A time-varying parameter model of a body oscillating in pitch

Among the assumptions upon which linear time-invariant models of floating bodies are based is that the body motions are so small that any change in the body’s angular position can be disregarded. However, it is often a major design requirement of a wave energy conversion device that the response amplitude is large, thereby invalidating one of the assumptions of the linear model. In particular, the immersed geometry of a body undergoes considerable variation when it is moved in pitch. With regard to this we investigate the difference in performance between a quasi-linear model in which the change of immersed surface is modelled by time-varying parameters and a basic linear model in which the immersed surface is time-invariant. The time-varying parameter model is realized by interpolation between the appropriate parameter values of a set of linear time-invariant (LTI) models derived for the different immersed surfaces that occur at discrete body displacements. It is shown that the responses predicted using the time-varying parameter model are closer to those measured experimentally than those of a standard frequency-domain model. Particular improvement occurs when the responses are large, such as at or near the resonance frequency. A problem which may limit the general use of the model is also discussed.     

System identification of instrumented bridge systems

Several recorded motions for seven bridge systems in California during recent earthquakes were analysed using parametric and non‐parametric system identification (SI) methods. The bridges were selected considering the availability of an adequate array of accelerometers and accounting for different structural systems, materials, geometry and soil types. The results of the application of SI methods included identification of modal frequencies and damping ratios. Excellent fits of the recorded motion in the time domain were obtained using parametric methods. The multi‐input/single‐output SI method was a suitable approach considering the instrumentation layout for these bridges. Use of the constructed linear filters for prediction purposes was also demonstrated for three bridge systems. Reasonable prediction results were obtained considering the various limitations of the procedure. Finally, the study was concluded by identifying the change of the modal frequencies and damping of a particular bridge system in time using recursive filters. Copyright © 2003 John Wiley & Sons, Ltd.     

Modelling coastal land use change by incorporating spatial autocorrelation into cellular automata models

This paper presents a spatial autoregressive (SAR) method-based cellular automata (termed SAR-CA) model to simulate coastal land use change, by incorporating spatial autocorrelation into transition rules. The model captures the spatial relationships between explained and explanatory variables and then integrates them into CA transition rules. A conventional CA model (LogCA) based on logistic regression (LR) was studied as a comparison. These two CA models were applied to simulate urban land use change of coastal regions in Ningbo of China from 2000 to 2015. Compared to the LR method, the SAR model yielded smaller accumulated residuals that showed a random distribution in fitting the CA transition rules. The better-fitting SAR model performed well in simulating urban land use change and scored an overall accuracy of 85.3%, improving on the LogCA model by 3.6%. Landscape metrics showed that the pattern generated by the SAR-CA model has less difference with the observed pattern.     

Water level variations in the Neuse and Pamlico Estuaries,North Carolina due to local and remote forcing

Water level time series records from the Neuse and Pamlico River Estuaries were statistically compared to local and distant wind field data, water level records within the Pamlico Sound and also coastal ocean sites to determine the relative contribution of each time series to water levels in the Neuse and Pamlico Estuaries. The objectives of this study were to examine these time series data using various statistical methods (i.e. autoregressive, empirical orthogonal function analysis (EOF), exploratory data analysis (EDA)) to determine short- and long-time-scale variability, and to develop predictive statistical models that can be used to estimate past water level fluctuations in both the Neuse Estuary (NE) and Pamlico Estuary (PE). Short- and long-time-scale similarities were observed in all time series of estuarine, Pamlico Sound and subtidal coastal ocean water level and wind component data, due to events (nor'easters, fronts and tropical systems) and seasonality. Empirical orthogonal function analyses revealed a strong coastal ocean and wind field contribution to water level in the NE and PE. Approximately 95% of the variation was captured in the first two EOF components for water level data from the NE, sound and coastal ocean, and 70% for the PE, sound and coastal ocean. Spectral density plots revealed strong diurnal signals in both wind and water level data, and a strong cross correlation and coherency between the NE water level and the North/South wind component. There was good agreement between data and predictions using autoregressive statistical models for the NE (R² = 0.92) and PE (R² = 0.76). These methods also revealed significant autoregressive lags for the NE (days 1 and 3) and for the PE (days 1, 2 and 3). Significant departures from predictions are attributed to local meteorological and hydrological events. The autoregressive techniques showed significant predictive improvement over ordinary least squares methods. The results are considered within the context of providing long time-scale hindcast data for the two estuaries, and the importance of these data for multidisciplinary researchers and managers.     

Pricing Weather Derivatives Index based on Temperature: The Case of Bahir Dar,Ethiopia

In this paper we present a stochastic model for daily average temperature to calculate the temperature indices upon which temperature-based derivatives are written. We propose a seasonal mean and volatility model that describes the daily average temperature behavior using the mean-reverting Ornstein-Uhlenbeck process. We also use higher order continuous-time autoregressive process with lag 3 for modeling the time evolution of the temperatures after removing trend and seasonality. Our model is fitted to 11 years of data recorded, in the period 1 January 2005 to 31 December 2015, Bahir Dar, Ethiopia, obtained from Ethiopia National Meteorological Services Agency. The analytical approximation formulas are used to price heating degree days (HDD) and cooling degree days (CDD) futures. The suggested model is analytically tractable for derivation of explicit prices for CDD and HDD futures and option. The price of the CDD future is calculated, using analytical approximation formulas. Numerical examples are presented to indicate the accuracy of the method. The results show that our model performs better to predict CDD indices.     

时变重力场球面模型反演算法和模拟实验

时变重力场是研究地球内部介质物性变化的重要手段.本文提出了一种适用于地面流动重力测量获得的时变重力信号的场源反演方法,该方法采用球坐标系下的六面体单元来模拟场源介质,适合大尺度地震流动重力测量数据的等效源模型构建.通过引入重力时变信号的一阶光滑先验条件,压制了时变重力信号中的短周期高频分量,可用于提取与地震孕育相关的长...     

地铁对服务业集聚的影响 ——以广州市为例

以广州市为例,基于POI数据,运用SAR模型识别城市地铁开通对服务业集聚的影响.研究发现:服务业集聚具有显著的空间依赖性特征,本地服务业集聚会受到周边地区服务业集聚的影响;开通地铁对广州市服务业空间集聚产生显著的正向影响,可提高城区的服务业集聚水平,但这种集聚效应因行业不同而有所差异;地铁开通对批发与零售业、住宿与餐饮...     

华山树木年轮年表的建立

本文以秦岭东部的华山为例，论述了建立常规标准化、差值、自回归标准化这三种树木年轮年表的途径，指出了在半湿润地区利用这种途径建立树木年轮气候学年表的必要性，并进一步分析了三种年表对气候要素的响应及其差异。在取样环境较复杂的地点，建立多种年表有利于深入探讨气候要素与树木生长之间的关系，有推广的价值。     

用时间序列模拟和预报天山乌鲁木齐河源1号冰川年径流总量

本文把1958—1984年天山乌鲁木齐河源1号冰川的融水径流总量的时间序列X(t),分解为趋势项L(t)、周期项P(t)、平稳项S(t)、随机项ε(t),使该时间序列表示为X(t)=L(t)+P(t)+S(t)+ε(t)。采用非线性回归提取L(t),用谱分析和Fourier级数提取P(t),余差用自回归方程建模,用上述项的叠加作出预报,按相关指数公式计算R=0.90,效果良好。     

Exploratory spectral analysis of hydrological times series

Current methods of estimation of the univariate spectral density are reviewed and some improvements are made. It is suggested that spectral analysis may perhaps be best thought of as another exploratory data analysis (EDA) tool which complements, rather than competes with, the popular ARMA model building approach. A new diagnostic check for ARMA model adequacy based on the nonparametric spectral density is introduced. Additionally, two new algorithms for fast computation of the autoregressive spectral density function are presented. For improving interpretation of results, a new style of plotting the spectral density function is suggested. Exploratory spectral analyses of a number of hydrological time series are performed and some interesting periodicities are suggested for further investigation. The application of spectral analysis to determine the possible existence of long memory in natural time series is discussed with respect to long riverflow, treering and mud varve series. Moreover, a comparison of the estimated spectral densities suggests the ARMA models fitted previously to these datasets adequately describe the low frequency component. Finally, the software and data used in this paper are available by anonymous ftp from fisher.stats.uwo.ca.