Search results for: tests for series.

Authors: C. Slim

Abstract:

Traditional techniques for analyzing time series are based on the notion of stationarity of phenomena under study, but in reality most economic and financial series do not verify this hypothesis, which implies the implementation of specific tools for the detection of such behavior. In this paper, we study nonstationary non-seasonal time series tests in a non-exhaustive manner. We formalize the problem of nonstationary processes with numerical simulations and take stock of their statistical characteristics. The theoretical aspects of some of the most common unit root tests will be discussed. We detail the specification of the tests, showing the advantages and disadvantages of each. The empirical study focuses on the application of these tests to the exchange rate (USD/TND) and the Consumer Price Index (CPI) in Tunisia, in order to compare the Power of these tests with the characteristics of the series.

Keywords: Stationarity, unit root tests, economic time series.

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Authors: Zbigniew Les, Magdalena Les

Abstract:

Intelligence tests are series of tasks designed to measure the capacity to make abstractions, to learn, and to deal with novel situations. Testing of the visual abilities of the shape understanding system (SUS) is performed based on the visual intelligence tests. In this paper the progressive matrices tests are formulated as tasks given to SUS. These tests require good visual problem solving abilities of the human subject. SUS solves these tests by performing complex visual reasoning transforming the visual forms (tests) into the string forms. The experiment proved that the proposed method, which is part of the SUS visual understanding abilities, can solve a test that is very difficult for human subject.

Keywords: Shape understanding, intelligence test, visual concept, visual reasoning.

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Authors: Vinicius R. Domingues, Luan C. S. M. Ozelim

Abstract:

The statistical study has become indispensable for various fields of knowledge. Not any different, in Geotechnics the study of probabilistic and statistical methods has gained power considering its use in characterizing the uncertainties inherent in soil properties. One of the situations where engineers are constantly faced is the definition of a probability distribution that represents significantly the sampled data. To be able to discard bad distributions, goodness-of-fit tests are necessary. In this paper, three non-parametric goodness-of-fit tests are applied to a data set computationally generated to test the goodness-of-fit of them to a series of known distributions. It is shown that the use of normal distribution does not always provide satisfactory results regarding physical and behavioral representation of the modeled parameters.

Keywords: Kolmogorov-Smirnov, Anderson-Darling, Cramer-Von-Mises, Nonparametric adherence tests.

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Authors: Siriporn Meenanan

Abstract:

The objective of this study is to investigate the attitude of Thai students towards the Thai series "Hormones the Series Season 2". This study was conducted in the quantitative research, and the questionnaires were used to collect data from 400 people of the sample group. Descriptive statistics were used in data analysis. The findings reveal that most participants have positive comments regarding the series. They strongly agreed that the series reflects on the way of life and problems of teenagers in Thailand. Hence, the participants believe that if adults have a chance to watch the series, they will have the better understanding of the teenagers. In addition, the participants also agreed that the contents of the play are appropriate and satisfiable as the contents of “Hormones the Series Season 2” will raise awareness among the teens and use it as a guide to prevent problems that might happen during their teenage life.

Keywords: Content analysis, attitude, Thai series, Hormones the series.

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Authors: Snezhana G. Gocheva-Ilieva, Ivan H. Feschiev

Abstract:

In this study integral form and new recursive formulas for Favard constants and some connected with them numeric and Fourier series are obtained. The method is based on preliminary integration of Fourier series which allows for establishing finite recursive representations for the summation. It is shown that the derived recursive representations are numerically more effective than known representations of the considered objects.

Keywords: Effective summation of series, Favard constants, finite recursive representations, Fourier series

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Authors: A. Mir, C. Aribi, B. Bezzazi

Abstract:

Work presented is interested in the characterization of the quasistatic mechanical properties and in fatigue of a composite laminated in jute/epoxy. The natural fibers offer promising prospects thanks to their interesting specific properties, because of their low density, but also with their bio-deterioration. Several scientific studies highlighted the good mechanical resistance of the vegetable fiber composites reinforced, even after several recycling. Because of the environmental standards that become increasingly severe, one attends the emergence of eco-materials at the base of natural fibers such as flax, bamboo, hemp, sisal, jute. The fatigue tests on elementary vegetable fibers show an increase of about 60% of the rigidity of elementary fibers of hemp subjected to cyclic loadings. In this study, the test-tubes manufactured by the method infusion have sequences of stacking of 0/90° and ± 45° for the shearing and tensile tests. The quasistatic tests reveal a variability of the mechanical properties of about 8%. The tensile fatigue tests were carried out for levels of constraints equivalent to half of the ultimate values of the composite. Once the fatigue tests carried out for well-defined values of cycles, a series of static tests of traction type highlights the influence of the number of cycles on the quasi-static mechanical behavior of the laminate jute/epoxy.

Keywords: Jute, epoxy resin, mechanical, static, dynamic behavior.

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Authors: Abdolamir Nekoubin

Abstract:

In this paper the behavior of fixed series compensated extra high voltage transmission lines during faults is simulated. Many over-voltage protection schemes for series capacitors are limited in terms of size and performance, and are easily affected by environmental conditions. While the need for more compact and environmentally robust equipment is required. use of series capacitors for compensating part of the inductive reactance of long transmission lines increases the power transmission capacity. Emphasis is given on the impact of modern capacitor protection techniques (MOV protection). The simulation study is performed using MATLAB/SIMULINK®and results are given for a three phase and a single phase to ground fault.

Keywords: Series compensation, MOV - protected series capacitors, balanced and unbalanced faults

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Authors: H. R. Khodaei, M. Moradi, A. H. Tajik

Abstract:

The type of foundation commonly used today for berthing dolphins is a set of tubular steel piles with large diameters, which are known as monopiles. The design of these monopiles is based on the theories related with laterally loaded piles. One of the most common methods to analyze and design the piles subjected to lateral loads is the p-y curves. In the present study, centrifuge tests are conducted in order to obtain the p-y curves. Series of tests were designed in order to investigate the scaling laws in the centrifuge for monotonic loading. Also, two important parameters, the embedded depth L of the pile in the soil and free length e of the pile, as well as their ratios were studied via five experimental tests. Finally, the p-y curves of API are presented to be compared with the curves obtained from the tests so that the differences could be demonstrated. The results show that the p-y curves proposed by API highly overestimate the lateral load bearing capacity. It suggests that these curves need correction and modification for each site as the soil conditions change.

Keywords: Centrifuge modeling, monopile, lateral loading, p-y curves.

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Authors: Sandeep Kaur Chouhan, Jatinderdeep Kaur, S. S. Bhatia

Abstract:

The existence of sine and cosine series as a Fourier series, their L1-convergence seems to be one of the difficult question in theory of convergence of trigonometric series in L1-metric norm. In the literature so far available, various authors have studied the L1-convergence of cosine and sine trigonometric series with special coefficients. In this paper, we present a modified cosine and sine sums and criterion for L1-convergence of these modified sums is obtained. Also, a necessary and sufficient condition for the L1-convergence of the cosine and sine series is deduced as corollaries.

Keywords: Conjugate Dirichlet kernel, Dirichlet kernel, L1-convergence, modified sums.

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Authors: Jatinderdeep Kaur

Abstract:

In this paper, the results of Kano from one dimensional cosine and sine series are extended to two dimensional cosine and sine series. To extend these results, some classes of coefficient sequences such as class of semi convexity and class R are extended from one dimension to two dimensions. Further, the function f(x, y) is two dimensional Fourier Cosine and Sine series or equivalently it represents an integrable function or not, has been studied. Moreover, some results are obtained which are generalization of Moricz’s results.

Keywords: Conjugate Dirichlet kernel, conjugate Fejer kernel, Fourier series, Semi-convexity.

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Authors: Wiem Gadri

Abstract:

This study delves into the intriguing properties of Pisot and Salem numbers within the framework of formal Laurent series over finite fields, a domain where these numbers’ spectral characteristics, Λm(β) and lm(β), have yet to be fully explored. Utilizing a methodological approach that combines algebraic number theory with the analysis of power series, we extend the foundational work of Erdos, Joo, and Komornik to this setting. Our research uncovers bounds for lm(β), revealing how these depend on the degree of the minimal polynomial of β and thus offering a characterization of Pisot and Salem formal power series. The findings significantly contribute to our understanding of these numbers, highlighting their distribution and properties in the context of formal power series. This investigation not only bridges number theory with formal power series analysis but also sets the stage for further interdisciplinary research in these areas.

Keywords: Pisot numbers, Salem numbers, Formal power series, Minimal polynomial degree.

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Authors: Farhad Asadi, Mohammad Javad Mollakazemi

Abstract:

In this paper, Bayesian online inference in models of data series are constructed by change-points algorithm, which separated the observed time series into independent series and study the change and variation of the regime of the data with related statistical characteristics. variation of statistical characteristics of time series data often represent separated phenomena in the some dynamical system, like a change in state of brain dynamical reflected in EEG signal data measurement or a change in important regime of data in many dynamical system. In this paper, prediction algorithm for studying change point location in some time series data is simulated. It is verified that pattern of proposed distribution of data has important factor on simpler and smother fluctuation of hazard rate parameter and also for better identification of change point locations. Finally, the conditions of how the time series distribution effect on factors in this approach are explained and validated with different time series databases for some dynamical system.

Keywords: Time series, fluctuation in statistical characteristics, optimal learning.

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Authors: Milena Gojny-Zbierowska

Abstract:

In the last decades, psychological tests have been gaining in popularity as a method used for evaluating personnel, and they bring consulting companies solid profits rising by up to 10% each year. The market is offering a growing range of tools for the assessment of personality. Tests are used in organizations mainly in the recruitment and selection of staff. This paper is an attempt to initially diagnose the state of the use of psychological tests in Polish companies on the basis of empirical research.

Keywords: Psychological tests, personality, content analysis, NEO FFI, big five personality model.

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Authors: Monika Chuchro, Maciej Dwornik

Abstract:

The extraction of meaningful information from image could be an alternative method for time series analysis. In this paper, we propose a graphical analysis of time series grouped into table with adjusted colour scale for numerical values. The advantages of this method are also discussed. The proposed method is easy to understand and is flexible to implement the standard methods of pattern recognition and verification, especially for noisy environmental data.

Keywords: graphical analysis, time series, seasonality, noisy environmental data

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Authors: M. H. Fattahi, H. Jahangiri

Abstract:

All the geophysical phenomena including river networks and flow time series are fractal events inherently and fractal patterns can be investigated through their behaviors. A non-linear system like a river basin can well be analyzed by a non-linear measure such as the fractal analysis. A bilateral study is held on the fractal properties of the river network and the river flow time series. A moving window technique is utilized to scan the fractal properties of them. Results depict both events follow the same strategy regarding to the fractal properties. Both the river network and the time series fractal dimension tend to saturate in a distinct value.

Keywords: river flow time series, fractal, river networks

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Authors: U. C. Amadi, N. A. Udoh

Abstract:

One of the major challenges faced in solving initial and boundary problems is how to find approximate solutions with minimal deviation from the exact solution without so much rigor and complications. The Taylor series method provides a simple way of obtaining an infinite series which converges to the exact solution for initial value problems and this method of solution is somewhat limited for a two point boundary problem since the infinite series has to be truncated to include the boundary conditions. In this paper, the Ying Buzu Shu algorithm is used to solve a two point boundary nonlinear diffusion problem for the fourth and sixth order solution and compare their relative error and rate of convergence to the exact solution.

Keywords: Ying Buzu Shu, nonlinear boundary problem, Taylor series algorithm, infinite series.

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Authors: Jung-Ho Moon, Tae Kwon Ha

Abstract:

Existence of plastic equation of state has been investigated by performing a series of load relaxation tests at various temperatures using an Al-Li alloy. A plastic equation of state is first developed from a simple kinetics consideration for a mechanical activation process of a leading dislocation piled up against grain boundaries. A series of load relaxation test has been conducted at temperatures ranging from 200 to 530^oC to obtain the stress-strain rate curves. A plastic equation of state has been derived from a simple consideration of dislocation kinetics and confirmed by experimental results.

Keywords: Plastic equation of state, Dislocation kinetics, Load relaxation test, Al-Li alloy, Microstructure.

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Authors: Javad Abdalkhani

Abstract:

Convergence of power series solutions for a class of non-linear Abel type equations, including an equation that arises in nonlinear cooling of semi-infinite rods, is very slow inside their small radius of convergence. Beyond that the corresponding power series are wildly divergent. Implementation of nonlinear sequence transformation allow effortless evaluation of these power series on very large intervals..

Keywords: Nonlinear transformation, Abel Volterra Equations, Mathematica

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Authors: Hisham A. Elfergani, Ayad A. Abdalla, Ahmed R. Ballil

Abstract:

Acoustic Emission (AE) is one of the most effective non-destructive tests that can be used to detect the defect process as it is occurring. AE techniques can be used to monitor a wide range of structures and materials such as metals, non-metals and combinations of these when load is applied. The current work investigates the effectiveness and accuracy of TOA method in AE tests involving reinforced composite concrete-mortar structures. A series of experimental tests were performed using the Hsu-Neilson (H-N) source to study 2-D location accuracy using this method on concrete-mortar (400×400 mm) specimens. Four AE sensors (R3I – resonant frequency 30 kHz) were mounted to the mortar surface and six sources were performed at each point of preselected locations on the upper surface of the mortar. Results show that the TOA method can be used effectively to locate signals on composite concrete/mortar specimen and has high accuracy.

Keywords: Acoustic emission, time of arrival, composite materials, reinforced concrete.

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Authors: Seok Hong Min, Tae Kwon Ha

Abstract:

In this study, thermal fatigue properties of 400 series ferritic stainless steels have been evaluated in the temperature ranges of 200-800oC and 200-900oC. Systematic methods for control of temperatures within the predetermined range and measurement of load applied to specimens as a function of temperature during thermal cycles have been established. Thermal fatigue tests were conducted under fully constrained condition, where both ends of specimens were completely fixed. It has been revealed that load relaxation behavior at the temperatures of thermal cycle was closely related with the thermal fatigue property. Thermal fatigue resistance of 430J1L stainless steel is found to be superior to the other steels.

Keywords: Ferritic stainless steel, automotive exhaust, thermal fatigue, microstructure, load relaxation.

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Authors: Mohammad H. Fattahi

Abstract:

Chaotic analysis has been performed on the river flow time series before and after applying the wavelet based de-noising techniques in order to investigate the noise content effects on chaotic nature of flow series. In this study, 38 years of monthly runoff data of three gauging stations were used. Gauging stations were located in Ghar-e-Aghaj river basin, Fars province, Iran. Noise level of time series was estimated with the aid of Gaussian kernel algorithm. This step was found to be crucial in preventing removal of the vital data such as memory, correlation and trend from the time series in addition to the noise during de-noising process.

Keywords: Chaotic behavior, wavelet, noise reduction, river flow.

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Authors: Samar Raffoul, Martin Heywood, Dimitrios Moutaftsis, Michael Rowell

Abstract:

This paper comprises an experimental investigation into the structural performance of cold formed steel (CFS) and timber board composite floor systems. The tests include a series of small-scale pushout tests and full-scale bending tests carried out using a refined loading system to simulate uniformly distributed constant load. The influence of connection details (screw spacing and adhesives) on floor performance was investigated. The results are then compared to predictions from relevant existing models for composite floor systems. The results of this research demonstrate the significant benefits of considering the composite action of the boards in floor design. Depending on connection detail, an increase in flexural stiffness of up to 40% was observed in the floor system, when compared to designing joists individually.

Keywords: Cold formed steel joists, composite action, flooring systems, shear connection.

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Authors: M. O. Bayram, H. B. Gencdal, N. O. Fercan, B. Basbug

Abstract:

Liquid limit, which is used as a measure of soil strength, can be detected by Casagrande and fall-cone testing methods. The two methods majorly diverge from each other in terms of operator dependency. The Casagrande method that is applied according to ASTM D4318-17 standards may give misleading results, especially if the calibration process is not performed well. In this study, to reveal the effect of calibration for drop height and amount of soil paste placement in the Casagrande cup, a series of tests were carried out by multipoint method as it is specified in the ASTM standards. The tests include the combination of 6 mm, 8 mm, 10 mm, and 12 mm drop heights and under-filled, half-filled, and full-filled Casagrande cups by kaolin samples. It was observed that during successive tests, the drop height of the cup deteriorated; hence the device was recalibrated before and after each test to provide the accuracy of the results. Besides, the tests by under-filled and full-filled samples for higher drop heights revealed lower liquid limit values than the lower drop heights revealed. For the half-filled samples, it was clearly seen that the liquid limit values did not change at all as the drop height increased, and this explains the function of standard specifications.

Keywords: Calibration, Casagrande cup method, drop height, kaolin, liquid limit, placing form.

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Authors: V. I. Thajudin Ahamed, P. Dhanasekaran, Paul Joseph K.

Abstract:

Analysis of heart rate variability (HRV) has become a popular non-invasive tool for assessing the activities of autonomic nervous system. Most of the methods were hired from techniques used for time series analysis. Currently used methods are time domain, frequency domain, geometrical and fractal methods. A new technique, which searches for pattern repeatability in a time series, is proposed for quantifying heart rate (HR) time series. These set of indices, which are termed as pattern repeatability measure and pattern repeatability ratio are able to distinguish HR data clearly from noise and electroencephalogram (EEG). The results of analysis using these measures give an insight into the fundamental difference between the composition of HR time series with respect to EEG and noise.

Keywords: Approximate entropy, heart rate variability, noise, pattern repeatability, and sample entropy.

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Authors: S. Salkhordeh, P. Golbazi, H. Amini

Abstract:

In this study two series of self compacting concrete mixtures were prepared with 100% coarse recycled concrete aggregates and different percentages of 0%, 20%, 40%, 60%, 80% and 100% fine recycled concrete aggregates. In series I and II the water to binder ratios were 0.50 and 0.45, respectively. The cement content was kept 350 3 m kg for those mixtures that don't have any Nano-Silica. To improve the compressive strength of samples, Nano- Silica replaced with 10% of cement weight in concrete mixtures. By doing the tests, the results showed that, adding Nano-silica to the samples with less percentage of fine recycled concrete aggregates, lead to more increase on the compressive strength.

Keywords: Compressive Strength, Nano-Silica, RecycledConcrete Aggregates, Self Compacting Concrete.

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Authors: Adnan Al-Smadi

Abstract:

One of the primary uses of higher order statistics in signal processing has been for detecting and estimation of non- Gaussian signals in Gaussian noise of unknown covariance. This is motivated by the ability of higher order statistics to suppress additive Gaussian noise. In this paper, several methods to test for non- Gaussianity of a given process are presented. These methods include histogram plot, kurtosis test, and hypothesis testing using cumulants and bispectrum of the available sequence. The hypothesis testing is performed by constructing a statistic to test whether the bispectrum of the given signal is non-zero. A zero bispectrum is not a proof of Gaussianity. Hence, other tests such as the kurtosis test should be employed. Examples are given to demonstrate the performance of the presented methods.

Keywords: Non-Gaussian, bispectrum, kurtosis, hypothesistesting, histogram.

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Authors: Theodor D. Popescu

Abstract:

The paper presents a method for multivariate time series forecasting using Independent Component Analysis (ICA), as a preprocessing tool. The idea of this approach is to do the forecasting in the space of independent components (sources), and then to transform back the results to the original time series space. The forecasting can be done separately and with a different method for each component, depending on its time structure. The paper gives also a review of the main algorithms for independent component analysis in the case of instantaneous mixture models, using second and high-order statistics. The method has been applied in simulation to an artificial multivariate time series with five components, generated from three sources and a mixing matrix, randomly generated.

Keywords: Independent Component Analysis, second order statistics, simulation, time series forecasting

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Authors: Mohamad Mahdavi, Mojtaba Mahdavi

Abstract:

This paper tries to represent a new method for computing the reliability of a system which is arranged in series or parallel model. In this method we estimate life distribution function of whole structure using the asymptotic Extreme Value (EV) distribution of Type I, or Gumbel theory. We use EV distribution in minimal mode, for estimate the life distribution function of series structure and maximal mode for parallel system. All parameters also are estimated by Moments method. Reliability function and failure (hazard) rate and p-th percentile point of each function are determined. Other important indexes such as Mean Time to Failure (MTTF), Mean Time to repair (MTTR), for non-repairable and renewal systems in both of series and parallel structure will be computed.

Keywords: Reliability, extreme value, parallel, series, lifedistribution

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Authors: Chunshien Li, Jhao-Wun Hu, Tai-Wei Chiang, Tsunghan Wu

Abstract:

Time series forecasting is an important and widely popular topic in the research of system modeling. This paper describes how to use the hybrid PSO-RLSE neuro-fuzzy learning approach to the problem of time series forecasting. The PSO algorithm is used to update the premise parameters of the proposed prediction system, and the RLSE is used to update the consequence parameters. Thanks to the hybrid learning (HL) approach for the neuro-fuzzy system, the prediction performance is excellent and the speed of learning convergence is much faster than other compared approaches. In the experiments, we use the well-known Mackey-Glass chaos time series. According to the experimental results, the prediction performance and accuracy in time series forecasting by the proposed approach is much better than other compared approaches, as shown in Table IV. Excellent prediction performance by the proposed approach has been observed.

Keywords: forecasting, hybrid learning (HL), Neuro-FuzzySystem (NFS), particle swarm optimization (PSO), recursiveleast-squares estimator (RLSE), time series

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Authors: B.P. Bezruchko, D.A. Smirnov

Abstract:

Quantitative characterization of nonlinear directional couplings between stochastic oscillators from data is considered. We suggest coupling characteristics readily interpreted from a physical viewpoint and their estimators. An expression for a statistical significance level is derived analytically that allows reliable coupling detection from a relatively short time series. Performance of the technique is demonstrated in numerical experiments.

Keywords: Nonlinear time series analysis, directional couplings, coupled oscillators.

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