Wind Speed Forecasting Based on ARMA-ARCH Model in Wind Farms

Wind speed forecasting is signif icant for wind farm planning and power grid operation. The research in this paper uses Eviews software to build the ARMA (autoregressive moving average) model of wind speed time series, and employs Lagrange multipliers to test the ARCH (autoregressive conditional heteroscedasticity) effects of the residuals of the ARMA model. Also, the corresponding ARMA-ARCH models are established, and the wind speed series are forecasted by using the ARMA model and ARMA-ARCH model respectively. The comparison of the forecasting accuracy of the above two models shows that the ARMA-ARCH model possesses higher forecasting accuracy than the ARMA model and has certain practical value.

Bilateral shear strength of rectangular frame column based on simplified space truss-arch model

To investigate the bilateral shear strength of rectangular frame column subjected to oblique horizontal load, we presented a simplified space truss-arch model developed from unilateral truss-arch model. Main parameters in the new model were the cross-sectional area, transverse reinforcement raito, axial load, and material strength of the column. The reduction coefficient of concrete sterength owing to the severe cracking of column was also introduced in the model. Finally, 14 specimens under oblique horizontal load were tested to verified the feasibility and applicability of the space truss-arch model.

Empirical Likelihood for AR-ARCH Models Based on LAD Estimation

By employing the empirical likelihood method, confidence regions for the stationary AR（p）-ARCH（q） models are constructed. A self-weighted LAD estimator is proposed under weak moment conditions. An empirical log-likelihood ratio statistic is derived and its asymptotic distribution is obtained. Simulation studies show that the performance of empirical likelihood method is better than that of normal approximation of the LAD estimator in terms of the coverage accuracy, especially for relative small size of observation.

Changes in the crown angulation and dental arch widths after nonextraction orthodontic treatment: Model analysis of mild crowding with high canines

This study was undertaken to examine which factors contributed to the correction of crowding in two patients who underwent nonextraction orthodontic treatment. A study model analysis was conducted to determine the effects of the orthodontic treatment for crowding with high canines on crown angulation and dental arch width in two patients. The results showed that the crown angulation was significantly increased, indicating distal tipping in the maxillary dental arch. This tendency was most commonly observed in the premolars among the lateral teeth. With respect to the dental arch width, the largest change was evident in the first molar and first premolar regions in cases 1 and 2, respectively. On the basis of these results, up-righting of mesially tipped lateral teeth and expansion of narrow dental arches could prove to be the keys to the success of space regaining or correction of high canines and mild crowding.

Modelling subset multivariate ARCH model via the AIC principle

In this paper we consider the problem of identifying a parsimonious subset multivariate ARCH model based on the AIC principle. The proposed approach can reduce the number of parameters in the final ARCH specification and allows for non-constant correlations between the components. Some simulation results illustrate the viability of the proposed procedure.

一类双函数系数ARCH-M模型的经验似然估计

针对一类双函数系数自回归条件异方差-均值(ARCH-M)模型的估计问题,提出一种基于经验似然的估计方法;在该估计方法中,所提出的模型允许金融时间序列的风险效应和收益效应同时为某一变量的函数结构,可以有效地刻画金融时间序列的风险和平均收益之间的关系,具有较广的适应性;同时,与经典矩估计法和极大似然估计法相比,基于经验似然的估计方法具有独特的优势,可以充分考虑金融序列的异方差性,并且所构造的置信区间不涉及任何渐近方差的估计,因此具有较好的稳健性和有效性;在一些正则条件下,对所构造的经验对数似然比统计量及函数系数估计量的渐近分布进行了理论分析;结果表明:关于风险效应函数系数和收益效应函数系数的经验对数似然比统计量均渐近收敛于中心卡方分布,同时函数系数估计量渐近收敛于正态分布;进而对风险效应函数系数和收益效应函数系数分别构造了相应函数系数的逐点置信区间。

The Comparison of Different Degree of Convexity and 3D Modeling of Involute Hyperbolic Arch Dam

Because of good quality of compressive resistance, the hyperbolic arch dam is being increasingly applied to engineering projects. In order to satisfy the needs of compressive resistance under the conditions of high water pressure, a stress analysis is required for the dam. During the stress analysis process however, due to the complexity of the three-dimensional modeling, it is very hard to form a model. Therefore, the stress analysis process is a barrier for the arch dam. In this article, based on the research of the new line-type arch dam, a mathematical model in different degree of convexity conditions of the dam is established; using the C ＋ ＋ language program, a computer three-dimensional model simulation is realized on AutoCAD. The accurate three-dimensional model is providing a finite element optimization design of the involute hyperbolic arch dam for the next step.

基于ARCH类模型的农产品价格波动特征研究

基于2011年1月至2022年8月的月度价格指数,运用自回归条件异方差ARCH类模型对猪肉、牛肉、棉花、大豆、稻谷、羊肉六种农产品进行价格波动特征分析研究。结果表明:具有较为显著的ARCH效应是牛肉、大豆、猪肉、棉花这四种农产品;其中农产品价格具有波动集聚性特征的是牛肉、大豆、猪肉、棉花;牛肉、大豆、猪肉、棉花价格不具备高风险和高报酬的特征;农产品价格均具有非对称性是棉花、大豆、猪肉。基于研究分析结果,本文提出相关政策建议,为农产品市场价格调控提供参考。

基于总安全系数法的系统锚杆支护承载能力试验研究

鉴于隧道现行规范缺乏系统锚杆支护的承载能力分析方法,总安全系数法提出了锚−岩承载拱的荷载结构模型与承载力计算方法,在理论上实现了锚杆的量化设计,但缺少试验验证。基于此,从结构试验角度研制了大型隧道结构模型试验系统,开展了毛洞与不同间距系统锚杆支护下的锚−岩承载拱结构承载试验。通过监测围岩内部应力−应变、隧道位移与锚杆应变,分析了围岩与锚杆材料的破坏状态与破坏荷载,研究了锚−岩承载拱变形与受力特征、锚杆轴力分布。对比分析了模型试验的结构承载力与总安全系数法理论下锚−岩承载拱的计算承载力。研究结果表明:锚杆能有效地与围岩协同承载,显著增加围岩的侧限力,提高围岩抗压强度与承载能力;试验得到的锚−岩承载拱承载能力与理论计算结果较为吻合,表明了总安全系数法的锚−岩承载拱计算模型是合理的,并具有合适的安全性。

Seismic damage analysis of the outlet piers of arch dams using the finite element sub-model method

This study aims to analyze seismic damage of reinforced outlet piers of arch dams by the nonlinear finite element （FE） sub-model method. First, the dam-foundation system is modeled and analyzed, in which the effects of infinite foundation, contraction joints, and nonlinear concrete are taken into account. The detailed structures of the outlet pier are then simulated with a refined FE model in the sub-model analysis. In this way the damage mechanism of the plain （unreinforced） outlet pier is analyzed, and the effects of two reinforcement measures （i.e., post-tensioned anchor cables and reinforcing bar） on the dynamic damage to the outlet pier are investigated comprehensively. Results show that the plain pier is damaged severely by strong earthquakes while implementation of post-tensioned anchor cables strengthens the pier effectively. In addition, radiation damping strongly alleviates seismic damage to the piers.

股票市盈率波动有偏性对投资者股票交易量的影响研究--基于沪深300指数

有着独特波动规律的股票市盈率,会对投资者的股票交易产生影响。从市盈率波动有偏性的角度出发,以沪深300指数的市盈率数据为研究样本,构建回归模型,实证检验市盈率波动有偏性对股票交易量的影响,结果表明:沪深300指数市盈率波动相对于正常波动水平存在明显右偏性;沪深300指数市盈率波动的持续时间较长且具有非对称性;沪深300指数市盈率波动右偏性对股票成交量具有显著的反向影响,并且这种影响受到经济增长、出口量、利率、汇率、居民消费价格指数和货币供应量的非对称约束。要稳定股市交易量,就需要综合考虑上述因素的影响,并根据市场变动灵活调整政策措施。

空间异形拱桥振动台试验设计

振动台试验是研究大型结构复杂动力特性和地震响应的有效手段,由于振动台尺寸和载重的限制,合理设计缩尺模型结构是振动台试验成功的关键。基于量纲相似法及弹性相似律,取1∶20的几何相似比,以某空间异形拱桥为原型,开展了其关键参数动力缩尺模型设计。首先,通过有限元数值分析,分析了动力作用下原桥模型与缩尺桥模型的动力特性、关键部位内力与位移等响应,以验证缩尺模型的合理性;并在选取合理地震动作用下,开展了结构时程响应分析。研究结果表明:缩尺模型桥与原型桥前10阶模态完全吻合且频率误差小于7%,关键截面内力、位移和加速度等响应误差未超过10%,缩尺模型桥可较好地反映原桥动力特性和响应特点。研究成果可为空间异形拱桥振动台抗震设计提供技术支撑并为同类桥梁振动台试验提供参考。

Finite element model for arch bridge vibration dynamics considering effect of suspender length adjustment on geometry stiffness matrix

In this paper, we established a finite element (FEM) model to analyze the dynamic characteristics of arch bridges. In this model, the effects of adjustment to the length of a suspender on its geometry stiffness matrix are stressed. The FEM equations of mechanics characteristics, natural frequency and main mode are set up based on the first order matrix perturbation theory. Applicantion of the proposed model to analyze a real arch bridge proved the improvement in the simulation precision of dynamical characteristics of the arch bridge by considering the effects of suspender length variation.

侧部注浆对已建盾构隧道受荷变形影响试验研究

采用侧部注浆法整治盾构隧道横椭圆变形超限过程中,盾构隧道周围附加土压力及隧道变形特性暂不明晰。通过几何相似比为1∶10的缩尺寸模型试验开展了侧部注浆对已建盾构隧道的影响试验研究,试验结果分析表明:在注浆挤压作用下,将导致隧道周围的土压力在注浆点处局部增大,两边有一定程度的减小,产生了明显的水平被动土拱现象;在注浆附加荷载影响下,模型盾构隧道在注浆点附近发生了竖椭圆变形,而在离注浆点较远处则发生了横椭圆变形,且隧道发生了反弯现象;注浆过程中发生了“渗透→挤密→劈裂”扩散模式与“挤密→劈裂→渗透”扩散模式,并阐明了两种浆液扩散模式的扩散机制;隧道外壁附加荷载主要由浆液通过渗透扩散与劈裂扩散的浆液压力所形成,同时浆液挤压土体变形对隧道周围的浆液也将形成一定的挤压荷载。

洞桩法地铁车站边桩结构受力机制的模型试验设计

为了方便学生更形象地理解洞桩法地铁车站边桩结构的受力机制,该文以广州地区某洞桩法地铁车站工程为依托,设计了一种简化的洞桩法车站边桩结构模型试验。基于该试验方法,演示分析了边桩结构在洞桩法车站开挖过程中的施工力学行为规律,并对比研究了不同桩型布置参数下的桩后土压力、边桩结构的力学和变形规律。通过该试验,为学生展示了洞桩法边桩结构模型的设计、制作、试验具体操作及数据监测的全过程,从而让学生更好地掌握洞桩法车站边桩结构力学行为演变规律,以及采用不同边桩布置型式的力学行为差异。

超大跨劲性骨架拱桥缩尺模型试验方案设计研究

为对超大跨劲性骨架拱桥缩尺模型试验方案进行合理设计,以计算跨径600 m的劲性骨架拱桥——天峨龙滩特大桥为背景,围绕模型缩尺比、结构设计、材料及加载系统等关键环节,开展主拱圈缩尺模型试验方案设计研究。最终确定模型拱缩尺比为1∶10,劲性钢骨架采用单肋形式,采用与实桥主拱圈性能相近、便于施工的材料,采用阵列式滑轮组加载系统实现模型拱和实桥主拱圈的应力等效,还原外包混凝土分环分段浇筑施工,并简化劲性钢骨架与管内混凝土施工。将模型拱外包混凝土应力实测值、ANSYS建模计算得到的模型拱理论值及实桥主拱圈理论值进行对比,结果表明:模型拱和实桥主拱圈外包混凝土在施工阶段的应力变化趋势基本相同,最大绝对误差在2 MPa以内,模型拱应力实测值和理论值也吻合较好,缩尺模型试验方案设计合理。

Calculation Model of Equivalent Strength for Induced Crack Based on Double-K Fracture Theory and Its Optimizing Setting in RCC Arch Dam

By means of fracture testing on roller-compacted concrete （RCC） three-point bending beams with two different specimen sizes, the P-CMOD complete curve for RCC was gained. Furthermore, by applying double-K fracture theory, KiniⅠC,KunⅠC, as well as the critical effective crack length and the critical crack tip opening displacement, were evaluated. Based on the double-K fracture parameters above, the calculation model of equivalent strength for induced crack was established, thus the calculation method on its initiation, stable propagation and unstable fracture was ascertained. Moreover, the finite element simulation analysis of stress field in ShaPai arch dam and the on-site observational splaying points of induced crack at different altitudes validated the reliability of the model. Finally, crack inducer′s optimal setting in RCC arch dam was studied. It improves the design level of induced crack in RCC arch dam and satisfies the necessity of engineering practice.

基于状态转移ARCH模型的中国股市波动性研究

通过引入波动性状态转移的ARCH(SWARCH)模型对中国股票市场的波动性进行了研究.SWARCH模型较传统的ARCH类模型显著地提高了股票市场波动性的描述与预测能力.实证结果表明,促使中国股市低波动性状态向高波动性状态转移的主要原因是股市的政策因素,这与因为实体经济基础的变化而促使美国股市波动性状态转移有着本质的区别.