نتایج جستجو برای: الگوریتم c50

تعداد نتایج: 22765  

Journal: :Sustainability 2022

In this paper, the damage evolution characteristics of C50 concrete under impact load were studied, based on electro-mechanical impedance (EMI) technique. A parallel test was conducted internal relationship between EMI technology and a resonant frequency to verify sensitivity accuracy technology. addition, another mechanical specimens with different levels establish empirical degree properties ...

Journal: :Frontiers in food science and technology 2022

Sheep and cow butter oils have high consumption trade rate in the market, but standards regarding type differentiation are lacking. Therefore, objective of this study was to assess distinction main molecular components sheep oils. Sanjabi Holstein butters were produced from milk collected two seasons summer autumn via conventional local method. The including fatty acids, triacylglycerols, stero...

1999
Xiaohong Chen Lars P. Hansen Marine Carrasco Lars Peter Hansen

Nonlinearities in the drift and diffusion coefficients influence temporal dependence in scalar diffusion models. We study this link using two notions of temporal dependence: β − mixing and ρ − mixing. We show that β − mixing and ρ − mixing with exponential decay are essentially equivalent concepts for scalar diffusions. For stationary diffusions that fail to be ρ−mixing, we show that they are s...

2014
Huai-shuai Shang Wei-qun Cao Bin Wang

Freezing-thawing resistance is a very significant characteristic for concrete in severe environment (such as cold region with the lowest temperature below 0°C). In this study, ordinary-air-entrained (O-A-E) concrete was produced in a laboratory environment; the compressive strength, cubic compressive strength of C50, C40, C30, C25, and C20 ordinary-air-entrained concrete, tensile strength, and ...

2001
F. Q. Zhang B. W. Ang

A recent development in energy and environment decomposition analysis is the application of the technique to cross-country region comparisons. Cross-country region decomposition gives rise to several problems that do not normally occur in chronological decomposition of changes in a specific country. These include large variations in explanatory factors in the data, the measure of economic outpu...

2006
Timo Teräsvirta Zhenfang Zhao

It is well-established that the …nancial time series display some stylized fatcs such as volatility clustering, high kurtosis, low starting and slow-decaying autocorrelation function and the Talyor e¤ect as well. In order to evaluate volatility models’capacity in capturing such facts, we apply both standard and robust measures of kurtosis and autocorrelation of squares to GARCH, EGARCH and ARSV...

2005
Hashem Pesaran Martin Weale

This paper focusses on survey expectations and discusses their uses for testing and modeling of expectations. Alternative models of expectations formation are reviewed and the importance of allowing for heterogeneity of expectations is emphasized. A weak form of the rational expectations hypothesis which focusses on average expectations rather than individual expectations is advanced. Other mod...

2008
Andrew Chesher

Single equation instrumental variable models for discrete outcomes are shown to be set not point identifying for the structural functions that deliver the values of the discrete outcome. Identi…ed sets are derived for a general nonparametric model and sharp set identi…cation is demonstrated. Point identi…cation is typically not achieved by imposing parametric restrictions. The extent of an iden...

2000
Jean Boivin

This paper investigates changes in the conduct of U.S. monetary policy. Monetary policy is modeled in the context of the Bernanke-Mihov (1998) structural VAR (SVAR) extended to allow explicitly for the Fed’s forward looking behavior. This is achieved by including its realtime forecasts on in‡ation and unemployment (the “Greenbook” forecasts). Stability tests that exploit the SVAR identifying re...

2006
Heng-Chih Chou David Wang Shan North Hsuan Chuang

This paper compares the forecasting performance of the conditional autoregressive range (CARR) model with the commonly adopted GARCH model. We examine two major stock indices, FTSE 100 and Nikkei 225, by using the daily range data and the daily close price data over the period 1990 to 2000. Our results suggest that improvements of the overall estimation are achieved when the CARR models are use...

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