavior, viscoelastic model

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Authors: Mahacine Amrani

Abstract:

This paper aims at reviewing some Moroccan industrial applications of wavelet especially in the dynamic identification of a process model using Haar wavelet mother response. Two recent Moroccan study cases are described using dynamic data originated by a distillation column and an industrial polyethylene process plant. The purpose of the wavelet scheme is to build on-line dynamic models. In both case studies, a comparison is carried out between the Haar wavelet mother response model and a linear difference equation model. Finally it concludes, on the base of the comparison of the process performances and the best responses, which may be useful to create an estimated on-line internal model control and its application towards model-predictive controllers (MPC). All calculations were implemented using AutoSignal Software.

Keywords: process performance, model, wavelets, Haar, Moroccan

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Authors: Saeed Otarod

Abstract:

In a different simple and straight forward analysis a closed-form integral solution is found for nonhomogeneous second order linear ordinary differential equations, in terms of a particular solution of their corresponding homogeneous part. To find the particular solution of the homogeneous part, the equation is transformed into a simple Riccati equation from which the general solution of non-homogeneouecond order differential equation, in the form of a closed integral equation is inferred. The method works well in manyimportant cases, such as Schrödinger equation for hydrogen-like atoms. A non-homogenous second order linear differential equation has been solved as an extra example

Keywords: explicit, linear, differential, closed form

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Authors: Nureni O. Adeboye, Dawud A. Agunbiade

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This research attempts to investigate the effects of heteroscedasticity and periodicity in a Panel Data Regression Model (PDRM) by extending previous works on balanced panel data estimation within the context of fitting PDRM for Banks audit fee. The estimation of such model was achieved through the derivation of Joint Lagrange Multiplier (LM) test for homoscedasticity and zero-serial correlation, a conditional LM test for zero serial correlation given heteroscedasticity of varying degrees as well as conditional LM test for homoscedasticity given first order positive serial correlation via a two-way error component model. Monte Carlo simulations were carried out for 81 different variations, of which its design assumed a uniform distribution under a linear heteroscedasticity function. Each of the variation was iterated 1000 times and the assessment of the three estimators considered are based on Variance, Absolute bias (ABIAS), Mean square error (MSE) and the Root Mean Square (RMSE) of parameters estimates. Eighteen different models at different specified conditions were fitted, and the best-fitted model is that of within estimator when heteroscedasticity is severe at either zero or positive serial correlation value. LM test results showed that the tests have good size and power as all the three tests are significant at 5% for the specified linear form of heteroscedasticity function which established the facts that Banks operations are severely heteroscedastic in nature with little or no periodicity effects.

Keywords: audit fee lagrange multiplier test, heteroscedasticity, lagrange multiplier test, Monte-Carlo scheme, periodicity

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Authors: C. Q. Geng, Y. K. Hsiao

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We study direct CP-violating asymmetries (CPAs) in the baryonic B decays of B- -> p\bar{p}M and Λb decays of Λb ®pM andΛb -> J/ΨpM with M=π-, K-,ρ-,K*- based on the generalized factorization method in the standard model (SM). In particular, we show that the CPAs in the vector modes of B-®p\bar{p}K* and Λb -> p K*- can be as large as 20%. We also discuss the simplest purely baryonic decays of Λb-> p\bar{p}n, p\bar{p}Λ, Λ\bar{p}Λ, and Λ\bar{Λ}Λ. We point out that some of CPAs are promising to be measured by the current as well as future B facilities.

Keywords: CP violation, B decays, baryonic decays, Λb decays

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Authors: Siham G. Farag

Abstract:

The main objective of this paper is to provide a new methodology for road safety assessment in Oman through the development of suitable accident prediction models. GLM technique with Poisson or NBR using SAS package was carried out to develop these models. The paper utilized the accidents data of 31 un-signalized T-intersections during three years. Five goodness-of-fit measures were used to assess the overall quality of the developed models. Two types of models were developed separately; the flow-based models including only traffic exposure functions, and the full models containing both exposure functions and other significant geometry and traffic variables. The results show that, traffic exposure functions produced much better fit to the accident data. The most effective geometric variables were major-road mean speed, minor-road 85th percentile speed, major-road lane width, distance to the nearest junction, and right-turn curb radius. The developed models can be used for intersection treatment or upgrading and specify the appropriate design parameters of T- intersections. Finally, the models presented in this thesis reflect the intersection conditions in Oman and could represent the typical conditions in several countries in the middle east area, especially gulf countries.

Keywords: accidents prediction models (APMs), generalized linear model (GLM), T-intersections, Oman

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Authors: Asha Gupta, Ramandeep Kaur

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The purpose of this paper is to study a class of closed sets, called generalized pre-closed sets with respect to an ideal (briefly Igp-closed sets), which is an extension of generalized pre-closed sets in general topology. Then, by using these sets, the concepts of Igp- compact spaces along with some classes of maps like continuous and closed maps via ideals have been introduced and analogues of some known results for compact spaces, continuous maps and closed maps in general topology have been obtained.

Keywords: ideal, gp-closed sets, gp-closed maps, gp-continuous maps

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Authors: Merrimi El Bekkaye, El Bikri Khalid, Benamar Rhali

Abstract:

In the present paper, the problem of geometrically non-linear free vibration of symmetrically and asymmetrically laminated composite beams (LCB) resting on nonlinear Pasternak elastic Foundation with immovable ends is studied. A homogenization procedure has been performed to reduce the problem under consideration to that of the isotropic homogeneous beams with effective bending stiffness and axial stiffness parameters. This simple formulation is developed using the governing axial equation of the beam in which the axial inertia and damping are ignored. The theoretical model is based on Hamilton’s principle and spectral analysis. Iterative form solutions are presented to calculate the fundamental nonlinear frequency parameters which are found to be in a good agreement with the published results. On the other hand, the influence of the foundation parameters on the nonlinear frequency to the linear frequency ratio of the LCB has been studied. The non-dimensional curvatures associated to the fundamental mode are also given in the case of clamped-clamped symmetrically and asymmetrically laminated composite beams.

Keywords: large vibration amplitudes, laminated composite beam, Pasternak foundation, composite beams

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Authors: Ion Smeureanu, Adriana Reveiu, Marian Dardala, Titus Felix Furtuna, Roman Kanala

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This paper proposes a linear model for optimizing domestic energy consumption, in Romania. Both techno-economic and consumer behavior approaches have been considered, in order to develop the model. The proposed model aims to reduce the energy consumption, in households, by assembling in a unitary model, aspects concerning: residential lighting, space heating, hot water, and combined space heating – hot water, space cooling, and passenger transport. This paper focuses on space heating domestic energy consumption model, and quantify not only technical-economic issues, but also consumer behavior impact, related to people decision to envelope and insulate buildings, in order to minimize energy consumption.

Keywords: consumer behavior, open source energy modeling system (OSeMOSYS), MARKAL/TIMES Romanian energy model, virtual technologies

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Authors: Martin Cermak, Stanislav Sysala

Abstract:

In this paper we present the efficient parallel implementation of elastoplastic problems based on the TFETI (Total Finite Element Tearing and Interconnecting) domain decomposition method. This approach allow us to use parallel solution and compute this nonlinear problem on the supercomputers and decrease the solution time and compute problems with millions of DOFs. In our approach we consider an associated elastoplastic model with the von Mises plastic criterion and the combination of linear isotropic-kinematic hardening law. This model is discretized by the implicit Euler method in time and by the finite element method in space. We consider the system of nonlinear equations with a strongly semismooth and strongly monotone operator. The semismooth Newton method is applied to solve this nonlinear system. Corresponding linearized problems arising in the Newton iterations are solved in parallel by the above mentioned TFETI. The implementation of this problem is realized in our in-house MatSol packages developed in MATLAB.

Keywords: isotropic-kinematic hardening, TFETI, domain decomposition, parallel solution

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Authors: Badreddine Chemali, Boualem Tiliouine

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This article presents the main results of a numerical investigation on the uncertainty of dynamic response of structures with statistically correlated random damping Gamma distributed. A computational method based on a Linear Statistical Model (LSM) is implemented to predict second order statistics for the response of a typical industrial building structure. The significance of random damping with correlated parameters and its implications on the sensitivity of structural peak response in the neighborhood of a resonant frequency are discussed in light of considerable ranges of damping uncertainties and correlation coefficients. The results are compared to those generated using Monte Carlo simulation techniques. The numerical results obtained show the importance of damping uncertainty and statistical correlation of damping coefficients when obtaining accurate probabilistic estimates of dynamic response of structures. Furthermore, the effectiveness of the LSM model to efficiently predict uncertainty propagation for structural dynamic problems with correlated damping parameters is demonstrated.

Keywords: correlated random damping, linear statistical model, Monte Carlo simulation, uncertainty of dynamic response

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Authors: Ayman Baklizi

Abstract:

Based on type II censored data, we consider interval estimation of the quantiles of the two-parameter exponential distribution and the difference between the quantiles of two independent two-parameter exponential distributions. We derive asymptotic intervals, Bayesian, as well as intervals based on the generalized pivot variable. We also include some bootstrap intervals in our comparisons. The performance of these intervals is investigated in terms of their coverage probabilities and expected lengths.

Keywords: asymptotic intervals, Bayes intervals, bootstrap, generalized pivot variables, two-parameter exponential distribution, quantiles

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