Predictability and model selection in the context of ARCH models

Most of the methods used in the ARCH literature for selecting the appropriate model are based on evaluating the ability of the models to describe the data. An alternative model selection approach is examined based on the evaluation of the predictability of the models in terms of standardized prediction errors. Copyright © 2005 John Wiley & Sons, Ltd.     

Modelling of a single drop impact onto liquid film using particle method

The process of single liquid drop impact on thin liquid surface is numerically simulated with moving particle semi‐implicit method. The mathematical model involves gravity, viscosity and surface tension. The model is validated by the simulation of the experimental cases. It is found that the dynamic processes after impact are sensitive to the liquid pool depth and the initial drop velocity. In the cases that the initial drop velocity is low, the drop will be merged with the liquid pool and no big splash is seen. If the initial drop velocity is high enough, the dynamic process depends on the liquid depth. If the liquid film is very thin, a bowl‐shaped thin crown is formed immediately after the impact. The total crown subsequently expands outward and breaks into many tiny droplets. When the thickness of the liquid film increases, the direction of the liquid crown becomes normal to the surface and the crown propagates outward. It is also found that the radius of the crown is described by a square function of time: r_C = [c(t ? t₀)]^0.5. When the liquid film is thick enough, a crown and a deep cavity inside it are formed shortly after the impact. The bottom of the cavity is initially oblate and then the base grows downward to form a sharp corner and subsequently the corner moves downward. Copyright © 2004 John Wiley & Sons, Ltd.     

An experimental study of dynamic tensile properties of glass fiber at low-temperatures

Tensile impact experiments of EC8.0−24×7 glass fiber bundles at different low temperaturesT(14°C, −40°C and −10°C) and strain rates ɛ were carried out, and complete stress-strain curves were obtained. Within the range of the experiment temperatures and strain rates, it is found that the initial modulusE, the ultimate strength σ_max and the unstable strain ɛ _b of the glass fiber bundles all increase with ɛ at an identicalT. At an identical ɛ, with the decrease ofT, E and σ_max increase; but ɛ _b increases when 10°C>T>−40°C and decreases when −40°C>T>−100°C. The strain-rate- and temperature-dependent bimodal Weibull statistical constitutive theory was adopted for the statistical analysis of the experimental results, and the Weibull parameters of single fiber were obtained. The results show that the bimodal Weibull distribution function is suitable to represent the strength distribution of the glass fiber at low temperature and different strain rates. The differences in the mechanical properties between EC8.0−24×7 and EC5.5−12 ×14 glass fiber bundles were also discussed. Project supported by the National Natural Science Foundation of China (No. 19772058).     

Influence of SiO2 in SiCp on the microstructure and impact strength of Al/SiCp composites fabricated by pressureless infiltration

The effect of SiO₂ in SiC_p and the following processing parameters on the microstructure and impact strength of Al/SiC_p composites fabricated by pressureless infiltration was investigated: Mg content in the aluminum alloy, SiC particle size, and holding time. Preforms of SiC_p in the form of rectangular bars (10 × 1 × 1 cm) were infiltrated at 1150°C in an argon→nitrogen atmosphere for 45 and 60 min by utilizing two aluminum alloys (Al-6 Mg-11 Si and Al-9 Mg-11 Si, wt.%). The results obtained show that the presence of SiO₂ in SiC affects the microstructure and impact strength of the composites significantly. When Al₄C₃ is formed, the impact strength decreases. However, a high proportion of SiC to SiO₂ limits the formation of the unwanted Al₄C₃ phase in the composites. Also, a higher content of Mg in the Al alloy lowers the residual porosity and, consequently, increases the composite strength. The impact strength grows with decrease in SiC particle size and increases considerably when the residual porosity is less than 1%. Russian translation published in Mekhanika Kompozitnykh Materialov, Vol. 42, No. 3, pp. 401–418, May–June, 2006.     

Non-Parametric Regression Methods

The nature of the financial time series is complex, continuous interchange of stochastic and deterministic regimes. Therefore, it is difficult to forecast with parametric techniques. Instead of parametric models, we propose three techniques and compare with each other. Neural networks and support vector regression (SVR) are two universally approximators. They are data-driven non parametric models. ARCH/GARCH models are also investigated. Our assumption is that the future value of Istanbul Stock Exchange 100 index daily return depends on the financial indicators although there is no known parametric model to explain this relationship. This relationship comes from the technical analysis. Comparison shows that the multi layer perceptron networks overperform the SVR and time series model (GARCH).     

玻璃的冲击损伤

冲蚀过程是一个与颗粒反复冲击物体表面而移除物质相关的表面现象．本文研究了玻璃的冲蚀坑的几何尺寸和体积，给出了冲蚀移除物质如何依赖于颗粒流动速度、颗粒尺寸和冲击角的理论关系．通过理论与实验结果相比较，定义了一定冲蚀坑尺度的有效域．     

On the Use of the Restitution Condition in Flexible Body Dynamics

The difference between the classical treatment offlexible body impact and the treatment of impact in flexiblemultibody dynamics is due to several fundamental reasons. Inthe classical impact theory, simple structures such as beamsand plates are used. Infinite dimensional models can bedeveloped for these simple structural elements to study theimpact dynamics and the wave propagation problem. Flexiblemultibody impact problems, on the other hand, involve bodieswith complex geometry that cannot be modeled using infinitenumber of degrees of freedom. Furthermore, the classicalimpact theory has been mainly concerned with the impactbetween a rigid mass that moves without constraints beforeit impacts a simple flexible structure. This is not amultibody simulation scenario in which the impact occursbetween kinematically constrained bodies that are subjectedto impulsive constraint forces in addition to the impactforces. These constraint forces can influence the motion ofthe two bodies immediately after impact, and as aconsequence, the simple classical theory scenario of impactdoes not apply. It is the objective of this paper to discussthe use of the restitution condition in flexible multibodyimpact problems and demonstrate that the use of thisapproach does not exclude the classical formulation.Nonetheless, the impulse momentum balance approach can serveas an effective and efficient procedure for solving theimpact problem in finite dimensional models that do not obeythe classical wave theory. Energy results of simplestructural elements are presented in order to demonstratethe consistency of using the impulse momentum balanceapproach in solving impact problems in finite dimensionalflexible body applications.     

牛顿碰撞球的解释与分析

对牛顿碰撞球的常规碰撞形式和混合联珠单球碰撞形式做了理论分析和解释.在常规碰撞时,将悬线(钓鱼线)先悬挂小球一段时间后组装仪器,可克服悬线的拉力.在混合联珠单球碰撞时,根据理论分析,选取大球和小球的质量比为27∶8时,演示效果较好.     

Spectroscopy of the regenerative soot

The mechanisms and processes of the formation of the regenerative soot in a graphite hollow cathode discharge that produces and emits carbon clusters are presented. Mass spectrometry with a specially designed E×B velocity filter analyzes the entire range of the charged clusters from C ₁ to ∼C ₄₃₀₀. The state of the carbon vapour within the source is evaluated by using the characteristic line emissions from the carbonaceous discharge whose formative mechanisms depend upon the kinetic and potential sputtering of the sooted cathode. The carbonaceous discharge generates atomic and ionic C and its clusters C _m (m≥ 2), noble gas metastable atoms and ions, energetic electrons and photons in the cavity of the graphite hollow cathode. The parameters of soot formation and its recycling depend critically on the discharge parameters, the geometry of the hollow cathode and 3D profile of the cusp magnetic field contours. Received 2nd July 2001 and Received in final form 10 September 2001     

应用加权列联表分析预测汛期（4─9月）洪涝趋势

本文根据汉寿县１９６０─１９８８年洪涝灾害资料，应用加权列联表分析法，与前期气候因子建立洪涝趋势预测模式。最后对１９８９─１９９０年洪涝试报，取得了满意的效果。