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Number of results: 14
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Abstract

The paper considers the modeling and estimation of the stochastic frontier model where the error components are assumed to be correlated and the inefficiency error is assumed to be autocorrelated. The multivariate Farlie-Gumble-Morgenstern (FGM) and normal copula are used to capture both the contemporaneous and the temporal dependence between, and among, the noise and the inefficiency components. The intractable multiple integrals that appear in the likelihood function of the model are evaluated using the Halton sequence based Monte Carlo (MC) simulation technique. The consistency and the asymptotic efficiency of the resulting simulated maximum likelihood (SML) estimators of the present model parameters are established. Finally, the application of model using the SML method to the real life US airline data shows significant noise-inefficiency dependence and temporal dependence of inefficiency.

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Authors and Affiliations

Arabinda Das
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Abstract

In 1993 Engle and Kozicki proposed the notion of common features of which one example is a serial correlation common feature. We say that stationary, non-innovation processes exhibit common serial correlation when there exists at least one linear combination of them which is an innovation. Later on in 1993 Vahid and Engle combined the notions of cointegration among I(1) processes with common serial correlation within their first differences. It is commonly known that cointegrated time series have vector error correction (VEC) representation. The existence of common serial correlation leads to an additional reduced rank restriction imposed on the VEC model’s parameters. This type of restriction was later termed a strong form (SF) reduced rank structure, as opposed to a weak one introduced in 2006 by Hecq, Palm and Urbain.

The main aim of the present paper is to construct the Bayesian vector error correction model with these additional strong form restrictions.

The empirical validity of investigating both the short- and long-run co-movements between macroeconomic time series will be illustrated by the analysis of the price-wage nexus in the Polish economy.

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Authors and Affiliations

Justyna Wróblewska
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Abstract

Various approaches have been introduced over the years to evaluate information in the expected utility framework. This paper analyzes the relationship between the degree of risk aversion and the selling price of information in a lottery setting with two actions. We show that the initial decision on the lottery as well as the attitude of the decision maker towards risk as a function of the initial wealth level are critical to characterizing this relationship. When the initial decision is to reject, a non-decreasingly risk averse decision maker asks for a higher selling price as he gets less risk averse. Conversely, when the initial decision is to accept, non-increasingly risk averse decision makers ask a higher selling price as they get more risk averse if information is collected on bounded lotteries. We also show that the assumption of the lower bound for lotteries can be relaxed for the quadratic utility family.

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Authors and Affiliations

Niyazi Onur Bakir
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Abstract

One of the main threats to constructions made from rammed earth is destruction due to exposure to water. The way to limit this dangerous phenomenon is to supplement the local soil mixtures with stabilizing agents. The main component used is Portland cement. This article analyses the results of research which focused on the resistance of rammed earth to water erosion. Because of the lack of national standards regarding the method of examining the durability of rammed earth, the research was based on the New Zealand standard NZS 4298: 1998. The results confirm the possibility of using rammed earth stabilized by cement in a temperate climate.

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Authors and Affiliations

P.L. Narloch
P. Woyciechowski
E. Dmowska
K. Halemba
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Abstract

The subject of the numerical investigation is an ellipsoidal head with a central (axis-symmetrical) nozzle. The nozzle is loaded by axial load force. The ellipsoidal head is under axial-symmetrical compression load. The numerical FEM model is elaborated. The calculation will provide the critical loads and equilibrium paths for the sample head.. The investigation will measure the influence of the diameter of the nozzle on the critical state of the ellipsoidal head.

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Authors and Affiliations

P. Jasion
K. Magnucki
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Abstract

During implementation of construction projects, durations of activities are affected by various factors. Because of this, both during the planning phase of the project as well as the construction phase, managers try to estimate, or predict, the length of any delays that may occur. Such estimates allow for the ability to take appropriate action in terms of planning and management during the execution of construction works. This paper presents the use of the non-deterministic concept for describing the uncertainty of estimating works duration. The concept uses the theory of fuzzy sets. The author describes a method for fuzzy estimations of construction works duration based on the fact that uncertain data is an inherent factor in the conditions of construction projects. An example application of the method is presented. The author shows a fuzzy estimation for the duration of an activity, taking into consideration the distorting influence caused by malfunctioning construction equipment and delivery delays of construction materials.

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Authors and Affiliations

N. Ibadov
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Abstract

To investigate the mechanical properties of tunnel lining concrete under different moderate-low strain rates after high temperatures, uniaxial compression tests in association with ultrasonic tests were performed. Test results show that the ultrasonic wave velocity and mass loss of concrete specimen begin to sharply drop after high temperatures of 600°C and 400°C, respectively, at the strain rates of 10‒5s‒1 to 10‒2s‒1. The compressive strength and elastic modulus of specimen increase with increasing strain rate after the same temperature, but it is difficult to obtain an evident change law of peak strain with increasing strain rate. The compressive strength of concrete specimen decreases first, and then increases, but decreases again in the temperatures ranging from room temperature to 800°C at the strain rates of 10‒5s‒1 to 10‒2s‒1. It can be observed that the strain-rate sensitivity of compressive strength of specimen increases with increasing temperature. In addition, the peak strain also increases but the elastic modulus decreases substantially with increasing temperature under the same strain rate.

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Authors and Affiliations

L.X. Xiong
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Abstract

Light-weight Self-Compacting Concrete (LWSCC) might be the answer to the increasing construction requirements of slenderer and more heavily reinforced structural elements. However there are limited studies to prove its ability in real construction projects. In conjunction with the traditional methods, artificial intelligent based modeling methods have been applied to simulate the non-linear and complex behavior of concrete in the recent years. Twenty one laboratory experimental investigations on the mechanical properties of LWSCC; published in recent 12 years have been analyzed in this study. The collected information is used to investigate the relationship between compressive strength, elasticity modulus and splitting tensile strength in LWSCC. Analytically proposed model in ANFIS is verified by multi factor linear regression analysis. Comparing the estimated results, ANFIS analysis gives more compatible results and is preferred to estimate the properties of LWSCC.

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Authors and Affiliations

B. Vakhshouri
S. Nejadi
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Abstract

One of the basic parameters which describes road traffic is Annual Average Daily Traffic (AADT). Its accurate determination is possible only on the basis of data from the continuous measurement of traffic. However, such data for most road sections is unavailable, so AADT must be determined on the basis of short periods of random measurements. This article presents different methods of estimating AADT on the basis of daily traffic (VOL), and includes the traditional Factor Approach, developed Regression Models and Artificial Neural Network models. As explanatory variables, quantitative variables (VOL and the share of heavy vehicles) as well as qualitative variables (day of the week, month, level of AADT, the cross-section, road class, nature of the area, spatial linking, region of Poland and the nature of traffic patterns) were used. Based on comparisons of the presented methods, the Factor Approach was identified as the most useful.

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Authors and Affiliations

M. Spławińska
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Abstract

In this stud y, we attempt to analyse free nonlinear vibrations of buckling in laminated composite beams. Two new methods are applied to obtain the analytical solution of the nonlinear governing equation of the problem. The effects of different parameters on the ratio of nonlinear to linear natural frequencies of the beams are studied. These methods give us an agreement with numerical results for the whole range of the oscillation amplitude.

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Authors and Affiliations

G. Abdollahzadeh
M. Ahmadi
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Abstract

Probabilistic analysis of a space truss is presented in the paper. Reliability of such a structure is sensitive to geometrical and material imperfections. The objective of this paper is to present a variant of the point estimate method (PEM) to determine mean values and standard deviations of limit loads of engineering structures. The main advantage presented by this method is the small number of sample calculations required to obtain estimators of investigated parameters. Thus the method is straightforward, requiring only preliminaries of probability theory. This approach is illustrated by limit state analysis of a space truss, considering geometric and material imperfections. The calculations were performed for different random models, so the influence of random parameters on the limit load of the truss can be determined. A realistic snow load was imposed.

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Authors and Affiliations

P. Sorn
J. Górski
J. Przewłócki
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Abstract

The paper presents findings from research project Mobis which is aimed at developing a method of assessing safety of unsignalised pedestrian road crossings using video image analysis. Pedestrian and vehicle traffic has been recorded at selected zebra crossing sites in Warsaw and Wrocław, before and after installation of active signage systems SignFlash and Levelite. Speeds of approaching vehicles were measured and drivers’ behaviour was classified using video analysis.

The paper presents a comparison of effectiveness of systems such as SignFlash and Levelite based on changes in the mean and standard deviation of vehicle spot speeds as well as changes in speed profiles of vehicles approaching the crossings.

Results indicate that both SignFlash and Levelite active signage reduce mean vehicle approach speeds and have a positive impact on drivers’ behaviour.

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Authors and Affiliations

P. Olszewski
W. Czajewski
P. Dąbkowski
C. Kraśkiewicz
P. Szagała
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Abstract

In order to identify the modal parameters of civil structures it is vital to distinguish the defective data from that of appropriate and accurate data. The defects in data may be due to various reasons like defects in the data collection, malfunctioning of sensors, etc. For this purpose Exploratory Data Analysis (EDA) was engaged toenvisage the distribution of sensor’s data and to detect the malfunctioning with in the sensors. Then outlier analysis was performed to remove those data points which may disrupt the accurate data analysis. Then Data Driven Stochastic Sub-space Identification (DATA-SSI) was engaged to perform the modal parameter identification. In the end to validate the accuracy of the proposed method stabilization diagrams were plotted. Sutong Bridge, one of the largest span cable stayed bridge was used as a case study and the suggested technique was employed. The results obtained after employing the above mentioned techniques are very valuable, accurate and effective.

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Authors and Affiliations

I. Khan
D. Shan
Q. Li

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