A Non-Parametric Dimension Test of the Term Structure

Published as an article in: Studies in Nonlinear Dynamics & Econometrics, 2004, vol. 8, issue 3, article 6.

Assessing seasonal precipitation trends in India using parametric and non-parametric statistical techniques

This paper provides an insight into the long-term trends of the four seasonal and annual precipitations in various climatological regions and sub-regions in India. The trends were useful to investigate whether Indian seasonal rainfall is changing in terms of magnitude or location-wise. Trends were assessed over the period of 1954-2003 using parametric ordinary least square fits and non-parametric Mann-Kendall technique. The trend significance was tested at the 95% confidence level. Apart from the trends for individual climatological regions in India and the average for the whole of India, trends were also specifically determined for the possible smaller geographical areas in order to understand how different the trends would be from the bigger spatial scales. The smaller geographical regions consist of the whole southwestern continental state of Kerala. It was shown that there are decreasing trends in the spring and monsoon rainfall and increasing trends in the autumn and winter rainfalls. These changes are not always homogeneous over various regions, even in the very short scales implying a careful regional analysis would be necessary for drawing conclusions regarding agro-ecological or other local projects requiring change in rainfall information. Furthermore, the differences between the trend magnitudes and directions from the two different methods are significantly small and fall well within the significance limit for all the cases investigated in Indian regions (except where noted). © 2010 Springer-Verlag.

The vibro-acoustic analysis of built-up systems using a hybrid method with parametric and non-parametric uncertainties

An existing hybrid finite element (FE)/statistical energy analysis (SEA) approach to the analysis of the mid- and high frequency vibrations of a complex built-up system is extended here to a wider class of uncertainty modeling. In the original approach, the constituent parts of the system are considered to be either deterministic, and modeled using FE, or highly random, and modeled using SEA. A non-parametric model of randomness is employed in the SEA components, based on diffuse wave theory and the Gaussian Orthogonal Ensemble (GOE), and this enables the mean and variance of second order quantities such as vibrational energy and response cross-spectra to be predicted. In the present work the assumption that the FE components are deterministic is relaxed by the introduction of a parametric model of uncertainty in these components. The parametric uncertainty may be modeled either probabilistically, or by using a non-probabilistic approach such as interval analysis, and it is shown how these descriptions can be combined with the non-parametric uncertainty in the SEA subsystems to yield an overall assessment of the performance of the system. The method is illustrated by application to an example built-up plate system which has random properties, and benchmark comparisons are made with full Monte Carlo simulations. © 2012 Elsevier Ltd. All rights reserved.