875 resultados para out-of-sample forecast
Numerical Assessment of the out-of-plane response of a brick masonry structure without box behaviour
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This paper presents the assessment of the out-of-plane response due to seismic loading of a masonry structure without rigid diaphragm. This structure corresponds to real scale brick masonry specimen with a main façade connected to two return walls. Two modelling approaches were defined for this evaluation. The first one consisted on macro modelling, whereas the second one on simplified micro modelling. As a first step of this study, static nonlinear analyses were conducted to the macro model aiming at evaluating the out-of-plane response and failure mechanism of the masonry structure. A sensibility analyses was performed in order to assess the mesh size and material model dependency. In addition, the macro models were subjected to dynamic nonlinear analyses with time integration in order to assess the collapse mechanism. Finally, these analyses were also applied to a simplified micro model of the masonry structure. Furthermore, these results were compared to experimental response from shaking table tests. It was observed that these numerical techniques simulate correctly the in-plane behaviour of masonry structures. However, the
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In order to investigate the out-of-plane behaviour of masonry infill walls, quasi-static testing was performed on a masonry infill walls built inside a reinforced concrete frame by means of an airbag system to apply the uniform out-of-plane load to each component of the infill. The main advantage of this testing setup is that the out-of-plane loading can be applied more uniformly in the walls, contrarily to point load configuration. The test was performed under displacement control by selecting the mid-point of the infill as control point. Input and output air in the airbag was controlled by using a software to apply a specific displacement in the control point of the infill wall. The effect of the distance between the reaction frame of the airbag and the masonry infill on the effective contact area was previously analysed. Four load cells were attached to the reaction frame to measure the out-of-plane force. The effective contact area of the airbag was calculated by dividing the load measured in load cells by the pressure inside the airbag. When the distance between the reaction walls and the masonry infill wall is smaller, the effective area is closer to the nominal area of the airbag. Deformation and crack patterns of the infill confirm the formation of arching mechanism and two-way bending of the masonry infill. Until collapse of the horizontal interface between infill and upper beam in RC frame, the infill bends in two directions but the failure of that interface which is known as weakest interface due to difficulties in filling the mortar between bricks of last row and upper beam results in the crack opening trough a well-defined path and the consequent collapse of the infill.
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Seismic investigations of typical south European masonry infilled frames were performed by testing two reduced scale specimens: one in the in-plane direction and another in the out-ofplane direction. Information about geometry and reinforcement scheme of those structures constructed in 1980s were obtained by [1]. The specimen to be tested in the in-plane direction was constructed as double leaf masonry while the specimen for testing in the out-of-plane direction is constructed with only its exterior leaf since the recent earthquakes have highlighted the vulnerability of the external leaf of the infills in out-of-plane direction [2]. The tests were performed by applying the pre-defined values of displacements in the in-plane and out-of-plane directions in the control points. For in-plane testing it was done by hydraulic actuator and for out-of-plane testing through the application of an airbag. Input and output air in the airbag was controlled by using a software to apply a specific displacement in the control point of the infill wall. Mid-point of the infill was assumed as a control point for outof- plane testing. Deformation and crack patterns of the infill confirm the formation of two-way arching mechanism of the masonry infill until collapse of the upper horizontal interface between infill and frame which is known as weakest interface due to difficulties in filling the mortar between bricks of last row and upper beam. This results in the crack opening through a welldefined path and the consequent collapse of the infill.
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The present study proposes a dynamic constitutive material interface model that includes non-associated flow rule and high strain rate effects, implemented in the finite element code ABAQUS as a user subroutine. First, the model capability is validated with numerical simulations of unreinforced block work masonry walls subjected to low velocity impact. The results obtained are compared with field test data and good agreement is found. Subsequently, a comprehensive parametric analysis is accomplished with different joint tensile strengths and cohesion, and wall thickness to evaluate the effect of the parameter variations on the impact response of masonry walls.
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Tese de Doutoramento em Sociologia
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Magdeburg, Univ., Fak. für Verfahrens- und Systemtechnik, Diss., 2010
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Die vorliegende Arbeit unternimmt den Versuch, anhand einer Analyse aufzuzeigen, inwiefern die Funktionen des von der Übersetzungswissenschaftlerin Christiane Nord geschaffenen Vier-Funktionen-Modells in der Übersetzung vertreten sind. Für die Analyse wurde die deutsche Übersetzung von Karen Blixens autobiografischem Werk „Out of Africa“ ausgewählt. Alle Funktionen, Übersetzungslösungen und -fehler werden anhand von Beispielen aufgezeigt und analysiert.
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This comment corrects the errors in the estimation process that appear in Martins (2001). The first error is in the parametric probit estimation, as the previously presented results do not maximize the log-likelihood function. In the global maximum more variables become significant. As for the semiparametric estimation method, the kernel function used in Martins (2001) can take on both positive and negative values, which implies that the participation probability estimates may be outside the interval [0,1]. We have solved the problem by applying local smoothing in the kernel estimation, as suggested by Klein and Spady (1993).
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Biomphalaria glabrata and B. straminea were submitted to an out-door laboratory experiment for testing their comparative ability to resist desiccation. Results have shown that B. straminea is significantly higher resistant than B. glabrata. After five months under such distressing condition the survival ratios were: B. glabrata 8.1 per cent and B. straminea 18.4 per cent.
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This paper examines the effect that heterogeneous customer orders flows have on exchange rates by using a new, and the largest, proprietary dataset of weekly net order flow segmented by customer type across nine of the most liquid currency pairs. We make several contributions. Firstly, we investigate the extent to which customer order flow can help to explain exchange rate movements over and above the influence of macroeconomic variables. Secondly, we address the issue of whether order flows contain (private) information which explain exchange rates changes. Thirdly, we look at the usefulness of order flow in forecasting exchange rate movements at longer horizons than those generally considered in the microstructure literature. Finally we address the question of whether the out-of-sample exchange rate forecasts generated by order flows can be employed profitably in the foreign exchange markets
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We propose an alternative approach to obtaining a permanent equilibrium exchange rate (PEER), based on an unobserved components (UC) model. This approach offers a number of advantages over the conventional cointegration-based PEER. Firstly, we do not rely on the prerequisite that cointegration has to be found between the real exchange rate and macroeconomic fundamentals to obtain non-spurious long-run relationships and the PEER. Secondly, the impact that the permanent and transitory components of the macroeconomic fundamentals have on the real exchange rate can be modelled separately in the UC model. This is important for variables where the long and short-run effects may drive the real exchange rate in opposite directions, such as the relative government expenditure ratio. We also demonstrate that our proposed exchange rate models have good out-of sample forecasting properties. Our approach would be a useful technique for central banks to estimate the equilibrium exchange rate and to forecast the long-run movements of the exchange rate.
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In this paper we propose a novel empirical extension of the standard market microstructure order flow model. The main idea is that heterogeneity of beliefs in the foreign exchange market can cause model instability and such instability has not been fully accounted for in the existing empirical literature. We investigate this issue using two di¤erent data sets and focusing on out- of-sample forecasts. Forecasting power is measured using standard statistical tests and, additionally, using an alternative approach based on measuring the economic value of forecasts after building a portfolio of assets. We nd there is a substantial economic value on conditioning on the proposed models.