3,724 research outputs found
Effects of outliers on the identification and estimation of GARCH models
No full textThis paper analyses how outliers affect the identification of conditional heteroscedasticity and the estimation of generalized autoregressive conditionally heteroscedastic (GARCH) models. First, we derive the asymptotic biases of the sample autocorrelations of squared observations generated by stationary processes and show that the properties of some conditional homoscedasticity tests can be distorted. Second, we obtain the asymptotic and finite sample biases of the ordinary least squares (OLS) estimator of ARCH(p) models. The finite sample results are extended to generalized least squares (GLS), maximum likelihood (ML) and quasi-maximum likelihood (QML) estimators of ARCH(p) and GARCH(1,1) models. Finally, we show that the estimated asymptotic standard deviations are biased estimates of the sample standard deviations. Copyright 2007 The Authors Journal compilation 2007 Blackwell Publishing Ltd.
MeasureIt-ARCH: A Tool for Facilitating Architectural Design in the Open Source Software Blender
No full textThis thesis discusses the design and synthesis of MeasureIt-ARCH, a GNU GPL licensed software add-on developed by the author in order to add functionality to the Open Source 3D modeling software Blender that facilitates the creation of architectural drawings. MeasureIt-ARCH adds to Blender simple tools to dimension and annotate 3D models, as well as basic support for the definition and drawing of line work. These tools for the creation of dimensions, annotations and line work are designed to be used in tandem with Blender's existing modelling and rendering tool set. While the drawings that MeasureIt-ARCH produces are fundamentally conventional, as are the majority of the techniques that MeasureIt-ARCH employs to create them, MeasureIt-ARCH does provide two simple and relatively novel methods in its drawing systems. MeasureIt-ARCH provides a new method for the placement of dimension elements in 3D space that draws on the dimension's three dimensional context and surrounding geometry order to determine a placement that optimizes legibility. This dimension placement method does not depend on a 2D work plane, a convention that is common in industry standard Computer Aided Design software. MeasureIt-ARCH also implements a new approach for drawing silhouette lines that operates by transforming the silhouetted models geometry in 4D 'Clip Space'.
The hope of this work is that MeasureIt-ARCH might be a small step towards creating an Open Source design pipeline for Architects. A step towards creating architectural drawings that can be shared, read, and modified by anyone, within a platform that is itself free to be changed and improved. The creation of MeasureIt-ARCH is motivated by two goals. First, the work aims to create a basic functioning Open Source platform for the creation of architectural drawings within Blender that is publicly and freely available for use. Second, MeasureIt-ARCH's development served as an opportunity to engage in an interdisciplinary act of craft, providing the author an opportunity to explore the act of digital tool making and gain a basic competency in this intersection between Architecture and Computer Science.
To achieve these goals, MeasureIt-ARCH's development draws on references from the history of line drawing and dimensioning within Architecture and Computer Science. On the Architectural side, we make use of the history of architectural drawing and dimensioning conventions as described by Mario Carpo, Alberto Pérez Gómez and others, as well as more contemporary frameworks for the classification of architectural software, such as Mark Bew and Mervyn Richard's BIM Levels framework, in order to help determine the scope of MeasureIt-ARCH's feature set. When crafting MeasureIt-ARCH, precedent works from the field of Computer Science that implement methods for producing line drawings from 3D models helped inform the author’s approach to line drawing. In particular this work draws on the overview of line drawing methods produced by Bénard Pierre and Aaron Hertzmann, Arthur Appel's method for line drawing using 'Quantitative Invisibility', the techniques employed in the Freestyle line drawing system created by Grabli et al. as well as other to help inform MeasureIt-ARCH's simple drawing tools.
Beyond discussing MeasureIt-ARCH's development and its motivations, this thesis also provides three small speculative discussions about the implications that an Open Source design tool might have on the architectural profession.
We investigate MeasureIt-ARCH's use for small scale architectural projects in a practical setting, using it's tool set to produce conceptual design and renovation drawings for cottages at the Lodge at Pine Cove. We provide a demonstration of how MeasureIt-ARCH and Blender can integrate with external systems and other Blender add-ons to produce a proof of concept, dynamic data visualization of the Noosphere installation at the Futurium center in Berlin by the Living Architecture Systems Group. Finally, we discuss the tool's potential to facilitate greater engagement with the Open Source Architecture (OSArc) movement by illustrating a case study of the work done by Alastair Parvin and Clayton Prest on the WikiHouse project, and by highlighting the challenges that face OSArc projects as they try to produce Open Source Architecture without an Open Source design software
ARCH-COMP21 Category Report: Stochastic Models
No full textThis report presents the results of a friendly competition for formal verification andpolicy synthesis of stochastic models. It also introduces new benchmarks within this category, and recommends next steps for this category towards next year's edition of the competition. The friendly competition took place as part of the workshop Applied Verification for Continuous and Hybrid Systems (ARCH) in Spring/Summer 2021.Air Transport & Operation
Structural Dynamic Response of the Circular Arch Bridge
No full textThe Circular Arch Bridge is a pedestrian bridge consisting out of four different recycled materials: cast glass, ceramic, circument and geopolymer concrete. Due to an increasing amount of vibration problems in modern pedestrian bridges they should not only be designed for static loads, but dynamic loads have to be considered as well. There are currently no guidelines in the Eurocodes for the dynamic assessment of a bridge like the Circular Arch Bridge. Therefore, this paper provides a research on how the dynamic assessment of the Circular Arch Bridge should be conducted.The Circular Arch Bridge is considered a dry-stacked masonry arch bridge. A full dynamic assessment is conducted, with the use of finite element software, according to the guidelines for pedestrian bridges. The eigenvalues of the Circular Arch Bridge are not within the critical range for pedestrian induced dynamic loads. It is found that for everyday use the Circular Arch Bridge is within Comfort Class 2 from the Eurocode, thereby providing a medium comfort level. A special load case is added to the analysis representing a group of 60 people dancing on the bridge during experimental testing of the bridge. For this load case the Circular Arch Bridge is within Comfort Class 3 from the Eurocode, thereby providing a minimum level of comfort.With a sensitivity analysis it is determined that the most sensitive input parameter of the finite element model is the modulus of elasticity of the interlayer. An investigation of the effect of large stiffness differences between the interlayer and the stones on the dynamic properties of the bridge is conducted. It is concluded that the large stiffness differences have a positive effect on the dynamic properties of the bridge. The effect of the dry-stacked assembly of the bridge on the dynamic properties is also investigated. This as a negative effect on the dynamic properties of the bridge.Civil Engineerin
ARCH-COMP20 Category Report: Stochastic Models
No full textThis report presents the results of a friendly competition for formal verification andpolicy synthesis of stochastic models. It also introduces new benchmarks within thiscategory, and recommends next steps for this category towards next year's edition of the competition. The friendly competition took place as part of the workshop Applied Verification for Continuous and Hybrid Systems (ARCH) in Spring/Summer 2020.Virtual/online event due to COVID-19Air Transport & Operation
Contemporary Review of Aortic Arch Repairs
No full textabstract: This is a descriptive study looking at the management of patients with hypoplastic aortic arch and interrupted aortic arch, which are obstructive anomalies of the aortic arch. I will specifically be looking at patient specific factors such as chromosomal abnormalities and other comorbidities associated with aortic arch conditions as well as outcomes following aortic arch repairs
Mapping surface deformation and thermal dilation of arch bridges by structure-driven multi-temporal DInSAR analysis
No full textArch bridges are important transportation infrastructures widely distributed in China, but they are prone to structural defects due to aging without routine inspection and maintenance. Therefore, Structural Health Monitoring (SHM) of these bridges is urgently needed by civil engineers to effectively reduce the risk of bridge damage or collapse on public safety. An essential method for SHM, the modern Differential Synthetic Aperture Radar Interferometry (DInSAR) technique, can detect subtle deformation of bridges at relatively low costs. Nevertheless, identifying dense point-like targets (PTs) on such partially coherent arch bridges in SAR image is more difficult than that for other man-made objects, owing to their complex structures and backscattering behaviors. Furthermore, the complex mechanical properties of arch bridges, due to the varying arch-beam interactions, make it hard to separate the surface deformation and thermal dilation accurately, and the lack of specific structural knowledge, that can help to understand the deformation evolution process, limits the global structural risk assessment. Aiming at these problems, we developed a structure-driven multi-temporal DInSAR approach for arch bridge-specific SHM. By introducing three structure-driven steps, i.e. backscattering geometrical interpretation, linear thermal dilation estimation and validation, and Deformation Feature Points (DFPs) based risk assessment, into the traditional DInSAR method, the reliability of PTs identification, thermal dilation separation, and structural risk assessment for arch bridges are significantly improved. The effectiveness of our approach was fairly presented by two case studies of the Rainbow and Lupu bridges, and the experimental results were verified by leveling benchmark validation, cross-sensor comparison, as well as structural-reliability assessment. Our results revealed that arch bridges exhibit a similar pattern of PTs distribution that is dense around piers and sparse on the spans, as well as a symmetrical progressive pattern of surface deformation with the subsidence increasing from piers and reaching a peak at the central spans. In contrast, magnitudes and mechanisms of thermal dilation are different, and highly dependent on the materials and structural characteristics of specific bridges.Green Open Access added to TU Delft Institutional Repository 'You share, we take care!' - Taverne project https://www.openaccess.nl/en/you-share-we-take-care Otherwise as indicated in the copyright section: the publisher is the copyright holder of this work and the author uses the Dutch legislation to make this work public.Mathematical Geodesy and Positionin
Greek Author
No full textGreek Author. Naples Nat\u27l. Arch. Mus. XII.13.6https://digitalcommons.acu.edu/ferguson_photos/1276/thumbnail.jp
Arch of glass-concrete: Design of arch constructed with glass-concrete composoite components
No full textThe main topic of this thesis is the design of arch with components made up of glass and reinforced concrete. Parametric process as well as experiment is carried out in this research. In this thesis, bond strength between glass and fly ash concrete are studied
Bayesian Semi-nonparametric ARCH Models.
No full textA Bayesian seminonparametric approach to ARCH models is developed with the advantage that small sample results are obtained even when the likelihood function is subject to nonlinear inequality constraints (as in the ARCH models used in this paper). The seminonparametric nature of the approach allows for the relaxation of the assumption of normal errors. An application and a small Monte Carlo study indicate that the methods the author advocates are both feasible and necessary. Copyright 1994 by MIT Press.
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