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APPROXIMATE POWER OF HETEROSCEDASTICITY TEST IN NONLINEAR MODELS WITH ARIMA(0,1,0) ERRORS 被引量:1
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作者 Lin Jinguan Wei Bocheng Zhang Nansong 《Applied Mathematics(A Journal of Chinese Universities)》 SCIE CSCD 2005年第4期423-430,共8页
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
关键词 ARIMA (0 1 0) errors asymptotic approximation HETEROSCEDASTICITY local power nonlinear model score test.
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Analytical exploration of γ-function explicit method for pseudodynamic testing of nonlinear systems 被引量:2
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作者 张顺益 宋裕祺 《Earthquake Engineering and Engineering Vibration》 SCIE EI CSCD 2005年第1期117-127,共11页
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
关键词 pseudodynamic test nonlinear error propagation numerical dissipation
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Optimal Budget Spending for Software Testing under the Condition of Nonlinear Constraint
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作者 韩用明 吴相林 岳超源 《Journal of Systems Engineering and Electronics》 SCIE EI CSCD 2003年第3期92-97,共6页
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
关键词 Software development project nonlinear programming Software testing Budget allocation Optimal control.
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Do China Mainland and SARs Constitute an Optimal Currency Area?Evidence from Nonlinearity and Stationarity Behavior Testing on Real Exchange Rates
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作者 郑晓亚 尤海波 《Journal of Shanghai Jiaotong university(Science)》 EI 2016年第3期328-334,共7页
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
关键词 optimal CURRENCY area real exchange rate PURCHASING power PARITY threshold auto-regression model nonlinearITY unit ROOT test
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TESTING OF CORRELATION AND HETEROSCEDASTICITY IN NONLINEAR REGRESSION MODELS WITH DBL(p,q,1) RANDOM ERRORS
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作者 刘应安 韦博成 《Acta Mathematica Scientia》 SCIE CSCD 2008年第3期613-632,共20页
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
关键词 DBL(p Q 1) random errors nonlinear regression models score test HETEROSCEDASTICITY CORRELATION
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Nonlinear Modeling and Identification of Structural Joint by Response Control Vibration Test 被引量:2
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作者 LIU Xin WANG Lixiao +1 位作者 CHEN Qidong SUN Beibei 《Transactions of Nanjing University of Aeronautics and Astronautics》 EI CSCD 2019年第6期964-976,共13页
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
关键词 nonlinear identification shaking table response control vibration test relative displacement structural joint constant response
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TESTING FOR VARYING DISPERSION OF LONGITUDINAL BINOMIAL DATA IN NONLINEAR LOGISTIC MODELS WITH RANDOM EFFECTS 被引量:2
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作者 林金官 韦博成 《Acta Mathematica Scientia》 SCIE CSCD 2004年第4期559-568,共10页
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
关键词 Longitudinal binomial data logistic regression nonlinear models power calculation random effects score test varying dispersion
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Nonlinear flutter wind tunnel test and numerical analysis of folding fins with freeplay nonlinearities 被引量:20
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作者 Yang Ning Wang Nan +1 位作者 Zhang Xin Liu Wei 《Chinese Journal of Aeronautics》 SCIE EI CAS CSCD 2016年第1期144-159,共16页
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
关键词 Folding wing Freeplay nonlinearity nonlinear aeroelasticity Free-interfa componentmode synthesis method Wind tunnel test
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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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Calibration of Four Nonlinear Failure Envelopes from Triaxial Test Data and Influence of Nonlinearity on Geotechnical Computations
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作者 Amaechi J. Anyaegbunam Fidelis O. Okafor 《Geomaterials》 2021年第2期42-57,共16页
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
关键词 Calibration of nonlinear Failure Envelope Triaxial test Data Modified Maksimovic Envelope Power-Type Envelope Polynomial-Type Envelope Hoek-Brown Envelope Standard Error of Estimate
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TESTING FOR VARYING DISPERSION IN DISCRETE EXPONENTIAL FAMILY NONLINEAR MODELS
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作者 LinJinguan WeiBocheng ZhangNansong 《Applied Mathematics(A Journal of Chinese Universities)》 SCIE CSCD 2003年第3期294-302,共9页
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
关键词 discrete exponential family distribution generalized nonlinear model random coefficients random effects score test varying dispersion
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Nonlinear correlation between RMB internationalization and nonferrous metal prices 被引量:1
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作者 Xue-hong ZHU Zi-tao ZHANG +1 位作者 Hong-wei ZHANG Qiu-fen WANG 《Transactions of Nonferrous Metals Society of China》 SCIE EI CAS CSCD 2020年第7期1991-2000,共10页
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
关键词 RMB internationalization nonferrous metals nonlinear Granger causality test DCC-GARCH model
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Accuracy of three-dimensional seismic ground response analysis in time domain using nonlinear numerical simulations 被引量:7
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作者 Liang Fayun Chen Haibing Huang Maosong 《Earthquake Engineering and Engineering Vibration》 SCIE EI CSCD 2017年第3期487-498,共12页
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
关键词 three dimensional soil column seismic ground response centrifugal model test nonlinear analysis accuracyverification
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Numerical Simulations and Model Tests of the Mooring Characteristic of A Tension Leg Platform Under Random Waves 被引量:4
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作者 谷家扬 杨建民 吕海宁 《China Ocean Engineering》 SCIE EI CSCD 2013年第5期563-578,共16页
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
关键词 TLP nonlinear stochastic waves model test coupled response
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Shaking table tests and dynamic analyses of masonry wall buildings with frame-shear walls at lower stories 被引量:4
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作者 Xiong Lihong David Xiong +1 位作者 Wu Ruifeng Xia Jingqian 《Earthquake Engineering and Engineering Vibration》 SCIE EI CSCD 2008年第3期271-283,共13页
This paper describes shaking table tests of three eight-story building models: all are masonry structures in the upper stories, with or without frame-shear walls of one- or two- stories at the bottom. The test result... This paper describes shaking table tests of three eight-story building models: all are masonry structures in the upper stories, with or without frame-shear walls of one- or two- stories at the bottom. The test results of damage characteristics and seismic responses are provided and compared. Then, nonlinear response analyses are conducted to examine the reliability of the dynamic analysis. Finally, many nonlinear response analyses are performed and it is concluded that for relatively hard sites under a certain lateral stiffness ratio (i.e., the ratio of the stiffness of the lowest upper masonry story to that of the frame- shear wall story), the masonry structure with one-story frame-shear wall at the bottom performs better than a structure built entirely of masonry, and a masonry structure with frame-shear wall of two stories performs better than with one-story frame- shear wall. In relatively soft soil conditions, all three structures have similar performane. In addition, some suggestions that could be helpful for design of masonry structures with ground story of frame-shear wall structure in seismic intensity region VII, such as the appropriate lateral stiffness ratio, shear force increase factor of the frame-shear wall story, and permissible maximum height of the building, are proposed. 展开更多
关键词 masonry structure soft story seismic performance shaking table test nonlinear time history analysis
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Earthquake simulation test of circular reinforced concrete bridge column under multidirectional seismic excitation 被引量:5
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作者 Junichi Sakai Shigeki Unjoh 《Earthquake Engineering and Engineering Vibration》 SCIE EI CSCD 2006年第1期103-110,共8页
Structures behave multi-directionally when subjected to earthquake excitation. Thus, it is essential to evaluate the effect of multidirectional loading on the dynamic response and seismic performance of reinforced con... Structures behave multi-directionally when subjected to earthquake excitation. Thus, it is essential to evaluate the effect of multidirectional loading on the dynamic response and seismic performance of reinforced concrete bridge columns in order to develop more advanced and reliable design procedures. To investigate such effects, a 1/4 scaled circular reinforced concrete bridge column specimen was tested under two horizontal and one vertical components of a strong motion that has long duration with several strong pulses. Damage progress of reinforced concrete columns subjected to strong excitation was evaluated from the test. The test results demonstrate that the lateral force response in the principal directions become smaller than computed flexural capacity due to the bilateral flexural loading effects, and that the lateral response is not significantly affected by the fluctuation of the axial force because the horizontal response and axial force barely reached the maximum simultaneously due to difference of the predominant natural periods between the vertical and the horizontal directions. Accuracy of fiber analyses is discussed using the test results. 展开更多
关键词 multidirectional seismic excitation reinforced concrete bridge columns shake table test nonlinear dynamic analyses fiber analysis
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Detecting Stationarity and Nonlinearity in Propeller Singing Signal
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作者 于大鹏 赵德有 汪玉 《Journal of Shanghai Jiaotong university(Science)》 EI 2010年第4期447-450,共4页
The propeller singing is such a complex fluid-structure coupling phenomenon that needs to study intensively. In this paper, the stationarity of propeller singing signal is tested by the recurrence plot technique. Acco... The propeller singing is such a complex fluid-structure coupling phenomenon that needs to study intensively. In this paper, the stationarity of propeller singing signal is tested by the recurrence plot technique. According to surrogate data, the singing time series has nonlinearity character. And the nonlinearity of time series is not caused by the static nonlinear measurement function but the intrinsic character itself based on further research. The results provide an objective basis for analyzing the propeller singing signal with the nonlinear time series technique 展开更多
关键词 propeller singing signal stationarity test nonlinearity test surrogate data
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Intelligent modeling and identification of aircraft nonlinear flight 被引量:9
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作者 Alireza Roudbari Fariborz Saghafi 《Chinese Journal of Aeronautics》 SCIE EI CAS CSCD 2014年第4期759-771,共13页
In this paper, a new approach has been proposed to identify and model the dynamics of a highly maneuverable fighter aircraft through artificial neural networks(ANNs). In general, aircraft flight dynamics is consider... In this paper, a new approach has been proposed to identify and model the dynamics of a highly maneuverable fighter aircraft through artificial neural networks(ANNs). In general, aircraft flight dynamics is considered as a nonlinear and coupled system whose modeling through ANNs, unlike classical approaches, does not require any aerodynamic or propulsion information and a few flight test data seem sufficient. In this study, for identification and modeling of the aircraft dynamics, two known structures of internal and external recurrent neural networks(RNNs) and a proposed structure called hybrid combined recurrent neural network have been used and compared.In order to improve the training process, an appropriate evolutionary method has been applied to simultaneously train and optimize the parameters of ANNs. In this research, it has been shown that six ANNs each with three inputs and one output, trained by flight test data, can model the dynamic behavior of the highly maneuverable aircraft with acceptable accuracy and without any priori knowledge about the system. 展开更多
关键词 Flight test Genetic algorithms nonlinear flight dynamicsnonlinear systemidentification Recurrent neural network
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Concrete damage diagnosed using the non-classical nonlinear acoustic method 被引量:1
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作者 周到 刘晓宙 +2 位作者 龚秀芬 Nazarov V E 马力 《Chinese Physics B》 SCIE EI CAS CSCD 2009年第5期1898-1905,共8页
It is known that the strength of concrete is seriously affected by damage and cracking. In this paper, six concrete samples under different damage levels are studied. The experimental results show a linear dependence ... It is known that the strength of concrete is seriously affected by damage and cracking. In this paper, six concrete samples under different damage levels are studied. The experimental results show a linear dependence of the resonance frequency shift on strain amplitude at the fundamental frequency, and approximate quadratic dependence of the am- plitudes of the second and third harmonics on strain amplitude at the fundamental frequency as well. In addition, the amplitude of the third harmonics is shown to increase with the increase of damage level, which is even higher than that of the second harmonics in samples with higher damage levels. These are three properties of non-classical nonlinear acoustics. The nonlinear parameters increase from 106 to 108 with damage level, and are more sensitive to the damage level of the concrete than the linear parameters obtained by using traditional acoustics methods. So, this method based on non-classical nonlinear acoustics may provide a better means of non-destructive testing (NDT) of concrete and other porous materials. 展开更多
关键词 CONCRETE non-classical nonlinear acoustics non-destructive testing (NDT) CRACK
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Accurate attitude estimation of HB2 standard model based on QNCF in hypersonic wind tunnel test 被引量:5
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作者 Haotian YANG Bin ZHOU +3 位作者 Qi WEI Xiong WANG Xiaobin XU Rong ZHANG 《Chinese Journal of Aeronautics》 SCIE EI CAS CSCD 2020年第1期64-72,共9页
The accuracy of the HB2 standard model attitude measurement has an important impact on the hypersonic wind tunnel data assessment.The limited size of the model and the existence of external vibrations make it challeng... The accuracy of the HB2 standard model attitude measurement has an important impact on the hypersonic wind tunnel data assessment.The limited size of the model and the existence of external vibrations make it challenging to obtain real-time reliable attitude measurement.To reduce the influence of attitude errors on test results,this paper proposes a Quaternion Nonlinear Complementary Filter(QNCF)attitude determination algorithm based on Microelectromechanical Inertial Measurement Unit(MEMS-IMU).Firstly,the threshold-based PI control strategy is adopted to eliminate noise effect according to the Acceleration Magnitude Detector(AMD).Then,the flexible quaternion method is updated to carry out attitude estimation which is operational and easy to be embedded in the Field Programmable Gate Array(FPGA).Finally,a high-precision three-axis turntable test and a hypersonic wind tunnel test are performed.The results show that the pitchroll attitude errors are within 0.05°and 0.08°in the high-precision three-axis turntable test in a calculation time of 100 s respectively,and the attitude error is within 0.3°after the elastic angle correction in the hypersonic wind tunnel test.The proposed method can provide accurate real-time attitude reference for the analysis of the actual movement of the model,exhibiting certain engineering application value with robustness and simplicity. 展开更多
关键词 ATTITUDE determination MEMS nonlinear COMPLEMENTARY filter QUATERNION WIND TUNNEL test
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