Random vertical track irregularities are one of essential vibration sources in bridge, track structure and high-speed train systems. The common model of such irregularities is a stationary and ergodic Gaussian process...Random vertical track irregularities are one of essential vibration sources in bridge, track structure and high-speed train systems. The common model of such irregularities is a stationary and ergodic Gaussian process. The study presents the results of numerical dynamic analysis of advanced virtual models of composite BTT （bridge/ballasted track structure/high-speed train） systems. The analysis has been conducted for a series of types of single-span simply-supported railway composite （steel-concrete） bridges, with a symmetric platform, located on lines with ballasted track structure adapted for high-speed trains. The bridges are designed according to Polish bridge standards. A new methodology of numerical modeling and simulation of dynamic processes in BTT systems has been applied. The methodology takes into consideration viscoelastic suspensions of rail-vehicles, nonlinear Hertz wheel-rail contact stiffness and one-side wheel-rail contact, physically nonlinear elastic-damping properties of the track structure, random vertical track irregularities, approach slabs and other features. Computer algorithms of FE （finite element） modeling and simulation were programmed in Delphi. Both static and dynamic numerical investigations of the bridges forming the series of types have been carried out. It has been proved that in the case of common structural solutions of bridges and ballasted track structures, it is necessary to put certain limitations on operating speeds, macadam ballast and vertical track roughness.展开更多
This paper considers the problem of smoothing a non-stationary time series(having either deterministic and/or stochastic trends) using the discrete cosine transform(DCT).The DCT is a powerful tool which has found frui...This paper considers the problem of smoothing a non-stationary time series(having either deterministic and/or stochastic trends) using the discrete cosine transform(DCT).The DCT is a powerful tool which has found fruitful applications in filtering and smoothing as it can closely approximate the optimal Karhunen-Loeve transform(KLT).In fact,it is known that it almost corresponds to the KLT for first-order autoregressive processes with a root close to unity:This is the case with most economic and financial time series.A number of new results are derived in the paper:(a) The explicit form of the linear smoother based on the DCT,which is found to have time-varying weights and that uses all observations;(b) the extrapolation of the DCT-smoothed series;(c) the form of the average frequency response function,which is shown to approximate the frequency response of the ideal low pass filter;(d) the asymptotic distribution of the DCT coefficients under the assumptions of deterministic or stochastic trends;(e) two news method for selecting an appropriate degree of smoothing,in general and under the assumptions in(d).These findings are applied and illustrated using several real world economic and financial time series.The results indicate that the DCT-based smoother that is proposed can find many useful applications in economic and financial time series.展开更多
文摘Random vertical track irregularities are one of essential vibration sources in bridge, track structure and high-speed train systems. The common model of such irregularities is a stationary and ergodic Gaussian process. The study presents the results of numerical dynamic analysis of advanced virtual models of composite BTT （bridge/ballasted track structure/high-speed train） systems. The analysis has been conducted for a series of types of single-span simply-supported railway composite （steel-concrete） bridges, with a symmetric platform, located on lines with ballasted track structure adapted for high-speed trains. The bridges are designed according to Polish bridge standards. A new methodology of numerical modeling and simulation of dynamic processes in BTT systems has been applied. The methodology takes into consideration viscoelastic suspensions of rail-vehicles, nonlinear Hertz wheel-rail contact stiffness and one-side wheel-rail contact, physically nonlinear elastic-damping properties of the track structure, random vertical track irregularities, approach slabs and other features. Computer algorithms of FE （finite element） modeling and simulation were programmed in Delphi. Both static and dynamic numerical investigations of the bridges forming the series of types have been carried out. It has been proved that in the case of common structural solutions of bridges and ballasted track structures, it is necessary to put certain limitations on operating speeds, macadam ballast and vertical track roughness.
文摘This paper considers the problem of smoothing a non-stationary time series(having either deterministic and/or stochastic trends) using the discrete cosine transform(DCT).The DCT is a powerful tool which has found fruitful applications in filtering and smoothing as it can closely approximate the optimal Karhunen-Loeve transform(KLT).In fact,it is known that it almost corresponds to the KLT for first-order autoregressive processes with a root close to unity:This is the case with most economic and financial time series.A number of new results are derived in the paper:(a) The explicit form of the linear smoother based on the DCT,which is found to have time-varying weights and that uses all observations;(b) the extrapolation of the DCT-smoothed series;(c) the form of the average frequency response function,which is shown to approximate the frequency response of the ideal low pass filter;(d) the asymptotic distribution of the DCT coefficients under the assumptions of deterministic or stochastic trends;(e) two news method for selecting an appropriate degree of smoothing,in general and under the assumptions in(d).These findings are applied and illustrated using several real world economic and financial time series.The results indicate that the DCT-based smoother that is proposed can find many useful applications in economic and financial time series.
