Search results for: diagonal BEKK model

Authors: Shu-Han Hsu, Jiho Yoon, Chwen Sheu

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With the rapidly growing of blockchain technology and cryptocurrency, various industries which include tourism has added in cryptocurrency as the payment method of their transaction. More and more tourism companies accept payments in digital currency for flights, hotel reservations, transportation, and more. For travellers and tourists, using cryptocurrency as a payment method has become a way to circumvent costs and prevent risks. Understanding volatility dynamics and interdependencies between standard currency and cryptocurrency is important for appropriate financial risk management to assist policy-makers and investors in marking more informed decisions. The purpose of this paper has been to understand and explain the risk spillover effects between six major cryptocurrencies and the top ten most traded standard currencies. Using data for the daily closing price of cryptocurrencies and currency exchange rates from 7 August 2015 to 10 December 2019, with 1,133 observations. The diagonal BEKK model was used to analyze the co-volatility spillover effects between cryptocurrency returns and exchange rate returns, which are measures of how the shocks to returns in different assets affect each other’s subsequent volatility. The empirical results show there are co-volatility spillover effects between the cryptocurrency returns and GBP/USD, CNY/USD and MXN/USD exchange rate returns. Therefore, currencies (British Pound, Chinese Yuan and Mexican Peso) and cryptocurrencies (Bitcoin, Ethereum, Ripple, Tether, Litecoin and Stellar) are suitable for constructing a financial portfolio from an optimal risk management perspective and also for dynamic hedging purposes.

Keywords: blockchain, co-volatility effects, cryptocurrencies, diagonal BEKK model, exchange rates, risk spillovers

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Authors: Usoro Anthony E., Udoh Emediong

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Diagonal Vector Autoregressive Models are special classes of the general vector autoregressive models identified under certain conditions, where parameters are restricted to the diagonal elements in the coefficient matrices. Variance, autocovariance, and autocorrelation properties of the upper and lower diagonal VAR models are derived. The new set of VAR models is verified with empirical data and is found to perform favourably with the general VAR models. The advantage of the diagonal models over the existing models is that the new models are parsimonious, given the reduction in the interactive coefficients of the general VAR models.

Keywords: VAR models, diagonal VAR models, variance, autocovariance, autocorrelations

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Authors: J. Y. Lee, H. S. Lim, S. H. Yoon

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This paper presents an analysis of the diagonal crack widths of RC members with various types of materials by simulating a compatibility-aided truss model. The analytical results indicated that the diagonal crack width was influenced by not only the shear reinforcement ratio but also the yield strength of shear reinforcement and the compressive strength of concrete. The yield strength of shear reinforcement and the compressive strength of concrete decreased the diagonal shear crack width of RC members for the same shear force because of the change of shear failure modes. However, regarding the maximum shear crack width at shear failure, the shear crack width of the beam with high strength materials was greater than that of the beam with normal strength materials.

Keywords: diagonal crack width, high strength stirrups, high strength concrete, RC members, shear behavior

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Authors: Algia Hammami, Abdelfatteh Bouri

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In this work, our objective is to study the transmission of volatility between oil and stock markets in developed (USA, Germany, Italy, France and Japan) and emerging countries (Tunisia, Thailand, Brazil, Argentina, and Jordan) for the period 1998-2015. Our methodology consists of analyzing the monthly data by the GARCH-BEKK model to capture the effect in terms of volatility in the variation of the oil price on the different stock market. The empirical results in the emerging countries indicate that the relationships are unidirectional from the stock market to the oil market. For the developed countries, we find that the transmission of volatility is unidirectional from the oil market to stock market. For the USA and Italy, we find no transmission between the two markets. The transmission is bi-directional only in Thailand. Following our estimates, we also noticed that the emerging countries influence almost the same extent as the developed countries, while at the transmission of volatility there a bid difference. The GARCH-BEKK model is more effective than the others versions to minimize the risk of an oil-stock portfolio.

Keywords: GARCH, oil prices, stock market, volatility transmission

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Authors: Qiuyu Dai, Haochong Zhang, Xiangrong Liu

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Diagonal sparse matrix-vector multiplication is a well-studied topic in the fields of scientific computing and big data processing. However, when diagonal sparse matrices are stored in DIA format, there can be a significant number of padded zero elements and scattered points, which can lead to a degradation in the performance of the current DIA kernel. This can also lead to excessive consumption of computational and memory resources. In order to address these issues, the authors propose the DIA-Adaptive scheme and its kernel, which leverages the parallel instruction sets on MLU. The researchers analyze the effect of allocating a varying number of threads, clusters, and hardware architectures on the performance of SpMV using different formats. The experimental results indicate that the proposed DIA-Adaptive scheme performs well and offers excellent parallelism.

Keywords: adaptive method, DIA, diagonal sparse matrices, MLU, sparse matrix-vector multiplication

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Authors: Xiaobao Han, Huacong Li, Jia Li

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For dynamic decoupling of linear parameter varying system, a robust dominance pre-compensator design method is given. The parameterized pre-compensator design problem is converted into optimal problem constrained with parameterized linear matrix inequalities (PLMI); To solve this problem, firstly, this optimization problem is equivalently transformed into a new form with elimination of coupling relationship between parameterized Lyapunov function (PLF) and pre-compensator. Then the problem was reduced to a normal convex optimization problem with normal linear matrix inequalities (LMI) constraints on a newly constructed convex polyhedron. Moreover, a parameter scheduling pre-compensator was achieved, which satisfies robust performance and decoupling performances. Finally, the feasibility and validity of the robust diagonal dominance pre-compensator design method are verified by the numerical simulation of a turbofan engine PLPV model.

Keywords: linear parameter varying (LPV), parameterized Lyapunov function (PLF), linear matrix inequalities (LMI), diagonal dominance pre-compensator

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Authors: Ceyhun Aksoylu, Rifat Sezer

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In this study, a strengthening method applicable without any evacuation process was investigated. In this analytical study, the pushover analysis results carry out by using the software of SAP2000. For this purpose, 1/3 scaled, 1-bay and 2-story R/C seven frames having usual deficiencies faults produced, one of which were not strengthened, but having brick-infill wall and the other 3 frames with infill walls strengthened with various shaped of high strength-precast diagonal concrete panels. The prepared analytical models investigated under reversed-cyclic loading that resembles the seismic effect. As a result of the analytical study, the properties of the reinforced concrete frames, such as strength, rigidity, energy dissipation capacity, etc. were determined and the strengthened models were compared with the unstrengthened one having the same properties. As a result of this study, the contributions of precast diagonal concrete applied on the infill walls of the existing frame systems against seismic effects were introduced with its advantages and disadvantages.

Keywords: RC frame, seismic effect, infill wall, strengthening, precast diagonal concrete panel, pushover analysis

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Authors: Saeed Rahjoo, Babak H. Mamaqani

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Concentric bracing systems have been in practice for many years because of their effectiveness in reducing seismic response. Depending on concept, seismic design codes provide various response modification factors (R), which itself consists of different terms, for different types of lateral load bearing systems but configuration of these systems are often ignored in the proposed values. This study aims at considering the effect of different x-bracing diagonal configuration on values of ductility dependent term in R computation. 51 models were created and nonlinear push over analysis has been performed. The main variables of this study were the suitable location of X–bracing diagonal configurations, which establishes better nonlinear behavior in concentric braced steel frames. Results show that some x-bracing diagonal configurations improve the seismic performance of CBF significantly and explicit consideration of lateral load bearing systems seems necessary.

Keywords: bracing configuration, concentrically braced frame (CBF), push over analyses, response reduction factor

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Authors: Rahmathulla Noufal E.

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Investigating the dynamic responses of high rise structures under the effect of siesmic ground motion is extremely important for the proper analysis and design of multitoried structures. Since the presence of infilled walls strongly influences the behaviour of frame systems in multistoried buildings, there is an increased need for developing guidelines for the analysis and design of infilled frames under the effect of dynamic loads for safe and proper design of buildings. In this manuscript, we evaluate the natural frequencies and natural periods of single bay single storey frames considering the effect of infill walls by using the Eigen value analysis and validating with SAP 2000 (free vibration analysis). Various parameters obtained from the diagonal strut model followed for the free vibration analysis is then compared with the Finite Element model, where infill is modeled as shell elements (four noded). We also evaluated the effect of various parameters on the natural periods of vibration obtained by free vibration analysis in SAP 2000 comparing them with those obtained by the empirical expressions presented in I.S. 1893(Part I)-2002.

Keywords: infilled frame, eigen value analysis, free vibration analysis, diagonal strut model, finite element model, SAP 2000, natural period

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Authors: Esmat Kamel

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This paper aims to shed light on the extent to which the Agadir Association agreement has fostered inter regional trade between the E.U_26 and the Agadir_4 countries; once that we control for the evolution of Agadir agreement’s exports to the rest of the world. The next valid question will be regarding any remarkable variation in the spatial/sectoral structure of exports, and to what extent has it been induced by the Agadir agreement itself and precisely after the adoption of rules of origin and the PANEURO diagonal cumulative scheme? The paper’s empirical dataset covering a timeframe from [2000 -2009] was designed to account for sector specific export and intermediate flows and the bilateral structured gravity model was custom tailored to capture sector and regime specific rules of origin and the Poisson Pseudo Maximum Likelihood Estimator was used to calculate the gravity equation. The methodological approach of this work is considered to be a threefold one which starts first by conducting a ‘Hierarchal Cluster Analysis’ to classify final export flows showing a certain degree of linkage between each other. The analysis resulted in three main sectoral clusters of exports between Agadir_4 and E.U_26: cluster 1 for Petrochemical related sectors, cluster 2 durable goods and finally cluster 3 for heavy duty machinery and spare parts sectors. Second step continues by taking export flows resulting from the 3 clusters to be subject to treatment with diagonal Rules of origin through ‘The Double Differences Approach’, versus an equally comparable untreated control group. Third step is to verify results through a robustness check applied by ‘Propensity Score Matching’ to validate that the same sectoral final export and intermediate flows increased when rules of origin were relaxed. Through all the previous analysis, a remarkable and partial significance of the interaction term combining both treatment effects and time for the coefficients of 13 out of the 17 covered sectors turned out to be partially significant and it further asserted that treatment with diagonal rules of origin contributed in increasing Agadir’s_4 final and intermediate exports to the E.U._26 on average by 335% and in changing Agadir_4 exports structure and composition to the E.U._26 countries.

Keywords: agadir association agreement, structured gravity model, hierarchal cluster analysis, double differences estimation, propensity score matching, diagonal and relaxed rules of origin

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Authors: Shaowei Sun

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Let G be a graph with vertex set V(G)={v_1,v_2,...,v_n} and edge set E(G). For any vertex v belong to V(G), let d_v denote the degree of v. The normalized Laplacian matrix of the graph G is the matrix where the non-diagonal (i,j)-th entry is -1/(d_id_j) when vertex i is adjacent to vertex j and 0 when they are not adjacent, and the diagonal (i,i)-th entry is the di. In this paper, we discuss some bounds on the largest and the second smallest normalized Laplacian eigenvalue of trees and graphs. As following, we found some new bounds on the second smallest normalized Laplacian eigenvalue of tree T in terms of graph parameters. Moreover, we use Sage to give some conjectures on the second largest and the third smallest normalized eigenvalues of graph.

Keywords: graph, normalized Laplacian eigenvalues, normalized Laplacian matrix, tree

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Authors: Taejin Kim, Heonwoo Lee, Jong-Ho Kim, Dongchul Lee

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Recently, there have been various high-rise building projects which reflect unique inspiration from architects to their feature. And it is frequently found that some of these buildings have diagrid structural system. Diagrid system provides engineers many options for structural plan, since it has triangular module so it can form a number of complex shapes. Unlike braced frame systems, diagonal members in diagrid system resist gravity and horizontal loads simultaneously. Correspondingly, diagrid members take roles of both beams and columns, and it is expected that their ductile capacity may depend on the amount of gravity loads. However, not enough studies have been made for this issue so far, which means that there is demand of examination on the seismic behavior of diagrid members under large gravity loads. Therefore, in this study, the ductile capacity of diagrid members was evaluated through analytical and experimental method. Several cases that have different vertical load condition were set up for both approaches to consider the effect of initial compression force due to gravity load. Regarding the result, it was found that buckling in a diagonal member occurs at smaller drift angle when larger gravity load acts on the specimen, which also reduces the amount of energy dissipation. It means that axial stress in a diagonal member reaches critical buckling force early due to the combined axial force from not only horizontal load but also gravity load.

Keywords: buckling, diagrid, ductility, seismic performance

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Authors: Kamel Malik Bensafta, Gervasio Bensafta

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The purpose of this paper is to investigate the relationship between oil prices and socks markets. The empirical analysis in this paper is conducted within the context of Multivariate GARCH models, using a transform version of the so-called BEKK parameterization. We show that mean and uncertainty of US market are transmitted to oil market and European market. We also identify an important transmission from WTI prices to Brent Prices.

Keywords: oil volatility, stock markets, MGARCH, transmission, structural break

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Authors: Kamel Malik Bensafta, Gervasio Semedo

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The purpose of this paper is to investigate the relationship between oil prices and socks markets. The empirical analysis in this paper is conducted within the context of Multivariate GARCH models, using a transform version of the so-called BEKK parameterization. We show that mean and uncertainty of US market are transmitted to oil market and European market. We also identify an important transmission from WTI prices to Brent Prices.

Keywords: oil volatility, stock markets, MGARCH, transmission, structural break

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Authors: Shay Kee Tan, Kok Haur Ng, Jennifer So-Kuen Chan

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This paper extends the conditional autoregressive range (CARR) model to multivariate CARR (MCARR) model and further to the two-stage MCARR-return model to model and forecast volatilities, correlations and returns of multiple financial assets. The first stage model fits the scaled realised Parkinson volatility measures using individual series and their pairwise sums of indices to the MCARR model to obtain in-sample estimates and forecasts of volatilities for these individual and pairwise sum series. Then covariances are calculated to construct the fitted variance-covariance matrix of returns which are imputed into the stage-two return model to capture the heteroskedasticity of assets’ returns. We investigate different choices of mean functions to describe the volatility dynamics. Empirical applications are based on the Standard and Poor 500, Dow Jones Industrial Average and Dow Jones United States Financial Service Indices. Results show that the stage-one MCARR models using asymmetric mean functions give better in-sample model fits than those based on symmetric mean functions. They also provide better out-of-sample volatility forecasts than those using CARR models based on two robust loss functions with the scaled realised open-to-close volatility measure as the proxy for the unobserved true volatility. We also find that the stage-two return models with constant means and multivariate Student-t errors give better in-sample fits than the Baba, Engle, Kraft, and Kroner type of generalized autoregressive conditional heteroskedasticity (BEKK-GARCH) models. The estimates and forecasts of value-at-risk (VaR) and conditional VaR based on the best MCARR-return models for each asset are provided and tested using Kupiec test to confirm the accuracy of the VaR forecasts.

Keywords: range-based volatility, correlation, multivariate CARR-return model, value-at-risk, conditional value-at-risk

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Authors: Xinjian Kou, Linlin Li, Yongju Zhou, Jimian Song

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We introduce the redundancy matrix that expresses clearly the geometrical/topological configuration of the structure. With the matrix, the redundancy of the structure is resolved into redundant components and assigned to each member or rigid joint. The values of the diagonal elements in the matrix indicates the importance of the corresponding members or rigid joints, and the geometrically correlations can be shown with the non-diagonal elements. If a member or rigid joint failures, reassignment of the redundant components can be calculated with the recursive method given in the paper. By combining the indexes of reliability and redundancy components, we define an index concerning the structural robustness. To further explain the properties of the redundancy matrix, we cited several examples of statically indeterminate structures, including two trusses and a rigid frame. With the examples, some simple results and the properties of the matrix are discussed. The examples also illustrate that the redundancy matrix and the relevant concepts are valuable in structural safety analysis.

Keywords: Structural Robustness, Structural Reliability, Redundancy Component, Redundancy Matrix

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Authors: Diyar Yousif Ali

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Braced frames, besides other structural systems, such as shear walls or moment resisting frames, have been a valuable and effective technique to increase structures against seismic loads. In wind or seismic excitations, diagonal members react as truss web elements which would afford tension or compression stresses. This study proposes to consider the effect of bracing diagonal configuration on values of base shear and displacement of building. Two models were created, and nonlinear pushover analysis was implemented. Results show that bracing members enhance the lateral load performance of the Concentric Braced Frame (CBF) considerably. The purpose of this article is to study the nonlinear response of reinforced concrete structures which contain hollow pipe steel braces as the major structural elements against earthquake loads. A five-storey reinforced concrete structure was selected in this study; two different reinforced concrete frames were considered. The first system was an un-braced frame, while the last one was a braced frame with diagonal bracing. Analytical modelings of the bare frame and braced frame were realized by means of SAP 2000. The performances of all structures were evaluated using nonlinear static analyses. From these analyses, the base shear and displacements were compared. Results are plotted in diagrams and discussed extensively, and the results of the analyses showed that the braced frame was seemed to capable of more lateral load carrying and had a high value for stiffness and lower roof displacement in comparison with the bare frame.

Keywords: reinforced concrete structures, pushover analysis, base shear, steel bracing

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Authors: Guray Arslan, Riza Secer Orkun Keskin

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Numerical investigations were conducted to study the influence of flexural reinforcement ratio on the diagonal cracking strength and ultimate shear strength of reinforced concrete (RC) beams without stirrups. Three-dimensional nonlinear finite element analyses (FEAs) of the beams with flexural reinforcement ratios ranging from 0.58% to 2.20% subjected to a mid-span concentrated load were carried out. It is observed that the load-deflection and load-strain curves obtained from the numerical analyses agree with those obtained from the experiments. It is concluded that flexural reinforcement ratio has a significant effect on the shear strength and deflection capacity of RC beams without stirrups. The predictions of the diagonal cracking strength and ultimate shear strength of beams obtained by using the equations defined by a number of codes and researchers are compared with each other and with the experimental values.

Keywords: finite element, flexural reinforcement, reinforced concrete beam, shear strength

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Authors: Shokofeh Ebrtahimi

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Let G be the chemical graph of a molecule. The matrix D = [dij ] is called the detour matrix of G, if dij is the length of longest path between atoms i and j. The sum of all entries above the main diagonal of D is called the detour index of G.Chemical graph theory is the topology branch of mathematical chemistry which applies graph theory to mathematical modelling of chemical phenomena.[1] The pioneers of the chemical graph theory are Alexandru Balaban, Ante Graovac, Ivan Gutman, Haruo Hosoya, Milan Randić and Nenad TrinajstićLet G be the chemical graph of a molecule. The matrix D = [dij ] is called the detour matrix of G, if dij is the length of longest path between atoms i and j. The sum of all entries above the main diagonal of D is called the detour index of G. In this paper, a new program for computing the detour index of molecular graphs of nanotubes by heptagons is determineded. Some Conjectures about detour index of Molecular graphs of nanotubes is included.

Keywords: chemical graph, detour matrix, Detour index, carbon nanotube

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Authors: Joohyun Park, Jin Baek

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The purpose of this study is to Analyze the role and effect arise from Diagonal Plane Control by Street Width (DPCSW) in Architecture in Seoul, and to predict the aspect of transition about the relationship among buildings and Urban morphology After the abolition. To find the tendency of building shape regulation, This study review Building Acts concerned with form making (the building to land Ratio, building designated line, wall designated line, building height limit (DPCSW) and etc.) and simulate the shape of urban blocks made by Acts in drawings. The review results show DPCSW is not only limitation about height, but also making the building setback from road and make the Road broader. And it makes the typical shape of the urban block that buildings are moving away from surrounding road After the Abolition of DPCSW; it is expected by the legislature that domestic real estate’s market would be promoted by increased total floor areas in each building. Some substitution from the legislature is announced, but it just deals with Building Maximum unit by Block unit except the regulation about arrangement in urban Figure and Ground. In conclusion, refrain from the uncontrolled development of city, It is important to make regulation about not only height factors but limitation line in land. Furthermore, through revising District Unit Plan, It is positively necessary to reset the relationship between buildings for the making the city space better.

Keywords: diagonal plane control by street width, building maximum height, district unit plan, building acts, urban block type, morphology, building shape

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Authors: Mezigheche Nawel, Gouasmia Abdelhacine, Athmani Allaeddine, Merzoud Mouloud

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Masonry infill walls are inevitable in the self-supporting structures, but their contribution in the resistance of earthquake loads is generally neglected in the structural analyses. The principal aim of this work through a numerical study of the behavior of masonry infill walls in structures subjected to horizontal load is to propose by finite elements numerical modeling, a more reliable approach, faster and close to reality. In this study, 3D finite element analysis was developed to study the behavior of masonry infill walls in structures subjected to horizontal load: The finite element software being used was ABAQUS, it is observed that more rigidity of the masonry filling is significant, more the structure is rigid, so we can conclude that the filling brings an additional rigidity to the structure not to be neglected. It is also observed that when the framework is subjected to horizontal loads, the framework separates from the filling on the level of the tended diagonal.

Keywords: finite element, masonry infill walls, rigidity of the masonry, tended diagonal

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Authors: W. Badla

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A significant portion of the buildings constructed in Algeria is structural frames with infill panels which are usually considered as non structural components and are neglected in the analysis. However, these masonry panels tend to influence the structural response. Thus, these structures can be regarded as seismic risk buildings, although in the Algerian seismic code there is little guidance on the seismic evaluation of infilled frame buildings. In this study, three RC frames with 2, 4, and 8 story and subjected to three recorded Algerian accelerograms are studied. The diagonal strut approach is adopted for modeling the infill panels and a fiber model is used to model RC members. This paper reports on the seismic evaluation of RC frames with brick infill panels. The results obtained show that the masonry panels enhance the load lateral capacity of the buildings and the infill panel configuration influences the response of the structures.

Keywords: seismic design, RC frames, infill panels, non linear dynamic analysis

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Authors: Keyvan Ramin

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The geometric nonlinearity of Off-Diagonal Bracing System (ODBS) could be a complementary system to covering and extending the nonlinearity of reinforced concrete material. Finite element modeling is performed for flexural frame, x-braced frame and the ODBS braced frame system at the initial phase. Then the different models are investigated along various analyses. According to the experimental results of flexural and x-braced frame, the verification is done. Analytical assessments are performed in according to three-dimensional finite element modeling. Non-linear static analysis is considered to obtain performance level and seismic behavior, and then the response modification factors calculated from each model’s pushover curve. In the next phase, the evaluation of cracks observed in the finite element models, especially for RC members of all three systems is performed. The finite element assessment is performed on engendered cracks in ODBS braced frame for various time steps. The nonlinear dynamic time history analysis accomplished in different stories models for three records of Elcentro, Naghan, and Tabas earthquake accelerograms. Dynamic analysis is performed after scaling accelerogram on each type of flexural frame, x-braced frame and ODBS braced frame one by one. The base-point on RC frame is considered to investigate proportional displacement under each record. Hysteresis curves are assessed along continuing this study. The equivalent viscous damping for ODBS system is estimated in according to references. Results in each section show the ODBS system has an acceptable seismic behavior and their conclusions have been converged when the ODBS system is utilized in reinforced concrete frame.

Keywords: FEM, seismic behaviour, pushover analysis, geometric nonlinearity, time history analysis, equivalent viscous damping, passive control, crack investigation, hysteresis curve

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Authors: Tarek M. Alguhane, Ayman H. Khalil, M. N. Fayed, Ayman M. Ismail

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This paper deals with different modeling aspects of masonry infill: no infill model, Layered shell infill model, and strut infill model. These models consider the complicated behavior of the in-filled plane frames under lateral load similar to an earthquake load. Three strut infill models are used: NBCC (2005) strut infill model, ASCE/SEI 41-06 strut infill model and proposed strut infill model based on modification to Canadian, NBCC (2005) strut infill model. Pushover and modal analyses of a masonry infill concrete frame with a single storey and an existing 5-storey RC building have been carried out by using different models for masonry infill. The corresponding hinge status, the value of base shear at target displacement as well as their dynamic characteristics have been determined and compared. A validation of the structural numerical models for the existing 5-storey RC building has been achieved by comparing the experimentally measured and the analytically estimated natural frequencies and their mode shapes. This study shows that ASCE/SEI 41-06 equation underestimates the values for the equivalent properties of the diagonal strut while Canadian, NBCC (2005) equation gives realistic values for the equivalent properties. The results indicate that both ASCE/SEI 41-06 and Canadian, NBCC (2005) equations for strut infill model give over estimated values for dynamic characteristic of the building. Proposed modification to Canadian, NBCC (2005) equation shows that the fundamental dynamic characteristic values of the building are nearly similar to the corresponding values using layered shell elements as well as measured field results.

Keywords: masonry infill, framed structures, RC buildings, non-structural elements

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Authors: Sandeep Santosh, O. P. Sahu

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In this paper, performance comparison of wideband covariance matrix sparse representation (W-CMSR) method with other existing wideband Direction of Arrival (DOA) estimation methods has been made.W-CMSR relies less on a priori information of the incident signal number than the ordinary subspace based methods.Consider the perturbation free covariance matrix of the wideband array output. The diagonal covariance elements are contaminated by unknown noise variance. The covariance matrix of array output is conjugate symmetric i.e its upper right triangular elements can be represented by lower left triangular ones.As the main diagonal elements are contaminated by unknown noise variance,slide over them and align the lower left triangular elements column by column to obtain a measurement vector.Simulation results for W-CMSR are compared with simulation results of other wideband DOA estimation methods like Coherent signal subspace method (CSSM), Capon, l1-SVD, and JLZA-DOA. W-CMSR separate two signals very clearly and CSSM, Capon, L1-SVD and JLZA-DOA fail to separate two signals clearly and an amount of pseudo peaks exist in the spectrum of L1-SVD.

Keywords: W-CMSR, wideband direction of arrival (DOA), covariance matrix, electrical and computer engineering

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Authors: Walid Chkili

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This paper investigates the dynamic relationship between gold and stock markets using data for BRICS counties. For this purpose, we estimate three multivariate GARCH models (namely CCC, DCC and BEKK) for weekly stock and gold data. Our main objective is to examine time variations in conditional correlations between the two assets and to check the effectiveness use of gold as a hedge for equity markets. Empirical results reveal that dynamic conditional correlations switch between positive and negative values over the period under study. This correlation is negative during the major financial crises suggesting that gold can act as a safe haven during the major stress period of stock markets. We also evaluate the implications for portfolio diversification and hedging effectiveness for the pair gold/stock. Our findings suggest that adding gold in the stock portfolio enhance its risk-adjusted return.

Keywords: gold, financial markets, hedge, multivariate GARCH

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Authors: Xiaoheng Tan, Xianfang Li, Tan Guo, Yuchuan Liu, Zhijun Yang, Hongye Li, Kai Fu, Yufang Wu, Heling Gong

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The image data collected in reality often have high dimensions, and it contains noise and redundant information. Therefore, it is necessary to extract the compact feature expression of the original perceived image. In this process, effective use of prior knowledge such as data structure distribution and sample label is the key to enhance image feature discrimination and robustness. Based on the above considerations, this paper proposes a local preserving discriminant feature learning model based on graph optimization. The model has the following characteristics: (1) Locality preserving constraint can effectively excavate and preserve the local structural relationship between data. (2) The flexibility of graph learning can be improved by constructing a new local geometric structure graph using label information and the nearest neighbor threshold. (3) The L₂,₁ norm is used to redefine LDA, and the diagonal matrix is introduced as the scale factor of LDA, and the samples are selected, which improves the robustness of feature learning. The validity and robustness of the proposed algorithm are verified by experiments in two public image datasets.

Keywords: feature extraction, graph optimization local preserving projection, linear discriminant analysis, L₂, ₁ norm

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Authors: Le Linh, Truong Nguyen Luan Vu, Le Hieu Giang

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In this work, the IMC-PID controller cascaded filter based on Internal Model Control (IMC) scheme is systematically proposed for the simplified decoupling control system. The simplified decoupling is firstly introduced for multivariable processes by using coefficient matching to obtain a stable, proper, and causal simplified decoupler. Accordingly, transfer functions of decoupled apparent processes can be expressed as a set of n equivalent independent processes and then derived as a ratio of the original open-loop transfer function to the diagonal element of the dynamic relative gain array. The IMC-PID controller in series with filter is then directly employed to enhance the overall performance of the decoupling control system while avoiding difficulties arising from properties inherent to simplified decoupling. Some simulation studies are considered to demonstrate the simplicity and effectiveness of the proposed method. Simulations were conducted by tuning various controllers of the multivariate processes with multiple time delays. The results indicate that the proposed method consistently performs well with fast and well-balanced closed-loop time responses.

Keywords: coefficient matching method, internal model control (IMC) scheme, PID controller cascaded filter, simplified decoupler

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Authors: Viriyavudh Sim, Woo Young Jung

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Performance of Basalt Fiber Reinforced Polymer (BFRP) sandwich infill panel system under diagonal compression was studied by means of numerical analysis. Furthermore, the variation of temperature was considered to affect the mechanical properties of BFRP, since their composition was based on polymeric material. Moreover, commercial finite element analysis platform ABAQUS was used to model and analyze this infill panel system. Consequently, results of the analyses show that the overall performance of BFRP panel had a 15% increase compared to that of GFRP infill panel system. However, the variation of buckling load in terms of temperature for the BFRP system showed a more sensitive nature compared to those of GFRP system.

Keywords: basalt fiber reinforced polymer (BFRP), buckling performance, numerical simulation, temperature dependent materials

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Authors: P. Wongmatar, C. Hansapinyo, C. Buachart

Abstract:

Failure of typical seismic frames has been found by plastic hinge occurring on beams section near column faces. Past researches shown that the seismic capacity of the frames can be enhanced if the plastic hinges of the beams are shifted away from the column faces. This paper presents detailing of reinforcements in the interior beam–column connections aiming to relocate the plastic hinge of reinforced concrete and precast concrete frames. Four specimens were tested under quasi-static cyclic load including two monolithic specimens and two precast specimens. For one monolithic specimen, typical seismic reinforcement was provided and considered as a reference specimen named M1. The other reinforced concrete frame M2 contained additional intermediate steel in the connection area compared with the specimen M1. For the precast specimens, embedded T-section steels in joint were provided, with and without diagonal bars in the connection area for specimen P1 and P2, respectively. The test results indicated the ductile failure with beam flexural failure in monolithic specimen M1 and the intermediate steel increased strength and improved joint performance of specimen M2. For the precast specimens, cracks generated at the end of the steel inserts. However, slipping of reinforcing steel lapped in top of the beams was seen before yielding of the main bars leading to the brittle failure. The diagonal bars in precast specimens P2 improved the connection stiffness and the energy dissipation capacity.

Keywords: relocation, plastic hinge, intermediate bar, T-section steel, precast concrete frame

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