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    Wyświetlanie 1-5 z 5
    Tytuł:
    Application of laser and electrochemical interaction in sequential and hybrid micromachining processes
    Autorzy:
    Skoczypiec, S.
    Powiązania:
    https://bibliotekanauki.pl/articles/201232.pdf
    Data publikacji:
    2015
    Wydawca:
    Polska Akademia Nauk. Czytelnia Czasopism PAN
    Tematy:
    laser beam
    electrochemical machining
    hybrid machining processes
    promień lasera
    obróbka elektrochemiczna
    obróbka hybrydowa
    Opis:
    One of the research and development trends in nowadays manufacturing technology is integration of different manufacturing techniques into single machine tool. In the first part of the paper possibilities, goals, reasons and advantages of thermal and electrochemical interaction have been characterized. As literature review indicates such a connection can be realized as sequential or hybrid machining. The second part of the paper focuses on detailed analysis of laser assisted electrochemical process. For this purpose, the mathematical model of workpiece heating has been developed. Based on obtained results and literature review possibilities of technical realization and potential application have been discussed.
    Źródło:
    Bulletin of the Polish Academy of Sciences. Technical Sciences; 2015, 63, 1; 305-314
    0239-7528
    Pojawia się w:
    Bulletin of the Polish Academy of Sciences. Technical Sciences
    Dostawca treści:
    Biblioteka Nauki
    Artykuł
    Tytuł:
    Missing observations in daily returns - Bayesian inference within the MSF-SBEKK model
    Autorzy:
    Osiewalski, Krzysztof
    Osiewalski, Jacek
    Powiązania:
    https://bibliotekanauki.pl/articles/483257.pdf
    Data publikacji:
    2012
    Wydawca:
    Polska Akademia Nauk. Czytelnia Czasopism PAN
    Tematy:
    Bayesian econometrics
    hybrid MGARCH-MSV processes
    forecasting unavailable data
    financial markets
    commodity markets
    Opis:
    Often daily prices on different markets are not all observable. The question is whether we should exclude from modelling the days with prices not available on all markets (thus loosing some information and implicitly modifying the time axis) or somehow complete the missing (non-existing) prices. In order to compare the effects of each of two ways of dealing with partly available data, one should consider formal procedures of replacing the unavailable prices by their appropriate predictions. We propose a fully Bayesian approach, which amounts to obtaining the marginal posterior (or predictive) distribution for any particular day in question. This procedure takes into account uncertainty on missing prices and can be used to check validity of informal ways of "completing" the data (e.g. linear interpolation). We use the MSF-SBEKK structure, the simplest among hybrid MSV-MGARCH models, which can parsimoniously describe volatility of a large number of prices or indices. In order to conduct Bayesian inference, the conditional posterior distributions for all unknown quantities are derived and the Gibbs sampler (with Metropolis-Hastings steps) is designed. Our approach is applied to daily prices from six different financial and commodity markets; the data cover the period from December 21, 2005 till September 30, 2011, so the time of the global financial crisis is included. We compare inferences (on individual parameters, conditional correlation coefficients and volatilities), obtained in the cases where unavailable observations are either deleted or forecasted.
    Źródło:
    Central European Journal of Economic Modelling and Econometrics; 2012, 4, 3; 169-197
    2080-0886
    2080-119X
    Pojawia się w:
    Central European Journal of Economic Modelling and Econometrics
    Dostawca treści:
    Biblioteka Nauki
    Artykuł
    Tytuł:
    A Long-Run Relationship between Daily Prices on Two Markets: The Bayesian VAR(2)–MSF-SBEKK Model
    Autorzy:
    Osiewalski, Krzysztof
    Osiewalski, Jacek
    Powiązania:
    https://bibliotekanauki.pl/articles/483271.pdf
    Data publikacji:
    2013
    Wydawca:
    Polska Akademia Nauk. Czytelnia Czasopism PAN
    Tematy:
    Bayesian econometrics
    vector error correction model
    hybrid MGARCH-MSV processes
    financial markets
    commodity markets
    Opis:
    We develop a fully Bayesian framework for analysis and comparison of two competing approaches to modelling daily prices on different markets. The first approach, prevailing in financial econometrics, amounts to assuming that logarithms of prices behave like a multivariate random walk; this approach describes logarithmic returns most often by the VAR(1) model with MGARCH (or sometimes MSV) disturbances. In the second approach, considered here, it is assumed that daily price levels are linked together and, thus, the error correction term is added to the usual VAR(1)–MGARCH or VAR(1)–MSV model for logarithmic returns, leading to a reduced rank VAR(2) specification for logarithms of prices. The model proposed in the paper uses a hybrid MSVMGARCH structure for VAR(2) disturbances. In order to keep cointegration modelling as simple as possible, we restrict to the case of two prices representing two different markets. The aim of the paper is to show how to check if a long-run relationship between daily prices exists and whether taking it into account influences our inference on volatility and short-run relations between returns on different markets. In the empirical example the daily values of the S&P500 index and the WTI oil price in the period 19.12.2005 – 30.09.2011 are jointly modelled. It is shown that, although the logarithms of the values of S&P500 and WTI oil price seem to be cointegrated, neglecting the error correction term leads to practically the same conclusions on volatility and conditional correlation as keeping it in the model.
    Źródło:
    Central European Journal of Economic Modelling and Econometrics; 2013, 5, 1; 65-83
    2080-0886
    2080-119X
    Pojawia się w:
    Central European Journal of Economic Modelling and Econometrics
    Dostawca treści:
    Biblioteka Nauki
    Artykuł
    Tytuł:
    Bayesian Value-at-Risk for a Portfolio: Multi- and Univariate Approaches Using MSF-SBEKK Models
    Autorzy:
    Osiewalski, Jacek
    Pajor, Anna
    Powiązania:
    https://bibliotekanauki.pl/articles/483373.pdf
    Data publikacji:
    2010
    Wydawca:
    Polska Akademia Nauk. Czytelnia Czasopism PAN
    Tematy:
    Bayesian econometrics
    risk analysis
    multivariate GARCH processes
    multivariate SV processes
    hybrid SV-GARCH models
    Opis:
    The s-period ahead Value-at-Risk (VaR) for a portfolio of dimension n is considered and its Bayesian analysis is discussed. The VaR assessment can be based either on the n-variate predictive distribution of future returns on individual assets, or on the univariate Bayesian model for the portfolio value (or the return on portfolio). In both cases Bayesian VaR takes into account parameter uncertainty and non-linear relationship between ordinary and logarithmic returns. In the case of a large portfolio, the applicability of the n-variate approach to Bayesian VaR depends on the form of the statistical model for asset prices. We use the n-variate type I MSF-SBEKK(1,1) volatility model proposed specially to cope with large n. We compare empirical results obtained using this multivariate approach and the much simpler univariate approach based on modelling volatility of the value of a given portfolio.
    Źródło:
    Central European Journal of Economic Modelling and Econometrics; 2010, 2, 4; 253-277
    2080-0886
    2080-119X
    Pojawia się w:
    Central European Journal of Economic Modelling and Econometrics
    Dostawca treści:
    Biblioteka Nauki
    Artykuł
    Tytuł:
    Skew Bending of Aircraft Fuselage Panels with “L” and “C” Stringers Mounted by Hybrid Joint
    Ukośne zginanie poszycia samolotu z u sztywnieniami typu “L” i “C”, mocowanymi za pomocą złącza hybrydowego
    Autorzy:
    Sadowski, T.
    Golewski, P.
    Powiązania:
    https://bibliotekanauki.pl/articles/355204.pdf
    Data publikacji:
    2015
    Wydawca:
    Polska Akademia Nauk. Czytelnia Czasopism PAN
    Tematy:
    skew bending of hybrid joint
    plastic deformation processes
    FEA (finite element analysis)
    zginanie ukośne
    złącze hybrydowe
    proces deformacji
    FEA
    metoda elementów skończonych
    Opis:
    A section of fuselage skin with dimension 30 x 200 mm was subjected to numerical study and loaded by skew bending (Fig. 3). The thickness of the skin was 0,6 mm, the length of a leg of an angle “L” profile stringer was 12 mm with 1mm thickness. The angle of inclination α of the load plane to the skin plane varies in the range from 10° to 90° with 10° increment. The elastic - plastic material model of D16T aluminum alloy was used in simulations of the fuselage skin as well as for “L” and “C” profile stringers. In the material model description damage of aluminum alloy was taken into account. An adhesive layer with thickness of 0,1mm was modeled using cohesive elements with the failure mode depending on the shear strength and the tensile strength. The paper presents a comparative analysis of the considered structural elements with application of the unsymmetrical “L” profile or the symmetrical “C” profile with the same cross section area. All numerical studies were performed in Abaqus program. Finally, one can conclude that the stiffness of the structural element with application of the symmetrical “C” profile stringer is stronger, whereas the mechanical response of both versions of the hybrid joint significantly depends on the angle of load inclination α.
    Badaniom numerycznym poddano wycinek poszycia o wymiarach 30x200mm, który następnie poddano obciążeniu poprzez ukośne zginanie, Rys. 3. Grubość blachy poszycia wynosiła 0,6 mm, długość ramienia kątownika równoramiennego 12 mm i grubość ramienia 1mm. Kąt nachylenia α płaszczyzny obciążenia w stosunku do płaszczyzny poszycia zmieniał się w granicach od 10° do 90° z przyrostem co 10°. W symulacjach zastosowano model sprężysto – plastyczny materiału dla poszycia i kształtownika jakim był stop aluminium D16T. W opisie modelu materiału uwzględniono także uszkodzenie stopu aluminium. Warstewka kleju o grubości 0,1 mm była modelowana z wykorzystaniem elementów kohezyjnych, dla których także uwzględniono uszkodzenie przyjmując dane producenta, takiej jak wytrzymałość na ścinanie oraz na rozciąganie. W pracy przedstawiono analizę wpływu zmiany obecnie stosowanego niesymetrycznego kształtownika (kątownik), kształtownikiem symetrycznym (ceownik) o takim samym polu przekroju poprzecznego. Wszystkie badania numeryczne przeprowadzono w programie Abaqus.
    Źródło:
    Archives of Metallurgy and Materials; 2015, 60, 4; 2813-2820
    1733-3490
    Pojawia się w:
    Archives of Metallurgy and Materials
    Dostawca treści:
    Biblioteka Nauki
    Artykuł
      Wyświetlanie 1-5 z 5

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