This paper presents an approach for estimating power of the score test, based on an asymptotic approximation to the power of the score test under contiguous alternatives. The method is applied to the problem of power ...This paper presents an approach for estimating power of the score test, based on an asymptotic approximation to the power of the score test under contiguous alternatives. The method is applied to the problem of power calculations for the score test of heteroscedasticity in European rabbit data （Ratkowsky, 1983）. Simulation studies are presented which indicate that the asymptotic approximation to the finite-sample situation is good over a wide range of parameter configurations.展开更多
It has been well studied that the γ-function explicit method can be effective in providing favorable numerical dissipation for linear elastic systems. However, its performance for nonlinear systems is unclear due to ...It has been well studied that the γ-function explicit method can be effective in providing favorable numerical dissipation for linear elastic systems. However, its performance for nonlinear systems is unclear due to a lack of analytical evaluation techniques. Thus, a novel technique is proposed herein to evaluate its efficiency for application to nonlinear systems by introducing two parameters to describe the stiffness change. As a result, the numerical properties and error propagation characteristics of the γ-function explicit method for the pseudodynamic testing of a nonlinear system are analytically assessed. It is found that the upper stability limit decreases as the step degree of nonlinearity increases; and it increases as the current degree of nonlinearity increases. It is also shown that this integration method provides favorable numerical dissipation not only for linear elastic systems but also for nonlinear systems. Furthermore, error propagation analysis reveals that the numerical dissipation can effectively suppress the severe error propagation of high frequency modes while the low frequency responses are almost unaffected for both linear elastic and nonlinear systems.展开更多
Software testing is a very important phase of the software development process. It is a very difficult job for a software manager to allocate optimally the financial budget to a software project during testing. In thi...Software testing is a very important phase of the software development process. It is a very difficult job for a software manager to allocate optimally the financial budget to a software project during testing. In this paper the problem of optimal allocation of the software testing cost is studied. There exist several models focused on the development of software costs measuring the number of software errors remaining in the software during testing. The purpose of this paper is to use these models to formulate the optimization problems of resource allocation: Minimization of the total number of software errors remaining in the system. On the assumption that a software project consists of some independent modules, the presented approach extends previous work by defining new goal functions and extending the primary assumption and precondition.展开更多
In this article, we use the unrestricted two-regime autoregressive threshold model to test both nonlinearity and stationarity of China's real exchange rate against its Hong Kong and Macao special administrative re...In this article, we use the unrestricted two-regime autoregressive threshold model to test both nonlinearity and stationarity of China's real exchange rate against its Hong Kong and Macao special administrative regions(SARs). Our main finding is that China's real exchange rate is neither linear nor stationary, indicating that the purchasing power parity does not hold between China Mainland and its two SARs, which implies, to certain extent, the three economies may not meet the condition of constituting an optimal currency area.展开更多
Chaos theory has taught us that a system which has both nonlinearity and random input will most likely produce irregular data. If random errors are irregular data, then random error process will raise nonlinearity （K...Chaos theory has taught us that a system which has both nonlinearity and random input will most likely produce irregular data. If random errors are irregular data, then random error process will raise nonlinearity （Kantz and Schreiber （1997））. Tsai （1986） introduced a composite test for autocorrelation and heteroscedasticity in linear models with AR（1） errors. Liu （2003） introduced a composite test for correlation and heteroscedasticity in nonlinear models with DBL（p, 0, 1） errors. Therefore, the important problems in regression model axe detections of bilinearity, correlation and heteroscedasticity. In this article, the authors discuss more general case of nonlinear models with DBL（p, q, 1） random errors by score test. Several statistics for the test of bilinearity, correlation, and heteroscedasticity are obtained, and expressed in simple matrix formulas. The results of regression models with linear errors are extended to those with bilinear errors. The simulation study is carried out to investigate the powers of the test statistics. All results of this article extend and develop results of Tsai （1986）, Wei, et al （1995）, and Liu, et al （2003）.展开更多
Components of mechanical product are assembled by structural joints,such as bolting,riveting,welding,etc.Structural joints introduce nonlinearity to some engineering structures,and the nonlinearity need to be modeled ...Components of mechanical product are assembled by structural joints,such as bolting,riveting,welding,etc.Structural joints introduce nonlinearity to some engineering structures,and the nonlinearity need to be modeled precisely.To meet serious quality requirements,it is necessary to detect and identify nonlinearity of mechanical products for structural optimization.Modal test to acquire a dynamic response has been applied for decades,which provides reliable results for finite element(FE)model updating.Here response control vibration test for identification of nonlinearity is presented.A nonlinear system can be regarded as linearity for particular steady state response,and classical linear analysis tool is applicable to extract modal data for particular response.First,its applicability is illustrated by some numerical simulations.Subsequently,it is implemented on experimental setup with structural joints by shaking table.The stiffness and damping function dependent of relative displacement are fitted to describe its inherent nonlinearity.The spring and damping forces are identified by harmonic balance method(HBM)to predict output response.Based on the identified results,the procedure is recommended that it allows a reliable measurement of nonlinearity with a certain accuracy.展开更多
In this paper, it is discussed that two tests for varying dispersion of binomial data in the framework of nonlinear logistic models with random effects, which are widely used in analyzing longitudinal binomial data. O...In this paper, it is discussed that two tests for varying dispersion of binomial data in the framework of nonlinear logistic models with random effects, which are widely used in analyzing longitudinal binomial data. One is the individual test and power calculation for varying dispersion through testing the randomness of cluster effects, which is extensions of Dean(1992) and Commenges et al (1994). The second test is the composite test for varying dispersion through simultaneously testing the randomness of cluster effects and the equality of random-effect means. The score test statistics are constructed and expressed in simple, easy to use, matrix formulas. The authors illustrate their test methods using the insecticide data (Giltinan, Capizzi & Malani (1988)).展开更多
The flutter characteristics of folding control fins with freeplay are investigated by numer- ical simulation and flutter wind tunnel tests. Based on the characteristics of the structures, fins with different freeplay ...The flutter characteristics of folding control fins with freeplay are investigated by numer- ical simulation and flutter wind tunnel tests. Based on the characteristics of the structures, fins with different freeplay angles are designed. For a 0° angle of attack, wind tunnel tests of these fins are conducted, and vibration is observed by accelerometers and a high-speed camera. By the expansion of the connected relationships, the governing equations of fit for the nonlinear aeroelastic analysis are established by the free-interface component mode synthesis method. Based on the results of the wind tunnel tests, the flutter characteristics of fins with different freeplay angles are analyzed. The results show that the vibration divergent speed is increased, and the divergent speed is higher than the flutter speed of the nominal linear system. The vibration divergent speed is increased along with an increase in the freeplay angle. The developed free-interface component mode synthesis method could be used to establish governing equations and to analyze the characteristics of nonlinear aeroe- lastic systems. The results of the numerical simulations and the wind tunnel tests indicate the same trends and critical velocities.展开更多
It is now recognized that many geomaterials have nonlinear failure envelopes. This non-linearity is most marked at lower stress levels, the failure envelope being of quasi-parabolic shape. It is not easy to calibrate ...It is now recognized that many geomaterials have nonlinear failure envelopes. This non-linearity is most marked at lower stress levels, the failure envelope being of quasi-parabolic shape. It is not easy to calibrate these nonlinear failure envelopes from triaxial test data. Currently only the power-type failure envelope has been studied with an established formal procedure for its determination from triaxial test data. In this paper, a simplified procedure is evolved for the development of four different types of nonlinear envelopes. These are of invaluable assistance in the evaluation of true factors of safety in problems of slope stability and correct computation of lateral earth pressure and bearing capacity. The use of the Mohr-Coulomb failure envelopes leads to an overestimation of the factors of safety and other geotechnical quantities.展开更多
It is necessary to test for varying dispersion in generalized nonlinear models.Wei,et al(1998) developed a likelihood ratio test,a score test and their adjustments to test for varying dispersion in continuous exponent...It is necessary to test for varying dispersion in generalized nonlinear models.Wei,et al(1998) developed a likelihood ratio test,a score test and their adjustments to test for varying dispersion in continuous exponential family nonlinear models.This type of problem in the framework of general discrete exponential family nonlinear models is discussed.Two types of varying dispersion,which are random coefficients model and random effects model,are proposed,and corresponding score test statistics are constructed and expressed in simple,easy to use,matrix formulas.展开更多
The correlation between Renminbi(RMB) internationalization and nonferrous metal prices was studied using the nonlinear Granger causality test and the dynamic conditional correlation-generalized autoregressive conditio...The correlation between Renminbi(RMB) internationalization and nonferrous metal prices was studied using the nonlinear Granger causality test and the dynamic conditional correlation-generalized autoregressive conditional heteroskedastic(DCC-GARCH) model. The results indicate that the relationship between RMB internationalization and nonferrous metal prices reflects a complex nonlinear mechanism. There was no mutual influence between RMB internationalization and nonferrous metal prices prior to the trials of the RMB settlement in the cross-border trade in July 2009. Since then, however, a bidirectional causal relationship between RMB internationalization and the price of copper and a unidirectional causal relationship from the price of aluminum to RMB internationalization were examined. In addition, due to the impact of extreme events, such as economic and financial crises, RMB internationalization and nonferrous metal prices are not always positively correlated but are rather occasionally negatively correlated.展开更多
To provide appropriate uses of nonlinear ground response analysis for engineering practice, a three-dimensional soil column with a distributed mass system and a time domain numerical analysis were implemented on the O...To provide appropriate uses of nonlinear ground response analysis for engineering practice, a three-dimensional soil column with a distributed mass system and a time domain numerical analysis were implemented on the Open Sees simulation platform. The standard mesh of a three-dimensional soil column was suggested to be satisfied with the specified maximum frequency. The layered soil column was divided into multiple sub-soils with a different viscous damping matrix according to the shear velocities as the soil properties were significantly different. It was necessary to use a combination of other one-dimensional or three-dimensional nonlinear seismic ground analysis programs to confirm the applicability of nonlinear seismic ground motion response analysis procedures in soft soil or for strong earthquakes. The accuracy of the three-dimensional soil column finite element method was verified by dynamic centrifuge model testing under different peak accelerations of the earthquake. As a result, nonlinear seismic ground motion response analysis procedures were improved in this study. The accuracy and efficiency of the three-dimensional seismic ground response analysis can be adapted to the requirements of engineering practice.展开更多
Analyzing the dynamic response and calculating the tendon tension of the mooring system are necessary for the structural design of a tension leg platform （TLP）. The six-degree-of-freedom dynamic coupling responses a...Analyzing the dynamic response and calculating the tendon tension of the mooring system are necessary for the structural design of a tension leg platform （TLP）. The six-degree-of-freedom dynamic coupling responses and the mooring characteristics of TLP under random waves are studied by using a self-developed program. Results are verified by the 1：40 scaling factor model test conducted in the State Key Laboratory of Ocean Engineering at Shanghai JiaoTong University. The mean, range, and standard deviation of the numerical simulation and model test are compared. The influences of different sea states and wave approach angles on the dynamic response and tendon tension of the mooring system are investigated. The acceleration in the center and corner of the deck is forecasted.展开更多
基金Supported by SSFC（04BTJ002）,the National Natural Science Foundation of China（10371016） and the Post-Doctorial Grant in Southeast University.
文摘This paper presents an approach for estimating power of the score test, based on an asymptotic approximation to the power of the score test under contiguous alternatives. The method is applied to the problem of power calculations for the score test of heteroscedasticity in European rabbit data （Ratkowsky, 1983）. Simulation studies are presented which indicate that the asymptotic approximation to the finite-sample situation is good over a wide range of parameter configurations.
基金National Science Council. Chinese Taipei, Under Grant No. NSC-92-2211-E-027-015
文摘It has been well studied that the γ-function explicit method can be effective in providing favorable numerical dissipation for linear elastic systems. However, its performance for nonlinear systems is unclear due to a lack of analytical evaluation techniques. Thus, a novel technique is proposed herein to evaluate its efficiency for application to nonlinear systems by introducing two parameters to describe the stiffness change. As a result, the numerical properties and error propagation characteristics of the γ-function explicit method for the pseudodynamic testing of a nonlinear system are analytically assessed. It is found that the upper stability limit decreases as the step degree of nonlinearity increases; and it increases as the current degree of nonlinearity increases. It is also shown that this integration method provides favorable numerical dissipation not only for linear elastic systems but also for nonlinear systems. Furthermore, error propagation analysis reveals that the numerical dissipation can effectively suppress the severe error propagation of high frequency modes while the low frequency responses are almost unaffected for both linear elastic and nonlinear systems.
文摘Software testing is a very important phase of the software development process. It is a very difficult job for a software manager to allocate optimally the financial budget to a software project during testing. In this paper the problem of optimal allocation of the software testing cost is studied. There exist several models focused on the development of software costs measuring the number of software errors remaining in the software during testing. The purpose of this paper is to use these models to formulate the optimization problems of resource allocation: Minimization of the total number of software errors remaining in the system. On the assumption that a software project consists of some independent modules, the presented approach extends previous work by defining new goal functions and extending the primary assumption and precondition.
基金the National Natural Science Foundation of China(No.71373219)
文摘In this article, we use the unrestricted two-regime autoregressive threshold model to test both nonlinearity and stationarity of China's real exchange rate against its Hong Kong and Macao special administrative regions(SARs). Our main finding is that China's real exchange rate is neither linear nor stationary, indicating that the purchasing power parity does not hold between China Mainland and its two SARs, which implies, to certain extent, the three economies may not meet the condition of constituting an optimal currency area.
文摘Chaos theory has taught us that a system which has both nonlinearity and random input will most likely produce irregular data. If random errors are irregular data, then random error process will raise nonlinearity （Kantz and Schreiber （1997））. Tsai （1986） introduced a composite test for autocorrelation and heteroscedasticity in linear models with AR（1） errors. Liu （2003） introduced a composite test for correlation and heteroscedasticity in nonlinear models with DBL（p, 0, 1） errors. Therefore, the important problems in regression model axe detections of bilinearity, correlation and heteroscedasticity. In this article, the authors discuss more general case of nonlinear models with DBL（p, q, 1） random errors by score test. Several statistics for the test of bilinearity, correlation, and heteroscedasticity are obtained, and expressed in simple matrix formulas. The results of regression models with linear errors are extended to those with bilinear errors. The simulation study is carried out to investigate the powers of the test statistics. All results of this article extend and develop results of Tsai （1986）, Wei, et al （1995）, and Liu, et al （2003）.
文摘Components of mechanical product are assembled by structural joints,such as bolting,riveting,welding,etc.Structural joints introduce nonlinearity to some engineering structures,and the nonlinearity need to be modeled precisely.To meet serious quality requirements,it is necessary to detect and identify nonlinearity of mechanical products for structural optimization.Modal test to acquire a dynamic response has been applied for decades,which provides reliable results for finite element(FE)model updating.Here response control vibration test for identification of nonlinearity is presented.A nonlinear system can be regarded as linearity for particular steady state response,and classical linear analysis tool is applicable to extract modal data for particular response.First,its applicability is illustrated by some numerical simulations.Subsequently,it is implemented on experimental setup with structural joints by shaking table.The stiffness and damping function dependent of relative displacement are fitted to describe its inherent nonlinearity.The spring and damping forces are identified by harmonic balance method(HBM)to predict output response.Based on the identified results,the procedure is recommended that it allows a reliable measurement of nonlinearity with a certain accuracy.
基金The project supported by NNSFC (19631040), NSSFC (04BTJ002) and the grant for post-doctor fellows in SELF.
文摘In this paper, it is discussed that two tests for varying dispersion of binomial data in the framework of nonlinear logistic models with random effects, which are widely used in analyzing longitudinal binomial data. One is the individual test and power calculation for varying dispersion through testing the randomness of cluster effects, which is extensions of Dean(1992) and Commenges et al (1994). The second test is the composite test for varying dispersion through simultaneously testing the randomness of cluster effects and the equality of random-effect means. The score test statistics are constructed and expressed in simple, easy to use, matrix formulas. The authors illustrate their test methods using the insecticide data (Giltinan, Capizzi & Malani (1988)).
文摘The flutter characteristics of folding control fins with freeplay are investigated by numer- ical simulation and flutter wind tunnel tests. Based on the characteristics of the structures, fins with different freeplay angles are designed. For a 0° angle of attack, wind tunnel tests of these fins are conducted, and vibration is observed by accelerometers and a high-speed camera. By the expansion of the connected relationships, the governing equations of fit for the nonlinear aeroelastic analysis are established by the free-interface component mode synthesis method. Based on the results of the wind tunnel tests, the flutter characteristics of fins with different freeplay angles are analyzed. The results show that the vibration divergent speed is increased, and the divergent speed is higher than the flutter speed of the nominal linear system. The vibration divergent speed is increased along with an increase in the freeplay angle. The developed free-interface component mode synthesis method could be used to establish governing equations and to analyze the characteristics of nonlinear aeroe- lastic systems. The results of the numerical simulations and the wind tunnel tests indicate the same trends and critical velocities.
文摘It is now recognized that many geomaterials have nonlinear failure envelopes. This non-linearity is most marked at lower stress levels, the failure envelope being of quasi-parabolic shape. It is not easy to calibrate these nonlinear failure envelopes from triaxial test data. Currently only the power-type failure envelope has been studied with an established formal procedure for its determination from triaxial test data. In this paper, a simplified procedure is evolved for the development of four different types of nonlinear envelopes. These are of invaluable assistance in the evaluation of true factors of safety in problems of slope stability and correct computation of lateral earth pressure and bearing capacity. The use of the Mohr-Coulomb failure envelopes leads to an overestimation of the factors of safety and other geotechnical quantities.
基金Supported by the National Natural Science Foundations of China( 1 9631 0 4 0 ) and SSFC( o2 BTJ0 0 1 ) .
文摘It is necessary to test for varying dispersion in generalized nonlinear models.Wei,et al(1998) developed a likelihood ratio test,a score test and their adjustments to test for varying dispersion in continuous exponential family nonlinear models.This type of problem in the framework of general discrete exponential family nonlinear models is discussed.Two types of varying dispersion,which are random coefficients model and random effects model,are proposed,and corresponding score test statistics are constructed and expressed in simple,easy to use,matrix formulas.
基金Projects(71874210,71633006,71874207,71974208)supported by the National Natural Science Foundation of ChinaProject(2020CX049)supported by Innovation-Driven Foundation of Central South University,China+1 种基金Project(2018dcyj031)supported by Postgraduate Survey Research Foundation of Central South University,ChinaProject(17K103)supported by the Innovation Platform Open Fund Project of Hunan Education Department,China。
文摘The correlation between Renminbi(RMB) internationalization and nonferrous metal prices was studied using the nonlinear Granger causality test and the dynamic conditional correlation-generalized autoregressive conditional heteroskedastic(DCC-GARCH) model. The results indicate that the relationship between RMB internationalization and nonferrous metal prices reflects a complex nonlinear mechanism. There was no mutual influence between RMB internationalization and nonferrous metal prices prior to the trials of the RMB settlement in the cross-border trade in July 2009. Since then, however, a bidirectional causal relationship between RMB internationalization and the price of copper and a unidirectional causal relationship from the price of aluminum to RMB internationalization were examined. In addition, due to the impact of extreme events, such as economic and financial crises, RMB internationalization and nonferrous metal prices are not always positively correlated but are rather occasionally negatively correlated.
基金National Natural Science Foundation of China under Grant No.41672266
文摘To provide appropriate uses of nonlinear ground response analysis for engineering practice, a three-dimensional soil column with a distributed mass system and a time domain numerical analysis were implemented on the Open Sees simulation platform. The standard mesh of a three-dimensional soil column was suggested to be satisfied with the specified maximum frequency. The layered soil column was divided into multiple sub-soils with a different viscous damping matrix according to the shear velocities as the soil properties were significantly different. It was necessary to use a combination of other one-dimensional or three-dimensional nonlinear seismic ground analysis programs to confirm the applicability of nonlinear seismic ground motion response analysis procedures in soft soil or for strong earthquakes. The accuracy of the three-dimensional soil column finite element method was verified by dynamic centrifuge model testing under different peak accelerations of the earthquake. As a result, nonlinear seismic ground motion response analysis procedures were improved in this study. The accuracy and efficiency of the three-dimensional seismic ground response analysis can be adapted to the requirements of engineering practice.
基金supported by the National Natural Science Foundation of China(Grant Nos.40906049 and 51309123)
文摘Analyzing the dynamic response and calculating the tendon tension of the mooring system are necessary for the structural design of a tension leg platform （TLP）. The six-degree-of-freedom dynamic coupling responses and the mooring characteristics of TLP under random waves are studied by using a self-developed program. Results are verified by the 1：40 scaling factor model test conducted in the State Key Laboratory of Ocean Engineering at Shanghai JiaoTong University. The mean, range, and standard deviation of the numerical simulation and model test are compared. The influences of different sea states and wave approach angles on the dynamic response and tendon tension of the mooring system are investigated. The acceleration in the center and corner of the deck is forecasted.
