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This dissertation consists of three essays on modeling and parameter estimation for covariance non-stationary processes. The first essay considers the non-linear deformation of time scale for G(lambda)-stationary processes developed by Jiang, Gray and Woodward [2006]. After the appropriate Box-Cox transformation, processes which are nonstationary in the regular time domain, become stationary in the transformed time scale, thus allowing application of traditional econometric tools. We also study the consistency properties of the Q-statistic which is used to estimate parameters of time deformation connecting regular and transformed time scales. As an empirical illustration, the cyclical behavior of the U.S. unemployment series is studied in the context of a structural time series model with explicit trend and cycle modeling. Fitting the model in the deformed time provides different frequency estimates as well as improved inference statistic comparing to the model estimated in the regular time domain. Second essay investigates the case when the parameters of time deformation for G(lambda)-stationary processes are time-varying, thereby allowing cyclical behavior to vary over the observed data interval. Forecast of unemployment series performed in the deformed time with varying frequencies provides a better fit to the data over the long-term forecasting horizon. We also estimate the dynamics of parameter lambda and show that it can be modeled by first-order Markov chain process. While there are many works considering application of Markov-switching models to macroeconomics series, our approach is different in the sense that we consider regime shifts not in the original data, but in the time scale along which the data is measured. In the last essay we consider Method of Moments (MM) as an alternative approach for the parameter estimation in State Space models (SSM). Estimation and inference in non-Gaussian or non-linear models is usually carried out using importance sampl.
This third volume of eight from the IMAC - XXXII Conference, brings together contributions to this important area of research and engineering. The collection presents early findings and case studies on fundamental and applied aspects of Structural Dynamics, including papers on: Linear Systems Substructure Modelling Adaptive Structures Experimental Techniques Analytical Methods Damage Detection Damping of Materials & Members Modal Parameter Identification Modal Testing Methods System Identification Active Control Modal Parameter Estimation Processing Modal Data
The field of material analysis has seen explosive growth during the past decades. Almost all the textbooks on materials analysis have a section devoted to the Fourier transform theory. For this reason, the book focuses on the material analysis based on Fourier transform theory. The book chapters are related to FTIR and the other methods used for analyzing different types of materials. It is hoped that this book will provide the background, reference and incentive to encourage further research and results in this area as well as provide tools for practical applications. It provides an applications-oriented approach to materials analysis written primarily for physicist, Chemists, Agriculturalists, Electrical Engineers, Mechanical Engineers, Signal Processing Engineers, and the Academic Researchers and for the Graduate Students who will also find it useful as a reference for their research activities.
Bayesian statistics is a dynamic and fast-growing area of statistical research and the Valencia International Meetings provide the main forum for discussion. These resulting proceedings form an up-to-date collection of research.
Bridge Maintenance, Safety, Management, Life-Cycle Sustainability and Innovations contains lectures and papers presented at the Tenth International Conference on Bridge Maintenance, Safety and Management (IABMAS 2020), held in Sapporo, Hokkaido, Japan, April 11–15, 2021. This volume consists of a book of extended abstracts and a USB card containing the full papers of 571 contributions presented at IABMAS 2020, including the T.Y. Lin Lecture, 9 Keynote Lectures, and 561 technical papers from 40 countries. The contributions presented at IABMAS 2020 deal with the state of the art as well as emerging concepts and innovative applications related to the main aspects of maintenance, safety, management, life-cycle sustainability and technological innovations of bridges. Major topics include: advanced bridge design, construction and maintenance approaches, safety, reliability and risk evaluation, life-cycle management, life-cycle sustainability, standardization, analytical models, bridge management systems, service life prediction, maintenance and management strategies, structural health monitoring, non-destructive testing and field testing, safety, resilience, robustness and redundancy, durability enhancement, repair and rehabilitation, fatigue and corrosion, extreme loads, and application of information and computer technology and artificial intelligence for bridges, among others. This volume provides both an up-to-date overview of the field of bridge engineering and significant contributions to the process of making more rational decisions on maintenance, safety, management, life-cycle sustainability and technological innovations of bridges for the purpose of enhancing the welfare of society. The Editors hope that these Proceedings will serve as a valuable reference to all concerned with bridge structure and infrastructure systems, including engineers, researchers, academics and students from all areas of bridge engineering.
Life-Cycle of Structures and Infrastructure Systems contains the lectures and papers presented at IALCCE 2023- The Eighth International Symposium on Life-Cycle Civil Engineering, held at Politecnico di Milano, Milan, Italy, 2-6 July, 2023. This book contains the full papers of 514 contributions presented at IALCCE 2023, including the Fazlur R. Khan Plenary Lecture, nine Keynote Lectures, and 504 technical papers from 45 countries. The papers cover recent advances and cutting-edge research in the field of life-cycle civil engineering, including emerging concepts and innovative applications related to life-cycle design, assessment, inspection, monitoring, repair, maintenance, rehabilitation, and management of structures and infrastructure systems under uncertainty. Major topics covered include life-cycle safety, reliability, risk, resilience and sustainability, life-cycle damaging processes, life-cycle design and assessment, life-cycle inspection and monitoring, life-cycle maintenance and management, life-cycle performance of special structures, life-cycle cost of structures and infrastructure systems, and life-cycle-oriented computational tools, among others. This Open Access Book provides both an up-to-date overview of the field of life-cycle civil engineering and significant contributions to the process of making more rational decisions to mitigate the life-cycle risk and improve the life-cycle reliability, resilience, and sustainability of structures and infrastructure systems exposed to multiple natural and human-made hazards in a changing climate. It will serve as a valuable reference to all concerned with life-cycle of civil engineering systems, including students, researchers, practicioners, consultants, contractors, decision makers, and representatives of managing bodies and public authorities from all branches of civil engineering.
This book covers the basic topics associated with the measurement, analysis and simulation of random environmental processes which are encountered in practice when dealing with the dynamics, fatigue and reliability of structures in real environmental conditions. The treatment is self-contained and the authors have brought together and integrated the most important information relevant to this topic in order that the newcomer can see and study it as a whole. This approach should also be of interest to experienced engineers from fatigue laboratories who want to learn more about the possible methods of simulation, especially for use in real time on electrohydraulic computer-controlled loading machines.Problems of constructing a measuring system are dealt with in the first chapter. Here the authors discuss the choice of measuring conditions and locations, as well as the organization of a chain of devices for measuring and recording random environmental processes. Some experience gained from practical measurements is also presented. The recorded processes are further analysed by various methods. The choice is governed by the aims of the measurements and applications of the results. Chapter 2 is thus devoted to methods of random process evaluations for digital computers, both from the fatigue and dynamic point of view. The most important chapter is Chapter 3 as this presents a review of up-to-date methods of random process simulation with given statistical characteristics. These methods naturally follow those of random process analysis, and their results form initial data for the corresponding simulations algorithms, including occurrences of characteristic parameters of counting methods, reproduction of correlation theory characteristics and of autoregressive models. The simulation of non-stationary processes is treated in depth, taking into account their importance for practical applications and also the lack of information of this subject.The book is intended to help resolve many practical problems concerning the methods and quality of environmental process evaluation and simulation which can arise when up-to-date loading systems with computer control are being used in material, component and structural fatigue and dynamic research.
From the preface: This volume is a collection of papers presented at the U.S. - Japan Joint Seminar on Stochastic Approaches in Earthquake Engineering held on May 6 and 7, 1987. The general theme of the two-day program was the application of probability and statistics to engineering problems related to strong ground motion. Within this general theme a great variety of subject matters were covered, including earthquake cataloging, ground motion modeling, system identification, failure mechanisms, response and reliability analyses, numerical techniques, and active control. The engineering systems considered included buildings, bridges and life-line networks.
The proceedings of a symposium held in Berlin in March 1996, drawing together practical expertise in measurement techniques, with typical applications ranging from in situ measurements of strain and rotation on small specimens through notched specimens and single crystal up to turbine blade shaped samples and full scale component testing. The symposium also highlighted new techniques such as speckle interferometry and image analysis.