This study is about outlier detection in time series data. The main objective is to derive and to test statistics for detecting additive outlier (AO) and innovative outlier (IO) in GARCH(1,1) processes and subsequently to develop a procedure for testing the presence of outliers using the statistics. A test statistic has been derived for each type of outlier. In the derivation of the statistics,...

Computer analysis of structures has traditionally been carried out using the displacement method combined with an incremental iterative scheme for nonlinear problems. In this paper, a Lagrangian approach is developed, which is a mixed method, where besides displacements, the stress-resultants and other variables of state are primary unknowns. The method can potentially be used for the analysis ...

Hydrological series are largely characterized by a strong random component in their behavior. More noticeable changes in the behavior patterns of rainfall/runoff temporal series are recently being observed. These modifications are not a trivial issue, especially in regards to peculiarities, non-linearities, diffused influences or higher time orders of dependence. This study mainly aimed to anal...

Mazzoni, Alberto, Elizabeth Garcia-Perez, Davide Zoccolan, Sergio Graziosi, and Vincent Torre. Quantitative characterization and classification of leech behavior. J Neurophysiol 93: 580–593, 2005. First published August 18, 2004; doi:10.1152/jn.00608.2004. This paper describes an automatic system for the analysis and classification of leech behavior. Three colored beads were attached to the dor...

Thin-walled hollow steel columns, either circular or box shaped, are commonly used as piers in bridges. Recent earthquakes, e.g. Hyogoken-Nanbu or Kobe 1995, on the other hand have shown that these columns are vulnerable to damage when subjected to earthquake loading. This paper presents a new innovative thin-walled hollow steel column fabricated of corrugated plates, “thin-walled steel columns...