Comparison of performance between rescaled range analysis and rescaled variance analysis in detecting abrupt dynamic change

In the present paper, a comparison of the performance between moving cutting data-rescaled range analysis （MC- R/S） and moving cutting data-rescaled variance analysis （MC-V/S） is made. The results clearly indicate that the operating efficiency of the MC-R/S algorithm is higher than that of the MC-V/S algorithm. In our numerical test, the computer time consumed by MC-V/S is approximately 25 times that by MC-R/S for an identical window size in artificial data. Except for the difference in operating efficiency, there are no significant differences in performance between MC-R/S and MC-V/S for the abrupt dynamic change detection. Mc-R/s and MC-V/S both display some degree of anti-noise ability. However, it is important to consider the influences of strong noise on the detection results of MC-R/S and MC-V/S in practical application

An rescaled range analysis on the characteristics of coal seam development in the Eastern depression of the Liaohe Basin

The characteristics of coal seam development,and the prospects of a favorable coal-forming area,were evaluated for the Liaohe Basin located in China.The Number 3 and Number 9 coal seam thickness series from 60 nearly equally spaced bores in the Eastern depression of the Liaohe Basin were examined by a rescaled range analysis.The results indicate that the Hurst exponents of the Number 3 and Number 9 coal seam thickness series are 0.69 and 0.68,respectively.This suggests the presence of persistence.As the bore spacing increases the Hurst exponent of the Number 3 series gradually decreases（H changes from 0.69 to 0.52） and shifts from persistence to randomness.The Hurst exponent of the Number 9 thickness data gradually increases（H changes from 0.68 to 0.91） and always shows the characteristic of persistence.A combination of geological characteristics and the series data allow the conclusion that it is more suitable for the Number 9 coal seam to form in the Northeastern part of the Eastern depression than the Number 3 coal seam.

Structural optimization design of semi-rigid base asphalt pavement using modulus matching criterion and multi-indicator range analysis

Damage to semi-rigid base asphalt pavement is related to improper matching of the pavement structure moduli.This study mainly focused on the modulus matching of structural layers and the development of a pavement structure optimization method.First,the modulus loss of existing pavement structures was analysed,and a three-dimensional finite element model was established based on the existing pavement.Second,the influence of the modulus of each structural layer on the mechanical response indicators and fatigue life was analysed.Based on the results,a pavement structure design method using the smoothness of the stress-strain curve as the modulus matching criterion of the structural layers was proposed.And it was found that a strain convex point was present and that the stress mutation between the structural layers was significant when the modulus matching of the pavement structure was reasonable.Further,the evaluation indicators were divided into two groups,namely,mechanical indicators and fatigue life indicators.And it was proposed an optimized pavement structure design method based on modulus matching and multi-indicator range analysis.Finally,the optimal modulus combination of pavement structure was determined by this method.The research systematically studied the influence of the modulus of each structural layer on the mechanical response and fatigue life of the pavement,and proposed the concept and specific executive criteria of modulus matching for the first time.Meanwhile,it also provided an effective optimization method for pavement structure design.

Cavitation Optimization for a Centrifugal Pump Impeller by Using Orthogonal Design of Experiment

Cavitation is one of the most important performance of centrifugal pumps. However, the current optimization works of centrifugal pump are mostly focusing on hydraulic efficiency only, which may result in poor cavitation performance. Therefore, it is necessary to find an appropriate solution to improve cavitation performance with acceptable efficiency. In this paper, to improve the cavitation performance of a centrifugal pump with a vaned diffuser, the influence of impeller geometric parameters on the cavitation of the pump is investigated using the orthogonal design of experiment （DOE） based on computational fluid dynamics. The impeller inlet diameter D1, inlet incidence angle Aft, and blade wrap angle ~0 are selected as the main impeller geometric parameters and the orthogonal experiment of L9（3＂3） is performed. Three-dimensional steady simulations for cavitation are conducted by using constant gas mass fraction model with second-order upwind, and the predicated cavitation performance is validated by laboratory experiment. The optimization results are obtained by the range analysis method to improve cavitation performance without obvious decreasing the efficiency of the centrifugal pump. The internal flow of the pump is analyzed in order to identify the flow behavior that can affect cavitation performance. The results show that D1 has the greatest influence on the pump cavitation and the final optimized impeller provides better flow distribution at blade leading edge. The final optimized impeller accomplishes better cavitation and hydraulic performance and the NPSHR decreases by 0.63m compared with the original one. The presented work supplies a feasible route in engineering practice to optimize a centrifugal pump impeller for better cavitation performance.

Prediction and calculation for new energy development

Some important questions for new energy development were discussed, such as the prediction and calculation of sea surface temperature, ocean wave, offshore platform price, typhoon track, fire status, vibration due to earthquake, energy price, stock market’s trend and so on with the fractal methods (including the four ones of constant dimension fractal, variable dimension fractal, complex number dimension fractal and fractal series) and the improved rescaled range analysis (R/S analysis).

Neck-spinning quality analysis and optimization of process parameters for plunger components:Simulation and experimental study

The plunger component is a key part of the plunger pump in the aircraft hydraulic system.Neck-spinning process is commonly used to fabricate plunger components,of which the quality of the spinning process significantly affects the performance of plunger pumps.One of the bottlenecks faced by the industry in the spinning process is to choose a suitable neck-spinning process so as to ensure the quality of plunger components.It is necessary to propose a reliable method to optimize the process parameters which affect the neck-spinning quality of plunger components.In this study,a calculable finite element analysis(FEA)model is established to simulate the threeroller neck-spinning process of the plunger component,which includes six typical slipper structures,two roller structures,and two spinning parameters.The FEA model is then validated by comparing the simulated spinning forces with the corresponding experimental results.The influence of the process conditions on the neck-spinning quality is investigated.And the orthogonal simulation results are analyzed by a combination of range method and fuzzy mathematical analysis method to recommend a reasonable slipper structure,roller structure and neck-spinning parameters.This study provides a promising method to improve the manufacturing quality of the typical plunger components.

Performance analysis of source ranging by use of virtual receiver technique under different frequency bands

The traditional matched field processing localization need complicated computation to get the replica field and has high dependence on environment parameters and acoustic field model. To overcome the shortcoming, virtual receiver technique is used for source ranging. A virtual receiver is constructed by correlating the two signals of the guide source and the objective source received by a vertical line array. Then, the slope of the interference striation of the virtual field is estimated using relevant signal processing method. Combining with the waveguide invariant/3, the range of the objective source is determined. Through the numerical simulations and data processing collected from the experiment carried out in the South China Sea in 2004, the virtual receiver technique for broadband source ranging under the slope- bottom shallow water environment is discussed. As the frequency increases, the frequency bands should be broadened to obtain complete interference striation for good ranging results. In data processing, the receiving array spacing is too large to promise the orthogonality of the modes as the frequency increases and ranging results become worse.

Empirical Study on Long Memory Feature in Chinese Stock Market

The notion of long memory, or long-term dependence, has received considerable attention in empirical finance. While many empirical works were done on the detection of long memory in return series, very few investigations focused on the market volatility, though the long-term dependence in volatility may lead to some types of volatility persistence as observed in financial markets and affect volatility forecasts and derivative pricing formulas. So, using modified rescaled range analysis and ARFIMA model testing, this study examined long-term dependence in Chinese stock market returns and volatility. The results show that although the returns themselves contain little serial correlation, the variability of returns has significantly long-term dependence. It would be beneficial to encompass long memory structure to assess the behavior of stock prices and research on financial market theory.