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根据金融时间序列一般都存在条件异方差性,本文研究了两种半参数时间序列模型的估计方法,通过实际算例对参数模型与半参数模型,以及不同的半参数模型在金融时间序列的拟合与波动率预测方面的表现作了比较.结果表明,半参数模型要优于参数模型,半参数可加模型要优于多项式样条估计模型. 相似文献
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分析了宏程序的编程思路,讨论了椭圆参数方程的形式,重点对参数方程中参数(Φ)(又叫离心角)的含义进行了研究,并推导出了参数(Φ)与椭圆几何夹角θ的关系式.通过公式可以正确的计算出椭圆曲线加工的起点和终点对应的参数(Φ)值,从而得到宏程序编程循环的起止点.通过典型零件的加工验证了关系式的适用性和通用性.正确的使用椭圆参数方程,正确的理解参数(Φ)的含义,才能加工出满足要求的产品. 相似文献
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考虑倒立摆初始角度、系统控制参数与机械结构参数之间的关系,针对具有非线性、强耦合特性的典型多输入多输出倒立摆系统,建立了系统结构模型,阐述倒立摆控制原理.分析了最优控制的控制参数(如初始角度)与倒立摆结构参数(最大位移,最大加速等)的关系,得到了初始角度、系统控制参数对系统结构参数影响的关系表达式.结合实验研究发现,影响系统控制误差的因素包括齿形带的传动误差、小车和摆杆的惯性、齿形带轮的摩擦等.研究结果为倒立摆系统的控制以及其他相关系统的设计与分析,提供了理论依据和方法. 相似文献
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W. J. Drury Arun M. Gokhale S. D. Antolovich 《Metallurgical and Materials Transactions A》1995,26(10):2651-2663
The geometry of crack faces often plays a critical role in reducing crack extension forces when crack closure occurs during
fatigue crack growth. Most previous studies of fatigue crack closure are concerned with mechanical measures of closure as
related to the crack growth rate; very little attention has been given to the geometry of the crack surfaces. Our objective
is to identify those aspects of crack surface geometry that are important in the closure process, to develop quantitative
fractographic techniques to estimate such attributes in a statistically significant and robust manner, and to correlate them
to the physical process of crack closure. For this purpose, fatigue crack propagation experiments were performed on a Ni-base
superalloy and crack growth rates and crack closure loads were measured. Digital image profilometry and software-based analysis
techniques were used for statistically reliable and detailed quantitative characterization of fatigue crack profiles. It is
shown that the dimensionless, scale-independent attributes, such as height-to-width ratio of asperities, fractal dimensions,
dimensionless roughness parameters,etc., do not represent the aspects of crack geometry that are of primary importance in the crack closure phenomena. Furthermore,
it is shown that the scaledependent characteristics, such as average asperity height, do represent the aspects of crack geometry
that play an interactive role in the closure process. These observations have implications concerning the validity of geometry-dependent,
closure-based models for fatigue crack growth. 相似文献
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An experimental study of crack closure and its effects on the vibration of a simple beam shows that both frequency and damping changes due to the crack are influenced significantly, to the point of being obscured in some cases. The nonlinearity induced by crack closure is also explored. The results will be of value in the further development of models to detect crack damage in structures as well as in modeling crack closure and the mechanism of damping at a crack. 相似文献
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本文通过对连铸板坯纵向裂纹进行组织观察、裂纹扩展及材料热模拟试验,结合实际生产工艺,分析了板坯纵向裂纹产生的原因,提出了改善板坯纵向裂纹的措施。 相似文献
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地下和边坡工程开挖常涉及岩体卸荷问题,采用ABAQUS软件中的扩展有限单元法(extended finite element method,XFEM)对开挖卸荷过程岩体内部裂纹的起裂扩展进行了模拟,通过计算裂纹尖端应力强度因子研究了其起裂特征,并探讨了起裂影响因素,通过记录裂纹扩展形态研究了其动态演化模式.结果表明,卸荷过程中卸荷速率越快,裂纹长度越长,倾角越大,其起裂越容易;并且裂纹面受到的正应力不断减小,剪应力不断增大,裂纹扩展主要由剪应力控制,这与理论分析结果一致.裂纹最终扩展演化形态也与物理试验相近,充分表明运用扩展有限单元法研究岩体裂纹问题的可靠性. 相似文献
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主要介绍了铸钢件表面裂纹的研究概况。总结了表面裂纹的主要形貌,分析了表面裂纹的产生原因,在此基础上提出了减少表面裂纹的改进措施。 相似文献
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A. Bonakdar F. Wang J. J. Williams N. Chawla 《Metallurgical and Materials Transactions A》2012,43(8):2799-2809
The fatigue behavior of aluminum alloys is greatly influenced by the environmental conditions. In this article, fatigue crack growth rates were measured for 7075-T651 Al alloy under ultrahigh vacuum (UHV, ~10?10?Torr), dry air, and water vapor. Standard compact tension (CT) specimens were tested along the L-T orientation under various load ratios of 0.1, 0.5, and 0.8. Fracture surfaces and crack morphologies were studied using scanning electron microscopy and crack deflection analysis. The crack growth behavior under vacuum was affected by friction and possible rewelding of crack surfaces, causing an asymmetry in the crack growth behavior, from load shedding to constant load. The enhancement of crack growth at higher moisture levels was observed and is discussed in terms of moisture decreasing friction between the crack faces. The effect of crack deflection as a function of R ratio and environment is also presented. 相似文献
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Haibo Xie Zhengyi Jiang W. Y. Daniel Yuen 《Metallurgical and Materials Transactions B》2011,42(6):1244-1252
Edge cracks in cold rolling of the thin strip affect the strip quality and productivity significantly. In this study, an experimental
and mechanical investigation on microstructures has been carried out to study the edge crack formation during cold rolling
of the thin strip. The effects of the feed material microstructures on the edge crack evolution were studied employing optical
microscopy and scanning electron microscopy (SEM). Experimental observation indicates that fine grain occurs in hot-rolled
microstructure and coarse grain is produced in ferritic rolled microstructure. Different grain sizes affect significantly
the formation mechanics of the microcrack, crack initiation, and orientation of crack extension. The grain size and grain
boundaries effects on crack retardation are discussed also during edge crack initiation. During the crack growth in coarse
grain, most edge crack tips will blunt, which improves the crack toughness by causing less stress concentration. Overall,
the fine microstructure shows a good crack initiation resistance, whereas the coarse microstructure has a better resistance
to crack propagation. This research provides additional understanding of the mechanism of microstructure influence on edge
crack evolution of cold strip rolling, which could be helpful for developing defect-free thin strip. 相似文献