Predictability of nonstationary time series using wavelet and EMD based ARMA models

Research has been undertaken to ascertain the predictability of non-stationary time series using wavelet and Empirical Mode Decomposition (EMD) based time series models. Methods have been developed in the past to decompose a time series into components. Forecasting of these components combined with random component could yield predictions. Using this ideology, wavelet and EMD analyses have been incorporated separately which decomposes a time series into independent orthogonal components with both time and frequency localizations. The component series are fit with specific auto-regressive models to obtain forecasts which are later combined to obtain the actual predictions. Four non-stationary streamflow sites (USGS data resources) of monthly total volumes and two non-stationary gridded rainfall sites (IMD) of monthly total rainfall are considered for the study. The predictability is checked for six and twelve months ahead forecasts across both the methodologies. Based on performance measures, it is observed that wavelet based method has better prediction capabilities over EMD based method despite some of the limitations of time series methods and the manner in which decomposition takes place. Finally, the study concludes that the wavelet based time series algorithm can be used to model events such as droughts with reasonable accuracy. Also, some modifications that can be made in the model have been discussed that could extend the scope of applicability to other areas in the field of hydrology. (C) 2013 Elesvier B.V. All rights reserved.

Influence of strain softening on the fracture of plain concrete beams

Fracture behaviour of notched and un-notched plain concrete slender beams subjected to three-point or four-point bending is analyzed through a one-dimensional model, also called Softening Beam Model. Fundamental equations of equilibrium are used to develop the model. The influence of structural size in altering the fracture mode from brittle fracture to plastic collapse is explained through the stress distribution across the uncracked ligament obtained by varying the strain softening modulus. It is found that at the onset of fracture instability, stress at the crack tip is equal to zero. The maximum load and fracture load are found to be different and a unique value for the fracture load is obtained. It is shown that the length of the fracture process zone depends on the value of the strain softening modulus. Theoretical limits for fracture process zone length are also calculated. Several nonlinear fracture parameters, such as, crack tip opening displacement, crack mouth opening displacement and fracture energy are computed for a wide variety of beam specimens reported in the literature and are found to compare very well with experimental and theoretical results. It is demonstrated that by following a simple procedure, both pre-peak and post-peak portions of load versus crack mouth opening displacement curve can be obtained quite accurately. Further, a simple procedure to calculate the maximum load is also developed. The predicted values of maximum load are found to agree well with the experimental values. The Softening Beam Model (SBM), proposed in this investigation is very simple and is based on rational considerations. It can completely describe the fracture process from the beginning of formation of the fracture process zone till the onset of fracture instability.A l'aide d'un modèle unidimensionnel dit ldquoSoftening Beam Modelrdquo (SBM), on analyse le comportement à rupture de poutres élancées pleines entaillées ou non, soumises en flexion en trois ou quatre points. Des équations fondamentales d'équilibre sont utilisées pour développer le modèle. On explique l'influence de la taille du composant sur l'altération du mode de rupture en rupture fragile et en effondrement plastique par la distribution par la distribution des contraintes sur le ligament non fissuré lorsque varie le module d'adoucissement. On trouve que la contrainte à l'extrémité de la fissure est nulle est nulle au début de l'instabilité de la rupture. La charge maximum et la charge à la rupture sont trouvées différentes, et on obtient une valeur unique de la charge à la rupture. On montre que la longueur de la zone concernée par le processus de rupture d'pend de la valeur du module d'adoucissement. On calcule également les limites théoriques de longueur de cette zone. Divers paramètres de rupture non linéaire sont calculés pour une large gamme d'éprouvettes en poutres reprises dans la littérature; on trouve qu'il existe une bonne concordance avec les résultats expérimentaux et théoriques. On démontre qu'en suivant une procédure simple on peut obtenir avec une bonne précision la courbe reliant les portions avant et après le pic de sollicitation en fonction du COD de la fissure. En outre, on développe une procédure simple pour calculer la charge maximum. Les valeurs prédites sont en bon accord avec les valeurs expérimentales. Le modèle SBM proposé est très simple et est basé sur des considérations rationnelles. Il est susceptible de décrire complètement le processus de rupture depuis le début de la formation de la zone intéressée jusqu'à l'amorçage de la rupture instable.