A GENERALIZED VARIANCE RATIO TEST OF ARIMA (p, 1, q) MODEL SPECIFICATION

Abstract. The variance ratio test is often used as a check of the hypothesis that a time series is generated by a random walk. A natural extension of the test is developed to cover the case where the assumed model is ARIMA(p, 1, q), with unknown parameters. Small sample properties of the generalized test are investigated, and the test is applied to a frequently analysed data set on US quarterly real gross national product. In effect, we are testing for low frequency misspecification in assumed autoregressive moving-average (ARMA) models for a differenced series.     

WALSH-FOURIER ANALYSIS OF DISCRETE-VALUED TIME SERIES

Abstract. An approach to the analyses of discrete-valued time series is discussed. The analyses are accomplished in the spectral domain using the Walsh-Fourier transform which is based on Walsh functions. This approach will enable an investigator of discrete systems to analyse the data in terms of square waveforms and sequency rather than sine waves and frequency.
We develop a general signal-plus-noise type model for discrete-valued time series in which Walsh-Fourier spectral analysis is of interest. We consider the problems of detecting whether a common signal exists in repeated measures on discrete-valued time series and in discrete-valued processes collected in an experimental design. We show that these models may depend on unknown regression parameters and we develop consistent estimates of these parameters based on the finite Walsh-Fourier transform. Applications to certain Markov models are given; however, the methods presented also apply to non-Markov cases.     

Special features in spinning fibres from solutions of stiff-chain polymers through an air gap

Conclusions -- The spinning of yarn from sulfuric acid solutions of poly-p-phenylene terephthalamide and poly-p-phenylene-1,3,4-oxadiazole through an air gap at a high stretch ratio is unstable because of the onset of pulsations in jet diameter, which are stable with time in frequency and amplitude and which is known for polymer melts as stretching resonance. Resonance parameters have been obtained in the use of a series of model channels as spinnerets, where these had various ratios of length to diameter and various forms of the entry zone.-- The onset of resonance depends on conditions for the flow of the polymer solutions in the spinneret channel and on the lengthwise temperature gradient in the air gap.Translated from Khimicheskie Volokna, No. 1, pp. 32–34, January–February, 1991.     

Effect of Plate Oscillation on Bubble Residence Time in an Aerated Stagnant Liquid

Gas transfer efficiency during absorption is an important factor in various technological processes involving the interaction between liquid and gaseous systems. It is known that gas bubble motion characteristics strongly affect the efficiency of mass transfer during gas absorption. A device for mechanical vibration of an aerated liquid was designed, based on a cylindrical column filled up with tab water and a plate oscillating in the vertical direction. The goal of the present study is to investigate the effect of vibration parameters such as amplitude, frequency and form of the applied signal on the efficiency of the oxygenation process. Bubble residence time in the liquid and bubble depth of submergence related to the oscillating plate surface were chosen as main parameters for measurements. Furthermore, experiments were conducted to study the effect of the design parameters of the vibrating plate on bubble motion characteristics. The resultant data show that bubble residence time and depth of submergence can be controlled by changing the amplitude, the frequency and the form of the vibration field applied.     

Interstage Backmixing in Oscillatory Flow in a Baffled Column

An investigation on oscillatory flow in a baffled column was carried out to determine the effects of various operating parameters on interstage backmixing. Among parameters studied in this work were liquid flow rate, liquid viscosity, oscillation frequency, and oscillation amplitude. The results of this study indicated that the interstage backmixing had a maximum value under nonflow condition but decreased with liquid flow rate. Lower backmixing rate was observed in liquids with higher viscosity. Oscillation frequency and amplitude are the dominating factors that increase backmixing as these factors increase.     

Interstage Backmixing in Oscillatory Flow in a Baffled Column

An investigation on oscillatory flow in a baffled column was carried out to determine the effects of various operating parameters on interstage backmixing. Among parameters studied in this work were liquid flow rate, liquid viscosity, oscillation frequency, and oscillation amplitude. The results of this study indicated that the interstage backmixing had a maximum value under nonflow condition but decreased with liquid flow rate. Lower backmixing rate was observed in liquids with higher viscosity. Oscillation frequency and amplitude are the dominating factors that increase backmixing as these factors increase.     

Bootstrap Approximation to Prediction MSE for State–Space Models with Estimated Parameters

Abstract. We propose simple parametric and nonparametric bootstrap methods for estimating the prediction mean square error (PMSE) of state vector predictors that use estimated model parameters. As is well known, substituting the model parameters by their estimates in the theoretical PMSE expression that assumes known parameter values results in underestimation of the true PMSE. The parametric method consists of generating parametrically a large number of bootstrap series from the model fitted to the original series, re‐estimating the model parameters for each series using the same method as used for the original series and then estimating the separate components of the PMSE. The nonparametric method generates the series by bootstrapping the standardized innovations estimated for the original series. The bootstrap methods are compared with other methods considered in the literature in a simulation study that also examines the robustness of the various methods to non‐normality of the model error terms. Application of the bootstrap method to a model fitted to employment ratios in the USA that contains 18 unknown parameters, estimated by a three‐step procedure yields unbiased PMSE estimators.     

Amplitude–frequency characteristics of polymer electro‐magnetic dynamic tri‐screw extrusion

The mechanism of plastic forming and processing in electromagnetic dynamic tri‐screw extruder is very sophisticated and the investigation of amplitude–frequency characteristic acts as the foundation of equipment design and the optimization of polymer processing parameters. A mathematical and analytical model of plastic forming in such extruder was developed and the results were nondimensional‐normalized. To validate the mathematical solutions experiments based on LDPE were carried out and the experimental vibration amplitude and vibration frequency curve was obtained. Three conclusions can be drawn herein: (1) the experimental results hold a good agreement with the calculations, and thus the feasibility of the proposed model is validated; (2) the possibility of resonance closely relates to polymer melt viscosity, rotating speed, and geometry parameters of the screw; (3) resonance of the tri‐screw extruder is seldom observed under normal conditions and there exists an inverse correlationship between vibration frequency and amplitude. © 2011 Wiley Periodicals, Inc. J Appl Polym Sci 122:1778–1784, 2011     

塑料动态注射充模过程工艺参数的优化研究

运用了Taguchi方法研究了PP动态注射成型工艺参数对制品性能的影响。研究结果表明，在注射速度、保压压力、振动频率与振幅这四个工艺参数中，在所设定的工艺范围内，对制品性能影响比较明显的是振动频率与振幅。PP试样的冲击强度随振动频率改变而改变，且在10Hz左右存在一个最佳状态，冲击强度可以增加42％。拉伸性能随着振幅的增加基本上呈上升的趋势，极限拉伸应力最大增加8％，弹性模量最大可增加18．7％。在优化的振动工艺参数下，即在1～5Hz的频率段振幅对制品的拉伸性能的影响较之明显，在7～15Hz的频率段振动频率对制品的冲击性能的影响较显著。     

THE RESOLUTION OF CLOSELY ADJACENT SPECTRAL LINES

Abstract. The problem is that of determining the parameters in a trigonometric polynomial when it is observed with added stationary noise. The frequencies, in particular, must be determined and the situation especially considered is that where these are close together. A similar problem arises if an angular frequency is close to zero or π. The method of estimation is the maximization of the regression sum of squares as a function of the unknown frequencies. In the asymptotic theory, the closely adjacent frequencies are separated by an amount that is of the order T^-1, where T is the length of the series. Simulations show that this asymptotic treatment gives a better approximation in cases where the separation is of this magnitude than that obtained by treating the frequencies as fixed.     

Bayesian analysis of multivariate Gaussian hidden Markov models with an unknown number of regimes

Multivariate Gaussian hidden Markov models with an unknown number of regimes are introduced here in the Bayesian setting and new efficient reversible jump Markov chain Monte Carlo algorithms for estimating both the dimension and the unknown parameters of the model are presented. Hidden Markov models are an extension of mixture models that can be applied to time series so as to classify the observations in a small number of groups, to understand when change points occur in the dynamics of the series and to model data heterogeneity through the switching among subseries with different means and covariance matrices. These aims can be achieved by assuming that the observed phenomenon is driven by a latent, or hidden, Markov chain. The methodology is illustrated through two different examples of multivariate time series.     

Acoustic Emission at Fracture of Adhesion Contacts in Rigid Polymeric Composites

The possibility of using the acoustic emission (AE) method for the characterization of the process of fracture of adhesion joints in strained rigid polymeric composites is discussed. Recorded as main informational parameters are the total count of AE signals, the count rate, the amplitude distribution of the signals and their frequency characteristics as well as the dependence of these quantities on the stress applied to the sample and on the straining time. Increase in the adhesion bond strength is shown to result in raising the total AE over the whole filler concentration range. The effect of the filler dispersity on the above-listed parameters has been ascertained. A technique for calculating the adhesion joint strength on the basis of the maximum of the AE signal count rate, fracturing stress, and amplitude characteristics of AE signals with allowance for the stress concentration in the formation of a polymeric sample is suggested.     

脉动注射压力影响充模压力及充模时间的实验研究

介绍了立式液压振动注射机的工作原理，并在该立式液压振动注射机上进行振动参数不同的注射成型实验，制取线型低密度聚乙烯（LLDPE）圆盘试样。同时利用自制的压力传感器及数据采集系统对模腔压力进行采集。实验结果表明，充模压力的波动频率与柱塞杆的振动频率相同；随着柱塞杆振幅的增大，充模压力的波动幅度增大；随着柱塞杆的振动频率、振幅的增大，平均充模压力也增大，充模时间减小。     

Time Scale Estimation by Tracking Parameter Variation

A quasi-periodic time series is sampled at a varying but unknown rate. An autoregressive moving-average model is fitted to the resulting discrete series and the time variation of its parameters is estimated. The functional dependence of the parameters on the sampling rate is then used to estimate this rate and to reconstruct the true time scale.     

振动台有限元动力学分析

为了得到某成型模振动台在未知频率下的生产应用最佳振幅,利用有限元方法对其进行模态和谐响应分析,得到振动台的前十二阶振型与确定了振动台随正载荷激励下的稳定响应。对计算结果进行分析得到了在一个频率的左右小范围内的到了振动台的最佳振幅,某为类似振动台设计与改进提供了理论依据。     

Evaluating the fatigue resistance of notched specimens of polyethylene

The fatigue life of a linear low density polyethylene was measured as a function of stress, notch depth., and temperature under plane strain conditions. The fatigue life was precisely related to the stress intensity. The temperature dependence of the fatigue life corresponded to an activation energy of 72.5 KJ which was independent of stress level. A general equation for the fatigue lifetime was proposed for polyethylenes in terms of the material parameters, the mechanical parameters such as stress intensity, stress amplitude, frequency, and waveform.     

Stationarity testing under nonlinear models. Some asymptotic results

Stationarity testing for nonlinear time series models which include several smooth trend components with (possibly) unknown parameters is considered. A pseudo‐Lagrange multiplier stationarity test is proposed and its asymptotic behaviour is derived. The limiting null distribution generally depends on the unknown parameters of the model. A bootstrap approach permits this problem to be circumvented and consistency of the bootstrapped test is obtained. The theoretical analysis is complemented with a simulation study which allows us to check the performance of the test in finite samples. The article ends with an empirical application.     

Accelerated fatigue properties of unidirectional carbon/epoxy composite materials

It has been confirmed that polymer matrix composites possess viscoelastic behavior. This means that one could accelerate the fatigue testing by changing the stress amplitude, frequency, or temperature. This study is to investigate the accelerated fatigue properties, which are resulted from the viscoelastic behavior, of carbon/epoxy composites and to predict their fatigue life. For this purpose, a series of fatigue tests of unidirectional specimens are conducted at room temperature under different stress ratios and stress frequencies. A group of sigmoid S‐N curves, which are suitable for the whole fatigue life, and the corresponding parameters are developed for different cyclic loading conditions. A transformation method, which can transform a reference S‐N curve to the corresponding S‐N curve of the assigned fatigue conditions, is established by the parameters. And this S‐N curve can be utilized to predict the fatigue life of the composite at the assigned stress ratio or stress frequency. The comparison between the linear and sigmoid S‐N curves is also carried out to show the advantages of the latter model in the whole fatigue life. POLYM. COMPOS., 27:138–146, 2006. © 2006 Society of Plastics Engineers     

螺杆轴向振动对PVC/木粉复合材料挤出片材力学性能的影响

介绍了使用聚合物动态塑化单螺杆挤出机对聚氯乙烯(PVC)/术粉复合材料进行加工时,螺杆轴向振动对其挤出片材的拉伸性能的影响。将在振动频率为5-25Hz,振幅为40~200μm下挤出的PVC/木粉复合材料的拉伸性能和稳态状况下挤出的复合材料拉伸性能进行对比,从中找出最佳的振动参数范围。结果表明,振动频率为20 Hz,振幅为120μm时,复合材料的整体拉伸性能最佳,其拉伸强度、拉伸弹性模量、断裂伸长率和稳态相比都有较大的提高。