Hybrid moving block bootstrap for stochastic simulation of multi-site multi-season streamflows

The Hybrid approach introduced by the authors for at-site modeling of annual and periodic streamflows in earlier works is extended to simulate multi-site multi-season streamflows. It bears significance in integrated river basin planning studies. This hybrid model involves: (i) partial pre-whitening of standardized multi-season streamflows at each site using a parsimonious linear periodic model; (ii) contemporaneous resampling of the resulting residuals with an appropriate block size, using moving block bootstrap (non-parametric, NP) technique; and (iii) post-blackening the bootstrapped innovation series at each site, by adding the corresponding parametric model component for the site, to obtain generated streamflows at each of the sites. It gains significantly by effectively utilizing the merits of both parametric and NP models. It is able to reproduce various statistics, including the dependence relationships at both spatial and temporal levels without using any normalizing transformations and/or adjustment procedures. The potential of the hybrid model in reproducing a wide variety of statistics including the run characteristics, is demonstrated through an application for multi-site streamflow generation in the Upper Cauvery river basin, Southern India. (C) 2004 Elsevier B.V. All rights reserved.

First simultaneous measurement of the top quark mass in the lepton+jets and dilepton channels at CDF

We present a measurement of the mass of the top quark using data corresponding to an integrated luminosity of 1.9fb^-1 of ppbar collisions collected at sqrt{s}=1.96 TeV with the CDF II detector at Fermilab's Tevatron. This is the first measurement of the top quark mass using top-antitop pair candidate events in the lepton + jets and dilepton decay channels simultaneously. We reconstruct two observables in each channel and use a non-parametric kernel density estimation technique to derive two-dimensional probability density functions from simulated signal and background samples. The observables are the top quark mass and the invariant mass of two jets from the W decay in the lepton + jets channel, and the top quark mass and the scalar sum of transverse energy of the event in the dilepton channel. We perform a simultaneous fit for the top quark mass and the jet energy scale, which is constrained in situ by the hadronic W boson mass. Using 332 lepton + jets candidate events and 144 dilepton candidate events, we measure the top quark mass to be mtop=171.9 +/- 1.7 (stat. + JES) +/- 1.1 (syst.) GeV/c^2 = 171.9 +/- 2.0 GeV/c^2.

Analysis of Ridge-Loaded Folded-Waveguide Slow-Wave Structures for Broadband Traveling-Wave Tubes

An E-plane serpentine folded-waveguide slow-wave structure with ridge loading on one of its broad walls is proposed for broadband traveling-wave tubes (TWTs) and studied using a simple quasi-transverse-electromagnetic analysis for the dispersion and interaction impedance characteristics, including the effects of the beam-hole discontinuity. The results are validated against cold test measurements, an approximate transmission-line parametric analysis, an equivalent circuit analysis, and 3-D electromagnetic modeling using CST Microwave Studio. The effect of the structure parameters on widening the bandwidth of a TWT is also studied.

Free convection heat transfer between vertical parallel plates

A new mathematical model for the solution of the problem of free convection heat transfer between vertical parallel flat isothermal plates under isothermal boundary conditions, has been presented. The set of boundary layer equations used in the model are transformed to nonlinear coupled differential equations by similarity type variables as obtained by Ostrach for vertical flat plates in an infinite fluid medium. By utilising a parameter ηw* to represent the outer boundary, the governing differential equations are solved numerically for parametric values of Pr = 0.733. 2 and 3, and ηw* = 0.1, 0.5, 1, 2, 3, 4, ... and 8.0. The velocity and temperature profiles are presented. Results indicate that ηw* can effectively classify the system into (1) thin layers where conduction predominates, (2) intermediate layers and (3) thick layers whose results can be predicted by the solutions for vertical flat plates in infinite fluid medium. Heat transfer correlations are presented for the 3 categories. Several experimental and analytical results available in the literature agree with the present correlations.

New Method for Delexicalization and its Application to Prosodic Tagging for Text-to-Speech Synthesis

This paper describes a new flexible delexicalization method based on glottal excited parametric speech synthesis scheme. The system utilizes inverse filtered glottal flow and all-pole modelling of the vocal tract. The method provides a possibil- ity to retain and manipulate all relevant prosodic features of any kind of speech. Most importantly, the features include voice quality, which has not been properly modeled in earlier delex- icalization methods. The functionality of the new method was tested in a prosodic tagging experiment aimed at providing word prominence data for a text-to-speech synthesis system. The ex- periment confirmed the usefulness of the method and further corroborated earlier evidence that linguistic factors influence the perception of prosodic prominence.

Adhesively-bonded Patch Repair with Composites

Adhesively-bonded composite patch repairs over cracked or corrosion-damaged metallic aircraft structures have shown great promise for extending life of ageing structures. This study presents the numerical investigation into the interface behaviour of adhesively-bonded cracked aluminum alloy substrate patched with fibre-reinforced composite material. The adhesive is modelled as an elasto-plastic bilinear material to characterise the debond behaviour, while the defective substrate is regarded as linear elastic continuum. Two typical patch shapes were selected based on information available in the literature. Geometric and material nonlinear analyses for square and octagonal patches were performed to capture peel and shear stresses developed between the substrate and the patch to examine the possibility of interface delamination/debonding. Parametric studies on adhesive thickness and patch thickness were carried out to predict their infuence on damage tolerance of repaired structures.

On Using Projective Relations for Calibration and Estimation in a Structured-Light Scanner

For structured-light scanners, the projective geometry between a projector-camera pair is identical to that of a camera-camera pair. Consequently, in conjunction with calibration, a variety of geometric relations are available for three-dimensional Euclidean reconstruction. In this paper, we use projector-camera epipolar properties and the projective invariance of the cross-ratio to solve for 3D geometry. A key contribution of our approach is the use of homographies induced by reference planes, along with a calibrated camera, resulting in a simple parametric representation for projector and system calibration. Compared to existing solutions that require an elaborate calibration process, our method is simple while ensuring geometric consistency. Our formulation using the invariance of the cross-ratio is also extensible to multiple estimates of 3D geometry that can be analysed in a statistical sense. The performance of our system is demonstrated on some cultural artifacts and geometric surfaces.

Behaviour of Bi-adhesive Joints

The use of relatively low modulus adhesive at the ends of overlap in a bi-adhesive bondline of a bonded joint can reduce the stress concentration significantly and, therefore, potentially lead to higher strength of the joint. This study presents the two-dimensional and three-dimensional nonlinear (geometric and material) finite element analyses of adhesively bonded single lap joints having modulus-graded bondline under monotonic loading conditions. The adhesives were modelled as an elasto-plastic multi-linear material, while the substrates were regarded as both linear elastic and bi-linear elasto-plastic material. The computational simulations have been performed to investigate the bondline behaviour by studying the stress and strain distributions both at the mid-plane as well as at the interface of the bondline. It has been observed that the static strength is higher for joints with bi-adhesive bondlines compared to those with single adhesives in bondline. Higher joint strength has also been observed for optimum bi-adhesive bondline ratio through parametric studies. Effects of load level, and bondline thickness on stress distribution in the bi-adhesive bondline have also been studied. 3D analysis results reveal the existence of complex multi-axial stress/strain state at the ends of the overlap in the bondline which cannot be observed in 2D plane strain analysis. About 1/3rd of the width of the joint from the free edge in the width direction has 3D stress state, especially in the compliant adhesive of the bondline. Magnitudes of longitudinal and lateral stress/strain components are comparable to peel stress/strain components. It has also been analytically shown that the in-plane global stiffness of the joint remains unaffected by modulus gradation of the bondline adhesive. (C) Koninklijke Brill NV, Leiden, 2010.

Test of the Clustering Hypothesis in the Helsinki Exchanges

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.

On the Importance of Mutual Fund Families in Emerging Markets

This study contributes to the mutual fund literature by looking at performance persistence on a fund family level, allowing for individual equity, bond and balanced funds to be included under single family umbrellas. The study is conducted on the emerging Finnish mutual fund market, an environment in which the importance of superior fund family teams is likely to be accentuated. Using both non–parametric and parametric tests we find robust evidence of performance persistence for the fund families. Persistence is particularly strong in the first half of the investigation period, which highlights the importance of fund families at early stages of market development.

Robust/optimal temperature profile control using neural networks

An approximate dynamic programming (ADP) based neurocontroller is developed for a heat transfer application. Heat transfer problem for a fin in a car's electronic module is modeled as a nonlinear distributed parameter (infinite-dimensional) system by taking into account heat loss and generation due to conduction, convection and radiation. A low-order, finite-dimensional lumped parameter model for this problem is obtained by using Galerkin projection and basis functions designed through the 'Proper Orthogonal Decomposition' technique (POD) and the 'snap-shot' solutions. A suboptimal neurocontroller is obtained with a single-network-adaptive-critic (SNAC). Further contribution of this paper is to develop an online robust controller to account for unmodeled dynamics and parametric uncertainties. A weight update rule is presented that guarantees boundedness of the weights and eliminates the need for persistence of excitation (PE) condition to be satisfied. Since, the ADP and neural network based controllers are of fairly general structure, they appear to have the potential to be controller synthesis tools for nonlinear distributed parameter systems especially where it is difficult to obtain an accurate model.

Robust prediction of residual velocities and ballistic limits of projectiles for impact on thin aluminium plates

This paper deals with the simulation-driven study of the impact of hardened steel projectiles on thin aluminium target plates using explicit finite element analysis as implemented in LS-DYNA. The evaluation of finite element modelling includes a comprehensive mesh convergence study using shell elements for representing target plates and the solid element-based representation of ogivalnosed projectiles. A user-friendly automatic contact detection algorithm is used for capturing interaction between the projectile and the target plate. It is shown that the proper choice of mesh density and strain rate-dependent material properties is crucial as these parameters significantly affect the computed residual velocity. The efficacy of correlation with experimental data is adjudged in terms of a 'correlation index' defined in the present study for which values close to unity are desirable.By simulating laboratory impact tests on thin aluminium plates carried out by earlier investigators, extremely good prediction of experimental ballistic limits has been observed with correlation indices approaching unity. Additional simulation-based parametric studies have been carried out and results consistent with test data have been obtained. The simulation procedures followed in the present study can be applied with confidence in designing thin aluminium armour plates for protection against low calibre projectiles.

Adhesively-bonded Patch Repair with Composites

Adhesively-bonded composite patch repairs over cracked or corrosion-damaged metallic aircraft structures have shown great promise for extending life of ageing structures. This study presents the numerical investigation into the interface behaviour of adhesively-bonded cracked aluminum alloy substrate patched with fibre-reinforced composite material. The adhesive is modelled as an elasto-plastic bilinear material to characterise the debond behaviour, while the defective substrate is regarded as linear elastic continuum. Two typical patch shapes were selected based on information available in the literature. Geometric and material nonlinear analyses for square and octagonal patches were performed to capture peel and shear stresses developed between the substrate and the patch to examine the possibility of interface delamination/debonding. Parametric studies on adhesive thickness and patch thickness were carried out to predict their infuence on damage tolerance of repaired structures.

Effect of interaction of macrocracks on the stress intensity factor in a beam

Beams with a central edge crack, as well as other noncentral vertical and inclined edge cracks distributed symmetrically, subjected to three-point as well as four-point bending, are analysed using the finite element technique. Values of stress intensity factor K1 at the central crack tip for a crack-to-beam depth ratio Image equal to 0.5, are calculated for various cracked-beam configurations, using the compliance calibration technique as well as method of strain energy release rate. These are compared with the value of K1 for the case of a beam with central edge crack alone. Results of the present parametric study are used to specify the range of values pertaining to basic parameters such as crack-to-beam depth ratios, geometry and position with respect to central edge crack, of other macrocracks for which interaction exists. Accordingly, the macrocracks are classified as either interacting or noninteracting types. Hence for noninteracting types of cracks, analytical expressions available for the determination of K1 in the case of beam with a central edge crack alone, are applicable.

Stress intensity factor determination of radially cracked circular rings subjected to tension using photoelastic technique

A parametric study was carried out to determine the Stress Intensity Factor (SIF) in a cracked circular ring by using the photoelastic technique. The stress intensity factors for mode I deformation were determined by subjecting the specimens to the tensile loading from inner boundary and through the holes. The results of Non-Dimensional Stress Intensity Factor (NDSIF) variation with non-dimensional crack length for both methods of loading are compared with each other and with published results.