First-order autoregressive logistic processes

1993 ◽  
Vol 30 (2) ◽  
pp. 467-470 ◽  
Author(s):  
C. H. Sim
Keyword(s):  
Joint Distribution ◽  
Full Range ◽  
Correlation Structure ◽  
Conditional Mean ◽  
First Order ◽  
Proposed Model ◽  
Mean And Variance

We propose an AR(1) model that can be used to generate logistic processes. The proposed model has simple probability and correlation structure that can accommodate the full range of attainable correlation. The correlation structure and the joint distribution of the proposed model are given, as well as their conditional mean and variance.

First-order autoregressive logistic processes

1993 ◽  
Vol 30 (02) ◽  
pp. 467-470 ◽  
Author(s):  
C. H. Sim
Keyword(s):  
Joint Distribution ◽  
Full Range ◽  
Correlation Structure ◽  
Conditional Mean ◽  
First Order ◽  
Proposed Model ◽  
Mean And Variance

We propose an AR(1) model that can be used to generate logistic processes. The proposed model has simple probability and correlation structure that can accommodate the full range of attainable correlation. The correlation structure and the joint distribution of the proposed model are given, as well as their conditional mean and variance.

An Analytical Transient Tire Model

2001 ◽  
Vol 29 (2) ◽  
pp. 108-132 ◽  
Author(s):  
A. Ghazi Zadeh ◽  
A. Fahim
Keyword(s):  
Transient Behavior ◽  
Stability Control ◽  
Vehicle Stability ◽  
Tire Model ◽  
Steering Angle ◽  
First Order ◽  
Vehicle Stability Control ◽  
Proposed Model ◽  
Depth Study ◽  
And Performance

Abstract The dynamics of a vehicle's tires is a major contributor to the vehicle stability, control, and performance. A better understanding of the handling performance and lateral stability of the vehicle can be achieved by an in-depth study of the transient behavior of the tire. In this article, the transient response of the tire to a steering angle input is examined and an analytical second order tire model is proposed. This model provides a means for a better understanding of the transient behavior of the tire. The proposed model is also applied to a vehicle model and its performance is compared with a first order tire model.

scholarly journals A line-of-sight channel model for the 100–450 gigahertz frequency band

2021 ◽  
Vol 2021 (1) ◽  
Author(s):  
Joonas Kokkoniemi ◽  
Janne Lehtomäki ◽  
Markku Juntti
Keyword(s):  
Channel Model ◽  
Full Range ◽  
Line Of Sight ◽  
Absorption Loss ◽  
Radio Communication ◽  
International Telecommunication Union ◽  
International Telecommunication ◽  
Fifth Generation ◽  
Proposed Model ◽  
Actual Response

AbstractThis paper documents a simple parametric polynomial line-of-sight channel model for 100–450 GHz band. The band comprises two popular beyond fifth generation (B5G) frequency bands, namely, the D band (110–170 GHz) and the low-THz band (around 275–325 GHz). The main focus herein is to derive a simple, compact, and accurate molecular absorption loss model for the 100–450 GHz band. The derived model relies on simple absorption line shape functions that are fitted to the actual response given by complex but exact database approach. The model is also reducible for particular sub-bands within the full range of 100–450 GHz, further simplifying the absorption loss estimate. The proposed model is shown to be very accurate by benchmarking it against the exact response and the similar models given by International Telecommunication Union Radio Communication Sector. The loss is shown to be within ±2 dBs from the exact response for one kilometer link in highly humid environment. Therefore, its accuracy is even much better in the case of usually considered shorter range future B5G wireless systems.

A phenomenological model for thermally-induced hysteresis in polycrystalline shape memory alloys with internal loops

2021 ◽  
pp. 1045389X2110482
Author(s):  
Yuxiang Han ◽  
Haoyuan Du ◽  
Linxiang Wang ◽  
Roderick Melnik
Keyword(s):  
Shape Memory Alloys ◽  
Single Crystal ◽  
Shape Memory ◽  
Phenomenological Model ◽  
Landau Theory ◽  
Thermally Induced ◽  
First Order ◽  
Proposed Model ◽  
Crystal Model ◽  
Hysteretic Response

In the current study, a 1-D phenomenological model is constructed to capture the temperature-induced hysteretic response in polycrystalline shape memory alloys (SMAs). The martensitic and austenitic transformations are regarded as the first-order transitions. A differential single-crystal model is formulated on the basis of Landau theory. It is assumed that the transformation temperatures follow the normal distribution among the grains due to the anisotropic stress field developed in the material. The polycrystalline hysteretic response is expressed as the integration of single-crystal responses. Besides, the prediction strategy for incomplete transitions is presented, and the first-order reversal curves are obtained via density reassignment. The proposed model is numerically implemented for validation. Comparisons between the modeling results and the experimental ones demonstrate the capability of the proposed model in addressing the hysteresis in thermally-induced phase transformations.

scholarly journals Risk, Return and Volatility Feedback: A Bayesian Nonparametric Analysis

2018 ◽  
Vol 11 (3) ◽  
pp. 52 ◽  
Author(s):  
Mark Jensen ◽  
John Maheu
Keyword(s):  
Dirichlet Process ◽  
Joint Distribution ◽  
Nonparametric Model ◽  
Bayesian Nonparametric ◽  
Excess Returns ◽  
Dirichlet Process Prior ◽  
Stock Market Returns ◽  
Conditional Mean ◽  
Risk Return ◽  
Volatility Feedback

In this paper, we let the data speak for itself about the existence of volatility feedback and the often debated risk–return relationship. We do this by modeling the contemporaneous relationship between market excess returns and log-realized variances with a nonparametric, infinitely-ordered, mixture representation of the observables’ joint distribution. Our nonparametric estimator allows for deviation from conditional Gaussianity through non-zero, higher ordered, moments, like asymmetric, fat-tailed behavior, along with smooth, nonlinear, risk–return relationships. We use the parsimonious and relatively uninformative Bayesian Dirichlet process prior to overcoming the problem of having too many unknowns and not enough observations. Applying our Bayesian nonparametric model to more than a century’s worth of monthly US stock market returns and realized variances, we find strong, robust evidence of volatility feedback. Once volatility feedback is accounted for, we find an unambiguous positive, nonlinear, relationship between expected excess returns and expected log-realized variance. In addition to the conditional mean, volatility feedback impacts the entire joint distribution.

Analysis of Shear-critical reinforced concrete columns under variable axial load

2022 ◽  
pp. 1-24
Author(s):  
Dimitrios K. Zimos ◽  
Panagiotis E. Mergos ◽  
Vassilis K. Papanikolaou ◽  
Andreas J. Kappos
Keyword(s):  
Reinforced Concrete ◽  
Axial Load ◽  
Shear Failure ◽  
Progressive Collapse ◽  
Full Range ◽  
Element Model ◽  
Independent Verification ◽  
Lateral Response ◽  
Proposed Model ◽  
Compressive Axial Load

Older existing reinforced concrete (R/C) frame structures often contain shear-dominated vertical structural elements, which can experience loss of axial load-bearing capacity after a shear failure, hence initiating progressive collapse. An experimental investigation previously reported by the authors focused on the effect of increasing compressive axial load on the non-linear post-peak lateral response of shear, and flexure-shear, critical R/C columns. These results and findings are used here to verify key assumptions of a finite element model previously proposed by the authors, which is able to capture the full-range response of shear-dominated R/C columns up to the onset of axial failure. Additionally, numerically predicted responses using the proposed model are compared with the experimental ones of the tested column specimens under increasing axial load. Not only global, but also local response quantities are examined, which are difficult to capture in a phenomenological beam-column model. These comparisons also provide an opportunity for an independent verification of the predictive capabilities of the model, because these specimens were not part of the initial database that was used to develop it.

Using Physics Inspired Wave Agents in a Virtual Environment

2017 ◽  
Vol 5 (2) ◽  
pp. 15-28
Author(s):  
Baudouin Dafflon ◽  
Maxime Guériau ◽  
Franck Gechter
Keyword(s):  
Virtual Environment ◽  
Operational Cost ◽  
First Order ◽  
Model Based ◽  
Interference Fringes ◽  
Proposed Model ◽  
Wave Generator ◽  
Multi Agent ◽  
Distance Regulation ◽  
Longitudinal Distance

The monitoring and the surveillance of industrial and agricultural sites have become first order tasks mainly for security or the safety reasons. The main issues of this activity is tied to the size of the sites and to their accessibility. Thus, it seems nowadays relevant to tackle with this problem with robots, which can detect potential issues with a low operational cost. To that purpose, in addition to individual patrolling behavior, robots need coordination schemes. The goal of this paper is to explore the possibility of using interference fringes and waves properties in a virtual environment to tackle with the longitudinal distance regulation in the platoon control issue. The proposed model, based on a multi-agent paradigm, is considering each vehicle as an agent wave generator in the virtual environment.

Selective interaction of a Poisson and renewal process: first-order stationary point results

1970 ◽  
Vol 7 (02) ◽  
pp. 359-372 ◽  
Author(s):  
A. J. Lawrance
Keyword(s):  
Stationary Point ◽  
Joint Distribution ◽  
Point Processes ◽  
First Order ◽  
Response Interval ◽  
Selective Interaction ◽  
Counting Distribution ◽  
Stationary Point Process ◽  
Equilibrium Process ◽  
Stationary Point Processes

The simple stationarity of a previously derived equilibrium process of responses in a renewal inhibited stationary point process is established by deriving the joint distribution of the number of responses in contiguous intervals in the process. For a renewal inhibited Poisson process the variancetime function of the process is obtained; the distribution of an arbitrary between-response interval and the synchronous counting distribution are also derived following analytic justification of the required results. These results strengthen earlier results in the theory of stationary point processes. Three other point processes arising from the interaction are briefly discussed.

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