Study on displacement prediction of landslide based on neural network

Size: px
Start display at page:

Download "Study on displacement prediction of landslide based on neural network"

Transcription

1 Available online Journal of Chemical and Pharmaceuical Research, 2014, 6(6): Research Aricle ISSN : CODEN(USA) : JCPRC5 Sudy on displacemen predicion of landslide based on neural nework Jian Huang, Zhihuan Liu and Ni Li Hu Bei Universiy of Ars and Science, P. R. China ABSTRACT In recen years, he economic losses caused by landslides were as high as several billion dollars. Therefore, he sudy of landslide risk has become a ho opic oday. Landslide displacemen predicion is a highly nonlinear and exremely complex issue. In mos cases, i is difficul o use mahemaical models o describe he process clearly. Daa mining echnology, which uncovers he hidden daa paerns and models effecively, can be used for landslide displacemen predicion. Series of sysem models are rained, validaed, and applied o a landslide sudy along he Three Gorges and cases from he lieraure. Based on hese monioring daa from deformaion displacemen of he Bazimen landslide in Zigui Couny, naural rainfall in he area of Shazhen and Guizhou, waer level changes of he Three Gorges Dam, we propose a heoreical mehod suiable for analyzing he impac of landslide deformaion. By drawing duraion curve abou each monioring poin displacemen and predisposing facors on he valid daa, we use regression analysis mehod o analyze correlaion and hyseresis of landslide displacemen variaion and predisposing facors hrough he acual siuaion of monioring monhly repors. Key words: neural neworks; spaial daa mining; geological disasers; Regression analysis INTRODUCTION There are many unexpeced geological hazards in recen years such as earhquakes, avalanches, landslides, mudslides, ec. Risk assessmen of geological hazard has become one of he major issues of general ineres [1]. The landslides as a kind of geological disasers, plain and simple, bring varies of serious hreas o humans. Therefore he forecasing of landslide displacemen is very meaningful. Spaial daa mining is a relaively new field wih inegraion of muliple disciplines and a variey of relaed echnologies, including arificial inelligence, daabase, paern recogniion echniques and so on [2-6]. Therefore, spaial daa mining mehods conain no only general daa mining mehods, as well as spaial daabase. There are already many research insiues and researchers ino he field of space research in he daa mining. Hao e al.[7] broken he landslide displacemen ino cycle erms and rend erms, and combined wih he periodiciy characerisics of ime series o analyze cycle iems of landslide displacemen. Dujuan e al.[8] used BP neural nework o predic is displacemen based on he work of Hao. Li Qiang and Li Duan [9] proposed a ime series analysis wih capabiliies of he forecasing complex sysems in developmen rend, and adoped iming analysis mehod o esablish he ARIMA model and he CAR model for landslide displacemen dynamic fore-cass. E.Yesilnacar e al.[10]combined wih logisic regression and neural nework o overcome shorcomings of he saisical mehods ha could no effecively build models of complex geological disasers, deal wih non-linear relaionship beween landslide hazard and predisposing facors. Xiangenjun [11] used rough se o dig ou he inheren law of slope disaser aciviies from he hisorical slope daa. Daifuchu [12] focused on he naural landslide spaial predicion in Hong Kong, adoped wo or single ype o suppor vecor machine for spaial predicion of landslide hazard, and compared wih Logisic regression models a he same ime. 1315

2 Jian Huang e al J. Chem. Pharm. Res., 2014, 6(6): In addiion, daa mining echnology has grea advanages in erms of analyzing massive amouns of daa. There is a research rend for a comprehensive predicion crierion of daa mining and building forecasing model abou how o choose he righ mehod o inroduce righ heory o he sudy of geological disaser forecas. Wih he diversiy of daa mining and knowledge discovery mehods, researches in he field of geological disaser predicion more use varies of daa mining mehods, compared wih he conclusions in he same research area [13]. Due o early warning command, forecas necessiies and inegraed decision-making, his paper esablishes a mining model suiable for landslide hazard daa, sudies spaial daa mining abou analysis of predicion of landslide hazard and landslide displacemen, supporing geological disaser monioring and early warning and emergency command. To be adoped, such as linear regression, neural neworks and oher daa mining echniques, we process daa auomaically analyzed and summarized o exrac criical daa ha assiss prevenion of geological disasers decisions, conduc a srucural analysis model. Wih monioring repors o analyze he acual experimenal resuls, we verify he reliabiliy and accuracy of he mining model applicaions. A las, according wih final chars, visualizaion, and oher forms of naural language, we esablish a suiable daa mining model for landslide hazard predicion, and presen he knowledge discovery in an easy way for users o undersand. THE NATURE AND CHARACTERISTICS OF THE LANDSLIDE DATA The daa used for experimen is from monioring daa of landslide in area of Zigui couny of he Three Gorges, where belongs o he subropical monsoon climae, abundan rainfall, and more rainsorm, and also owns complicaed geological feaures along he Yangze River. Therefor,i has occurred geological disasers someimes, such as collapses, landslides and debris flows. Bazimen landslide is acive more frequenly in recen years, so his paper chooses his area of landslide o analyze. 1. The propery values of he landslide monioring daa have coninuiy, which is suiable for regression algo-rihm and fiing algorihms o build he model. For as-sociaion rules algorihm in mining algorihms, we mus discreize he landslide daa in advance. 2. The impac of rainfall on landslide displacemens is cumulaive and ime-delay. The generaion of landslide displacemen may be affeced by heavy rainfall in a shor ime, or due o he cumulaive rainfall over a period of ime. 3. Changes in he waer level of he Three Gorges dam are affeced by naural rainfall and he impac of man-made waer drainage aciviies. So, i mus exclude he impac of human aciviy facors when researching he impac of he landslide displacemen on dam waer level. 4. Randomness, insabiliy, and deformaion characerisics of each formaion mechanism of landslides are no all he same, so each landslide mus be a deailed analysis based on he acual siuaion. 5. According o collaion and analysis of he colleced daa abou each landslide in Zigui couny, as well as meeorological daa and hydrological daa, we summarize he following characerisics of he daa. THE DATA MINING APPLICATIONS OF BAZIMEN LANDSLIDE Daa Mining, known as knowledge discovery in daabases (Knowledge Discovery from Daabase), deals wih he observed daa se which is usually large for analysis. Of course, he purpose is o find unknown informaion, summarize and presen he daa in he way ha daa owner can undersand. This paper focuses on he conens of he applicaion of he raw daa for daa mining on geological disaser monioring. Appling he curren daa mining echnology o exrac useful informaion from he hisorical daa, which is beneficial for geological disaser monioring and disaser predicion, ha can provide services for warning command sysem. DATA PREPROCESSING Exising daa is dam waer level daily monioring daa, including wo monioring poins GPS measuremen daa of Bazimen landslide ZG110, ZG111. GPS measuremen daa is a monhly daa which is differen from he rainfall and he waer level of he dam monioring daa in ime granulariy. Therefore, we need preprocessing and re-sampled monhly daa, and selec monh ime by he ime inervals of GPS measuremens, such as dam waer level averages in March 2004 refers ha waer level measuremens beween February 2004 o March in GPS monioring day, namely on February 11, 2004 o March 14. Rainfall daa akes he cumulaive value of he monh. Dam waer level flucuaion rae is used o measure he waer level flucuaions. A posiive value indicaes he waer level rises, a negaive value indicaes he waer level drops. Landslide displacemen rae is he monhly landslide deformaion, which akes he average value of each observaion poin. Afer we organize he raw daa able, in order o prepare for he esablishmen of he model, he daa is normalized o 1316

3 Jian Huang e al J. Chem. Pharm. Res., 2014, 6(6): eliminae he influence of dimension. Here he daa is normalized o prepare for he laer work wih he neural nework oo. There is an approach we used ha all he daa is convered ino [0,1] or [0.1,0.9] or [-1,1] beween he number o cancel an order of magniude difference beween he dimensional daa, and avoid a large difference in magniude or larger predicion error fi when inpu and oupu daa. In his paper, he experimenal daa wih a ime effec, ha each record mus follow chronologically. When selecing a raining daa se and es daa ses, in accordance wih he ime sequence, selecion of raining daa before eighy, welve afer he prediced daa. Saisfying he above condiions assumed, so i will be is normalizaion. LANDSLIDE DISPLACEMENT FACTOR 1) Displacemen rae and dam waer level and waer level flucuaion rae The average waer level of he Three Gorges dam area changes in seasonal flucuaions. This is he main flood season from May o Sepember every year, when happens o be a year of rainfall. To mee he arrival of flood season, he Three Gorges reservoir releases, he dam average waer level drops. Every year from Ocober o April is he second year sorage period wih less rainfall. Because of he need for power generaion, he reservoir sorages waer, dam waer level rises or remains on average a a cerain waer level. Through he relevan daa analysis from wo monioring poins of he Bazimen landslide, he rend of he cumulaive displacemen was rising a he beginning of sorage waer, bu he rae of increase is growing slowly. As he waer level coninue rising, he displacemen rae ges slower. When he waer level rises o he highes poin, he displacemen rae will ge faser. The waer level is he highes poin of a urning poin. Before and afer he waer level he highes poin, he waer level on he rise and fall jus wo saes, so he decrease in he waer level rises or landslide displacemen ineviably affecs he rae of change. 2) The impac on he waer level of he dam The dam waer level has an effec on seasonal variaion, hus he monhly waer level could effec by before. Here we use ime series of ARMA model o analyze is impac by is own laws. Through repeaedly calculaing, he average waer level of he dam lag facor is 2. Tha is, he dam waer level is affeced by heir firs wo phases daa. The average dam waer level saisfies AR (2), he equaion is below, as seen in Eq. 1. w = w w ε (1) 1 2 In his model, R2 is 0.895, he fi of he model is very high. AIC = , SC = ) The rae of rainfall and displacemen The rainfall of he Bazimen landslide nearby has he seasonal variaion, he landslides and displacemen rae also vary wih rainfall cyclical variaion. Annual rae of landslide displacemens has occurred o accelerae he increase of rainfall during he year. Annual maximum displacemen rae occurred in he monh before and afer he bigges annual rainfall. I indicaes ha here is cerain relevance beween rainfall and landslide displacemen rae, bu he rainfall has a cerain lag effec on landslide deformaion. 4) Is own influence rainfall in he area of Huizhou The rainfall in Guizhou shows seasonal variaion, he monhly rainfall may be affeced by prior rains. Here we use ime series of ARMA model o analyze is impac by is own laws. Through repeaedly calculaing, he average waer level of he dam lag facor is 3. In he model, i = 1, i refers ha making a firs-order differenial conversion on he rainfall daa, hen geing monhly rainfall daa. In he model of IAR (3,1), he final sae in he area has an affecion on heir monhly rainfall daa of he firs hree. Based on above, he subsequen modeling process will consider he impac of he final sae in he curren monh and previous rainfall areas of landslide displacemens. The cumulaive rainfall R1 mees he IAR (3,1), he equaion is below, as seen in Eq. 2. ε (1 B) R1 = ( B B B ) (2) R2=0.999, AIC= , SC= LINEAR REGRESSION In his secion, he relaed inerpreaion includes he average waer level w, dam waer level flucuaion velociy dw, he landslide of Bazimen cumulaive displacemen x1, he landslide of Bazimen average displacemen rae v1, cumulaive rainfall of Guizhou R1, monhly rainfall of Guizhou R1 and heir pre-variables such as dw-2 indicaes 1317

4 Jian Huang e al J. Chem. Pharm. Res., 2014, 6(6): he waer level flucuaion speed ahead wo phase and so on. Each phase of dam waer level of flucuaion rae equals o he average level of he dam by subracing he average waer level on he phase of he dam, so when he dam waer level flucuaion rae is posiive, said he waer level rises, oherwise he waer level dropped, he absolue value of he speed of dam waer level flucuaion in he period corresponds o he rae of rise or fall. By sepwise regression mehod, he average waer dam, he rainfall of he monh and he former hree monh, waer level flucuaion velociy and he monh before he hree fi following model, he equaion is below, as seen in Eq. 3. x1 = 0.858w 0.438dw dw dw (3) This model is R2 = 0.76, each coefficien of he above equaion is deeced by P. Here Bazimen landslide cumulaive average displacemen is effeced by he dam waer level, he combined effecs of dam waer level flucuaion velociy. The rainfall of Guizhou is no considered among he sae equaion. From he model perspecive, he landslide dam waer level flucuaions in he rae of displacemen wih a negaive correlaion, and is subjec o waer level flucuaions of he firs hree. When he waer level drops, and he drop amoun increases, he landslide displacemen will increase. Here is a comprehensive evaluaion of he resuls of his regression model, as seen in Fig. 1. Each evaluaion of he model is seen in Tab. 1. Fig. 1: Landslide Predicion Curve of Bazimen Tab. 1: Model Evaluaion Value Minimum error Maximum error 0.22 Average error Average absolue error Sandard deviaion Overall fiing accuracy of he linear regression model is 47.25%. This linear regression model for landslide deformaion phase shif, fis effec in genle change par, namely waer displacemen of he landslide deformaion is beer fiing wih accuracy of 51%, marked in Fig. 1. For he displacemen of a large par of he volailiy, i fis landslide displacemen flood ineffecive. fecive. In summary, he linear regression model for landslide deformaion displacemen of waer is appropriae. NEURAL NETWORK METHOD BUILD NEURAL NETWORK MODEL BP neural nework model o predic landslide Bazimen is divided ino four seps: The firs sep is o deermine he srucure of he neural nework; The second sep views observaional daa of landslide displacemen as raining samples and hen normalized; Third sep is nerve nework raining; Fourh sep makes use of he rained neural nework o predic landslide displacemen, and normalizes he inpu daa. Firsly, daa filering mainly used o filer ou some of he source daa able unused variables, and hen samples. Bazimen landslide daa from January in 2004 o November in 2011 has a oal of 92. We chose he former 80 as raining daa, he laer 12 as he predicion daa. Firs feaure selecion before modeling, according o he characerisics of he inpu variables wih predicors variables of he Pearson correlaion coefficien o selec. Pearson coefficien values in [0.9,0.95] for he general imporance, [0.95,1] is imporan. Thus selec he inpu variables of he neural nework. Then ener he firs 80 daa model for raining. Training nework is hree layer nework including inpu layer, a hidden layer and oupu layer. Five neurons in he inpu layer, hree neurons in he hidden layer, one neuron in he oupu layer. The accuracy of 1318

5 Jian Huang e al J. Chem. Pharm. Res., 2014, 6(6): raining nework is up o 92.66%. Afer esablishing a good neural nework model, he daa inpu he laer welve forecasing daa o predic for Bazimen landslide. There is a sudden increase significanly faser han he monh before and afer he monh in June Excep for he predicive value of he poin, he model for flood displacemen rae is generally beer han he value of waer displacemen. I shows ha he exen of he raining nework o fi he observed daa is no very good, so he overall effec is prediced o be improved. Landslide is a coninuous process, he shape of he variable iself is bound o be affeced by pre-deformaion, which is he ime effec of he landslide. The above model does no consider he effecs of landslides own ime. So here's an aemp o inroduce rend erm of landslide displacemen of he average monhly, and error erm of ime series model o correc he above model. Table 2. The Prediced Resul Average Monhly Rae of Displacemen of Bazimen Landslide Time Average monhly rae of displacemen BP neural nework predicive value Table 3. Esimaion Resuls Minimum error Maximum error Average error Average absolue error Sandard deviaion A lo of he ime series of observed sample will show he rend, seasonal and random, or jus showing hree of he second or one. In his way, you can hink of each ime series, or afer an appropriae ime sequence funcion ransformaion, i can be broken down ino hree pars superimposed. X = T + S + R = 1, 2, L (4) Which { T } is a rend iem, { S } is a seasonal iem, { R } is a random iem. This ime sequence is he superposiion of hree. The average monhly Bazimen landslide displacemen decomposed ino rend erm and seasonal iems, and iems will be added o he above rend BP neural nework model for discussion. There are many ime series decomposiion mehods, such as segmened rend mehod, he rend regression line mehod, quadraic rend, sepwise average mehod, regression, ec., The gradually average mehod is used in his paper. Wih he gradual rend erm average wice sripped ou, he formula is below,he resuls are shown in Fig. 2. U n = 1 6 n i = n 6 y i n 1 T n = U 6 i = n 6 i (5,6) The equaion of Bazimen landslide average displacemen suiable for ARIMA is in Eq. 7. ARIMA(1,1,1): ( B ) (1 B ) x = ( B ) ε + R2=0.996, AIC=567.7, SC= (7) 1319

6 Jian Huang e al J. Chem. Pharm. Res., 2014, 6(6): Fig 2: Bazimen Landslide Trend Term Average Monhly rae of Displacemen Fig 3: Bazimen Average Displacemen Curve Fiing Landslide The ime series equaions of he landslide displacemens of Bazimen can ge he error erm. The error erm and rend iem were added o he BP nework by order, we ge BP nework wih rend iems, BP nework wih ARIMA and BP nework error erm wih rend erm and he error erm. The four experimenal resuls compared wihin four neural neworks are shown in Table 4. Tab 4: Four Kinds of Neural Neworks Comparison Resuls BP TBP EBP TEBP Training Nework accuracy 92.66% 94.36% 97.03% 96.57% Average error Sandard deviaion The overall predicion accuracy 27.2% 24% 34.8% 38% Flood predicion accuracy 25.71% 20% 37.14% 42.86% From Fig. 4 o Fig. 7 and Tab. 4, he predicion of BP nework wih rend iems and errors iems on Bazimen landslide displacemen is more accurae. Especially, he posiion of exreme poins in Fig. 4, he normal BP nework for his exreme poin generally poorly fi. Afer joining he rend erm and he error erm, he overall fiing accuracy improves in BP nework a lile, he effec is no very obvious improvemen. Bu from he following 4 compares he picure, you can clearly see ha he predicion accuracy of landslide deformaion displacemen of he peak poin of improves a lo. For example, he May in 2011, he predicive value of flood displacemen is 0.194, he observed value is 0.186, he error is only by 4%. The BP nework wih rend erms and erms, in he raining process, he circumsance of fiing in he flood dis-placemen poins is more ypical han BP nework, which is also significanly improved. For example, he error of he prediced value of BP nework in June 2010 up o 47.47%. Afer inroducing rend backward, his error is reduced d o 40%. Afer he inroducion ion of he error erm, he error a ha poin has improved reduces o 9.6%. Afer he inroducion of he error erm and rend erm, he error is reduced o 5%. 1320

7 Jian Huang e al J. Chem. Pharm. Res., 2014, 6(6): Fig 4: Bazimen Landslide Average Monhly Rae of Displacemen BP Nework Predicion Fig 5: BP Nework Bazimen Landslide Displacemen Rae wih he Average Monhly Trend Term Predicions Fig 6: Bazimen Landslide Average Monhly Rae of Displacemen Error Term BP Nework wih ARIMA Forecasing Resuls Fig 7: BP Nework Bazimen Landslide wih Average Monhly Rae of Displacemen and he Error Term Trend Term Predicions BP nework model wih a rend erm and he error erm for landslide deformaion displacemen sage, drasic change, fis effec, fec, namely flood landslide deformaion displacemen fi beer wih accuracy of 42.86%, as shown in Figure 7 he marked secion. For example, in May 2004, May and July and Augus in 2005, in June and Augus and Sepember in 2006, in July and Augus in 2007, 07, in Sepember 2008, in June and Augus in 2009, in June and July in 2010, in May 2011, he predicion error is less han 10%. For he displacemen of he fla par of he change, i is 1321

8 Jian Huang e al J. Chem. Pharm. Res., 2014, 6(6): fiing badly for waer sorage. In summary, BP nework model wih rend iems and errors iems on he flood landslide deformaion displacemen is more appropriae. CONCLUSION The landslide deformaion displacemen effeced by rock-soil, he naural rainfall and reservoir waer level flucuaions and oher facors. In he field of landslide of landslide displacemen, more researches are o esimae he sabiliy of he landslide and he predicion of landslide deformaion using univariae ime series. In his paper, we akes ino accoun he impac of waer level flucuaions, and oher facors on naural rainfall landslide deformaion hrough a comprehensive analysis, which has beer reflecs he imporan role of exernal incenives for he developmen of landslide deformaion. By using mulivariae regression model, he fiing curve of Bazimen landslide displacemen is beer in he phase of waer sorage, which is closer o he acual rend of displacemen. The fiing resuls of he neural nework are jus is complemenary. Applicaion of BP nework in he predicion of Bazimen landslide displacemen, wih high accuracy of is raining nework, bu he predicion accuracy is no ideal. In order o achieve he purpose of shor-erm forecass, he accuracy of he model remains o be furher improved. Fuure Works In his paper, alhough he characerisics of Bazimen landslide daa o esablish a proper analysis and forecasing model, bu here are many issues o be solved when suiable for all landslide furher. Some observaions due o he landslide displacemen daa poin for he newly added poin, daa monioring less, are no fully uilized. Therefore daa processing could be improved. Since he paricle size is he monhly daa, he accuracy is no enough. If he landslide displacemen of GPS can be accurae o days, he model experimens of landslide deformaion will be more pracical significance, which will play a greaer role in disaser preparedness. Currenly, we only experimen on he Bazimen landslide daa, he follow-up model can be exended o oher landslides in he oher areas. Acknowledgmens This work was financially suppored by Science and Technology Projecs Hubei Provincial Deparmen of Educaion (Projec ID: Q ). REFERENCES [1] Huang,R.Q.,Xiang,X.Q.,Ju,X.X,e al., Geological bullein of china, 23(11): , [2] Marin E, HansPeer K, Jorg S., Spaial Daa Mining: A Lecure Noes in Compuer Science, Springer, [3] Tang,L.B., Research on Progress of Spaial Daa Mining [D]. Graduae School of Chinese Academy of Sciences, [4] Xu,F.,Wang,Y.,Du,Y.,e al., Chinese Journal of Rock Mechanics and Engineering, 30(4):46-751, [5] Wang,L., Geomaics & Spaial Informaion Technology,36(6): , [6] He,B.B.,Cui,Y.,Chen,C.H.,e al, Advances in Earch Science,26(6), [7] Hao,X.Y.,Hao,X.H,Xiong,H.M.,e al, JournalofEngineeringGeology,7(3): , [8] Du,J.,Yin,K.L.,Chai,B., Chinese Journal of Rock Mechanics and Engineering,(09): , [9] Li,Q.,Li,R.Y., Journal of Yangze River Scienific Research Insiue,22(6), [10] E.Yesilnacar, T.Topal. Engineering Geology, 79: , [11] Wang,G.Y.,Cui,H.L.,Li,Q., Rock and Soil Mechanics, 30(8): , [12] Lin,D.C.,An,F.P.,Guo,Z.L.,e al., Rock and Soil Mechanics, 32(1), [13] Jose Z, Jesus P, Juan T. A UML Informaion and Sofware Technolog, 51: ,

Time series Decomposition method

Time series Decomposition method Time series Decomposiion mehod A ime series is described using a mulifacor model such as = f (rend, cyclical, seasonal, error) = f (T, C, S, e) Long- Iner-mediaed Seasonal Irregular erm erm effec, effec,

More information

Vehicle Arrival Models : Headway

Vehicle Arrival Models : Headway Chaper 12 Vehicle Arrival Models : Headway 12.1 Inroducion Modelling arrival of vehicle a secion of road is an imporan sep in raffic flow modelling. I has imporan applicaion in raffic flow simulaion where

More information

CHAPTER 10 VALIDATION OF TEST WITH ARTIFICAL NEURAL NETWORK

CHAPTER 10 VALIDATION OF TEST WITH ARTIFICAL NEURAL NETWORK 175 CHAPTER 10 VALIDATION OF TEST WITH ARTIFICAL NEURAL NETWORK 10.1 INTRODUCTION Amongs he research work performed, he bes resuls of experimenal work are validaed wih Arificial Neural Nework. From he

More information

Lecture 3: Exponential Smoothing

Lecture 3: Exponential Smoothing NATCOR: Forecasing & Predicive Analyics Lecure 3: Exponenial Smoohing John Boylan Lancaser Cenre for Forecasing Deparmen of Managemen Science Mehods and Models Forecasing Mehod A (numerical) procedure

More information

Physics 235 Chapter 2. Chapter 2 Newtonian Mechanics Single Particle

Physics 235 Chapter 2. Chapter 2 Newtonian Mechanics Single Particle Chaper 2 Newonian Mechanics Single Paricle In his Chaper we will review wha Newon s laws of mechanics ell us abou he moion of a single paricle. Newon s laws are only valid in suiable reference frames,

More information

Solutions to Odd Number Exercises in Chapter 6

Solutions to Odd Number Exercises in Chapter 6 1 Soluions o Odd Number Exercises in 6.1 R y eˆ 1.7151 y 6.3 From eˆ ( T K) ˆ R 1 1 SST SST SST (1 R ) 55.36(1.7911) we have, ˆ 6.414 T K ( ) 6.5 y ye ye y e 1 1 Consider he erms e and xe b b x e y e b

More information

Financial Econometrics Jeffrey R. Russell Midterm Winter 2009 SOLUTIONS

Financial Econometrics Jeffrey R. Russell Midterm Winter 2009 SOLUTIONS Name SOLUTIONS Financial Economerics Jeffrey R. Russell Miderm Winer 009 SOLUTIONS You have 80 minues o complee he exam. Use can use a calculaor and noes. Try o fi all your work in he space provided. If

More information

Kriging Models Predicting Atrazine Concentrations in Surface Water Draining Agricultural Watersheds

Kriging Models Predicting Atrazine Concentrations in Surface Water Draining Agricultural Watersheds 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 Kriging Models Predicing Arazine Concenraions in Surface Waer Draining Agriculural Waersheds Paul L. Mosquin, Jeremy Aldworh, Wenlin Chen Supplemenal Maerial Number

More information

Diebold, Chapter 7. Francis X. Diebold, Elements of Forecasting, 4th Edition (Mason, Ohio: Cengage Learning, 2006). Chapter 7. Characterizing Cycles

Diebold, Chapter 7. Francis X. Diebold, Elements of Forecasting, 4th Edition (Mason, Ohio: Cengage Learning, 2006). Chapter 7. Characterizing Cycles Diebold, Chaper 7 Francis X. Diebold, Elemens of Forecasing, 4h Ediion (Mason, Ohio: Cengage Learning, 006). Chaper 7. Characerizing Cycles Afer compleing his reading you should be able o: Define covariance

More information

Air Quality Index Prediction Using Error Back Propagation Algorithm and Improved Particle Swarm Optimization

Air Quality Index Prediction Using Error Back Propagation Algorithm and Improved Particle Swarm Optimization Air Qualiy Index Predicion Using Error Back Propagaion Algorihm and Improved Paricle Swarm Opimizaion Jia Xu ( ) and Lang Pei College of Compuer Science, Wuhan Qinchuan Universiy, Wuhan, China 461406563@qq.com

More information

Lecture 2-1 Kinematics in One Dimension Displacement, Velocity and Acceleration Everything in the world is moving. Nothing stays still.

Lecture 2-1 Kinematics in One Dimension Displacement, Velocity and Acceleration Everything in the world is moving. Nothing stays still. Lecure - Kinemaics in One Dimension Displacemen, Velociy and Acceleraion Everyhing in he world is moving. Nohing says sill. Moion occurs a all scales of he universe, saring from he moion of elecrons in

More information

Summer Term Albert-Ludwigs-Universität Freiburg Empirische Forschung und Okonometrie. Time Series Analysis

Summer Term Albert-Ludwigs-Universität Freiburg Empirische Forschung und Okonometrie. Time Series Analysis Summer Term 2009 Alber-Ludwigs-Universiä Freiburg Empirische Forschung und Okonomerie Time Series Analysis Classical Time Series Models Time Series Analysis Dr. Sevap Kesel 2 Componens Hourly earnings:

More information

04. Kinetics of a second order reaction

04. Kinetics of a second order reaction 4. Kineics of a second order reacion Imporan conceps Reacion rae, reacion exen, reacion rae equaion, order of a reacion, firs-order reacions, second-order reacions, differenial and inegraed rae laws, Arrhenius

More information

3.1 More on model selection

3.1 More on model selection 3. More on Model selecion 3. Comparing models AIC, BIC, Adjused R squared. 3. Over Fiing problem. 3.3 Sample spliing. 3. More on model selecion crieria Ofen afer model fiing you are lef wih a handful of

More information

Types of Exponential Smoothing Methods. Simple Exponential Smoothing. Simple Exponential Smoothing

Types of Exponential Smoothing Methods. Simple Exponential Smoothing. Simple Exponential Smoothing M Business Forecasing Mehods Exponenial moohing Mehods ecurer : Dr Iris Yeung Room No : P79 Tel No : 788 8 Types of Exponenial moohing Mehods imple Exponenial moohing Double Exponenial moohing Brown s

More information

NCSS Statistical Software. , contains a periodic (cyclic) component. A natural model of the periodic component would be

NCSS Statistical Software. , contains a periodic (cyclic) component. A natural model of the periodic component would be NCSS Saisical Sofware Chaper 468 Specral Analysis Inroducion This program calculaes and displays he periodogram and specrum of a ime series. This is someimes nown as harmonic analysis or he frequency approach

More information

Chapter 15. Time Series: Descriptive Analyses, Models, and Forecasting

Chapter 15. Time Series: Descriptive Analyses, Models, and Forecasting Chaper 15 Time Series: Descripive Analyses, Models, and Forecasing Descripive Analysis: Index Numbers Index Number a number ha measures he change in a variable over ime relaive o he value of he variable

More information

STATE-SPACE MODELLING. A mass balance across the tank gives:

STATE-SPACE MODELLING. A mass balance across the tank gives: B. Lennox and N.F. Thornhill, 9, Sae Space Modelling, IChemE Process Managemen and Conrol Subjec Group Newsleer STE-SPACE MODELLING Inroducion: Over he pas decade or so here has been an ever increasing

More information

Lab #2: Kinematics in 1-Dimension

Lab #2: Kinematics in 1-Dimension Reading Assignmen: Chaper 2, Secions 2-1 hrough 2-8 Lab #2: Kinemaics in 1-Dimension Inroducion: The sudy of moion is broken ino wo main areas of sudy kinemaics and dynamics. Kinemaics is he descripion

More information

Shiva Akhtarian MSc Student, Department of Computer Engineering and Information Technology, Payame Noor University, Iran

Shiva Akhtarian MSc Student, Department of Computer Engineering and Information Technology, Payame Noor University, Iran Curren Trends in Technology and Science ISSN : 79-055 8hSASTech 04 Symposium on Advances in Science & Technology-Commission-IV Mashhad, Iran A New for Sofware Reliabiliy Evaluaion Based on NHPP wih Imperfec

More information

A Method for Setting the Artificial Boundary Conditions of Groundwater Model

A Method for Setting the Artificial Boundary Conditions of Groundwater Model Open Journal of Geology, 2013, 3, 50-54 doi:10.4236/ojg.2013.32b012 Published Online April 2013 (hp://www.scirp.org/journal/ojg) A Mehod for Seing he Arificial Boundary Condiions of Groundwaer Model Yipeng

More information

A Fusion Model for Day-Ahead Wind Speed Prediction based on the Validity of the Information

A Fusion Model for Day-Ahead Wind Speed Prediction based on the Validity of the Information A Fusion Model for Day-Ahead Wind Speed Predicion based on he Validiy of he Informaion Jie Wan 1,a, Wenbo Hao 2,b, Guorui Ren 1,c,Leilei Zhao 2,d, Bingliang Xu 2,e, Chengzhi Sun 2,f,Zhigang Zhao 3,g, Chengrui

More information

Forecasting optimally

Forecasting optimally I) ile: Forecas Evaluaion II) Conens: Evaluaing forecass, properies of opimal forecass, esing properies of opimal forecass, saisical comparison of forecas accuracy III) Documenaion: - Diebold, Francis

More information

Inventory Analysis and Management. Multi-Period Stochastic Models: Optimality of (s, S) Policy for K-Convex Objective Functions

Inventory Analysis and Management. Multi-Period Stochastic Models: Optimality of (s, S) Policy for K-Convex Objective Functions Muli-Period Sochasic Models: Opimali of (s, S) Polic for -Convex Objecive Funcions Consider a seing similar o he N-sage newsvendor problem excep ha now here is a fixed re-ordering cos (> 0) for each (re-)order.

More information

Math 333 Problem Set #2 Solution 14 February 2003

Math 333 Problem Set #2 Solution 14 February 2003 Mah 333 Problem Se #2 Soluion 14 February 2003 A1. Solve he iniial value problem dy dx = x2 + e 3x ; 2y 4 y(0) = 1. Soluion: This is separable; we wrie 2y 4 dy = x 2 + e x dx and inegrae o ge The iniial

More information

A Dynamic Model of Economic Fluctuations

A Dynamic Model of Economic Fluctuations CHAPTER 15 A Dynamic Model of Economic Flucuaions Modified for ECON 2204 by Bob Murphy 2016 Worh Publishers, all righs reserved IN THIS CHAPTER, OU WILL LEARN: how o incorporae dynamics ino he AD-AS model

More information

Problem Set 5. Graduate Macro II, Spring 2017 The University of Notre Dame Professor Sims

Problem Set 5. Graduate Macro II, Spring 2017 The University of Notre Dame Professor Sims Problem Se 5 Graduae Macro II, Spring 2017 The Universiy of Nore Dame Professor Sims Insrucions: You may consul wih oher members of he class, bu please make sure o urn in your own work. Where applicable,

More information

Exponential Smoothing

Exponential Smoothing Exponenial moohing Inroducion A simple mehod for forecasing. Does no require long series. Enables o decompose he series ino a rend and seasonal effecs. Paricularly useful mehod when here is a need o forecas

More information

ACE 562 Fall Lecture 8: The Simple Linear Regression Model: R 2, Reporting the Results and Prediction. by Professor Scott H.

ACE 562 Fall Lecture 8: The Simple Linear Regression Model: R 2, Reporting the Results and Prediction. by Professor Scott H. ACE 56 Fall 5 Lecure 8: The Simple Linear Regression Model: R, Reporing he Resuls and Predicion by Professor Sco H. Irwin Required Readings: Griffihs, Hill and Judge. "Explaining Variaion in he Dependen

More information

Measurement Error 1: Consequences Page 1. Definitions. For two variables, X and Y, the following hold: Expectation, or Mean, of X.

Measurement Error 1: Consequences Page 1. Definitions. For two variables, X and Y, the following hold: Expectation, or Mean, of X. Measuremen Error 1: Consequences of Measuremen Error Richard Williams, Universiy of Nore Dame, hps://www3.nd.edu/~rwilliam/ Las revised January 1, 015 Definiions. For wo variables, X and Y, he following

More information

Y, where. 1 Estimate St.error

Y, where. 1 Estimate St.error 1 HG Feb 2014 ECON 5101 Exercises III - 24 Feb 2014 Exercise 1 In lecure noes 3 (LN3 page 11) we esimaed an ARMA(1,2) for daa) for he period, 1978q2-2013q2 Le Y ln BNP ln BNP (Norwegian Model: Y Y, where

More information

Lecture 4 Kinetics of a particle Part 3: Impulse and Momentum

Lecture 4 Kinetics of a particle Part 3: Impulse and Momentum MEE Engineering Mechanics II Lecure 4 Lecure 4 Kineics of a paricle Par 3: Impulse and Momenum Linear impulse and momenum Saring from he equaion of moion for a paricle of mass m which is subjeced o an

More information

Navneet Saini, Mayank Goyal, Vishal Bansal (2013); Term Project AML310; Indian Institute of Technology Delhi

Navneet Saini, Mayank Goyal, Vishal Bansal (2013); Term Project AML310; Indian Institute of Technology Delhi Creep in Viscoelasic Subsances Numerical mehods o calculae he coefficiens of he Prony equaion using creep es daa and Herediary Inegrals Mehod Navnee Saini, Mayank Goyal, Vishal Bansal (23); Term Projec

More information

Linear Response Theory: The connection between QFT and experiments

Linear Response Theory: The connection between QFT and experiments Phys540.nb 39 3 Linear Response Theory: The connecion beween QFT and experimens 3.1. Basic conceps and ideas Q: How do we measure he conduciviy of a meal? A: we firs inroduce a weak elecric field E, and

More information

On Measuring Pro-Poor Growth. 1. On Various Ways of Measuring Pro-Poor Growth: A Short Review of the Literature

On Measuring Pro-Poor Growth. 1. On Various Ways of Measuring Pro-Poor Growth: A Short Review of the Literature On Measuring Pro-Poor Growh 1. On Various Ways of Measuring Pro-Poor Growh: A Shor eview of he Lieraure During he pas en years or so here have been various suggesions concerning he way one should check

More information

Methodology. -ratios are biased and that the appropriate critical values have to be increased by an amount. that depends on the sample size.

Methodology. -ratios are biased and that the appropriate critical values have to be increased by an amount. that depends on the sample size. Mehodology. Uni Roo Tess A ime series is inegraed when i has a mean revering propery and a finie variance. I is only emporarily ou of equilibrium and is called saionary in I(0). However a ime series ha

More information

Estimation Uncertainty

Estimation Uncertainty Esimaion Uncerainy The sample mean is an esimae of β = E(y +h ) The esimaion error is = + = T h y T b ( ) = = + = + = = = T T h T h e T y T y T b β β β Esimaion Variance Under classical condiions, where

More information

Testing for a Single Factor Model in the Multivariate State Space Framework

Testing for a Single Factor Model in the Multivariate State Space Framework esing for a Single Facor Model in he Mulivariae Sae Space Framework Chen C.-Y. M. Chiba and M. Kobayashi Inernaional Graduae School of Social Sciences Yokohama Naional Universiy Japan Faculy of Economics

More information

Notes on Kalman Filtering

Notes on Kalman Filtering Noes on Kalman Filering Brian Borchers and Rick Aser November 7, Inroducion Daa Assimilaion is he problem of merging model predicions wih acual measuremens of a sysem o produce an opimal esimae of he curren

More information

Quarterly ice cream sales are high each summer, and the series tends to repeat itself each year, so that the seasonal period is 4.

Quarterly ice cream sales are high each summer, and the series tends to repeat itself each year, so that the seasonal period is 4. Seasonal models Many business and economic ime series conain a seasonal componen ha repeas iself afer a regular period of ime. The smalles ime period for his repeiion is called he seasonal period, and

More information

Air Traffic Forecast Empirical Research Based on the MCMC Method

Air Traffic Forecast Empirical Research Based on the MCMC Method Compuer and Informaion Science; Vol. 5, No. 5; 0 ISSN 93-8989 E-ISSN 93-8997 Published by Canadian Cener of Science and Educaion Air Traffic Forecas Empirical Research Based on he MCMC Mehod Jian-bo Wang,

More information

3.1.3 INTRODUCTION TO DYNAMIC OPTIMIZATION: DISCRETE TIME PROBLEMS. A. The Hamiltonian and First-Order Conditions in a Finite Time Horizon

3.1.3 INTRODUCTION TO DYNAMIC OPTIMIZATION: DISCRETE TIME PROBLEMS. A. The Hamiltonian and First-Order Conditions in a Finite Time Horizon 3..3 INRODUCION O DYNAMIC OPIMIZAION: DISCREE IME PROBLEMS A. he Hamilonian and Firs-Order Condiions in a Finie ime Horizon Define a new funcion, he Hamilonian funcion, H. H he change in he oal value of

More information

Cumulative Damage Evaluation based on Energy Balance Equation

Cumulative Damage Evaluation based on Energy Balance Equation Cumulaive Damage Evaluaion based on Energy Balance Equaion K. Minagawa Saiama Insiue of Technology, Saiama S. Fujia Tokyo Denki Universiy, Tokyo! SUMMARY: This paper describes an evaluaion mehod for cumulaive

More information

An introduction to the theory of SDDP algorithm

An introduction to the theory of SDDP algorithm An inroducion o he heory of SDDP algorihm V. Leclère (ENPC) Augus 1, 2014 V. Leclère Inroducion o SDDP Augus 1, 2014 1 / 21 Inroducion Large scale sochasic problem are hard o solve. Two ways of aacking

More information

ACE 562 Fall Lecture 5: The Simple Linear Regression Model: Sampling Properties of the Least Squares Estimators. by Professor Scott H.

ACE 562 Fall Lecture 5: The Simple Linear Regression Model: Sampling Properties of the Least Squares Estimators. by Professor Scott H. ACE 56 Fall 005 Lecure 5: he Simple Linear Regression Model: Sampling Properies of he Leas Squares Esimaors by Professor Sco H. Irwin Required Reading: Griffihs, Hill and Judge. "Inference in he Simple

More information

Frequency independent automatic input variable selection for neural networks for forecasting

Frequency independent automatic input variable selection for neural networks for forecasting Universiä Hamburg Insiu für Wirschafsinformaik Prof. Dr. D.B. Preßmar Frequency independen auomaic inpu variable selecion for neural neworks for forecasing Nikolaos Kourenzes Sven F. Crone LUMS Deparmen

More information

Sliding Mode Controller for Unstable Systems

Sliding Mode Controller for Unstable Systems S. SIVARAMAKRISHNAN e al., Sliding Mode Conroller for Unsable Sysems, Chem. Biochem. Eng. Q. 22 (1) 41 47 (28) 41 Sliding Mode Conroller for Unsable Sysems S. Sivaramakrishnan, A. K. Tangirala, and M.

More information

EVALUATING FORECASTING MODELS FOR UNEMPLOYMENT RATES BY GENDER IN SELECTED EUROPEAN COUNTRIES

EVALUATING FORECASTING MODELS FOR UNEMPLOYMENT RATES BY GENDER IN SELECTED EUROPEAN COUNTRIES Inerdisciplinary Descripion of Complex Sysems 15(1), 16-35, 217 EVALUATING FORECASTING MODELS FOR UNEMPLOYMENT RATES BY GENDER IN SELECTED EUROPEAN COUNTRIES Ksenija Dumičić*, Berislav Žmuk and Ania Čeh

More information

Random Walk with Anti-Correlated Steps

Random Walk with Anti-Correlated Steps Random Walk wih Ani-Correlaed Seps John Noga Dirk Wagner 2 Absrac We conjecure he expeced value of random walks wih ani-correlaed seps o be exacly. We suppor his conjecure wih 2 plausibiliy argumens and

More information

Nonlinearity Test on Time Series Data

Nonlinearity Test on Time Series Data PROCEEDING OF 3 RD INTERNATIONAL CONFERENCE ON RESEARCH, IMPLEMENTATION AND EDUCATION OF MATHEMATICS AND SCIENCE YOGYAKARTA, 16 17 MAY 016 Nonlineariy Tes on Time Series Daa Case Sudy: The Number of Foreign

More information

Retrieval Models. Boolean and Vector Space Retrieval Models. Common Preprocessing Steps. Boolean Model. Boolean Retrieval Model

Retrieval Models. Boolean and Vector Space Retrieval Models. Common Preprocessing Steps. Boolean Model. Boolean Retrieval Model 1 Boolean and Vecor Space Rerieval Models Many slides in his secion are adaped from Prof. Joydeep Ghosh (UT ECE) who in urn adaped hem from Prof. Dik Lee (Univ. of Science and Tech, Hong Kong) Rerieval

More information

Sub Module 2.6. Measurement of transient temperature

Sub Module 2.6. Measurement of transient temperature Mechanical Measuremens Prof. S.P.Venkaeshan Sub Module 2.6 Measuremen of ransien emperaure Many processes of engineering relevance involve variaions wih respec o ime. The sysem properies like emperaure,

More information

Introduction D P. r = constant discount rate, g = Gordon Model (1962): constant dividend growth rate.

Introduction D P. r = constant discount rate, g = Gordon Model (1962): constant dividend growth rate. Inroducion Gordon Model (1962): D P = r g r = consan discoun rae, g = consan dividend growh rae. If raional expecaions of fuure discoun raes and dividend growh vary over ime, so should he D/P raio. Since

More information

Nature Neuroscience: doi: /nn Supplementary Figure 1. Spike-count autocorrelations in time.

Nature Neuroscience: doi: /nn Supplementary Figure 1. Spike-count autocorrelations in time. Supplemenary Figure 1 Spike-coun auocorrelaions in ime. Normalized auocorrelaion marices are shown for each area in a daase. The marix shows he mean correlaion of he spike coun in each ime bin wih he spike

More information

Final Spring 2007

Final Spring 2007 .615 Final Spring 7 Overview The purpose of he final exam is o calculae he MHD β limi in a high-bea oroidal okamak agains he dangerous n = 1 exernal ballooning-kink mode. Effecively, his corresponds o

More information

Physics 127b: Statistical Mechanics. Fokker-Planck Equation. Time Evolution

Physics 127b: Statistical Mechanics. Fokker-Planck Equation. Time Evolution Physics 7b: Saisical Mechanics Fokker-Planck Equaion The Langevin equaion approach o he evoluion of he velociy disribuion for he Brownian paricle migh leave you uncomforable. A more formal reamen of his

More information

Article from. Predictive Analytics and Futurism. July 2016 Issue 13

Article from. Predictive Analytics and Futurism. July 2016 Issue 13 Aricle from Predicive Analyics and Fuurism July 6 Issue An Inroducion o Incremenal Learning By Qiang Wu and Dave Snell Machine learning provides useful ools for predicive analyics The ypical machine learning

More information

Stability and Bifurcation in a Neural Network Model with Two Delays

Stability and Bifurcation in a Neural Network Model with Two Delays Inernaional Mahemaical Forum, Vol. 6, 11, no. 35, 175-1731 Sabiliy and Bifurcaion in a Neural Nework Model wih Two Delays GuangPing Hu and XiaoLing Li School of Mahemaics and Physics, Nanjing Universiy

More information

OBJECTIVES OF TIME SERIES ANALYSIS

OBJECTIVES OF TIME SERIES ANALYSIS OBJECTIVES OF TIME SERIES ANALYSIS Undersanding he dynamic or imedependen srucure of he observaions of a single series (univariae analysis) Forecasing of fuure observaions Asceraining he leading, lagging

More information

SPH3U: Projectiles. Recorder: Manager: Speaker:

SPH3U: Projectiles. Recorder: Manager: Speaker: SPH3U: Projeciles Now i s ime o use our new skills o analyze he moion of a golf ball ha was ossed hrough he air. Le s find ou wha is special abou he moion of a projecile. Recorder: Manager: Speaker: 0

More information

WEEK-3 Recitation PHYS 131. of the projectile s velocity remains constant throughout the motion, since the acceleration a x

WEEK-3 Recitation PHYS 131. of the projectile s velocity remains constant throughout the motion, since the acceleration a x WEEK-3 Reciaion PHYS 131 Ch. 3: FOC 1, 3, 4, 6, 14. Problems 9, 37, 41 & 71 and Ch. 4: FOC 1, 3, 5, 8. Problems 3, 5 & 16. Feb 8, 018 Ch. 3: FOC 1, 3, 4, 6, 14. 1. (a) The horizonal componen of he projecile

More information

Simulation-Solving Dynamic Models ABE 5646 Week 2, Spring 2010

Simulation-Solving Dynamic Models ABE 5646 Week 2, Spring 2010 Simulaion-Solving Dynamic Models ABE 5646 Week 2, Spring 2010 Week Descripion Reading Maerial 2 Compuer Simulaion of Dynamic Models Finie Difference, coninuous saes, discree ime Simple Mehods Euler Trapezoid

More information

Advanced Organic Chemistry

Advanced Organic Chemistry Lalic, G. Chem 53A Chemisry 53A Advanced Organic Chemisry Lecure noes 1 Kineics: A racical Approach Simple Kineics Scenarios Fiing Experimenal Daa Using Kineics o Deermine he Mechanism Doughery, D. A.,

More information

Robust estimation based on the first- and third-moment restrictions of the power transformation model

Robust estimation based on the first- and third-moment restrictions of the power transformation model h Inernaional Congress on Modelling and Simulaion, Adelaide, Ausralia, 6 December 3 www.mssanz.org.au/modsim3 Robus esimaion based on he firs- and hird-momen resricions of he power ransformaion Nawaa,

More information

Section 7.4 Modeling Changing Amplitude and Midline

Section 7.4 Modeling Changing Amplitude and Midline 488 Chaper 7 Secion 7.4 Modeling Changing Ampliude and Midline While sinusoidal funcions can model a variey of behaviors, i is ofen necessary o combine sinusoidal funcions wih linear and exponenial curves

More information

Inflation Nowcasting: Frequently Asked Questions These questions and answers accompany the technical working paper Nowcasting U.S.

Inflation Nowcasting: Frequently Asked Questions These questions and answers accompany the technical working paper Nowcasting U.S. Inflaion Nowcasing: Frequenly Asked Quesions These quesions and answers accompany he echnical working paper Nowcasing US Headline and Core Inflaion by Edward S Knoek II and Saeed Zaman See he paper for

More information

DEPARTMENT OF STATISTICS

DEPARTMENT OF STATISTICS A Tes for Mulivariae ARCH Effecs R. Sco Hacker and Abdulnasser Haemi-J 004: DEPARTMENT OF STATISTICS S-0 07 LUND SWEDEN A Tes for Mulivariae ARCH Effecs R. Sco Hacker Jönköping Inernaional Business School

More information

Comparison Between Regression and Arima Models in Forecasting Traffic Volume

Comparison Between Regression and Arima Models in Forecasting Traffic Volume Ausralian Journal of Basic and Applied Sciences, (): 6-36, 007 ISSN 99-878 007, INSIne Publicaion Comparison Beween Regression and Arima Models in Forecasing Traffic olume M. Sabry, H. Abd-El-Laif and

More information

Linear Time-invariant systems, Convolution, and Cross-correlation

Linear Time-invariant systems, Convolution, and Cross-correlation Linear Time-invarian sysems, Convoluion, and Cross-correlaion (1) Linear Time-invarian (LTI) sysem A sysem akes in an inpu funcion and reurns an oupu funcion. x() T y() Inpu Sysem Oupu y() = T[x()] An

More information

Estimation of Kinetic Friction Coefficient for Sliding Rigid Block Nonstructural Components

Estimation of Kinetic Friction Coefficient for Sliding Rigid Block Nonstructural Components 7 Esimaion of Kineic Fricion Coefficien for Sliding Rigid Block Nonsrucural Componens Cagdas Kafali Ph.D. Candidae, School of Civil and Environmenal Engineering, Cornell Universiy Research Supervisor:

More information

Lecture 5. Time series: ECM. Bernardina Algieri Department Economics, Statistics and Finance

Lecture 5. Time series: ECM. Bernardina Algieri Department Economics, Statistics and Finance Lecure 5 Time series: ECM Bernardina Algieri Deparmen Economics, Saisics and Finance Conens Time Series Modelling Coinegraion Error Correcion Model Two Seps, Engle-Granger procedure Error Correcion Model

More information

Linear Gaussian State Space Models

Linear Gaussian State Space Models Linear Gaussian Sae Space Models Srucural Time Series Models Level and Trend Models Basic Srucural Model (BSM Dynamic Linear Models Sae Space Model Represenaion Level, Trend, and Seasonal Models Time Varying

More information

Module 2 F c i k c s la l w a s o s f dif di fusi s o i n

Module 2 F c i k c s la l w a s o s f dif di fusi s o i n Module Fick s laws of diffusion Fick s laws of diffusion and hin film soluion Adolf Fick (1855) proposed: d J α d d d J (mole/m s) flu (m /s) diffusion coefficien and (mole/m 3 ) concenraion of ions, aoms

More information

Model for forecasting expressway surface temperature in snowy areas

Model for forecasting expressway surface temperature in snowy areas Journal of Naural Disaser Science, Volume 37,Number 2,216,pp49-64 Model for forecasing expressway surface emperaure in snowy areas Masafumi Horii* and Takayuki Hayami** * Deparmen of Civil Engineering,

More information

1. VELOCITY AND ACCELERATION

1. VELOCITY AND ACCELERATION 1. VELOCITY AND ACCELERATION 1.1 Kinemaics Equaions s = u + 1 a and s = v 1 a s = 1 (u + v) v = u + as 1. Displacemen-Time Graph Gradien = speed 1.3 Velociy-Time Graph Gradien = acceleraion Area under

More information

A DELAY-DEPENDENT STABILITY CRITERIA FOR T-S FUZZY SYSTEM WITH TIME-DELAYS

A DELAY-DEPENDENT STABILITY CRITERIA FOR T-S FUZZY SYSTEM WITH TIME-DELAYS A DELAY-DEPENDENT STABILITY CRITERIA FOR T-S FUZZY SYSTEM WITH TIME-DELAYS Xinping Guan ;1 Fenglei Li Cailian Chen Insiue of Elecrical Engineering, Yanshan Universiy, Qinhuangdao, 066004, China. Deparmen

More information

18 Biological models with discrete time

18 Biological models with discrete time 8 Biological models wih discree ime The mos imporan applicaions, however, may be pedagogical. The elegan body of mahemaical heory peraining o linear sysems (Fourier analysis, orhogonal funcions, and so

More information

d 1 = c 1 b 2 - b 1 c 2 d 2 = c 1 b 3 - b 1 c 3

d 1 = c 1 b 2 - b 1 c 2 d 2 = c 1 b 3 - b 1 c 3 and d = c b - b c c d = c b - b c c This process is coninued unil he nh row has been compleed. The complee array of coefficiens is riangular. Noe ha in developing he array an enire row may be divided or

More information

Application of a Stochastic-Fuzzy Approach to Modeling Optimal Discrete Time Dynamical Systems by Using Large Scale Data Processing

Application of a Stochastic-Fuzzy Approach to Modeling Optimal Discrete Time Dynamical Systems by Using Large Scale Data Processing Applicaion of a Sochasic-Fuzzy Approach o Modeling Opimal Discree Time Dynamical Sysems by Using Large Scale Daa Processing AA WALASZE-BABISZEWSA Deparmen of Compuer Engineering Opole Universiy of Technology

More information

Refraction coefficient determination and modelling for the territory of the Kingdom of Saudi Arabia

Refraction coefficient determination and modelling for the territory of the Kingdom of Saudi Arabia Presened a he FIG ongress 08, May 6-, 08 in Isanbul, Turkey Refracion coefficien deerminaion and modelling for he erriory of he Kingdom of Saudi Arabia Ohman AL-KHERAYEF, KSA Vasil VALHINOV, BG Rossen

More information

IB Physics Kinematics Worksheet

IB Physics Kinematics Worksheet IB Physics Kinemaics Workshee Wrie full soluions and noes for muliple choice answers. Do no use a calculaor for muliple choice answers. 1. Which of he following is a correc definiion of average acceleraion?

More information

A Specification Test for Linear Dynamic Stochastic General Equilibrium Models

A Specification Test for Linear Dynamic Stochastic General Equilibrium Models Journal of Saisical and Economeric Mehods, vol.1, no.2, 2012, 65-70 ISSN: 2241-0384 (prin), 2241-0376 (online) Scienpress Ld, 2012 A Specificaion Tes for Linear Dynamic Sochasic General Equilibrium Models

More information

The Simple Linear Regression Model: Reporting the Results and Choosing the Functional Form

The Simple Linear Regression Model: Reporting the Results and Choosing the Functional Form Chaper 6 The Simple Linear Regression Model: Reporing he Resuls and Choosing he Funcional Form To complee he analysis of he simple linear regression model, in his chaper we will consider how o measure

More information

Chapter 2. Models, Censoring, and Likelihood for Failure-Time Data

Chapter 2. Models, Censoring, and Likelihood for Failure-Time Data Chaper 2 Models, Censoring, and Likelihood for Failure-Time Daa William Q. Meeker and Luis A. Escobar Iowa Sae Universiy and Louisiana Sae Universiy Copyrigh 1998-2008 W. Q. Meeker and L. A. Escobar. Based

More information

Chapter 15: Phenomena. Chapter 15 Chemical Kinetics. Reaction Rates. Reaction Rates R P. Reaction Rates. Rate Laws

Chapter 15: Phenomena. Chapter 15 Chemical Kinetics. Reaction Rates. Reaction Rates R P. Reaction Rates. Rate Laws Chaper 5: Phenomena Phenomena: The reacion (aq) + B(aq) C(aq) was sudied a wo differen emperaures (98 K and 35 K). For each emperaure he reacion was sared by puing differen concenraions of he 3 species

More information

FAULT PROGNOSTICS AND RELIABILITY ESTIMATION OF DC MOTOR USING TIME SERIES ANALYSIS BASED ON DEGRADATION DATA

FAULT PROGNOSTICS AND RELIABILITY ESTIMATION OF DC MOTOR USING TIME SERIES ANALYSIS BASED ON DEGRADATION DATA FAULT PROGNOSTICS AND RELIABILITY ESTIMATION OF DC MOTOR USING TIME SERIES ANALYSIS BASED ON DEGRADATION DATA LI WANG, HUIYAN ZHANG, HONG XUE School of Compuer and Informaion Engineering, Beijing Technology

More information

Box-Jenkins Modelling of Nigerian Stock Prices Data

Box-Jenkins Modelling of Nigerian Stock Prices Data Greener Journal of Science Engineering and Technological Research ISSN: 76-7835 Vol. (), pp. 03-038, Sepember 0. Research Aricle Box-Jenkins Modelling of Nigerian Sock Prices Daa Ee Harrison Euk*, Barholomew

More information

STRUCTURAL CHANGE IN TIME SERIES OF THE EXCHANGE RATES BETWEEN YEN-DOLLAR AND YEN-EURO IN

STRUCTURAL CHANGE IN TIME SERIES OF THE EXCHANGE RATES BETWEEN YEN-DOLLAR AND YEN-EURO IN Inernaional Journal of Applied Economerics and Quaniaive Sudies. Vol.1-3(004) STRUCTURAL CHANGE IN TIME SERIES OF THE EXCHANGE RATES BETWEEN YEN-DOLLAR AND YEN-EURO IN 001-004 OBARA, Takashi * Absrac The

More information

1 Differential Equation Investigations using Customizable

1 Differential Equation Investigations using Customizable Differenial Equaion Invesigaions using Cusomizable Mahles Rober Decker The Universiy of Harford Absrac. The auhor has developed some plaform independen, freely available, ineracive programs (mahles) for

More information

6.2 Transforms of Derivatives and Integrals.

6.2 Transforms of Derivatives and Integrals. SEC. 6.2 Transforms of Derivaives and Inegrals. ODEs 2 3 33 39 23. Change of scale. If l( f ()) F(s) and c is any 33 45 APPLICATION OF s-shifting posiive consan, show ha l( f (c)) F(s>c)>c (Hin: In Probs.

More information

Chapter 5 Digital PID control algorithm. Hesheng Wang Department of Automation,SJTU 2016,03

Chapter 5 Digital PID control algorithm. Hesheng Wang Department of Automation,SJTU 2016,03 Chaper 5 Digial PID conrol algorihm Hesheng Wang Deparmen of Auomaion,SJTU 216,3 Ouline Absrac Quasi-coninuous PID conrol algorihm Improvemen of sandard PID algorihm Choosing parameer of PID regulaor Brief

More information

23.5. Half-Range Series. Introduction. Prerequisites. Learning Outcomes

23.5. Half-Range Series. Introduction. Prerequisites. Learning Outcomes Half-Range Series 2.5 Inroducion In his Secion we address he following problem: Can we find a Fourier series expansion of a funcion defined over a finie inerval? Of course we recognise ha such a funcion

More information

Advances in Engineering Research (AER), volume Global Conference on Mechanics and Civil Engineering (GCMCE 2017)

Advances in Engineering Research (AER), volume Global Conference on Mechanics and Civil Engineering (GCMCE 2017) Advances in Engineering Research (AER), volume 2017 Global Conference on Mechanics and Civil Engineering (GCMCE 2017) Comparaive Analysis of Esimaion Formula of Acid Dew Poin for Differen Flue Gas Jinhui

More information

Numerical Dispersion

Numerical Dispersion eview of Linear Numerical Sabiliy Numerical Dispersion n he previous lecure, we considered he linear numerical sabiliy of boh advecion and diffusion erms when approimaed wih several spaial and emporal

More information

Solutions to Exercises in Chapter 12

Solutions to Exercises in Chapter 12 Chaper in Chaper. (a) The leas-squares esimaed equaion is given by (b)!i = 6. + 0.770 Y 0.8 R R = 0.86 (.5) (0.07) (0.6) Boh b and b 3 have he expeced signs; income is expeced o have a posiive effec on

More information

1.6. Slopes of Tangents and Instantaneous Rate of Change

1.6. Slopes of Tangents and Instantaneous Rate of Change 1.6 Slopes of Tangens and Insananeous Rae of Change When you hi or kick a ball, he heigh, h, in meres, of he ball can be modelled by he equaion h() 4.9 2 v c. In his equaion, is he ime, in seconds; c represens

More information

Recursive Least-Squares Fixed-Interval Smoother Using Covariance Information based on Innovation Approach in Linear Continuous Stochastic Systems

Recursive Least-Squares Fixed-Interval Smoother Using Covariance Information based on Innovation Approach in Linear Continuous Stochastic Systems 8 Froniers in Signal Processing, Vol. 1, No. 1, July 217 hps://dx.doi.org/1.2266/fsp.217.112 Recursive Leas-Squares Fixed-Inerval Smooher Using Covariance Informaion based on Innovaion Approach in Linear

More information

Smoothing. Backward smoother: At any give T, replace the observation yt by a combination of observations at & before T

Smoothing. Backward smoother: At any give T, replace the observation yt by a combination of observations at & before T Smoohing Consan process Separae signal & noise Smooh he daa: Backward smooher: A an give, replace he observaion b a combinaion of observaions a & before Simple smooher : replace he curren observaion wih

More information

Phys1112: DC and RC circuits

Phys1112: DC and RC circuits Name: Group Members: Dae: TA s Name: Phys1112: DC and RC circuis Objecives: 1. To undersand curren and volage characerisics of a DC RC discharging circui. 2. To undersand he effec of he RC ime consan.

More information

On Multicomponent System Reliability with Microshocks - Microdamages Type of Components Interaction

On Multicomponent System Reliability with Microshocks - Microdamages Type of Components Interaction On Mulicomponen Sysem Reliabiliy wih Microshocks - Microdamages Type of Componens Ineracion Jerzy K. Filus, and Lidia Z. Filus Absrac Consider a wo componen parallel sysem. The defined new sochasic dependences

More information