103 research outputs found
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System Identification of a Building from Multiple Seismic Records
This paper describes the identification of finite dimensional, linear, time-invariant models of a 4-story building in the state space representation using multiple data sets of earthquake response. The building, instrumented with 31 accelerometers, is located on the University of California, Irvine campus. Multiple data sets, recorded during the 2005 Yucaipa, 2005 San Clemente, 2008 Chino Hills and 2009 Inglewood earthquakes, are used for identification and validation. Considering the response of the building as the output and the ground motion as the input, the state space models that represent the underlying dynamics of the building in the discrete-time domain corresponding to each data set are identified. The time-domain Eigensystem Realization Algorithm with the Observer/Kalman filter identification procedure are adopted in this paper, and the modal parameters of the identified models are consistently determined by constructing stabilization diagrams. The four state space models identified demonstrate that the response of the building is amplitude dependent with the response frequency and damping, being dependent on the magnitude of ground excitation. The practical application of this finding is that the consistency of this building response to future earthquakes can be quickly assessed, within the range of ground excitations considered (0.005g–0.074g), for consistency with prior response—this assessment of consistent response is discussed and demonstrated with reference to the four earthquake events considered in this study. Inclusion of data sets relating to future earthquakes will enable the findings to be extended to a wider range of ground excitation magnitudes
Variation of Modal Parameters of a Highway Bridge Extracted from Six Earthquake Records
Between 2005 and 2010 six earthquakes triggered a monitoring system consisting of 11 acceleration channels installed on the West Street On-Ramp, a three-span curved highway bridge located in the city of Anaheim, California. In this paper, three different system identification techniques are applied to the acceleration records to investigate and corroborate the dynamic properties of the bridge, that is, vibration frequencies, associated damping ratios and mode shapes. The identification techniques are applied to each one of the six seismic events. The identified frequencies and damping ratios are shown to be dependent variables of the earthquake intensity. In general, larger earthquake intensities result in reduced vibration frequencies and higher damping ratios of the bridge. Sensitivity analysis using a simple finite element model reveals that soil softening at the abutments considerably contributes to the variation in frequencies because of changes in the support conditions and ultimately in the global stiffness of the structure. In addition, mathematical models in the state space description are identified from the recorded response and excitation measurements. The state space models successfully replicate the bridge measured response to the earthquake from which it is constituted. The models also provide a reasonable prediction of the bridge response to a different earthquake
Relative age effect in young competitive tennis players
The purpose of this study was to examine the presence of the relative age effect (RAE) in young tennis players. Data from a sample of all ranked (n= 3463) and licensed (n= 29150) players in consecutive age groups (10- to 17-year-old) were collected from the official web page of the national federation. They were assigned to four quartiles according to the month of birth: a) Quartile 1 = January-February-March, b) Quartile 2 = April-May-June, c) Quartile 3 = July-August-September, d) Quartile 4 = October-November-December. The players aged between 10 and 17 years affiliated with the national federation were assigned as theoretically expected distribution. The results revealed that 70%, 60.1%, and 56.6% of the top 10, 50, and all ranked players were born in the first half of the year, respectively. However, the results from the chi-square test of goodness-of-fit showed significant RAEs only in the distributions of all ranked and top 50 players at the age of 10 and 11 correspondingly. These results may suggest that RAE exists among young tennis players who are in their early adolescence years
The Behavior of Istanbul Stock Exchange Market: An Intraday Volatility/Return Analysis Approach.
This study investigates intraday effects in the Istanbul Stock Exchange (ISE) during the latest period of
financial turmoil which began in August 2007 and extended to February 2010. We tested for the possible
existence of intraday anomalies using both return and volatility equations, empirically applying GARCH
(p,q) models. The unique data set we utilized was compiled from 15-min intraday values of the ISE-100
Index which are formed by averaging historical ten-second tick data. This study contributes to the
current literature in three distinct ways. Firstly, the basic characteristics of the unique data used in this
research were investigated in detail. Secondly, four range-based volatility measures, namely Garman
Klass (GK), Yang-Zhang (YZ), Rogers-Satchell (RS) and Parkinson (PK), were employed to take more
precise measurements of volatility for intraday data analysis in order to identify the changes in general
market sentiment using opening, closing, high and low prices. Thirdly, we estimated the relative
efficiency of GK, YZ, RS and PK by applying GARCH (p,q) models. The results are quite promising,
indicating that strong opening price jumps are present for daily and morning calculations. They
illustrate that the YZ estimator has relatively more power in generating tolerable volatility patterns
The Behavior of Istanbul Stock Exchange Market: An Intraday Volatility/Return Analysis Approach.
This study investigates intraday effects in the Istanbul Stock Exchange (ISE) during the latest period of
financial turmoil which began in August 2007 and extended to February 2010. We tested for the possible
existence of intraday anomalies using both return and volatility equations, empirically applying GARCH
(p,q) models. The unique data set we utilized was compiled from 15-min intraday values of the ISE-100
Index which are formed by averaging historical ten-second tick data. This study contributes to the
current literature in three distinct ways. Firstly, the basic characteristics of the unique data used in this
research were investigated in detail. Secondly, four range-based volatility measures, namely Garman
Klass (GK), Yang-Zhang (YZ), Rogers-Satchell (RS) and Parkinson (PK), were employed to take more
precise measurements of volatility for intraday data analysis in order to identify the changes in general
market sentiment using opening, closing, high and low prices. Thirdly, we estimated the relative
efficiency of GK, YZ, RS and PK by applying GARCH (p,q) models. The results are quite promising,
indicating that strong opening price jumps are present for daily and morning calculations. They
illustrate that the YZ estimator has relatively more power in generating tolerable volatility patterns
The Impact of Short Selling on Intraday Volatility: Evidence from the Istanbul Stock Exchange
This paper examines the interrelation between short selling and volatility as differing from previous research in that it focuses on intraday activities rather than the daily
price movements. We demonstrate that the effects of short selling activity changes during the two sessions of the day and rest of trading hours. The study also presents evidence that there is a considerable amount of short selling activity in the Istanbul Stock Exchange(ISE), particularly at the beginning of opening sessions, which significantly impacts the volatility of the market for the rest of the trading day
The Impact of Short Selling on Intraday Volatility: Evidence from the Istanbul Stock Exchange
This paper examines the interrelation between short selling and volatility as differing from previous research in that it focuses on intraday activities rather than the daily
price movements. We demonstrate that the effects of short selling activity changes during the two sessions of the day and rest of trading hours. The study also presents evidence that there is a considerable amount of short selling activity in the Istanbul Stock Exchange(ISE), particularly at the beginning of opening sessions, which significantly impacts the volatility of the market for the rest of the trading day
Association Between Body Mass Index and Meniscal Tears Requiring Surgery
Aim: This study evaluated the association between body mass index (BMI) and operated patients due to meniscal injuries of the knee. We also investigated the influence of BMI on meniscal tears with regard to age. Methods: We investigated 104 patients who had surgery for meniscal injuries and 111 patients who had knee magnetic resonance imaging (MRI) with no prior history of meniscal surgery. The relationship between BMI and meniscal injuries which required meniscal surgery was evaluated by independent samples T-test. A cutoff BMI value has been tried to find out by receiver operating characteristics (ROC). The odds ratio has been calculated with regard to this cutoff value. Patients were classified into three age groups ≤30, 31–50 and ≥51 years old. Chi-square was used to determine whether age affected the BMI relationship with meniscal injuries which required surgery. Results: BMI values were significantly higher in surgical patients compared to controls (p = 0.005). To compare surgical and non-surgical patients, ROC analysis was used and area under curve (AUC) value was calculated as 0.605. A BMI value of 27.90 had the highest specificity (92.0%) and sensitivity (40.4%), and the odds ratio calculated by Pearson chi-square was 3,08 for this BMI value. The most significant difference in BMI between surgical and non-surgical patients was observed in the 31–50 age group (p = 0.007). There was no significant difference in BMI between surgical and non-surgical patients in the <30 age group (p=0,404). Conclusion: Higher BMI increases the risk of meniscal tears requiring surgery, especially in the 31–50 age groups. Patients might benefit from weight regulation since BMI is thought to be an important modifiable risk factor for meniscal tears
The clinical relevance of oliguria in the critically ill patient : Analysis of a large observational database
Funding Information: Marc Leone reports receiving consulting fees from Amomed and Aguettant; lecture fees from MSD, Pfizer, Octapharma, 3 M, Aspen, Orion; travel support from LFB; and grant support from PHRC IR and his institution. JLV is the Editor-in-Chief of Critical Care. The other authors declare that they have no relevant financial interests. Publisher Copyright: © 2020 The Author(s). Copyright: Copyright 2020 Elsevier B.V., All rights reserved.Background: Urine output is widely used as one of the criteria for the diagnosis and staging of acute renal failure, but few studies have specifically assessed the role of oliguria as a marker of acute renal failure or outcomes in general intensive care unit (ICU) patients. Using a large multinational database, we therefore evaluated the occurrence of oliguria (defined as a urine output 16 years) patients in the ICON audit who had a urine output measurement on the day of admission were included. To investigate the association between oliguria and mortality, we used a multilevel analysis. Results: Of the 8292 patients included, 2050 (24.7%) were oliguric during the first 24 h of admission. Patients with oliguria on admission who had at least one additional 24-h urine output recorded during their ICU stay (n = 1349) were divided into three groups: transient - oliguria resolved within 48 h after the admission day (n = 390 [28.9%]), prolonged - oliguria resolved > 48 h after the admission day (n = 141 [10.5%]), and permanent - oliguria persisting for the whole ICU stay or again present at the end of the ICU stay (n = 818 [60.6%]). ICU and hospital mortality rates were higher in patients with oliguria than in those without, except for patients with transient oliguria who had significantly lower mortality rates than non-oliguric patients. In multilevel analysis, the need for RRT was associated with a significantly higher risk of death (OR = 1.51 [95% CI 1.19-1.91], p = 0.001), but the presence of oliguria on admission was not (OR = 1.14 [95% CI 0.97-1.34], p = 0.103). Conclusions: Oliguria is common in ICU patients and may have a relatively benign nature if only transient. The duration of oliguria and need for RRT are associated with worse outcome.publishersversionPeer reviewe
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