On a model for a time series of cross-sections

1986 ◽  
Vol 23 (A) ◽  
pp. 113-125 ◽  
Author(s):  
P. M. Robinson
Keyword(s):  
Time Series ◽  
Cross Section ◽  
Cross Sections ◽  
Standard Form ◽  
Cross Sectional ◽  
Aggregated Data ◽  
Section Data ◽  
Infinite Population ◽  
The Cross ◽  
Observation Times

Dynamic stationary models for mixed time series and cross-section data are studied. The models are of simple, standard form except that the unknown coefficients are not assumed constant over the cross-section; instead, each cross-sectional unit draws a parameter set from an infinite population. The models are framed in continuous time, which facilitates the handling of irregularly-spaced series, and observation times that vary over the cross-section, and covers also standard cases in which observations at the same regularly-spaced times are available for each unit. A variety of issues are considered, in particular stationarity and distributional questions, inference about the parameter distributions, and the behaviour of cross-sectionally aggregated data.

On a model for a time series of cross-sections

1986 ◽  
Vol 23 (A) ◽  
pp. 113-125
Author(s):  
P. M. Robinson
Keyword(s):  
Time Series ◽  
Cross Section ◽  
Cross Sections ◽  
Standard Form ◽  
Cross Sectional ◽  
Aggregated Data ◽  
Section Data ◽  
Infinite Population ◽  
The Cross ◽  
Observation Times

Dynamic stationary models for mixed time series and cross-section data are studied. The models are of simple, standard form except that the unknown coefficients are not assumed constant over the cross-section; instead, each cross-sectional unit draws a parameter set from an infinite population. The models are framed in continuous time, which facilitates the handling of irregularly-spaced series, and observation times that vary over the cross-section, and covers also standard cases in which observations at the same regularly-spaced times are available for each unit. A variety of issues are considered, in particular stationarity and distributional questions, inference about the parameter distributions, and the behaviour of cross-sectionally aggregated data.

scholarly journals Supplemental Material: Plate boundary trench retreat and dextral shear drive intracontinental fault-slip histories: Neogene dextral faulting across the Gabbs Valley and Gillis Ranges, Central Walker Lane, Nevada

2020 ◽  
Author(s):  
J. Lee ◽  
et al.
Keyword(s):  
Cross Section ◽  
Cross Sections ◽  
Plate Boundary ◽  
Fault Slip ◽  
Cross Sectional ◽  
Walker Lane ◽  
Dextral Shear ◽  
The Cross

<div>Figure 6. Interpretative cross sections illustrating the cross-sectional geometry of several paleovalleys. See Figure 3 for location of all cross sections and Figure 8 for location of cross section CCʹ. Cross sections AAʹ and BBʹ are plotted at the same scale, and cross section CCʹ is plotted at a smaller scale. Figure 6 is intended to be viewed at a width of 45.1 cm.</div>

scholarly journals Forecasting using cross-section average–augmented time series regressions

2020 ◽  
Author(s):  
Hande Karabiyik ◽  
Joakim Westerlund
Keyword(s):  
Time Series ◽  
Cross Section ◽  
Regression Models ◽  
Common Factor ◽  
Principal Component ◽  
Small Sample ◽  
Interactive Effects ◽  
Cross Sectional ◽  
Second Development ◽  
The Cross

Summary There is a large and growing body of literature concerned with forecasting time series variables by the use of factor-augmented regression models. The workhorse of this literature is a two-step approach in which the factors are first estimated by applying the principal components method to a large panel of variables, and the forecast regression is then estimated, conditional on the first-step factor estimates. Another stream of research that has attracted much attention is concerned with the use of cross-section averages as common factor estimates in interactive effects panel regression models. The main justification for this second development is the simplicity and good performance of the cross-section averages when compared with estimated principal component factors. In view of this, it is quite surprising that no one has yet considered the use of cross-section averages for forecasting. Indeed, given the purpose to forecast the conditional mean, the use of the cross-sectional average to estimate the factors is only natural. The present paper can be seen as a reaction to this. The purpose is to investigate the asymptotic and small-sample properties of forecasts based on cross-section average–augmented regressions. In contrast to most existing studies, the investigation is carried out while allowing the number of factors to be unknown.

scholarly journals Analytical description of nanowires. I. Regular cross sections for zincblende and diamond structures

2019 ◽  
Vol 75 (5) ◽  
pp. 788-802 ◽  
Author(s):  
Dirk König ◽  
Sean C. Smith
Keyword(s):  
Cross Section ◽  
Cross Sections ◽  
Analytical Description ◽  
Data Interpretation ◽  
High Symmetry ◽  
Cross Sectional ◽  
Impurity Atoms ◽  
Si Nanocrystals ◽  
Impurity Doping ◽  
The Cross

Semiconductor nanowires (NWires) experience stress and charge transfer from their environment and impurity atoms. In response, the environment of a NWire experiences a NWire stress response which may lead to propagated strain and a change in the shape and size of the NWire cross section. Here, geometric number series are deduced for zincblende- (zb-) and diamond-structured NWires of diameter d Wire to obtain the numbers of NWire atoms N Wire(d Wire[i]), bonds between NWire atoms N bnd(d Wire[i]) and interface bonds N IF(d Wire[i]) for six high-symmetry zb NWires with the low-index faceting that occurs frequently in both bottom-up and top-down approaches of NWire processing. Along with these primary parameters, the specific lengths of interface facets, the cross-sectional widths and heights and the cross-sectional areas are presented. The fundamental insights into NWire structures revealed here offer a universal gauge and thus could enable major advancements in data interpretation and understanding of all zb- and diamond-structure-based NWires. This statement is underpinned with results from the literature on cross-section images from III–V core–shell NWire growth and on Si NWires undergoing self-limiting oxidation and etching. The massive breakdown of impurity doping due to self-purification is shown to occur for both Si NWires and Si nanocrystals (NCs) for a ratio of N bnd/N Wire = N bnd/N NC = 1.94 ± 0.01 using published experimental data.

scholarly journals 14.8 MeV Neutron Activation Cross Section Measurements for Ge Isotopes

2009 ◽  
Vol 1 (2) ◽  
pp. 173-181 ◽  
Author(s):  
M. M. Haque ◽  
M. T. Islam ◽  
M. A. Hafiz ◽  
R. U. Miah ◽  
M. S. Uddin
Keyword(s):  
Cross Section ◽  
Cross Sections ◽  
Gamma Ray ◽  
Reaction Cross ◽  
Activation Cross Section ◽  
Section Data ◽  
Gamma Ray Spectroscopy ◽  
24Na Reaction ◽  
The Cross ◽  
Good Agreement

The cross sections of Ge isotopes were measured with the activation method at 14.8 MeV neutron energy. The quasi-monoenergetic neutron beams were produced via the 3H(d,n)4He reaction at the 150 kV J-25 neutron generator of INST, AERE. The characteristics γ-lines of the product nuclei were measured with a closed end coaxial 17.5 cm2 high purity germanium (HPGe) detector gamma ray spectroscopy. The cross sections were determined with reference to the known 27Al(n,α)24Na reaction. Cross section data are presented for 72Ge(n,p)72Ga, 74Ge(n,α)71mZn and 76Ge(n,2n)75m+gGe reactions. The cross section values obtained for the above reactions were 24.78±1.75 mb, 1.69±0.11 mb and 860±50 mb, respectively. The results obtained were compared with the values reported in literature as well as theoretical calculation performed by the statistical code SINCROS-II. The experimental data were found fairly in good agreement with the calculated and literature data.  Keywords: Activation cross section; Neutron induced reaction; Gamma-ray spectroscopy; 14.8 MeV. © 2009 JSR Publications. ISSN: 2070-0237 (Print); 2070-0245 (Online). All rights reserved. DOI: 10.3329/jsr.v1i2.1532  

Optimization Design of the Cross-Section of the Umbilical Based on the Pseudo Mechanical Mechanism

2020 ◽  
Author(s):  
Zhixun Yang ◽  
Xu Yin ◽  
Dongyan Shi ◽  
Jun Yan ◽  
Lifu Wang ◽  
...  
Keyword(s):  
Cross Section ◽  
Cross Sections ◽  
Optimization Design ◽  
Signal Transmission ◽  
Interaction Force ◽  
Steel Tube ◽  
Iteration Algorithm ◽  
Cross Sectional ◽  
The Cross ◽  
Electrical Cables

Abstract Umbilical is a critical equipment in subsea production system for extracting offshore hydrocarbon resources, providing electrical and hydraulic power, control signal transmission and chemical injection. A diversity of components such as electrical cables, optical cables, steel tubes and filler bodies compose the cross-section of an umbilical. Different components perform different physical properties, so different cross-sections will present different geometrical characteristic, carrying capacities, thermal distribution, the cost and the ease of manufacture. Therefore, the cross-sectional design of the umbilical is a typical multi-objective optimization problem. The methodology of pseudo mechanical mechanism is introduced in this paper. Pseudo forces are assumed based on geometrical characteristics, carrying capacities and thermal productivities of different electrical cables, optical cables, steel tube and filler bodies. Each component is analogized to a sphere with different diameters on a funnel surface. Moreover, potential energy and interaction force between different components are defined to avoid the overlap and congestion. Then, the pseudo mechanical model is established and mathematics description is presented corresponding to the cross-section of an umbilical. Iteration algorithm procedure is given to solve this problem. Finally, a case of an umbilical is studied and the optimal cross-section is obtained, which is compared with the result used in practical engineering. It is shown that the methodology of the pseudo mechanical mechanism is effective to obtain the optimal design of cross-section of an umbilical.

The Determinants of Idiosyncratic Volatility

2017 ◽  
Vol 25 (4) ◽  
pp. 509-545
Author(s):  
Jaeuk Khil ◽  
Song Hee Kim ◽  
Eun Jung Lee
Keyword(s):  
Growth Rate ◽  
Time Series ◽  
Cross Section ◽  
Growth Rates ◽  
Idiosyncratic Volatility ◽  
Return Volatility ◽  
Firm Level ◽  
Cross Sectional ◽  
Asset Growth ◽  
The Cross

We investigate the cross-sectional and time-series determinants of idiosyncratic volatility in the Korean market. In particular, we focus on the empirical relation between firms’ asset growth rate and idiosyncratic stock return volatility. We find that, in the cross-section, companies with high idiosyncratic volatility tend to be small and highly leveraged, have high variance of ROE and Market to Book ratio, high turnover rate, and pay no dividends. Furthermore, firms with extreme (either high positive or negative) asset growth rates have high idiosyncratic return volatility than firms with moderate growth rates, suggesting the V-shaped relation between asset growth rate and idiosyncratic return volatility. We find that the V-shaped relation is robust even after controlling for other factors. In time-series, we find that firm-level idiosyncratic volatility is positively related to the dispersion of the cross-sectional asset growth rates. As a result, this study is contributed to show that the asset growth is the most important predictor of firm-level idiosyncratic return volatility in both the cross-section and the time-series in the Korean stock market. In addition, we show how the effect of risk factors varies with industries.

Comparison of different algorithms used for creating river terrain model based on the cross-sections.

2020 ◽  
Author(s):  
Luděk Bureš ◽  
Radek Roub ◽  
Petra Sychová
Keyword(s):  
Cross Section ◽  
Cross Sections ◽  
Hydrodynamic Model ◽  
Linear Interpolation ◽  
Cross Sectional ◽  
Terrain Model ◽  
Model Based ◽  
Interpolation Techniques ◽  
The Cross

&lt;p&gt;Various techniques can be used to create a river terrain model. The most common technique uses 3D bathymetric points distributed across the main channel. The terrain model is then created using common interpolation techniques. The quality of this terrain depends on the number of the measured points and their location.&lt;/p&gt;&lt;p&gt;An alternative method may be an application of a set of cross-sections. Special interpolation algorithms are used for this purpose. These algorithms create new bathymetric points between two adjacent cross-sections that are located in a composite bathymetric network (CBN). Common interpolation techniques can be used to create a river terrain model. The advantage of this approach is a necessity of smaller dataset.&lt;/p&gt;&lt;p&gt;We present a comparison of four different algorithms for creating a river terrain model based on measured cross-sections. The first algorithm (A1) adopts a method of linear interpolation to create CBN [1]. The second algorithm (A2) reshapes the cross-sections and then applies linear interpolation. This reshaping allows better take into the account the thalweg line [2]. The third algorithm (A3) uses cross-sectional reshaping and uses cubic hermit splines to create CBN [3]. The last algorithm (A4) &amp;#160;implies the channel boundary and the thalweg line as additional inputs. Additional inputs define the shape of the newly created river channel [4].&lt;/p&gt;&lt;p&gt;Three different distances among individual cross-sections were used for the performance tests (50, 100 and 200 meters). The quality of topographic schematization and its impact on hydrodynamic model results were evaluated. Preliminary results show that there is almost no difference in the performance of the algorithms at cross-section distance of 50 m. The A4 algorithm outperforms/surpass its competitors in the case that input data (the cross-section distance is) are in 200 m spacing.&lt;/p&gt;&lt;p&gt;This research was supported by the Operational Programme Prague &amp;#8211; Growth Pole of the Czech Republic, project No. CZ.07.1.02/0.0/0.0/17_049/0000842, Tools for effective and safe management of rainwater in Prague city &amp;#8211; RainPRAGUE.&lt;/p&gt;&lt;p&gt;[1]&amp;#160; &amp;#160;&amp;#160;&amp;#160;&amp;#160; Vetter, M., H&amp;#246;fle, B., Mandelburger, G., Rutzinger, M. Estimating changes of riverine landscapes and riverbeds by using airborne LiDAR data and river cross-sections. Zeitschrift f&amp;#252;r Geomorphologie, Supplementary Issues, 2011, 55.2: 51-65.&lt;/p&gt;&lt;p&gt;[2]&amp;#160;&amp;#160;&amp;#160;&amp;#160;&amp;#160;&amp;#160; Chen, W., Liu, W. Modeling the influence of river cross-section data on a river stage using a two-dimensional /three-dimensional hydrodynamic model. Water, 2017, 9.3: 203.&lt;/p&gt;&lt;p&gt;[3]&amp;#160;&amp;#160;&amp;#160;&amp;#160;&amp;#160;&amp;#160; Caviedes-Voulli&amp;#232;me, D.; Morales-Hern&amp;#225;ndez, M.; L&amp;#243;pez-Marijuan, I.; Garc&amp;#237;a-Navarro, P. Reconstruction of 2D river beds by appropriate interpolation of 1D cross-sectional information for flood simulation. Environ. Model. Softw., 2014, 61, 206&amp;#8211;228.&lt;/p&gt;&lt;p&gt;[4] &amp;#160;&amp;#160;&amp;#160;&amp;#160;&amp;#160; Merwade, V.; Cook, A.; Coonrod, J. GIS techniques for creating river terrain models for hydrodynamic modeling and flood inundation mapping. Environ. Model. Softw., 2008, 23, 1300&amp;#8211;1311.&lt;/p&gt;

A Procedure to Include Slip Damping in a VIV Analysis of an Umbilical

2016 ◽  
Author(s):  
Elizabeth Passano ◽  
Shahriar Abtahi ◽  
Torfinn Ottesen
Keyword(s):  
Cross Section ◽  
Cross Sections ◽  
Deep Water ◽  
Operating Conditions ◽  
Response Analysis ◽  
Material Damping ◽  
Structural Damping ◽  
Cross Sectional ◽  
The Cross ◽  
The Individual

Ocean currents may cause vortex induced vibrations (VIV) of deep-water umbilicals. The VIV response may give significant contributions to the total fatigue damage. Good estimations of the VIV response and damage are therefore important for the design of deep-water umbilicals. As VIV response is very sensitive to the structural damping, good response and fatigue estimates will be dependent on good estimates of the damping and that they are included in the VIV response analysis in a consistent way. A complex cross section such as an umbilical or a flexible riser will have two sources of structural damping; damping due to the strain variation in the individual materials that make up the cross sections, and damping due to the different layers slipping against one another. The first may be denoted material damping and is present at all response levels, and will be particularly important at low response levels. The second may be denoted slip damping and will contribute when the curvature exceeds the initial slip curvature. Ideally, accurate data for both the material and the slip damping are available. Unfortunately, this is not always the case and the damping parameters must then be estimated. The material damping may be estimated from the material properties of the various layers in the cross section, taking operating conditions such as temperature into account. The slip damping may be estimated from detailed cross-sectional analyses. As the slip damping is dependent on the curvature, iterations are needed to ensure that the applied damping and the calculated response are consistent with each other. A procedure to include these iterations within a VIV response calculation is proposed. A case study is presented demonstrating the use of the proposed procedure for a deep-water umbilical in a lazy wave configuration. For the case studied, the maximum curvatures caused by VIV are significantly reduced.

Bounds on the Maximum Thermoelastic Stress and Deflection in a Beam and Plate

1966 ◽  
Vol 33 (4) ◽  
pp. 881-887 ◽  
Author(s):  
Bruno A. Boley
Keyword(s):  
Cross Section ◽  
Cross Sections ◽  
Practical Interest ◽  
Thermoelastic Stress ◽  
Cross Sectional ◽  
Special Cases ◽  
End Conditions ◽  
Instantaneous Temperature ◽  
The Cross ◽  
Sectional Shape

It is shown in this paper that the thermal stress in a beam or plate cannot exceed the value kαEΔT, where ΔT is the maximum instantaneous temperature excursion in a cross section, and k is a coefficient dependent on the shape of the cross section. A simple general formula for k is found, and results for several special cases of practical interest are given. For rectangular beams (suitably oriented) and for plates, for example, k = 4/3. For any section, k = 1 if the thermal moment is zero; simplifications also occur if the thermal force is zero. The corresponding results for beam deflections are also carried out: The maximum deflection cannot exceed the value kδ kδ′αLΔT, where kδ and kδ′ are coefficients depending respectively on the cross-sectional shape and on the end conditions. For example, for rectangular cross sections, kδ = 3/4; and for a simply supported beam, kδ′ = 1/8.

Sign in / Sign up

Export Citation Format

Share Document