• Title/Summary/Keyword: moments

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Estimation of structural vector autoregressive models

  • Lutkepohl, Helmut
    • Communications for Statistical Applications and Methods
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    • v.24 no.5
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    • pp.421-441
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    • 2017
  • In this survey, estimation methods for structural vector autoregressive models are presented in a systematic way. Both frequentist and Bayesian methods are considered. Depending on the model setup and type of restrictions, least squares estimation, instrumental variables estimation, method-of-moments estimation and generalized method-of-moments are considered. The methods are presented in a unified framework that enables a practitioner to find the most suitable estimation method for a given model setup and set of restrictions. It is emphasized that specifying the identifying restrictions such that they are linear restrictions on the structural parameters is helpful. Examples are provided to illustrate alternative model setups, types of restrictions and the most suitable corresponding estimation methods.

On the Characteristics of Still-Water and Wave Bending Moments with the Variations of Ship Weight Distribution (선체중량분포의 변화에 따른 정수중 굽힘모멘트와 파중 굽힘모멘트의 특성에 대하여)

  • 권영섭
    • Journal of Ocean Engineering and Technology
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    • v.10 no.3
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    • pp.3-13
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    • 1996
  • An extensive research programme has been aimed at the effct of ship weight distribution on the ship responses applying ship hydroelasticity theory. In the previous works, consistent tendencies of the still-water and the wave bending moments. respectively, were found as the weight distribution was varied systematically. The paper is therefore concerned mainly with any correlation between still-water and wave bending moments with the variations of weight distribution. Although these bending moments share different features with each other, such a comparison of tendencies was plausible and informative. These and other matters for the future are discussed.

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Friction Analysis of Spindle Bearings

  • Chang, Hun-Keun;Young Sun;Han, Dong-Chul
    • International Journal of Precision Engineering and Manufacturing
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    • v.1 no.1
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    • pp.42-48
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    • 2000
  • Friction in bearing exerts an important effect upon power dissipation and heat generation of spindle system. This paper presents frictional moments derived from rotational axis coordinate system of spindle and frictional characteristics to spindle speed A frictional moment of spindle bearings is derived by work-energy method. Differential sliding moments in outer raceway has a major effect upon frictional resistance; spin sliding moments in inner raceway has a secondary effect. As spindle speed increases, also the frictional moments increase. In high-speed region, ceramic ball bearing 몬 smaller frictional moment than steel ball bearing.

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Derivation of Optimal Distribution for the Frequency Analysis of Extreme Flood using LH-Moments (LH-모멘트에 의한 극치홍수량의 빈도분석을 위한 적정분포형 유도)

  • Maeng, Sung-Jin;Lee, Soon-Hyuk
    • Proceedings of the Korean Society of Agricultural Engineers Conference
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    • 2002.10a
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    • pp.229-232
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    • 2002
  • This study was conducted to estimate the design flood by the determination of best fitting order of LH-moments of the annual maximum series at six and nine watersheds in Korea and Australia, respectively. Adequacy for flood flow data was confirmed by the tests of independence, homogeneity, and outliers. Gumbel (GUM), Generalized Extreme Value (GEV), Generalized Pareto (GPA), and Generalized Logistic (GLO) distributions were applied to get the best fitting frequency distribution for flood flow data. Theoretical bases of L, L1, L2, L3 and L4-moments were derived to estimate the parameters of 4 distributions. L, L1, L2, L3 and L4-moment ratio diagrams (LH-moments ratio diagram) were developed in this study.

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Derivation of Design Floods by the Probability Weighted Moments in the Wakeby Distribution (Wakeby 분포모형의 확률가중모멘트기법에 의한 설계홍수량 유도)

  • 이순혁;송기헌;맹승진;류경식;지호근
    • Magazine of the Korean Society of Agricultural Engineers
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    • v.42 no.6
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    • pp.63-71
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    • 2000
  • The purpose of this study is to derive optimal design floods by the Wakeby distribution model using the probability weighted moments. Parameters for the Wakeby distribution were estimated by the probability weighted moments for the annual flood flows of the applied watersheds. Design floods obtained by the Wakeby and GEV distributions were compared by the relative mean errors, relative absolute errors and root mean square errors. In general, it has shown that the design floods by the Wakeby distribution using the methods of the probability weighted moments are closer to those of the observed data in comparison with those obtained by the GEV distribution.

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Lateral-torsional buckling steel beams with simultaneously tapered flanges and web

  • Kus, Juliusz
    • Steel and Composite Structures
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    • v.19 no.4
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    • pp.897-916
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    • 2015
  • A procedure for critical buckling moment of a tapered beam is proposed with the application of potential energy calculations using Ritz method. Respective solution allows to obtain critical moments initiating lateral buckling of the simply supported, modestly tapered steel I-beams. In particular, lateral-torsional buckling of beams with simultaneously tapered flanges and the web are considered. Detailed, numerical, parametric analyses are carried out. Typical engineering, uniformly distributed design loads are considered for three cases of the load, applied to the top flange, shear centre, as well as to the bottom flange. In addition simply supported beam under gradient moments is investigated. The parametric analysis of simultaneously tapered beam flanges and the web, demonstrates that tapering of flanges influences much more the critical moments than tapering of the web.

Modulation classification for BPSK and QPSK signals over rayleigh fading channel (Payleigh 페이딩 채널에서 BPSK와 QPSK 신호의 변조 분류)

  • 윤동원;한영열
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.21 no.4
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    • pp.1019-1026
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    • 1996
  • A modulation type classifier based on statistical moments has been successfully employed to classify PSK signals. Previously, developed Classifiers were analyzed in AWGN channel only. In this paper, a moments-based modulation type classifier to classify BPSK and QPSK signals over Rayleigh fading channel is proposed and analyzed. The moments of received signal are evaluated with the exact distribution of the received signal and a moments-based classifier is proposed. The performance evaluation of the proposed classifier in terms of the misclassification probability for BPSK and QPSK is investigated under Rayleigh fading environment.

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MOMENTS OF LOWER GENERALIZED ORDER STATISTICS FROM DOUBLY TRUNCATED CONTINUOUS DISTRIBUTIONS AND CHARACTERIZATIONS

  • Kumar, Devendra
    • Journal of the Chungcheong Mathematical Society
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    • v.26 no.3
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    • pp.441-451
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    • 2013
  • In this paper, we derive recurrence relations for moments of lower generalized order statistics within a class of doubly truncated distributions. Inverse Weibull, exponentiated Weibull, power function, exponentiated Pareto, exponentiated gamma, generalized exponential, exponentiated log-logistic, generalized inverse Weibull, extended type I generalized logistic, logistic and Gumble distributions are given as illustrative examples. Further, recurrence relations for moments of order statistics and lower record values are obtained as special cases of the lower generalized order statistics, also two theorems for characterizing the general form of distribution based on single moments of lower generalized order statistics are given.

Calculation of the Dipole Moments for Trigonal Bipyramidal Complexes (Trigonal Bipyramid 구조를 갖는 착물의 쌍극자모멘트의 계산)

  • Sangwoon Ahn;Ja Hong Kim;Kee Hag Lee;Gap Choul Shin
    • Journal of the Korean Chemical Society
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    • v.26 no.1
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    • pp.18-23
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    • 1982
  • A new method for calculation of the the dipole moments for trigonal bipyramidal complexes has been developed in this work. Illustrative calculations are performed on a few trigonal bipyramidal complexes with the approximate molecular orbital and the valence bond method. The calculated values of the dipole moments by the approximate molecular orbital method are very close to the experimental values. The calculated dipole moments may be used to predict the geometric structure of trigonal bipyramidal complexes.

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Moment-curvature relationships to estimate deflections and second-order moments in wind-loaded RC chimneys and towers

  • Menon, Devdas
    • Wind and Structures
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    • v.1 no.3
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    • pp.255-269
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    • 1998
  • Second-order moments of considerable magnitude arise in tall and slender RC chimneys and towers subject to along-wind loading, on account of eccentricities in the distributed self-weight of the tower in the deflected profile. An accurate solution to this problem of geometric nonlinearity is rendered difficult by the uncertainties in estimating the flexural rigidity of the tower, due to variable cracking of concrete and the 'tension stiffening' effect. This paper presents a rigorous procedure for estimating deflections and second-order moments in wind-loaded RC tubular towers. The procedure is essentially based on a generalised formulation of moment-curvature relationships for RC tubular towers, derived from the experimental and theoretical studies reported by Schlaich et al. 1979 and Menon 1994 respectively. The paper also demonstrates the application of the proposed procedure, and highlights those conditions wherein second-order moments become too significant to be overlooked in design.