Fixing the model for the seasonal component: A new revision policy

2021 ◽  
pp. 1-7
Author(s):  
María Novás ◽  
Félix Aparicio-Pérez ◽  
Rafael López ◽  
Soledad Saldaña ◽  
David Salgado ◽  
...  
Keyword(s):  
Model Parameters ◽  
Seasonal Component ◽  
Fixed Model ◽  
Reasons Model

One of the multiple decisions that statisticians have to face on the release of seasonal and calendar adjusted series, is the revision policy when new data are available. The INE used to apply the policy of Partial Concurrent Adjustment: ARIMA Parameters in JDemetra+, but huge revisions from the beginning of the series were occasionally observed. Analyzing this issue deeply, we realized that revisions were due to two main reasons: model changes because of lack of admissible decomposition, and especially, changes in the autoregressive roots assignment. In this paper, we present the new revision policy applied at the INE, which may be considered a compromise between the Partial Concurrent Adjustment: ARIMA Parameters policy and the Partial Concurrent Adjustment: Fixed Model, both implemented in JDemetra+. This new policy avoids model changes by: (i) fixing the last estimated model with admissible decomposition when a model change is triggered and (ii) adjusting root assignment parameters to make sure autoregressive roots remain in the same component. In doing so, we improve the estimation of the model parameters with the new data, while avoiding big revisions, as shown in the examples.

A Mixed-Time-Scale SGS Model With Fixed Model-Parameters for Practical LES

2005 ◽  
Vol 127 (1) ◽  
pp. 1-13 ◽  
Author(s):  
Masahide Inagaki ◽  
Tsuguo Kondoh ◽  
Yasutaka Nagano
Keyword(s):  
Experimental Data ◽  
Time Scale ◽  
Bluff Body ◽  
Present Model ◽  
Plane Channel ◽  
Wall Turbulence ◽  
Model Parameters ◽  
Complex Flow ◽  
Smagorinsky Model ◽  
Fixed Model

A new subgrid-scale (SGS) model for practical large eddy simulation (LES) is proposed. The model is constructed with the concept of mixed time-scale, which makes it possible to use fixed model-parameters and to dispense with the distance from the wall. The model performance is tested in plane channel flows, and the results show that this model is able to account for near-wall turbulence without an explicit damping function as in the dynamic Smagorinsky model. The model is also evaluated in a backward-facing step flow and in a flow around a circular cylinder. The calculated results using the consistent model-parameters show good agreement with experimental data, while the results obtained using the dynamic Smagorinsky model show less accuracy and less computational stability. Furthermore, to confirm the validity of the present model in practical applications, the three-dimensional complex flow around a bluff body (Ahmed et al., SAE paper no. 840300) is also calculated with the model. The agreement between the calculated results and the experimental data is quite satisfactory. These results suggest that the present model is a refined SGS model suited for practical LES to compute flows in a complicated geometry.

Instrumental and Ideological Union Commitment: Longitudinal Assessment of Construct Validity

2001 ◽  
Vol 17 (2) ◽  
pp. 98-111 ◽  
Author(s):  
Anders Sjöberg ◽  
Magnus Sverke
Keyword(s):  
Construct Validity ◽  
Temporal Stability ◽  
Strong Support ◽  
Internal Consistency Reliability ◽  
Measurement Model ◽  
Two Dimensions ◽  
Model Parameters ◽  
Longitudinal Assessment ◽  
Union Commitment ◽  
Union Participation

Summary: Previous research has identified instrumentality and ideology as important aspects of member attachment to labor unions. The present study evaluated the construct validity of a scale designed to reflect the two dimensions of instrumental and ideological union commitment using a sample of 1170 Swedish blue-collar union members. Longitudinal data were used to test seven propositions referring to the dimensionality, internal consistency reliability, and temporal stability of the scale as well as postulated group differences in union participation to which the scale should be sensitive. Support for the hypothesized factor structure of the scale and for adequate reliabilities of the dimensions was obtained and was also replicated 18 months later. Tests for equality of measurement model parameters and test-retest correlations indicated support for the temporal stability of the scale. In addition, the results were consistent with most of the predicted differences between groups characterized by different patterns of change/stability in union participation status. The study provides strong support for the construct validity of the scale and indicates that it can be used in future theory testing on instrumental and ideological union commitment.

Representation of bolted joints in a structure using finite element modelling and model updating

2020 ◽  
Vol 14 (3) ◽  
pp. 7141-7151 ◽  
Author(s):  
R. Omar ◽  
M. N. Abdul Rani ◽  
M. A. Yunus
Keyword(s):  
Finite Element ◽  
Dynamic Behaviour ◽  
Model Updating ◽  
Complex Structure ◽  
Bolted Joints ◽  
Model Parameters ◽  
Fe Model ◽  
Bolted Joint ◽  
Fe Modelling ◽  
Joint Structure

Efficient and accurate finite element (FE) modelling of bolted joints is essential for increasing confidence in the investigation of structural vibrations. However, modelling of bolted joints for the investigation is often found to be very challenging. This paper proposes an appropriate FE representation of bolted joints for the prediction of the dynamic behaviour of a bolted joint structure. Two different FE models of the bolted joint structure with two different FE element connectors, which are CBEAM and CBUSH, representing the bolted joints are developed. Modal updating is used to correlate the two FE models with the experimental model. The dynamic behaviour of the two FE models is compared with experimental modal analysis to evaluate and determine the most appropriate FE model of the bolted joint structure. The comparison reveals that the CBUSH element connectors based FE model has a greater capability in representing the bolted joints with 86 percent accuracy and greater efficiency in updating the model parameters. The proposed modelling technique will be useful in the modelling of a complex structure with a large number of bolted joints.

A Note on Confidence Intervals and Model Specification

Marketing ZFP ◽  
2019 ◽  
Vol 41 (4) ◽  
pp. 33-42
Author(s):  
Thomas Otter
Keyword(s):  
Confidence Intervals ◽  
Generalized Linear Model ◽  
Statistical Information ◽  
Regression Coefficients ◽  
Model Specification ◽  
Model Parameters ◽  
Exploratory Research ◽  
Empirical Calibration ◽  
Credible Intervals ◽  
Model Structures

Empirical research in marketing often is, at least in parts, exploratory. The goal of exploratory research, by definition, extends beyond the empirical calibration of parameters in well established models and includes the empirical assessment of different model specifications. In this context researchers often rely on the statistical information about parameters in a given model to learn about likely model structures. An example is the search for the 'true' set of covariates in a regression model based on confidence intervals of regression coefficients. The purpose of this paper is to illustrate and compare different measures of statistical information about model parameters in the context of a generalized linear model: classical confidence intervals, bootstrapped confidence intervals, and Bayesian posterior credible intervals from a model that adapts its dimensionality as a function of the information in the data. I find that inference from the adaptive Bayesian model dominates that based on classical and bootstrapped intervals in a given model.

In-Plane Flexible Ring Tire Model—Part 1: Modeling and Parameter Identification

2018 ◽  
Vol 46 (3) ◽  
pp. 174-219 ◽  
Author(s):  
Bin Li ◽  
Xiaobo Yang ◽  
James Yang ◽  
Yunqing Zhang ◽  
Zeyu Ma
Keyword(s):  
Static Load ◽  
Model Parameters ◽  
Tire Model ◽  
Test Results ◽  
Lumped Mass ◽  
Virtual Test ◽  
Proposed Model ◽  
Particle Swarm Method ◽  
Vehicle Dynamic Simulation ◽  
Flexible Ring

ABSTRACT The tire model is essential for accurate and efficient vehicle dynamic simulation. In this article, an in-plane flexible ring tire model is proposed, in which the tire is composed of a rigid rim, a number of discretized lumped mass belt points, and numerous massless tread blocks attached on the belt. One set of tire model parameters is identified by approaching the predicted results with ADAMS® FTire virtual test results for one particular cleat test through the particle swarm method using MATLAB®. Based on the identified parameters, the tire model is further validated by comparing the predicted results with FTire for the static load-deflection tests and other cleat tests. Finally, several important aspects regarding the proposed model are discussed.

Sign in / Sign up

Export Citation Format

Share Document