The quantile spectral density and comparison based tests for nonlinear time series

In this paper we consider tests for nonlinear time series, which are motivated by the notion of serial dependence. The proposed tests are based on comparisons with the quantile spectral density, which can be considered as a quantile version of the usual spectral density function. The quantile spectral density 'measures' sequential dependence structure of a time series, and is well defined under relatively weak mixing conditions. We propose an estimator for the quantile spectral density and derive its asympototic sampling properties. We use the quantile spectral density to construct a goodness of fit test for time series and explain how this test can also be used for comparing the sequential dependence structure of two time series. The method is illustrated with simulations and some real data examples

Statistical inference for time-varying ARCH processes

In this paper the class of ARCH$(\infty)$ models is generalized to the nonstationary class of ARCH$(\infty)$ models with time-varying coefficients. For fixed time points, a stationary approximation is given leading to the notation ``locally stationary ARCH$(\infty)$ process.'' The asymptotic properties of weighted quasi-likelihood estimators of time-varying ARCH$(p)$ processes ($p<\infty$) are studied, including asymptotic normality. In particular, the extra bias due to nonstationarity of the process is investigated. Moreover, a Taylor expansion of the nonstationary ARCH process in terms of stationary processes is given and it is proved that the time-varying ARCH process can be written as a time-varying Volterra series.Comment: Published at http://dx.doi.org/10.1214/009053606000000227 in the Annals of Statistics (http://www.imstat.org/aos/) by the Institute of Mathematical Statistics (http://www.imstat.org

A recursive online algorithm for the estimation of time-varying ARCH parameters

In this paper we propose a recursive online algorithm for estimating the parameters of a time-varying ARCH process. The estimation is done by updating the estimator at time point $t-1$ with observations about the time point $t$ to yield an estimator of the parameter at time point $t$. The sampling properties of this estimator are studied in a non-stationary context -- in particular, asymptotic normality and an expression for the bias due to non-stationarity are established. By running two recursive online algorithms in parallel with different step sizes and taking a linear combination of the estimators, the rate of convergence can be improved for parameter curves from H\"{o}lder classes of order between 1 and 2.Comment: Published at http://dx.doi.org/10.3150/07-BEJ5009 in the Bernoulli (http://isi.cbs.nl/bernoulli/) by the International Statistical Institute/Bernoulli Society (http://isi.cbs.nl/BS/bshome.htm

Geology and geochemistry of the Middle Proterozoic Eastern Ghat mobile belt and its comparison with the lower crust of the Southern Peninsular shield

Two prominent rock suites constitute the lithology of the Eastern Ghat mobile belt: (1) the khondalite suite - the metapelites, and (2) the charnockite suite. Later intrusives include ultramafic sequences, anorthosites and granitic gneisses. The chief structural element in the rocks of the Eastern Ghats is a planar fabric (gneissosity), defined by the alignment of platy minerals like flattened quartz, garnet, sillimanite, graphite, etc. The parallelism between the foliation and the lithological layering is related to isoclinal folding. The major structural trend (axial plane foliation trend) observed in the belt is NE-SW. Five major tectonic events have been delineated in the belt. A boundary fault along the western margin of the Eastern Ghats, bordering the low grade terrain has been substantiated by recent gravity and the deep seismic sounding studies. Field evidence shows that the pyroxene granulites (basic granulites) post-date the khondalite suite, but are older than the charnockites as well as the granitic gneisses. Polyphase metamorphism, probably correlatable with different periods of deformation is recorded. The field relations in the Eastern Ghats point to the intense deformation of the terrain, apparently both before, during and after metamorphism

Shape memory alloy based smart landing gear for an airship

The design and development of a shape memory alloy based smart landing gear for aerospace vehicles is based on a13; novel design approach. The smart landing gear comprises a landing beam, an arch, and a superelastic nickeltitanium shape memory alloy element. This design is of a generic nature and is applicable to a certain class of light13; aerospace vehicles. In this paper a specixFB01;c case of the shape memory alloy based smart landing gear design and13; development applicable to a radio controlled semirigid airship (radio controlled blimp) of 320 m3 volume is13; presented.Ajudicious combination of carbon xFB01;ber reinforced plastic for the landing beam, cane (naturally occurring13; plant product) wrapped with carbon xFB01;ber reinforced plastic for the arch, and superelastic shape memory alloy is13; used in the development. An appropriate sizing of the arch and landing beam is arrived at to meet the dual requirement of low weight and high-energy dissipation while ndergoing x201C;large elasticx201D; (large nonlinear recoverable13; elastic strain) deformations to ensure soft landings when the airship impacts the ground. The soft landing is required13; to ensure that shock and vibration are minimized (to protect the sensitive payload). The inherently large energydissipating character of the superelastic shape memory alloy element in the tensile mode of deformation and the superior elastic bounce back features of the landing gear provide the ideal solution.Anonlinear analysis based on the classical and xFB01;nite element method approach is followed to analyze the structure. Necessary experiments and tests have been conducted to check the veracity of the design. Good correlation has been found between the analyses and testing. This exercise is intended to provide an alternate method of developing an efxFB01;cient landing gear with satisfactory geometry for a x201C;certain class of light aerospace vehiclesx201D; such as airships, rotorcraft, and other light unmanned air vehicles

Integrity Assessment of LCA Drop Tank under Internal Cyclic Pressure

A facility and expertise has been developed at NAL to conduct automated internal pressure cycling tests. The hardware and instrumentation includes capturing of pressure on the data logger along with strain gage data. Digital data can be recorded continuously during entire pressure cycle, thus enabling to provide comparative view of reduction in stiffness, if any,in terms of graphs. The Maximum Pressure up To Which the Central Shells Could Be Tested Was 188 .5psi. A Maximum Strain Of 5166 Micro Strains, At A Pressure Of 188 .5psi, Was Found Near The GFRP Bulkhead In The Circumferential Direction. The Integrity Of The Bulkhead Joint Appears Satisfactory. The Nose-Cone, Tested For Internal Pressure Cycling Between 3 And L Lpsi Did Not Show Any Leaks Anywhere On The Surface Or From The Filler Cap . However, After 1104 Pressure Cycles,The End Flange Failed With A Loud Pop.On Inspection, It Was Found That The Failure Is Due To Improper Adhesion Between The GFRP Base Material And The Aluminum Ring Holding The End-Flange. Subsequently, This Ring Was Joined To The GFRP Shell By Bolts And The Pressure Cycling Was Continued For A Further 5000 Cycles,As Required, Without Any Failure/Leaks Anywhere On The Nose Cone. The Nose Cone Was Then Subjected To A Steadily Increasing Pressure To Verify The Residual Strength.At About 60psi, Leaks Were Observed Around The Filler Cap And The Pressure Was Continued Up To 85psi . At This Pressure, The Filler Cap Seal Gave-Up And A Profuse Leak Sprouted Around The Cap This Was Verified Again By Replacing The Filler Cap With A New One That Also Failed Completely At About 85psi Pressure. Presently,It May Be Concluded That The Lca s Gfrp Drop Tank Internal Bulkheads Of Central Shell Can Withstand A Pressure Of 185psi And The Weak Link,In The DT Assembly, Is The Filler Cap Seal That Can Stand A Pressure Of Only 60psi