Results 91 to 100 of about 27,919 (218)

Nonlinear Response‐History Analyses of Masonry and Mixed Structures With HybriDFEM

Earthquake Engineering &Structural Dynamics, EarlyView.
ABSTRACT The hybrid discrete‐finite element (HybriDFEM) method, previously developed to perform static and modal analysis in discrete and coupled discrete‐finite element models, is extended to nonlinear response‐history analyses. The equations of motion for the HybriDFEM model are solved through various numerical time‐integration schemes, both explicit
Igor Bouckaert, Michele Godio, João Pacheco de Almeida   +2 more
wiley   +1 more source

Nonparametric Tests for Exponentiality Against IFRA Alternatives Based on Cumulative Extropy Measures. [PDF]

Entropy (Basel)
Alqefari AA.
europepmc   +1 more source

Generalised Kinematic Single‐Impact and Multi‐Impact Models for Rocking Structures

Earthquake Engineering &Structural Dynamics, EarlyView.
ABSTRACT The rocking motion is fundamental in earthquake engineering, as it reflects the dynamic behaviour of many structural systems. However, simulating the impacts during rocking motion remains a challenging topic, as they occur in a very short time, generate high impulsive forces, cause sudden changes in velocities and result in rapid energy losses.
Georgios Vlachakis, Carla Colombo, Anastasios I. Giouvanidis, Paulo B. Lourenço   +3 more
wiley   +1 more source

Smoothness and stability in the Alt-Phillips problem. [PDF]

Math Ann
Carducci M, Tortone G.
europepmc   +1 more source

A Multivariate Mixed‐Effects Regression Framework for Ground Motion Modeling: Integrating Parametric and Machine Learning Approaches

Earthquake Engineering &Structural Dynamics, EarlyView.
ABSTRACT Multivariate ground motion models (GMMs) that capture the correlation between different intensity measures (IMs) are essential for seismic risk assessment. Conventional GMMs are often developed using a two‐stage approach, where separate univariate models with predefined functional forms are fitted first, and correlation is addressed in a ...
Sayed Mohammad Sajad Hussaini, Shaghayegh Karimzadeh, Paulo B. Lourenço   +2 more
wiley   +1 more source

Generalized coarsened confounding for causal effects: a large-sample framework. [PDF]

J Causal Inference
Ghosh D, Wang L.
europepmc   +1 more source

A Comparison of Realized Measures of Integrated Volatility: Price Duration‐ vs. Return‐Based Approaches

Journal of Forecasting, EarlyView.
ABSTRACT We study the accuracy of a variety of parametric price duration‐based realized variance estimators constructed via various financial duration models and compare their forecasting performance with the performance of various nonparametric return‐based realized variance estimators.
Björn Schulte‐Tillmann, Mawuli Segnon, Timo Wiedemann   +2 more
wiley   +1 more source

Statistical Distribution and Entropy of Multi-Scale Returns: A Coarse-Grained Analysis and Evidence for a New Stylized Fact. [PDF]

Entropy (Basel)
Hernández-Montoya AR.
europepmc   +1 more source

Coherent Forecasting of Realized Volatility

Journal of Forecasting, EarlyView.
ABSTRACT The QLIKE loss function is the stylized favorite of the literature on volatility forecasting when it comes to out‐of‐sample evaluation and the state of the art model for realized volatility (RV) forecasting is the HAR model, which minimizes the squared error loss for in‐sample estimation of the parameters.
Marius Puke, Karsten Schweikert
wiley   +1 more source

Forecasting Count Data With Varying Dispersion: A Latent‐Variable Approach

Journal of Forecasting, EarlyView.
ABSTRACT Count data, such as product sales and disease case counts, are common in business forecasting and many areas of science. Although the Poisson distribution is the best known model for such data, its use is severely limited by its assumption that the dispersion is a fixed function of the mean, which rarely holds in real‐world scenarios.
Easton Huch, Candace Berrett, Mason Ferlic, Kimberly F. Sellers   +3 more
wiley   +1 more source