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Health diagnosis of ultrahigh arch dam performance using heterogeneous spatial panel vector model
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作者 Er-feng Zhao Xin Li Chong-shi Gu 《Water Science and Engineering》 EI CAS CSCD 2024年第2期177-186,共10页
Currently,more than ten ultrahigh arch dams have been constructed or are being constructed in China.Safety control is essential to long-term operation of these dams.This study employed the flexibility coefficient and ... Currently,more than ten ultrahigh arch dams have been constructed or are being constructed in China.Safety control is essential to long-term operation of these dams.This study employed the flexibility coefficient and plastic complementary energy norm to assess the structural safety of arch dams.A comprehensive analysis was conducted,focusing on differences among conventional methods in characterizing the structural behavior of the Xiaowan arch dam in China.Subsequently,the spatiotemporal characteristics of the measured performance of the Xiaowan dam were explored,including periodicity,convergence,and time-effect characteristics.These findings revealed the governing mechanism of main factors.Furthermore,a heterogeneous spatial panel vector model was developed,considering both common factors and specific factors affecting the safety and performance of arch dams.This model aims to comprehensively illustrate spatial heterogeneity between the entire structure and local regions,introducing a specific effect quantity to characterize local deformation differences.Ultimately,the proposed model was applied to the Xiaowan arch dam,accurately quantifying the spatiotemporal heterogeneity of dam performance.Additionally,the spatiotemporal distri-bution characteristics of environmental load effects on different parts of the dam were reasonably interpreted.Validation of the model prediction enhances its credibility,leading to the formulation of health diagnosis criteria for future long-term operation of the Xiaowan dam.The findings not only enhance the predictive ability and timely control of ultrahigh arch dams'performance but also provide a crucial basis for assessing the effectiveness of engineering treatment measures. 展开更多
关键词 Ultrahigh arch dam Structural performance Deformation behavior Diagnosis criterion Panel data model
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Deformation critical threshold estimation of Xiaowan ultrahigh arch dam with time-varying grey model 被引量:1
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作者 Er-feng Zhao Bo Li +1 位作者 Hao Chen Bing-bing Nie 《Water Science and Engineering》 EI CAS CSCD 2023年第3期302-312,共11页
The structural behavior of the Xiaowan ultrahigh arch dam is primarily influenced by external loads and time-varying characteristics of dam concrete and foundation rock mass during long-term operation. According to ov... The structural behavior of the Xiaowan ultrahigh arch dam is primarily influenced by external loads and time-varying characteristics of dam concrete and foundation rock mass during long-term operation. According to overload testing with a geological model and the measured time series of installed perpendicular lines, the space and time evolution characteristics of the arch dam structure were analyzed, and its mechanical performance was evaluated. Subsequently, the deformation centroid of the deflective curve was suggested to indicate the magnitude and unique distribution rules for a typical dam section using the measured deformation values at multi-monitoring points. The ellipse equations of the critical ellipsoid for the centroid were derived from the historical measured time series. Hydrostatic and seasonal components were extracted from the measured deformation values with a traditional statistical model, and residuals were adopted as a grey component. A time-varying grey model was developed to accurately predict the evolution of the deformation behavior of the ultrahigh arch dam during future operation. In the developed model, constant coefficients were modified so as to be time-dependent functions, and the prediction accuracy was significantly improved through introduction of a forgetting factor. Finally, the critical threshold was estimated, and predicted ellipsoids were derived for the Xiaowan arch dam. The findings of this study can provide technical support for safety evaluation of the actual operation of ultrahigh arch dams and help to provide early warning of abnormal changes. 展开更多
关键词 arch dam Deformation behavior EVOLUTION Critical threshold Grey model
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Calculation Model of Equivalent Strength for Induced Crack Based on Double-K Fracture Theory and Its Optimizing Setting in RCC Arch Dam 被引量:8
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作者 张小刚 宋玉普 吴智敏 《Transactions of Tianjin University》 EI CAS 2005年第1期59-65,共7页
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 t... 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. 展开更多
关键词 roller-compacted concrete (RCC) arch dam induced crack double-K fracture parameters equivalent strength calculation model optimizing setting
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Time-dependent behavior comparison of long-span concrete arch bridge between prototype and model 被引量:1
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作者 WANG Yong-bao QIN Peng-ju +2 位作者 LIU Zhi-hua ZHANG Xiao MAO Min 《Journal of Central South University》 SCIE EI CAS CSCD 2022年第5期1565-1577,共13页
Beipanjiang Bridge is a long-span concrete arch bridges with stiffened skeleton(CABSS)in China.It has a fixed end arch with the span of 445 m and the rise of 100 m.To evaluate the rationality of the construction seque... Beipanjiang Bridge is a long-span concrete arch bridges with stiffened skeleton(CABSS)in China.It has a fixed end arch with the span of 445 m and the rise of 100 m.To evaluate the rationality of the construction sequence and the time-dependent behavior of CABSS,an experimental study of a model bridge was explored.But the measured displacement and stress ratios of arch rib between prototype and model bridge did not subject to linear similarity relation when the time-dependent behavior was considered.So,the three-dimensional finite element models were established,and verified by the measured data.Then,the displacements and stresses of the prototype and model were compared with each other,when the elastic analysis or coupling of temperature and shrinkage,creep effect was considered.Furthermore,a parametric study was studied.The results showed that when the temperature,shrinkage and creep effect of concrete are considered,the finite element analysis results of prototype and model agree well with the measured results.The displacement and stress ratios of prototype and model bridge in construction and bridge completed stage do not present the geometric similarity ratio 7.5 and 1.0,respectively.They are also much influenced by concrete predicting model and variation of temperature. 展开更多
关键词 concrete arch bridge time-dependent behavior finite element model test stiffened skeleton
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Changes in the crown angulation and dental arch widths after nonextraction orthodontic treatment: Model analysis of mild crowding with high canines 被引量:1
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作者 Morio Masunaga Hiroshi Ueda Kazuo Tanne 《Open Journal of Stomatology》 2012年第3期188-194,共7页
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 eff... 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. 展开更多
关键词 CROWDING HIGH CANINE CROWN Angulation Dental arch Width model Analysis
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Research on the Relationship between Income and Consumption of the Urban Residents in Hunan Province on the Basis of Error Correction Model 被引量:1
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作者 CHEN Hui-min 《Asian Agricultural Research》 2011年第1期51-54,共4页
By using error correction model, I conduct co-integration analysis on the research of the relationship between the per capita practical consumption and per capita practical disposable income of urban residents in Huna... By using error correction model, I conduct co-integration analysis on the research of the relationship between the per capita practical consumption and per capita practical disposable income of urban residents in Hunan Province from 1978 to 2009. The results show that there is a co-integration relationship between the per capita practical consumption and the practical per capita disposable income of urban residents, and based on these, the corresponding error correction model is established. Finally, corresponding countermeasures and suggestions are put forward as follows: broaden the income channel of urban residents; create goods consuming environment; perfect socialist security system. 展开更多
关键词 Residential income co-integration Error correction model China
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Wind Speed Forecasting Based on ARMA-ARCH Model in Wind Farms 被引量:3
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作者 He Yu Gao Shan Chen Hao 《Electricity》 2011年第3期30-34,共5页
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... 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. 展开更多
关键词 short-term wind speed forecasting ARMA model arch effect volatility clustering
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The Comparison of Different Degree of Convexity and 3D Modeling of Involute Hyperbolic Arch Dam 被引量:3
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作者 DU Qi-lu DU Ting-na ZHAO Hai-feng 《Computer Aided Drafting,Design and Manufacturing》 2011年第2期7-12,共6页
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 wa... 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. 展开更多
关键词 the involute hyperbolic arch dam arch axis upstream arch arc downstream arch arc 3D modelling C program design
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Seismic damage analysis of the outlet piers of arch dams using the finite element sub-model method 被引量:2
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作者 Song Liangfeng Wu Mingxin +1 位作者 Wang Jinting Xu Yanjie 《Earthquake Engineering and Engineering Vibration》 SCIE EI CSCD 2016年第3期617-626,共10页
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... 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. 展开更多
关键词 arch dam outlet pier seismic damage reinforcement measure FE sub-model method
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Finite element model for arch bridge vibration dynamics considering effect of suspender length adjustment on geometry stiffness matrix
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作者 钟轶峰 《Journal of Chongqing University》 CAS 2006年第4期218-222,共5页
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... 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. 展开更多
关键词 finite element model SUSPENDER geometry stiffness matrix dynamic characteristic arch bridge
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A canine model of aortic arch aneurysm created with autologous pericardium
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作者 Weixiao Li Jun Li +7 位作者 Qiang li Mingzhe Cui Rutao Xu Shuiting Zhai Cheshire Nick Tianxiao Li Jiangbo Chen Wenli Zhao 《Journal of Interventional Medicine》 2022年第3期133-137,共5页
Background:To establish a canine model of aortic arch aneurysm that is suitable for research on new devices and techniques applied to the aortic arch.Materials and methods:Fifteen mongrel dogs underwent surgery.The au... Background:To establish a canine model of aortic arch aneurysm that is suitable for research on new devices and techniques applied to the aortic arch.Materials and methods:Fifteen mongrel dogs underwent surgery.The autologous pericardial patch was sewn on the aortotomy site in the anterior wall of the aortic arch.The animals were followed up for 3 months postoperatively.Computed tomography angiography was used to visualize and measure the aneurysm model.Hematoxylin and eosin staining was used to observe the histological characteristics of the aneurysm model.Changes in aneurysm diameter over time were analyzed using analysis of variance.Results:One dog died of hemorrhage during surgery.Fourteen dogs survived the surgical procedure.Two of them died on the first postoperative day because of ruptures at the suturing margin.The diameter of the aneurysm model was twice as large as that of the aortic arch.There was no significant change in the maximum diameter of the aneurysm model during the follow-up period.Conclusions:We established a controllable and stable aortic arch aneurysm model created with an autologous pericardium patch.The aneurysm model can be used to research endoleaks after thoracic endovascular aortic repair and new endovascular techniques can be applied to the aortic arch. 展开更多
关键词 Aortic aneurysm Pericardium patch Ascending aorta Aortic arch Animal model
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ARIMA With GARCH Family Modeling and Projection on Share Volume of DSE
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作者 Ahammad Hossain Md. Kamruzzaman Md. Ayub Ali 《Economics World》 2015年第4期171-184,共14页
A suitable statistical model has been explored for the investors as well as the researchers to resolve the future estimation of share volume by using daily stock volume data from Dhaka Stock Exchange (DSE). The dail... A suitable statistical model has been explored for the investors as well as the researchers to resolve the future estimation of share volume by using daily stock volume data from Dhaka Stock Exchange (DSE). The daily volume data from the June 1, 2004 to April 19, 2010 were retrieved from DSE website as a secondary data source. The Maximum Likelihood---Autoregressive Conditional Heteroskedasticity (ARCH) (Marquardt) method has been applied to construct the models for the stock volume data of DSE by using statistical package software E-Views of verson-5. First of all, an "Auto Regressive Integrated Moving Average (ARIMA) model" was fitted and observed that heteroscedastic volatilities were still present there. To eliminate this dilemma, ARCH class of volatility models has been used and finally the ARIMA with EGARCH model has been explored. Findings of this study have recognized that ARIMA with EGARCH model implies low mean square error, low mean absolute error, low bias proportion, and low variance proportion for share volume data with comparing to other models. Hence, the modelling concept established in this study would be a decisive study for the investors as well as the researchers. 展开更多
关键词 ARIMA Generalized arch (Garch family models stock volume projection strategy
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Nonlinear Time-varying AR-ARCH Model Based on Chaos Prediction Model and its Statistical Significance Tests
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作者 Tomoya Suzuki Hajime Onuma 《通讯和计算机(中英文版)》 2015年第2期79-84,共6页
关键词 arch模型 非线性时变 秩检验 预测模型 统计 混沌 学习过程 结构非线性
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3-D consistency dynamic constitutive model of concrete 被引量:4
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作者 Xiao Shiyun,Li Hongnan and Lin Gao School of Hydraulic Engineering,Dalian University of Technology,Dalian 116024,China 《Earthquake Engineering and Engineering Vibration》 SCIE EI CSCD 2010年第2期233-246,共14页
Based on the consistency-viscoplastic constitutive model,the static William-Warnke model with three-parameters is modified and a consistency-viscoplastic William-Warnke model with three-parameters is developed that co... Based on the consistency-viscoplastic constitutive model,the static William-Warnke model with three-parameters is modified and a consistency-viscoplastic William-Warnke model with three-parameters is developed that considers the effect of strain rates. Then,the tangent modulus of the consistency viscoplastic model is introduced and an implicit backward Elure iterative algorithm is developed. Comparisons between the numerical simulations and experimental data show that the consistency model properly provides the uniaxial and biaxial dynamic behaviors of concrete. To study the effect of strain rates on the dynamic response of concrete structures,the proposed model is used in the analysis of the dynamic response of a simply-supported beam and the results show that the strain rate has a significant effect on the displacement and stress magnitudes and distributions. Finally,the seismic responses of a 278 m high arch dam are obtained and compared by using the linear elastic model,as well as rate-independent and rate-dependent William-Warnke three-parameter models. The results indicate that the strain rate affects the first principal stresses,and the maximal equivalent viscoplastic strain rate of the arch dam. Numerical calculations and analyses reveal that considering the strain rate is important in the safety assessments of arch dams located in seismically active areas. 展开更多
关键词 CONCRETE strain rate constitutive model consistency-viscoplastic William-Warnke three-parameter model algorithm arch dams seismic responsesimulation
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Displacement characteristic of landslides reinforced with flexible piles: field and physical model test 被引量:3
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作者 ZHOU Chang HU Xin-li +2 位作者 ZHENG Wen-bo XU Chu WANG Qiang 《Journal of Mountain Science》 SCIE CSCD 2020年第4期787-800,共14页
A field monitoring system was established in an active river bank landslide in the Three Gorges area, China, and a consecutive monitoring for about 5 years were conducted to understand the displacement characteristics... A field monitoring system was established in an active river bank landslide in the Three Gorges area, China, and a consecutive monitoring for about 5 years were conducted to understand the displacement characteristics of flexible piles and the surrounding soil. It was found that piles deformed elastically under reservoir operation, and the soil in front of piles was gradually separated from piles. The movement of the pile heads exceeded that of the soil between and behind piles. This phenomenon was further studied by a large-scale physical model test to gain insights into the pile-soil interaction. The displacement relationship between pile heads and the surrounding soil is in good agreement with the field data. The physical model test shows that the deformation process of pile-reinforced landslides can be divided into two stages: firstly, when the piles head movement exceeds soil movement, the soil arching is mainly affected by the deflection of the piles, the arches between and behind piles bent upwards;but when the soil movement exceeds piles head movement, the arches near the upslope and downslope bent downwards and upwards, respectively. Furthermore, the different deformation of two adjacent piles and the pile stiffness influenced the arch’s shape and formation;the flexible piles exhibit great coordinated deformation with the landslide, and caused the soil arch on the downslope. 展开更多
关键词 PILE-SOIL interaction FIELD TRAIL Physical model test Soil archING DISPLACEMENT characteristics Three Gorges Reservior
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Analysis of services trade and employment in China by co-integration and causality 被引量:1
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作者 刘渝琳 DAI Jun 《Journal of Chongqing University》 CAS 2007年第1期41-49,共9页
This article describes a study by co-integration test and Granger causality test on the relationships between China's services trades and employment using the data of services trade from the WTO website and the em... This article describes a study by co-integration test and Granger causality test on the relationships between China's services trades and employment using the data of services trade from the WTO website and the employment data from China Statistic Yearbook for the years from 1982 to 2003. Co-integration test showed that 1% increase in export value and import value of services created respectively 0.205% and 0.068 7% more job opportunities in the service sector. Both export and import of services impacted positively on employment in service industry, and export did more than import. However, in the short run, the impacts of services export and import on employment in service industry were both very small, though positive; and the impacts of employment in service industry on both export and import of services were very big, but not stable. Granger causality test indicated that employment in service industry was a Granger cause of services export. The findings highlight the importance of facilitating services import and reducing import barriers, and suggest that the competitiveness of China's labor- intensive services trade can be exploited to boost services export and help employment in service sector, and that the structure of services trade should be optimized by shifting from labor-intensive to knowledge-and technology-intensive services thus to enhance China's competitiveness of services export. 展开更多
关键词 services trade employment in service industrv co-integration test error correction model Granger causality test
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Relationship Between Agricultural Credits and Agricultural Economy Based on Error Correct Model in Heilongjiang Province
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作者 XIN Liqiu LI Yanqiu 《Journal of Northeast Agricultural University(English Edition)》 CAS 2011年第1期75-78,共4页
Heilongjiang is a large agriculture province.Problems of agriculture,rural areas and farmers are urgent to be solved.The development of agriculture needs the support of agricultural credits,because finance is the cent... Heilongjiang is a large agriculture province.Problems of agriculture,rural areas and farmers are urgent to be solved.The development of agriculture needs the support of agricultural credits,because finance is the center of agriculture economy.However,the low comparative advantage in agriculture and pursuit of the capital interests which aggravate the conflicts of supply and demand of agricultural funds.Lacking of fund is the main factor that constrains the development of agricultural economy.In order to analyze the economic effect of agricultural credits on agricultural economy,an error correction model was set up to research the relationship between them,which based on the least square methods.Through the study of the contribution from agricultural credits to total value of agricultural out-put,the empirical evidence for developing the rural financial vigorously was provided,in order to promote the agricultura leconomic development. 展开更多
关键词 agricultural credit agricultural economy STATIONARY co-integration error correction model
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Influence of Sino-US Agricultural Trade on China’s Total Agricultural Output Value Based on Cointegration Model
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作者 Zhiyao LI 《Asian Agricultural Research》 2019年第5期7-10,共4页
According to the data of the total trade of agricultural products between China and the United States from 2009 to 2018 and the general description of agriculture in China,this paper adopts the method of econometric m... According to the data of the total trade of agricultural products between China and the United States from 2009 to 2018 and the general description of agriculture in China,this paper adopts the method of econometric model to make a detailed analysis of the agricultural trade between China and the United States by using cointegration analysis,Granger causality test and error correction model in order to explore the impact of agricultural trade between China and the United States on China’s agricultural development. The results of empirical analysis show that there is a balanced relationship between the trade of agricultural products between China and the United States and the development of agriculture in China. The total trade of agricultural products between China and the United States affects the development of China’s agriculture.In addition,in the short term,if the short-term fluctuation deviates from the long-term equilibrium,then the error correction term will reverse it with strength of 0. 378,so that the non-equilibrium state will gradually return to the equilibrium state. 展开更多
关键词 TRADE of agricultural products between China and the UNITED STATES Econometric model co-integration analysis Error correction model
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Design, Calculation and Model Test of Zhongshan Bridge
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作者 李永河 张俊平 黄道沸 《Journal of Southwest Jiaotong University(English Edition)》 2004年第1期49-55,共7页
Zhongshan Bridge is a kind of steel arch bridge with a particular space-combined structure. The rationality of design, accuracy of theoretical calculation and reliability of transportation were studied. Its design, FE... Zhongshan Bridge is a kind of steel arch bridge with a particular space-combined structure. The rationality of design, accuracy of theoretical calculation and reliability of transportation were studied. Its design, FEM calculation of stresses and strains, and model test were introduced in detail. The theoretical analysis and model test verified that the design was reliable and safe. The simulated stresses, rigidity and stability, which are based on the selected loading system and cross-section geometry, satisfy the related design standards. Some of the issues that need to be considered in the real bridge construction were also discussed. 展开更多
关键词 Space-combined structure Steel arch bridge FEM model test
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Investigating seasonality,policy intervention and forecasting in the Indian gold futures market:a comparison based on modeling non‑constant variance using two different methods
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作者 Rupel Nargunam William W.S.Wei N.Anuradha 《Financial Innovation》 2021年第1期1390-1404,共15页
This study focuses on the Indian gold futures market where primary participants hold sentimental value for the underlying asset and are globally ranked number two in terms of the largest private holdings in the physic... This study focuses on the Indian gold futures market where primary participants hold sentimental value for the underlying asset and are globally ranked number two in terms of the largest private holdings in the physical form.The trade of gold futures relates to seasons,festivity,and government policy.So,the paper will discuss seasonality and intervention in the analysis.Due to non-constant variance,we will also use the standard variance stabilization transformation method and the ARIMA/GARCH modelling method to compare the forecast performance on the gold futures prices.The results from the analysis show that while the standard variance transformation method may provide better point forecast values,the ARIMA/GARCH modelling method provides much shorter forecast intervals.The empirical results of this study which rationalise the effect of seasonality in the Indian bullion derivative market have not been reported in literature. 展开更多
关键词 Gold futures prices ARIMA models Non-constant variance arch and Garch models Box-Cox power transformation Forecast errors
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