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Academic literature on the topic 'Modelli ARCH'

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Published: 10 March 2023

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Journal articles on the topic "Modelli ARCH"

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Ruggiu, Annapaola Zaccaria. "Il mosaico con Achille a Hierapolis di frigia. Modelli di legittimazione nella casa privata tardo-antica." Revue archéologique 70, no. 2 (2020): 387. http://dx.doi.org/10.3917/arch.202.0387.

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OREN, Fatih. "The Analysis of Exchange Rate Volatility and Relation Between USD Reserve of Central Bank vin Turkey." Journal of Banking and Financial Research 9, no. 2 (July 18, 2022): 87–97. http://dx.doi.org/10.55026/jobaf.1120140.

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Bu çalışmada, Türkiye’de döviz piyasalarında gözlemlenen aşırı oynaklık Dolar / TL döviz kuru üzerinden analiz edilerek en uygun oynaklık modeli belirlenmeye çalışılmıştır. Ardından tahmin edilen en başarılı model sonucunda elde edilen varyans serisi ile Türkiye Cumhuriyet Merkez Bankası döviz rezerv miktarı arasında anlamlı bir ilişkinin olup olmadığı araştırılmıştır. Ocak 2017 – Ocak 2022 tarihleri arası dönemde Türkiye’de nominal döviz kurunda gerçekleşen oynaklık ARCH-GARCH ve EGARCH modelleri kullanılarak tahmin edilmiştir. Tahmin modellerinden ARCH ve GARCH(1,1) model çıktıları karşılaştırıldığında, her iki varyans modelinin p değerinin %5 anlam düzeyinde anlamlı olduğu görülmekle birlikte, ortalama denklemlerine bakıldığında ise ARCH modelinin %5 düzeyinde anlamlı olmadığı saptanmıştır. Buna ek olarak GARCH(1,1) modeli α ve β değerleri toplamı bakımından 1’den büyük olduğu ve geçerlilik koşulunu sağlamadığı görülmektedir. EGARCH(1,1)’in sonuçlarına göre ise hem ortalama hem de varyans denklemlerinin %5 düzeyinde anlamlı olduğu görülmektedir. Kaldıraç etkisini temsil eden değişkenler de anlamlı bulunmuş, ama bunların katsayı işaretleri incelendiğinde kaldıraç etkisinin geçerli olmadığına hükmedilmiştir. Analizlerin ikinci aşamasında döviz kurundaki gözlenen oynaklık ile TCMB döviz rezervi arasındaki ilişki analiz edilmiştir. Tahmin sonuçları Türkiye’de döviz kuru oynaklığı ile TCMB döviz rezervi arasında herhangi anlamlı bir ilişki olmadığını göstermektedir.
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BEKAR, Engin. "BIST100 endeksi getiri volatilite modellemesinde standart ve kartiller arası değişim genişliğinin önemi: Koşullu otoregresif değişim genişliği (KODG) modelleri." Business & Management Studies: An International Journal 10, no. 2 (June 25, 2022): 462–82. http://dx.doi.org/10.15295/bmij.v10i2.2027.

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Finansal yatırım kararı alınırken ve risk yönetimi kapsamında politikalar belirlenirken göz önünde bulundurulması gereken en önemli kavram “risk” kavramıdır. Gelecekte karşılaşılabilecek farklı risk düzeylerinin uygun yöntemle öngörülmesi, bu risklere karşı hazırlıklı olunması ve doğru kararlar alınması açısından büyük öneme sahiptir. Doğru öngörülerde bulunabilmek ise ancak, istatistiksel performansı en yüksek modellerin belirlenmesiyle münkündür. Çalışmada, 3 Ocak 2011 – 24 Temmuz 2020 dönemi BIST100 endeksi haftalık verilerine dayalı olarak endeks getiri volatilitesi tahminlerini elde etmek ve istatistiksel performansı en yüksek modeli belirlemek amacıyla simetrik ve asimetrik modeller arasından seçilen getiri bazlı “ARCH (1) Modeli” ve değişim genişliği bazlı “Koşullu Otoregresif Değişim Genişliği Modelleri (KODGM)” tahmin edilmiştir. Yapılan değerlendirmeler sonucunda, BIST100 getiri volatilitesi tahmininde kullanılabilecek en uygun modelin, hataların Weibull dağılımı izlediği, kaldıraç etkisinin dikkate alındığı ve aşırı değerlere karşı dirençli olan “Kartiller Arası Değişim Genişliği” ölçüsüne dayalı olarak tahmin edilen “WKODGX (1,1) Modeli” olduğu tespit edilmiştir. Tüm bulgular birlikte değerlendirildiğinde, değişim genişliği bazlı modellerin, BIST100 endeks getirisi volatilite modellemesinde istatistiksel performansı belirgin bir biçimde iyileştirdiği sonucuna varılmıştır.
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AY, Gülşah, and Musa GÜN. "BORSA İSTANBUL PAY PİYASASINDA VOLATİLİTE MODELLEMESİ: BIST BANKA ENDEKSİ ÜZERİNE BİR UYGULAMA." Business & Management Studies: An International Journal 8, no. 5 (December 25, 2020): 3795–814. http://dx.doi.org/10.15295/bmij.v8i5.1547.

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Bu çalışmada, 4 Ocak 2010 ile 31 Aralık 2019 dönemi arasında yer alan BIST Banka endeksine ait günlük kapanış verilerden hareketle endeksin volatilite modellemesi tahmin edilmiştir. Bu bağlamda, öncelikle fiyat serisinin Augmented Dickey-Fuller birim kök testi yardımıyla durağanlığı araştırılmış ve birinci dereceden durağan bir seri olduğu tespit edilmiştir. Daha sonra otoregresif modeller denendikten sonra en iyi ortalama denklem modelinin ARMA (2,2) olduğu saptanmıştır. Bunun yanında ortalama denkleme ait hata terimlerinde ARCH etkisi olduğu gözlemlenmiş ve buradan hareketle BIST Banka endeks serisinin hangi koşullu varyans modeli ya da modelleri ile açıklanabileceği test edilmiştir. Elde edilen test sonuçlarına göre BIST Banka serisinin volatilite modellemesini tahmin etmede en iyi sonuçlar veren modelin bilgi kriterlerine göre kıyaslandığında TGARCH (0,1,1); öngörü performansına göre kıyaslandığında ise EGARCH (1,1,1) modeli olduğu tespit edilmiştir.
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RODLAUER-WENKO, HANNELORE. "Die Paralleltagebücher Kafka — Brod und das Modell Flaubert." arcadia - International Journal for Literary Studies 20, no. 1-3 (January 1985): 47–60. http://dx.doi.org/10.1515/arca.1985.20.1-3.47.

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Schmitz-Emans, Monika. "Metamorphose und Metempsychose. Zwei konkurrierende Modelle von Verwandlung im Spiegel der Gegenwartsliteratur." arcadia - International Journal for Literary Studies 40, no. 2 (January 2006): 390–413. http://dx.doi.org/10.1515/arca.2006.40.2.390.

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Szymański, Marek, and Grzegorz Wojtalik. "Wyniki sportowe a dochodowość akcji spółek-sponsorów na przykładzie piłki siatkowej." Finanse i Prawo Finansowe 1, no. 29 (March 31, 2021): 109–27. http://dx.doi.org/10.18778/2391-6478.1.29.07.

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Przedmiot badań: Przedmiotem badań jest wpływ wyników sportowych, a konkretnie wyników drużyn siatkarskich mężczyzn, na dochodowość akcji (stopy zwrotu) spółek sponsorujących drużyny. Do tej pory badania dotyczące wpływu wyników sportowych na stopy zwrotu koncentrowały się jedynie na piłce nożnej. Cel badawczy: Celem pacy jest zbadanie zależności między wynikami sportowymi drużyn siatkarskich w Polsce a stopami zwrotu sponsora tytularnego, którego akcje notowane są na Giełdzie Papierów Wartościowych w Warszawie. Do badania wybrano 4 najbardziej utytułowane drużyny siatkarskiej PlusLigi w XXI wieku. Metodyka: W artykule opisano rezultaty badań uzyskane dzięki zastosowaniu modeli klasy ARCH i GARCH. Wyniki: Na podstawie estymacji modeli uzyskano dwie grupy wyników. Dla dwóch spółek – JSW i ASSECO – wyniki sportowe drużyn siatkarskich i prognozy bukmacherskie dotyczące ich meczów miały istotny statystycznie wpływ na notowania tych spółek. Dla dwóch spółek – PGE oraz Azoty – nie wykazano takiego związku. Ponadto na każdą ze spółek istotny statystycznie wpływ wywierał indeks WIG oraz notowania danej spółki z poprzedniego dnia. Z kolei na notowania żadnej ze spółek nie wpływał dzień rozegrania meczu.
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Szymański, Marek, and Grzegorz Wojtalik. "Impact of Political Elections on Share Prices on the Warsaw Stock Exchange." Ekonomista, no. 3 (September 7, 2022): 290–306. http://dx.doi.org/10.52335/ekon/153435.

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Celem artykułu jest zbadanie, czy wyniki wyborów politycznych w Polsce (prezydenckich, parlamentarnych i samorządowych) mają wpływ na notowania akcji na Giełdzie Papierów Wartościowych w Warszawie (GPW) oraz kurs polskiej złotówki do dolara amerykańskiego. W artykule opisano wyniki analizy uzyskane dzięki zastosowaniu modeli klasy ARCH i GARCH. Wpływ wyborów prezydenckich okazał się istotny statystycznie na poziomie 0,05, zaznaczał się w okresie 5 dni po wyborach i miał charakter ujemny. Wybory parlamentarne i samorządowe nie wywierały istotnego statystycznie wpływu na badane indeksy. Na kurs walutowy istotny statystycznie (na poziomie 0,05) wpływ miały wybory samorządowe. Wpływ na kurs USD/PLN był ujemny, tzn. wybory wpływały na umocnienie się złotówki w stosunku do dolara.
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Kareem, Fadil Abdullah, Aras Maruf Rauf, Arass Jalal Noori, and Trefa M. Ali Mahmood. "Prediction of the Dental Arch Perimeter in a Kurdish Sample in Sulaimani City Based on Other Linear Dental Arch Measurements as a Malocclusion Preventive Measure." Computational and Mathematical Methods in Medicine 2020 (December 21, 2020): 1–6. http://dx.doi.org/10.1155/2020/8869996.

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The current study aimed to find a prediction equation to estimate the arch perimeter (AP) depending on various arch dimensions including intercanine width (ICW), intermolar width (IMW), interpremolar width (IPMW), and arch length (AL) in a sample of the Kurdish population in Sulaimani City. The study sample was 100 pairs of preorthodontic dental casts. Calculations of dental arch dimensions and perimeter were performed by a digital vernier. Statistical analysis was performed via using the SPSS version 25 software. The developed prediction equation for the upper arch was Y = + 1.3 × arch length + 1 × intermolar width , whereas the equation for the lower arch was Y = + 0.9 × intermolar width + 0.92 × intercanine width . Paired t -test revealed no statistical difference between predicted and real arch perimeters. Two separate prediction equations for upper and lower arches were developed based on the arch length (AL) and intermolar width (IMW) for the maxillary arch, intermolar (IMW), and inter canine widths (ICW) for the lower arch. The developed equations could have further beneficial impacts on orthodontic diagnosis and treatment planning.
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SCHMITZ-EMANS, MONIKA. "Lesen und Schreiben nach Babel. Über das Modell der labyrinthischen Bibliothek bei Jorges Luis Borges und Umberto Eco." arcadia - International Journal for Literary Studies 27, no. 1-2 (January 1992): 106–24. http://dx.doi.org/10.1515/arca.1992.27.1-2.106.

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Dissertations / Theses on the topic "Modelli ARCH"

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Putzulu, Matteo. "Modelli ARIMA implementati in ambiente Python applicati a serie temporali GNSS." Master's thesis, Alma Mater Studiorum - Università di Bologna, 2022. http://amslaurea.unibo.it/25884/.

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Nella presente tesi, si è discusso sul corretto trattamento dei dati di posizione, provenienti da una stazione permanente GPS in PPP, per studiarne l’andamento e successivamente elaborarne le previsioni per il futuro. E' stato utlizzato un approccio con la classe del Modelli ARIMA implementati su linguaggio Python.
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Dalton, Matthew W. "Experimental modelling of vascular haemodynamics." Thesis, Nottingham Trent University, 2002. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.273762.

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Miri, Mahmoud. "Modelling of repair techniques for masonry arch bridges." Thesis, Cardiff University, 2005. http://orca.cf.ac.uk/55998/.

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Small scale centrifuge models were used to study the behaviour of arches repaired using different techniques. The models under test were 1/12th scale replicas of a 6 metre single span three ring arch. Two types of arch geometry, with span/rise of 4 and 2, were studied as a shallow and deep arch geometry. The models were tested in a centrifuge under a steady equivalent gravity of 12g. Two types of 2-D and 3-D arch models were studied which had the same geometry but different in the addition of spandrel walls. The 3-D models were built with spandrel walls but without any wing walls or parapet. Both 2-D and 3-D arch models were tested under rolling and failure loads. The models were usually tested with fourteen passes of a rolling load and then up to the observation of first signs of failure to enable them to be suitable for applying a repair method. The repaired models were tested using the same procedure but up to the full failure load. To understand the behaviour of the arch models under unsymmetrical loads different roller weights were applied at different positions. The arch deflection and the soil/masonry interaction in arch extrados were measured in all the tests and compared with each other. Plastic mesh reinforcement, stitching, and concrete slab on top of the soil backfill were applied as repair methods to the 2-D arch models. A review of the results has shown an increase in arch stiffness, decrease in deflections and a significant improvement in the ultimate load carrying capacity. A significant effect on the pressure distribution on the arch barrel was observed due to the application of the concrete slab on top of the backfill. Stitching of arch barrel and the barrel to the spandrels, applying partial saddle concrete and strengthening of spandrel wall using reinforced concrete were tested in the 3-D arch models. The results showed improvements in the stiffness and ultimate arch load carrying capacity due to these repair techniques. The results provide a valuable data base for validation of numerical models and an initial attempt to use them with a commercial finite element program is included.
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Gong, Nai-Guang. "Finite element analysis of masonry arch bridges." Thesis, University of Nottingham, 1992. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.335791.

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Pytlos, Michal. "New tools for modelling soil-filled masonry arch bridges." Thesis, University of Sheffield, 2015. http://etheses.whiterose.ac.uk/13674/.

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This study is concerned with the development of new numerical and physical tools suitable for modelling soil-filled masonry arch bridges. Firstly, a novel modelling approach is presented which makes use of the Box2D rigid body physics engine, widely used in the computer games industry. A description of the simulation method implemented in Box2D is provided and it is shown that this tool is capable of accurately simulating disc and block interaction dynamics, and can successfully capture the critical state response of granular media. Four Box2D based computer programs, constituting a ‘virtual laboratory’, are presented and are shown to be capable of accurately simulating load tests to failure on both bare and soil-filled masonry arches. It is also demonstrated that the macro-scale properties of a virtual soil material, modelled as an assembly of randomly shaped polygons, are independent of the simulated scenario. Practical issues associated with the use of Box2D as a modelling tool are considered and advantages compared with the traditional distinct element method are discussed. Secondly, an innovative experimental facility developed by the author and suitable for testing medium-scale sand-filled masonry arch bridges is described. The test facility features a novel sand conveyance and pouring system which provides very good control over backfill properties and significantly speeds up the deposition process. Initial test results from the test facility are described and recommendations for future work are made.
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Nzuza, Mbongeni Hopewell Sabelo. "Thermo-mechamical modelling of arch dams for performance assessment." Master's thesis, University of Cape Town, 2013. http://hdl.handle.net/11427/5017.

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This document underscores various temperature related components and procedures for undertaking a successful performance analysis of concrete arch dams. Arch dams experience high temperature variations, which are generally assessed using finite element models. Deterioration of arch dams is caused principally by thermal effects, with 19% cases attributed to freezing and thawing, and 9% to temperature variations (Daoudu et al., 1997). The temperature loading conditions cause a high expanse of stresses at the various interface locations due to change in environmental conditions. Past research has shown that stresses caused by temperature change can be larger than those from reservoir loading (Bureau of Reclamation, 1977). The proposed finite element model for this study focuses on the performance assessment of arch dams in operation due to thermal loading.
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Vezi, Mfundo. "Dynamic modelling of arch dams in the ambient state." Master's thesis, University of Cape Town, 2014. http://hdl.handle.net/11427/9083.

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To date, dam failures have resulted in significant losses in the commercial economy and in human life. Raising awareness in the field of structural health monitoring is neccesary to develop contemporary structural analysis and monitoring methods to ensure the integrity of these structures. Hence, the research aims at developing an analytical formulation that can be used in the dynamic modelling of arch dams, for structural health monitoring purposes. A hypothetical arch dam model was created to investigate the influence of a reservoir’s orientation and geometry on the dam’s dynamic properties, and the discrepancies between the Westergaard and Fluid Structure Interaction (FSI) analysis methods. The two analysis methods were then utilized to develop an updatable finite element model, in a case study pertaining to the 72m high Roode Elsberg concrete-arch dam. Thereafter, ambient vibration tests were conducted on the Roode Elsberg dam to measure its dynamic properties and validate the finite element models. The excitation on the dam was provided by the wind and the reservoir flowing over the spillway. Vibrations of the dam were measured and recorded by accelerometers placed on the cantilevered arch blocks. Finally, the Frequency Domain Decomposition (FDD) algorithm was used to analyse the acquired data and identify the natural frequencies of the dam.
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Taunton, Paul R. "Centrifuge modelling of soil/masonry structure interaction." Thesis, Cardiff University, 1997. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.244112.

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Javidi, Shirvan Alireza. "Modelling of Electric Arc Welding : arc-electrode coupling." Licentiate thesis, Högskolan Väst, Avd för maskinteknik, 2013. http://urn.kb.se/resolve?urn=urn:nbn:se:hv:diva-5826.

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Arc welding still requires deeper process understanding and more accurateprediction of the heat transferred to the base metal. This can be provided by CFD modelling.Most works done to model arc discharge using CFD consider the arc corealone. Arc core simulation requires applying extrapolated experimental data asboundary conditions on the electrodes. This limits the applicability. To become independent of experimental input the electrodes need to be included in the arcmodel. The most critical part is then the interface layer between the electrodesand the arc core. This interface is complex and non-uniform, with specific physicalphenomena.The present work reviews the concepts of plasma and arc discharges that areuseful for this problem. The main sub-regions of the model are described, andtheir dominant physical roles are discussed.The coupled arc-electrode model is developed in different steps. First couplingsolid and fluid regions for a simpler problem without complex couplinginterface. This is applied to a laser welding problem using the CFD softwareOpenFOAM. The second step is the modelling of the interface layer betweencathode and arc, or cathode layer. Different modelling approaches available inthe literature are studied to determine their advantages and drawbacks. One ofthem developed by Cayla is used and further improved so as to satisfy the basicprinciples of charge and energy conservation in the different regions of thecathode layer. A numerical procedure is presented. The model, implementedin MATLAB, is tested for different arc core and cathode conditions. The maincharacteristics calculated with the interface layer model are in good agreementwith the reference literature. The future step will be the implementation of theinterface layer model in OpenFOAM.
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Zhang, Quan. "Modelling of turbulent SF6 switching arcs." Thesis, University of Liverpool, 2014. http://livrepository.liverpool.ac.uk/2013339/.

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There is an overwhelming experimental and theoretical evidence indicating SF6 arc burning in a supersonic nozzle (known as the switching arc) is turbulent and in local thermodynamic equilibrium (LTE). Such an arcing arrangement is commonly used as the interrupter in gas blast circuit breakers. In order to reduce the development cost of gas blast circuit breakers, it is highly desirable to predict the arc behaviour under the operational conditions encountered in a power system. The major difficulty in achieving full computer aided predictive design of gas blast circuit breakers is the satisfactory prediction of the thermal interruption capability of an arc under turbulent conditions. Mathematical modelling of turbulent SF6 switching arcs, thus, forms the subject matter of this thesis. The approach for the modelling of turbulent switching arcs is similar to that for turbulent shear flows due to a direct resemblance between a nozzle arc and a round free jet both of which are dominated by shear flow. The conservation equations for switching arcs are, therefore, derived using Reynolds’s approach. The closure of these equations is based on the adoption of Boussinesq assumption to relate Reynolds stress to the time averaged velocity gradients through eddy viscosity. The turbulent heat flux is assumed to be related to Reynolds stress through a constant turbulent Prandtl number. Additional equations are introduced to determine the turbulence length scale and velocity scale required by eddy viscosity, which are provided by turbulence models. There are numerous turbulence models but none of them are specifically devised for switching arcs. The objective of the present investigation is, therefore, to choose relevant turbulence models to model turbulent SF6 switching arcs. Our choice of turbulence models is restricted to those which have been applied with success to similar flow conditions as those of a switching arc as well as their suitability for engineering application. We therefore choose the standard k-epsilon model and its two variants (the Chen-Kim model and the RNG model) for the modelling of SF6 turbulent switching arc. Since the application of the Prandtl mixing length model to SF6 switching arcs has met considerable success, this turbulence model is included in our investigation for comparison. In order to demonstrate the effects of turbulence, results based on laminar flow model are presented. Therefore, altogether five flow models have been used to study the nozzle arcs. Computational results are obtained by the five flow models under a wide range of discharge conditions in terms of different nozzle geometries, the rate of change of current (di/dt) before current zero and the stagnation pressure (P0). A detailed analysis of the physical mechanisms encompassed in each flow model is given to show the adequacy of a particular model in describing the rapidly varying arc during current zero period. The computed values of the critical rate of rise of recovery voltage (RRRV) are compared with corresponding measurements. It is found that RRRV predicted by laminar flow model is a few orders of magnitude lower than that measured, which indicates that turbulence plays a decisive role in the determination of thermal interruption capability of a nozzle arc. Of the four turbulence models, the Prandtl mixing length model gives the best prediction of RRRV when compared with experimental results. The drawback is that the value of the turbulence parameter of the Prandtl mixing length model needs to be derived from one test result for a given geometry. With our current understanding of the physics of turbulent arcs, the Prandtl mixing length model is the only turbulence model which can be used to predict the thermal interruption capability of a nozzle arc arrangement.
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Books on the topic "Modelli ARCH"

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F, Engle R., ed. ARCH: Selected readings. Oxford [England]: Oxford University Press, 1995.

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ARCH models and financial applications. New York: Springer, 1997.

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Xekalaki, Evdokia. ARCH models for financial applications. Chichester: John Wiley & Sons, 2010.

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Mythos Ursprung: Modelle der Arche zwischen Antike und Moderne. Würzburg: Königshausen & Neumann, 2011.

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Xekalaki, Evdokia. ARCH models for financial applications. Chichester: John Wiley & Sons, 2010.

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Estimating and forecasting ARCH models using G@RCH 5. London: Timberlake Consultants Ltd., 2007.

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Fell, John P. C. Modelling volatility in the foreign exchange marketwith ARCH processes. Dublin: Research Department, Central Bank of Ireland, 1994.

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Fornari, Fabio. Sign- and volatility-switching ARCH models: Theory and applications to international stock markets. [Roma]: Banca d'Italia, 1995.

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Fornari, Fabio. Sign- and volatility-switching ARCH models: Theory and applications to international stock markets. Rome: Banca d'Italia, 1995.

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Donaldson, Glen. Volatility forecasts, trading volume, and the ARCH versus option-implied volatility trade-off. [Atlanta]: Federal Reserve Bank of Atlanta, 2004.

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Book chapters on the topic "Modelli ARCH"

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Liesenfeld, Roman. "Dynamische Erweiterungen des univariaten Modells: Das ARV-Modell und ARCH-Modelle." In Preise und Handelsvolumina auf Finanzmärkten, 41–90. Wiesbaden: Deutscher Universitätsverlag, 1998. http://dx.doi.org/10.1007/978-3-663-08867-7_4.

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Gouriéroux, Christian. "Univariate ARCH Models." In ARCH Models and Financial Applications, 29–41. New York, NY: Springer New York, 1997. http://dx.doi.org/10.1007/978-1-4612-1860-9_3.

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Gouriéroux, Christian. "Multivariate ARCH Models." In ARCH Models and Financial Applications, 105–24. New York, NY: Springer New York, 1997. http://dx.doi.org/10.1007/978-1-4612-1860-9_6.

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Deistler, Manfred, and Wolfgang Scherrer. "ARCH and GARCH Models." In Time Series Models, 191–98. Cham: Springer International Publishing, 2022. http://dx.doi.org/10.1007/978-3-031-13213-1_11.

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Gouriéroux, Christian. "Introduction." In ARCH Models and Financial Applications, 1–4. New York, NY: Springer New York, 1997. http://dx.doi.org/10.1007/978-1-4612-1860-9_1.

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Gouriéroux, Christian. "Linear and Nonlinear Processes." In ARCH Models and Financial Applications, 5–27. New York, NY: Springer New York, 1997. http://dx.doi.org/10.1007/978-1-4612-1860-9_2.

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Gouriéroux, Christian. "Estimation and Tests." In ARCH Models and Financial Applications, 43–66. New York, NY: Springer New York, 1997. http://dx.doi.org/10.1007/978-1-4612-1860-9_4.

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Gouriéroux, Christian. "Some Applications of Univariate ARCH Models." In ARCH Models and Financial Applications, 67–103. New York, NY: Springer New York, 1997. http://dx.doi.org/10.1007/978-1-4612-1860-9_5.

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Gouriéroux, Christian. "Efficient Portfolios and Hedging Portfolios." In ARCH Models and Financial Applications, 125–59. New York, NY: Springer New York, 1997. http://dx.doi.org/10.1007/978-1-4612-1860-9_7.

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Gouriéroux, Christian. "Factor Models, Diversification and Efficiency." In ARCH Models and Financial Applications, 161–81. New York, NY: Springer New York, 1997. http://dx.doi.org/10.1007/978-1-4612-1860-9_8.

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Conference papers on the topic "Modelli ARCH"

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Caddemi, Salvatore, Ivo Caliò, Francesco Cannizzaro, Domenico D'Urso, Bartolomeo Pantò, Davide Rapicavoli, and Giuseppe Occhipinti. "3D Discrete Macro-Modelling Approach for Masonry Arch Bridges." In IABSE Symposium, Guimarães 2019: Towards a Resilient Built Environment Risk and Asset Management. Zurich, Switzerland: International Association for Bridge and Structural Engineering (IABSE), 2019. http://dx.doi.org/10.2749/guimaraes.2019.1825.

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<p>Masonry multi-span arch bridges are historical structures still playing a key role in many transportation networks of numerous countries. Most of these bridges are several decades old and have been subjected to continuous dynamic loadings, due to the vehicular traffic, and in many cases their maintenance required structural modifications. The currently adopted health monitoring strategies are based on in situ inspections as well as structural assessments based on numerical models characterised by different levels of reliability according to the required purpose. Simplified approaches are generally adopted for fast structural evaluation, on the other hand more rigorous approaches are fundamental for a reliable structural assessment of these particular structures, often characterized by very complex geometrical layouts and structural alterations not always sufficiently documented. This paper presents an original Discrete Macro-Element Method (DMEM) that allows a reliable simulation of the linear and nonlinear response of masonry structures and masonry bridges characterised by a lower computational burden, compared to classical nonlinear FEM analyses, although maintaining a good accuracy. The method is applied to a real masonry bridges and the results are compared with those obtained from a more sophisticated three- dimensional nonlinear FEM model both in linear and nonlinear context.</p>
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Pipatpongsa, Thirapong, Mohammad Khosravi, Jiro Takemura, Cheowchan Leelasukseree, and Prajuab Doncommul. "Modelling concepts of passive arch action in undercut slopes." In First Asia Pacific Slope Stability in Mining Conference. Australian Centre for Geomechanics, Perth, 2016. http://dx.doi.org/10.36487/acg_rep/1604_33_pipatpongsa.

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Szafranski, Adam, Aniela Kaminska, and Arkadiusz Bialek. "Arc plasma torch modelling." In SPIE Proceedings, edited by Ryszard S. Romaniuk. SPIE, 2006. http://dx.doi.org/10.1117/12.674897.

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Compagnone, E. "Numerical strategies for modelling masonry arch bridges strengthened with PBO-FRCM composites." In AIMETA 2022. Materials Research Forum LLC, 2023. http://dx.doi.org/10.21741/9781644902431-55.

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Abstract. The work reports some numerical tests concerning the use of the Embedded Truss elements implemented in the Midas FEA NX software in modeling a specific FRCM reinforcement system for masonry structures. The efficacy of the finite element is demonstrated through the comparison of the numerical results with experimental results obtained by other authors relating both to the mechanical characterization of the FRCM system materials and to the response of masonry arch models. The Embedded Truss element appears to be promising for application to real large structures, such as masonry arch bridges of large span or multi-span masonry bridges.
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Marchi, M. "Internal arc-proof switchgear: arc modelling and active protection." In 14th International Conference and Exhibition on Electricity Distribution (CIRED 1997 - Distributing Power for the Millennium). IEE, 1997. http://dx.doi.org/10.1049/cp:19970446.

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Horyl, Petr, and Richard Snuparek. "Modelling of Effects of Rockbursts on Steel Arch Roadway Support Underground." In Sixth International Symposium on Rockburst and Seismicity in Mines. Australian Centre for Geomechanics, Perth, 2005. http://dx.doi.org/10.36487/acg_repo/574_67.

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Pantò, B., C. Chisari, L. Macorini, and B. Izzuddin. "A Macroscale Modelling Approach for Nonlinear Analysis of Masonry Arch Bridges." In 12th International Conference on Structural Analysis of Historical Constructions. CIMNE, 2021. http://dx.doi.org/10.23967/sahc.2021.008.

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Sadat Barikani, Ali Reza, and Mahnaz Hashemiravan. "Investigation on Interaction between Arch Dams and Frozen Water of Reservoir." In SNAME 7th International Conference and Exhibition on Performance of Ships and Structures in Ice. SNAME, 2006. http://dx.doi.org/10.5957/icetech-2006-144.

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“Amir Kabir” concrete arch dam is one of the most important of arch dams which has been built on Karaj River in Iran. In this research, “Amir Kabir” arch dam and water of the reservoir has been modeled with 3d finite elements. Interaction between arch dam and reservoir has been studied with static analysis of the 3d finite element modeling of the dam and reservoir. The results have been shown by displacement of dam crest because of the pressure of ice. The amount of ice pressure which affects on unit length of the dam crest has been obtained from Creager researches and it has been explained in the paper. In this research static and temperature analysis was done on dam and reservoir Static loads consist on weight of the dam, hydrostatic pressure of water and ice pressure as a uniform load affects on dam crest. Also contour of maximum tensile stresses and maximum pressure stresses on upstream and downstream face of the dam was shown.
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Xu, Yong, Cuiying Zhou, and Airong Liu. "Research on Seismic Damage Model of CFST Arch-Column Structure Considering of Single Aftershock." In 2016 International Conference on Applied Mathematics, Simulation and Modelling. Paris, France: Atlantis Press, 2016. http://dx.doi.org/10.2991/amsm-16.2016.47.

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P. Pessoa, Felipe, Jhair S. Acosta, and Maria C. Tavares. "Cálculo dos parâmetros do arco elétrico em sistemas de corrente contínua utilizando teoria de identificação de sistemas." In Congresso Brasileiro de Automática - 2020. sbabra, 2020. http://dx.doi.org/10.48011/asba.v2i1.1595.

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Este artigo apresenta uma aplicação da teoria de identificação de sistemas no cálculo dos parâmetros dos modelos de arco elétrico de Cassie e de Mayr. O objetivo deste trabalho é verificar a aplicação de modelos de arco elétrico conhecidos na literatura na representação de transitórios eletromagnéticos em sistemas de corrente contínua (CC). Os modelos matemáticos do tipo caixa-preta descrevem com boa precisão a interação do arco elétrico com o circuito, sendo uma ferramenta de grande utilidade na simulação de circuitos elétricos.
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Reports on the topic "Modelli ARCH"

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Nelson, Daniel. Asymptotically Optimal Smoothing with ARCH Models. Cambridge, MA: National Bureau of Economic Research, August 1994. http://dx.doi.org/10.3386/t0161.

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Demchyna, Bohdan, and Yaroslav Shydlovskyi. Recommendations for Designing Wooden Arches on Metal-toothed Plates. Intellectual Archive, March 2021. http://dx.doi.org/10.32370/ia_2021_03_18.

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This paper presents the findings of the pilot studies and recommendations for designing of two-hinged wooden arches. The prototype models of wooden arches with the span of 6mand the rise of 1m were designed. The models had a rectangular cross-section of 180x40mm and a T-section of 180x40mm with a plywood plate with the thickness of 6 mm and the width of 500mm. The main objective of the T-section was to ensure the stability of the arch. Each arch was composed of six segments –boards joined by clamping plates. The bowstring truss including two inclined tie bars enables carrying asymmetric loads and provides in-plane stability of the arch. A methodology for laboratory testing of the prototype models of wooden arches subjected to different types of loads was developed. Two prototypes of wooden arches were tested with rectangular cross-sections and two T-section ones subjected to the loading across the span, and two prototypes subjected to the half-span loading. In total, eight arches were tested. Deflections of arches, cross-section deformations and arch thrust force were recorded. The arches were tested until failure. The results of testing revealed insufficient stability of the arches with rectangular cross-section in the horizontal plane. For the arches with T-section the whole arch rib was damaged, the in-plane stability was ensured by the T-section. The collapsing force of the T-section arch was about 1.3 times greater than the collapsing force of the rectangular section arches.
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Nelson, Daniel, and Dean Foster. Asypmtotic Filtering Theory for Univariate Arch Models. Cambridge, MA: National Bureau of Economic Research, April 1994. http://dx.doi.org/10.3386/t0129.

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Nelson, Daniel. Asymptotic Filtering Theory for Multivariate ARCH Models. Cambridge, MA: National Bureau of Economic Research, August 1994. http://dx.doi.org/10.3386/t0162.

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Nelson, Daniel, and Dean Foster. Filtering and Forecasting with Misspecified Arch Models II: Making the Right Forecast with the Wrong Model. Cambridge, MA: National Bureau of Economic Research, December 1992. http://dx.doi.org/10.3386/t0132.

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Andersen, Torben, and Tim Bollerslev. Answering the Critics: Yes, ARCH Models Do Provide Good Volatility Forecasts. Cambridge, MA: National Bureau of Economic Research, April 1997. http://dx.doi.org/10.3386/w6023.

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Bell, J. S., and P. F. Lloyd. Modelling of Stress Refraction in Sediments Around the Peace River Arch, western Canada. Natural Resources Canada/ESS/Scientific and Technical Publishing Services, 1989. http://dx.doi.org/10.4095/126688.

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Szekely, J. The mathematical modelling of arc welding operation. Office of Scientific and Technical Information (OSTI), January 1990. http://dx.doi.org/10.2172/6821760.

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Zagorevski, A., and C. R. van Staal. Cordilleran magmatism in Yukon and northern British Columbia: characteristics, temporal variations, and significance for the tectonic evolution of the northern Cordillera. Natural Resources Canada/CMSS/Information Management, 2021. http://dx.doi.org/10.4095/326063.

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Geochemical and temporal characterization of magmatic rocks is an effective way to test terrane definitions and to evaluate tectonic models. In the northern Cordillera, magmatic episodes are mostly interpreted as products of continental arc and back-arc settings. Re-evaluation of Paleozoic and Late Mesozoic magmatic episodes presented herein highlights fundamental gaps in the understanding of the tectonic framework of the northern Cordillera. In many cases, the character of magmatism and temporal relationships between various magma types do not support existing tectonic models. The present re-evaluation indicates that some of the magmatic episodes are best explained by lithospheric extension rather than arc magmatism. In addition, comparison to modern analogues suggests that many presently defined terranes are not the fundamental tectonic building blocks, but rather combine distinctly different tectonic elements that may not be related each other. Grouping of these distinctly different tectonic elements into single terranes hinders the understanding of Cordilleran evolution and its mineral deposits.
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Davidson, James S., David P. Ray, and Robert J. Dinan. Development of a Single-Degree-of-Freedom (SDOF) Model for an Aluminum Arch Subjected to Impulse Loads. Fort Belvoir, VA: Defense Technical Information Center, July 2007. http://dx.doi.org/10.21236/ada591511.

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