Modelling exchange rates: smooth transitions, neural networks, and linear models

The goal of this paper is to test for and model nonlinearities in several monthly exchange rates time series. We apply two different nonlinear alternatives, namely: the artificial neural network time series model estimated with Bayesian regularization and a flexible smooth transition specifica-tion, called the neuro-coefficient smooth transition autoregression. The linearity test rejects the null hypothesis of linearity in ten out of fourteen series. We compare, using different measures, the fore-casting performance of the nonlinear specifications with the linear autoregression and the random walk models.

Efficiency of the Portuguese metros. is it different from other European metros?

This research analyses the performance of Portuguese metros in the European context. By means of two non-parametric benchmarking techniques, respectively performance indicators and data envelopment analysis, we compute the efficiency of 37 European metros. In order to provide statistical inference and robustness to our results we apply the recent technique of bootstrap. We also use the partial frontiers (order-m) to identify outliers and the double bootstrap procedure in a second stage methodology to take into account the influence of the operational environment. The results show important levels of inefficiency both in the Portuguese metros and in other European metros.Metro; Efficiency; Portugal; Performance Indicator; Data Envelopment Analysis

A crowd-structure interaction model to analyze the lateral lock-in phenomenon on footbridges

In this paper a simplified biomechanical crowd-structure interaction model is proposed and validated in order to analyse the lateral lock-in phenomenon on real footbridges. The proposed crowd-structure interaction model is organized in three levels: (i) pedestrian-structure interaction; (ii) interaction among pedestrians in the crowd; and (iii) interaction between the crowd and the structure. To this end, first, the human-structure interaction of each pedestrian is modelled via a simplified two degrees of freedom system. Second, the interaction among pedestrians inside the crowd is simulated using a multi-agent model. The considered model simulates the movement of each pedestrian from the dynamic equilibrium of the different social forces that act on him/her. Finally, the crowd-structure interaction is achieved modifying the behaviour of the pedestrians depending on the comfort level experienced. For this purpose, the recommendations established by the French standards have been considered. The integration of the three levels in an overall model is achieved by the implementation of a predictive– corrective method. The performance of the proposed model is validated correlating the numerical and experimental dynamic response of the Pedro e Inês footbridge during the development of a lateral lock-in pedestrian test. As the first lateral natural frequency of the footbridge is inside the range that characterizes the walking pedestrian step frequency in lateral direction, numerical and experimental studies were performed to analyse its behaviour under pedestrian action. The agreement between the numerical and experimental results is adequate. However, further studies are recommended in order to generalize the proposed approach and facilitate its use during the design project of future footbridges.Ministerio de Ciencia DPI2014-53947-

Vibration assessment of the International Guadiana Bridge

The paper describes the development of a monitoring program for a cable-stayed bridge and resumes the major dynamic properties identified from a series of test campaigns conducted on the bridge, which are also correlated with results from a numerical analysis. Some aspects of the current dynamic behavior of the bridge under ambient excitation are discussed, considering in particular the large cable vibrations that are frequently observed

Automated Operational Modal Analysis of an arch bridge considering the influence of the parametric methods inputs

Abstract This paper presents a strategy to efficiently obtain modal parameters estimates with parametric methods using a set of values for their input parameters. This is illustrated in detail with the application of the SSI-COV method, by the construction of tri-dimensional stabilization diagrams that consider varying modal orders and varying lengths for the correlation matrices, which are then automatically analyzed using clustering techniques. As case study, it is used an arch bridge built in 1940 with an 80 meter long non-reinforced concrete arch. The developed routines are applied to the datasets collected during a quite extensive ambient vibration test. The work also highlights how the natural frequencies and more particularly the modal damping values may depend on the choice of the parametric method input parameters

PELOS MEANDROS DA HAKITÍA

This article speak, of simple form, about historical process of the hakitía,language Judeo-Moroccan still said in Canada, United States, Venezuela, Brazil, Argentina,Spain, France, Morocco and Israel for sefarditas Jews. In it structuralism method ofresearch is adopted, therefore it involves the main boarding of that it is; why; when; whereand who says the hakitía. Its origin in Spain also has the diachronic contextualization of thehakítico-falantes turning itself it — with the expulsion of the Jews in 1492 — its linguisticroutes. As he is above mentioned, the article has as estimated general Saussure’sstructuralism. The sources of research for compilation of the article had been removed ofrare workmanships on hakitía that exist written in Portuguese; for the author, who says thelanguage; e with the contribution of the paraense Jewish community. The work still showsto an excerpt of letter and some said popular of the hakitía. It has a part article destined tothe use of language as factor of cultural identity and to say of occultation anthropologicand ethnologic factors among others.KEY WORDS: Hakitía, Sephardim, Linguistics,Este artigo aborda, de forma simples, o processo histórico da língua hakitía,idioma judaico-românico ainda falado no Canadá, Estados Unidos, Venezuela, Brasil,Argentina, Espanha, França, Marrocos e Israel por judeus sefarditas. Nele, adota-se ométodo estruturalista de pesquisa, pois envolve as principais abordagens do que é; por que;quando; onde e quem fala a hakitía.Há também a contextualização diacrônica dos hakíticofalantesvoltando-se à sua origem na Espanha — com a expulsão dos judeus em 1492 — asuas rotas lingüísticas.Como está supracitado, o artigo tem como base pressupostos geraisdo estruturalismo saussuriano. As fontes de pesquisa para a compilação do artigo foramretiradas de raras obras sobre hakitía que existem escritas em português; pelo autor, quefala a língua; e com a colaboração da comunidade judaica paraense.O trabalho mostra aindaum excerto de carta e alguns ditos populares da hakitía. Há uma parte do artigo destinadaao uso do idioma como fator de identidade cultural e falar de ocultação entre outros fatoresantropológicos e etnológicos

Damping identification in a stress-ribbon footbridge

This paper describes the different types of dynamic tests (hammer, shaker, free and ambient vibration tests) recently performed on the stress-ribbon footbridge of FEUP Campus, with the purpose of achieving an accurate identification of the most significant modal parameters, getting better sensitivity with regard to the advantages and drawbacks associated to the application of the alternative identification techniques employed. Due to the enormous influence that damping has on the structural simulated response under pedestrian loads, particular attention has been dedicated to the identification of modal damping factors

Cable-deck dynamic interactions at the International Guadiana Bridge: On-site measurements and finite element modelling

SUMMARY The International Guadiana Bridge is a cable-stayed bridge crossing the Guadiana River, which marks the southern border between Portugal and Spain. The bridge has a central span of 324 m and a total length of 666 m and was open to traffic in 1991. Despite the globally satisfying behaviour under the common environmental loads, which largely ensures the bridge serviceability, frequent episodes of cable vibration have been observed since completion of the construction. In this paper, the bridge modal properties and dynamic behaviour, identified from repeated campaigns of vibration data acquisitions, are compared with the response of a three-dimensional finite element model, including the description of the cable transversal motion. The model, after minor updating, furnishes a realistic reproduction of the current bridge dynamic behaviour. Then different possible justifications of the local vibrations are evaluated, briefly scanning the known sources of large amplitude cable oscillations both in the linear and the nonlinear field. In particular, the occurrence of different internal resonance conditions is deeply discussed, in order to verify whether the experimental observations could be really justified by a cable–deck dynamic interaction mechanism. Among different possibilities, a beating phenomenon between two resonant modes, amplified by the lower damping and inertial characteristics of the local mode with respect to the global one, is selected as the most critical cable excitation source. Since the cable vibrations are proved to persist for different wind conditions, the heavy traffic load on the bridge deck is investigated as one possible source of the global mode direct excitation. On this respect, the model response to random load and moving forces acting on the bridge deck is numerically evaluated evidencing how some particular features of the real bridge behaviour can be qualitatively reproduced. Copyright # 2008 John Wiley & Sons, Ltd