Results 61 to 70 of about 15,675 (260)
Nonlinear Response‐History Analyses of Masonry and Mixed Structures With HybriDFEM
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 +2 more
wiley +1 more source
Pointwise multipliers between weighted copson and cesàro function spaces
Abstract In this paper the solution of the pointwise multiplier problem between weighted Copson function spaces Copp1,q1(u1, v1) and weighted Cesàro function spaces Cesp2,q2(u2, v2) is presented, where p1, p2, q1, q2 ∈ (0, ∞), p2 ≤ q2 and u1, u2, v1, v2 are weights on (0, ∞).
Gogatishvili, Amiran +2 more
openaire +4 more sources
Three‐Dimensional Analytical Model of a Free‐Standing Square Rocking Column
ABSTRACT A three‐dimensional analytical two‐degree‐of‐freedom (2DOF) model is developed to describe the bounded rocking response of free‐standing rigid square columns subjected to bidirectional seismic excitation. The formulation extends Housner's classical planar theory by deriving the full three‐dimensional equations of motion for a column ...
Dimitra Adamopoulou +1 more
wiley +1 more source
An AI‐driven CNN–LSTM forecasting framework is integrated with HOMER Pro to optimally design a grid‐connected PV–wind–BESS microgrid for a rural school in Bangladesh, achieving 91.7% renewable penetration, low energy cost (0.0397 USD/kWh), and an 81.5% reduction in CO2 emissions. ABSTRACT Hybrid renewable microgrid planning in HOMER Pro often relies on
Robiul Khan +5 more
wiley +1 more source
A Deep Learning Framework for Forecasting Medium‐Term Covariance in Multiasset Portfolios
ABSTRACT Forecasting the covariance matrix of asset returns is central to portfolio construction, risk management, and asset pricing. However, most existing models struggle at medium‐term horizons, several weeks to months, where shifting market regimes and slower dynamics prevail.
Pedro Reis, Ana Paula Serra, João Gama
wiley +1 more source
Singular semipositive metrics in non-Archimedean geometry
Let X be a smooth projective Berkovich space over a complete discrete valuation field K of residue characteristic zero, endowed with an ample line bundle L.
Boucksom, S., Favre, C., Jonsson, M.
core +1 more source
ABSTRACT This paper presents a new hybrid model for predicting German electricity prices. The algorithm is based on a combination of Gaussian process regression (GPR) and support vector regression (SVR). Although GPR is a competent model for learning stochastic patterns within data and for interpolation, its performance for out‐of‐sample data is not ...
Abhinav Das +2 more
wiley +1 more source
Pointwise Multipliers on BMO Spaces with Non-doubling Measures
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Li, Wei, Nakai, Eiichi, Yang, Dongyong
openaire +3 more sources
Intraday Functional PCA Forecasting of Cryptocurrency Returns
ABSTRACT We study the functional PCA (FPCA) forecasting method in application to functions of intraday returns on Bitcoin. We show that improved interval forecasts of future return functions are obtained when the conditional heteroscedasticity of return functions is taken into account.
Joann Jasiak, Cheng Zhong
wiley +1 more source
Sunshine Duration in Brazil From Meteosat (1983–2020): Climatology, Variability and Long‐Term Trends
Using nearly four decades of Meteosat satellite data (1983–2020), this study presents a country‐wide climatology of sunshine duration (SDU) in Brazil. The results reveal marked regional contrasts, dominant modes of variability, and significant long‐term trends, providing new information on the most relevant meteorological systems that influence SDU and
Maria Lívia Lins Mattos Gava +2 more
wiley +1 more source

