945 resultados para joint hypothesis tests
Resumo:
Understanding material flow in friction stir welding is important for production of sound dissimilar metal welding that control the intermixing of two alloys being welded and consequent formation of new constituents which influences the weld properties. In the present experimental investigation material flow patterns are visualised using dissimilar and similar aluminium alloys using a simple innovative ,experiment. The experimental results reveal that only a portion of material transported from the leading edge undergoes chaotic flow and the remaining is deposited systematically in the trailing edge of the weld. Using this information it is shown that the formation of a friction stir welding defect, joint line remnant, does not occur only when the weld interface is on the advancing side. The material flow visualisation study has been utilised to analyse the mechanism of weld formation and its usefulness in improving fatigue properties and for dissimilar metal welds.
Resumo:
The likelihood ratio test of cointegration rank is the most widely used test for cointegration. Many studies have shown that its finite sample distribution is not well approximated by the limiting distribution. The article introduces and evaluates by Monte Carlo simulation experiments bootstrap and fast double bootstrap (FDB) algorithms for the likelihood ratio test. It finds that the performance of the bootstrap test is very good. The more sophisticated FDB produces a further improvement in cases where the performance of the asymptotic test is very unsatisfactory and the ordinary bootstrap does not work as well as it might. Furthermore, the Monte Carlo simulations provide a number of guidelines on when the bootstrap and FDB tests can be expected to work well. Finally, the tests are applied to US interest rates and international stock prices series. It is found that the asymptotic test tends to overestimate the cointegration rank, while the bootstrap and FDB tests choose the correct cointegration rank.
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This paper investigates the clustering pattern in the Finnish stock market. Using trading volume and time as factors capturing the clustering pattern in the market, the Keim and Madhavan (1996) and the Engle and Russell (1998) model provide the framework for the analysis. The descriptive and the parametric analysis provide evidences that an important determinant of the famous U-shape pattern in the market is the rate of information arrivals as measured by large trading volumes and durations at the market open and close. Precisely, 1) the larger the trading volume, the greater the impact on prices both in the short and the long run, thus prices will differ across quantities. 2) Large trading volume is a non-linear function of price changes in the long run. 3) Arrival times are positively autocorrelated, indicating a clustering pattern and 4) Information arrivals as approximated by durations are negatively related to trading flow.
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A vast literature documents negative skewness and excess kurtosis in stock return distributions on several markets. We approach the issue of negative skewness from a different angle than in previous studies by suggesting a model, which we denote the “negative news threshold” hypothesis, that builds on asymmetrically distributed information and symmetric market responses. Our empirical tests reveal that returns for days when non-scheduled news are disclosed are the source of negative skewness in stock returns. This finding lends solid support to our model and suggests that negative skewness in stock returns is induced by asymmetries in the news disclosure policies of firm management.
Resumo:
One of the foremost design considerations in microelectronics miniaturization is the use of embedded passives which provide practical solution. In a typical circuit, over 80 percent of the electronic components are passives such as resistors, inductors, and capacitors that could take up to almost 50 percent of the entire printed circuit board area. By integrating passive components within the substrate instead of being on the surface, embedded passives reduce the system real estate, eliminate the need for discrete and assembly, enhance electrical performance and reliability, and potentially reduce the overall cost. Moreover, it is lead free. Even with these advantages, embedded passive technology is at a relatively immature stage and more characterization and optimization are needed for practical applications leading to its commercialization.This paper presents an entire process from design and fabrication to electrical characterization and reliability test of embedded passives on multilayered microvia organic substrate. Two test vehicles focusing on resistors and capacitors have been designed and fabricated. Embedded capacitors in this study are made with polymer/ceramic nanocomposite (BaTiO3) material to take advantage of low processing temperature of polymers and relatively high dielectric constant of ceramics and the values of these capacitors range from 50 pF to 1.5 nF with capacitance per area of approximately 1.5 nF/cm(2). Limited high frequency measurement of these capacitors was performed. Furthermore, reliability assessments of thermal shock and temperature humidity tests based on JEDEC standards were carried out. Resistors used in this work have been of three types: 1) carbon ink based polymer thick film (PTF), 2) resistor foils with known sheet resistivities which are laminated to printed wiring board (PWB) during a sequential build-up (SBU) process and 3) thin-film resistor plating by electroless method. Realization of embedded resistors on conventional board-level high-loss epoxy (similar to 0.015 at 1 GHz) and proposed low-loss BCB dielectric (similar to 0.0008 at > 40 GHz) has been explored in this study. Ni-P and Ni-W-P alloys were plated using conventional electroless plating, and NiCr and NiCrAlSi foils were used for the foil transfer process. For the first time, Benzocyclobutene (BCB) has been proposed as a board level dielectric for advanced System-on-Package (SOP) module primarily due to its attractive low-loss (for RF application) and thin film (for high density wiring) properties.Although embedded passives are more reliable by eliminating solder joint interconnects, they also introduce other concerns such as cracks, delamination and component instability. More layers may be needed to accommodate the embedded passives, and various materials within the substrate may cause significant thermo -mechanical stress due to coefficient of thermal expansion (CTE) mismatch. In this work, numerical models of embedded capacitors have been developed to qualitatively examine the effects of process conditions and electrical performance due to thermo-mechanical deformations.Also, a prototype working product with the board level design including features of embedded resistors and capacitors are underway. Preliminary results of these are presented.
Resumo:
An application of Artificial Neural Networks for predicting the stress-strain response of jointed rocks under different confining pressures is presented in this paper. Rocks of different compressive strength with different joint properties (frequency, orientation and strength of joints) are considered in this study. The database for training the neural network is formed from the results of triaxial compression tests on different intact and jointed rocks with different joint properties tested at different confining pressures reported by various researchers in the literature. The network was trained using a three-layered network with the feed-forward back propagation algorithm.About 85% of the data was used for training and the remaining 15% was used for testing the network. Results from the analyses demonstrated that the neural network approach is effective in capturing the stress-strain behaviour of intact rocks and the complex stress-strain behaviour of jointed rocks. A single neural network is demonstrated to be capable of predicting the stress-strain response of different jointed rocks, whose intact strength varies from 11.32 MPa to 123 MPa, spacing of joints varies from 10 cm to 100 cm. and confining pressures range from 0 to 13.8 MPa. (C) 2010 Elsevier Ltd. All rights reserved.
Resumo:
Instrument landing systems (ILS) and the upcoming microwave landing systems (MLS) are (or are planned to be) very important navigational aids at most major airports of the world. However, their performance is directly affected by the features of the site in which they are located. Currently, validation of the ILS performance is through costly and time-consuming experimental methods. This paper outlines a powerful and versatile analytical approach for performing the site evaluation, as an alternative to the experimental methods. The approach combines a multi-plate model for the terrain with a powerful and exhaustive ray-tracing technique and a versatile and accurate formulation for estimating the electromagnetic fields due to the array antenna in the presence of the terrain. It can model the effects of the undulation, the roughness and the impedance (depending on the soil type) of the terrain at the site. The results computed from the analytical method are compared with the actual measurements and good agreement is shown. Considerations for site effects on MLS are also outlined.
Resumo:
dThe work looks at the response to three-point loading of carbon-epoxy (CF-EP) composites with inserted buffer strip (BS) material. Short beam Shear tests were performed to study the load-deflection response as well as fracture features through macroscopy on the CF-EP system containing the interleaved PTFE-coated fabric material. Significant differences were noticed in the response of the CF-EP system to the bending process consequent to the architectural modification. It was inferred that introduction of small amounts of less adherent layers of material at specific locations causes a decrement in the load carrying capability. Further the number and the ease with which interface separation occurs is found to depend on the extent to which the inserted layer is present in either single or multiple layer positions.
Resumo:
With the objective of better understanding the significance of New Car Assessment Program (NCAP) tests conducted by the National Highway Traffic Safety Administration (NHTSA), head-on collisions between two identical cars of different sizes and between cars and a pickup truck are studied in the present paper using LS-DYNA models. Available finite element models of a compact car (Dodge Neon), midsize car (Dodge Intrepid), and pickup truck (Chevrolet C1500) are first improved and validated by comparing theanalysis-based vehicle deceleration pulses against corresponding NCAP crash test histories reported by NHTSA. In confirmation of prevalent perception, simulation-bascd results indicate that an NCAP test against a rigid barrier is a good representation of a collision between two similar cars approaching each other at a speed of 56.3 kmph (35 mph) both in terms of peak deceleration and intrusions. However, analyses carried out for collisions between two incompatible vehicles, such as an Intrepid or Neon against a C1500, point to the inability of the NCAP tests in representing the substantially higher intrusions in the front upper regions experienced by the cars, although peak decelerations in cars arc comparable to those observed in NCAP tests. In an attempt to improve the capability of a front NCAP test to better represent real-world crashes between incompatible vehicles, i.e., ones with contrasting ride height and lower body stiffness, two modified rigid barriers are studied. One of these barriers, which is of stepped geometry with a curved front face, leads to significantly improved correlation of intrusions in the upper regions of cars with respect to those yielded in the simulation of collisions between incompatible vehicles, together with the yielding of similar vehicle peak decelerations obtained in NCAP tests.
Resumo:
Acute childhood osteomyelitis (OM), septic arthritis (SA), and their combination osteomyelitis with adjacent septic arthritis (OM+SA), are treated with long courses of antimicrobials and immediate surgery. We conducted a prospective multi-center randomized trial among Finnish children at age 3 months to 15 years in 1983-2005. According to the two-by-two factorial study design, children with OM or OM+SA received 20 or 30 days of antimicrobials, whereas those with SA were treated for 10 or 30 days. In addition, the whole series was randomized to be treated with clindamycin or a first-generation cephalosporin. Cases were included only if the causative agent was isolated. The treatment was instituted intravenously, but only for the first 2-4 days. Percutaneous aspiration was done to obtain a representative sample for bacteriology, but all other surgical intervention was kept at a minimum. A total of 265 patients fulfilled our strict inclusion criteria and were analyzed; 106 children had OM, 134 SA, and 25 OM+SA. In the OM group, one child in the long and one child in the short-term treatment group developed sequelae. One child with SA twice developed a late re-infection of the same joint, but the causative agents differed. Regarding surgery, diagnostic arthrocentesis or corticotomy was the only surgical procedure performed in most cases. Routine arthrotomy was not required even in hip arthritis. Serum C-reactive protein (CRP) proved to be a reliable laboratory index in the diagnosis and monitoring of osteoarticular infections. The recovery rate was similar regardless of whether clindamycin or a first-generation cephalosporin was used. We conclude that a course of 20 days of these well-absorbing antimicrobials is sufficient for OM or OM+SA, and 10 days for SA in most cases beyond the neonatal age. A short intravenous phase of only 2-5 days often suffices. CRP gives valuable information in monitoring the course of illness. Besides diagnostic aspiration, surgery should be reserved for selected cases.
Resumo:
In this paper we address the problem of transmission of correlated sources over a fast fading multiple access channel (MAC) with partial channel state information available at both the encoders and the decoder. We provide sufficient conditions for transmission with given distortions. Next these conditions are specialized to a Gaussian MAC (GMAC). We provide the optimal power allocation strategy and compare the strategy with various levels of channel state information.
Resumo:
Joint decoding of multiple speech patterns so as to improve speech recognition performance is important, especially in the presence of noise. In this paper, we propose a Multi-Pattern Viterbi algorithm (MPVA) to jointly decode and recognize multiple speech patterns for automatic speech recognition (ASR). The MPVA is a generalization of the Viterbi Algorithm to jointly decode multiple patterns given a Hidden Markov Model (HMM). Unlike the previously proposed two stage Constrained Multi-Pattern Viterbi Algorithm (CMPVA),the MPVA is a single stage algorithm. MPVA has the advantage that it cart be extended to connected word recognition (CWR) and continuous speech recognition (CSR) problems. MPVA is shown to provide better speech recognition performance than the earlier techniques: using only two repetitions of noisy speech patterns (-5 dB SNR, 10% burst noise), the word error rate using MPVA decreased by 28.5%, when compared to using individual decoding. (C) 2010 Elsevier B.V. All rights reserved.
Resumo:
Many economic events involve initial observations that substantially deviate from long-run steady state. Initial conditions of this type have been found to impact diversely on the power of univariate unit root tests, whereas the impact on multivariate tests is largely unknown. This paper investigates the impact of the initial condition on tests for cointegration rank. We compare the local power of the widely used likelihood ratio (LR) test with the local power of a test based on the eigenvalues of the companion matrix. We find that the power of the LR test is increasing in the magnitude of the initial condition, whereas the power of the other test is decreasing. The behaviour of the tests is investigated in an application to price convergence.
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General relativity has very specific predictions for the gravitational waveforms from inspiralling compact binaries obtained using the post-Newtonian (PN) approximation. We investigate the extent to which the measurement of the PN coefficients, possible with the second generation gravitational-wave detectors such as the Advanced Laser Interferometer Gravitational-Wave Observatory (LIGO) and the third generation gravitational-wave detectors such as the Einstein Telescope (ET), could be used to test post-Newtonian theory and to put bounds on a subclass of parametrized-post-Einstein theories which differ from general relativity in a parametrized sense. We demonstrate this possibility by employing the best inspiralling waveform model for nonspinning compact binaries which is 3.5PN accurate in phase and 3PN in amplitude. Within the class of theories considered, Advanced LIGO can test the theory at 1.5PN and thus the leading tail term. Future observations of stellar mass black hole binaries by ET can test the consistency between the various PN coefficients in the gravitational-wave phasing over the mass range of 11-44M(circle dot). The choice of the lower frequency cutoff is important for testing post-Newtonian theory using the ET. The bias in the test arising from the assumption of nonspinning binaries is indicated.
Resumo:
We study wireless multihop energy harvesting sensor networks employed for random field estimation. The sensors sense the random field and generate data that is to be sent to a fusion node for estimation. Each sensor has an energy harvesting source and can operate in two modes: Wake and Sleep. We consider the problem of obtaining jointly optimal power control, routing and scheduling policies that ensure a fair utilization of network resources. This problem has a high computational complexity. Therefore, we develop a computationally efficient suboptimal approach to obtain good solutions to this problem. We study the optimal solution and performance of the suboptimal approach through some numerical examples.