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that dynamic volatility correlation exists in the three prices of nonferrous metals, and the structural changes have no significant effect on the volatility correlation of the three nonferrous metals. Key words: copper; zinc; aluminum; nonferrous metals price; structural changes; DCC-GARCH model; volatility dynamic correlation 1 Introduction Nonferrous metals (such as copper, aluminum and zinc) play......
high-frequency data. The LHAR-CJ model is extended and the empirical research on copper and aluminum futures in Shanghai Futures Exchange suggests the dynamic dependencies and time-varying volatility... volatility and dynamic dependencies. The lagged squared jumps for copper and aluminum futures are generally insignificant in LHAR-CJ model, which is in line with the study of ANDERSEN et al [32] and the S&......
An analysis method for correlation between catenary irregularities and pantograph-catenary contact forceQIN Yong(秦勇)1, 2, ZHANG Yuan(张媛)1, 2, CHENG Xiao-qing(程晓卿) 2, JIA Li-min(贾利民)2, XING Zong-yi(邢... and contact force, the pantograph/catenary dynamics model was established and dynamic simulation was conducted using MATLAB/Simulink. Second, catenary irregularities were used as the input to NARX neural......
:1672-7207(2013)09-3834-09 Effect of varying temperature on correlation function amplitude vector of dynamic strain LI Miao1,2, REN Weixin1, WANG Ningbo1 (1. School of Civil Engineering and Architecture, Central South University, Changsha 410075, China; 2. School of Civil Engineering, Hunan City University, Yiyang 413000, China) Abstract: Under varying temperature, correlation function amplitude vector......
shows that dynamic traffic flow holds the following characteristics: 1) Temporal correlation [3]; 2) Spatial correlation [4]; 3) Historical correlation [5]; 4) Multiple traffic states [6]. Researches... DTTS model With consideration of the temporal correlation, spatial correlation and historical correlation of dynamic traffic flow, the basic DTTS model [17] can be expressed as follows:  ......
Correlation Between Dynamic Compressive Strength and Fracture Behaviors of Bulk Metallic GlassesWenqing Li1,2,Zhengwang Zhu1,Guojie Li3,Long Zhang1,Zhengkun Li1,Huameng Fu1,Hongwei Zhang1,Hong... Nb1,Ti32.8 Zr30.2 Ni5.3 Cu9 Be22.7 (at.%) metallic glass at different strain rates were studied.For all the present alloys,the dispersion over 700 MPa was observed on the strength in the repeated dynamic......
and reliable. Therefore, we can calculate correlation dimension as fractal dimension, then reconstruct the dynamic characteristics of the system. The MR damper is applied to vibration system of vibration... coupling information of vibration signals quite well, which can reflect the dynamic characteristics of the MR damper in different working conditions. 4) Correlation dimension can reflect the internal rules......
; Online dynamic measurement of saturation...; Abstract: An online dynamic method based on electrical conductivity probe, tensiometer and datataker was presented to measure saturation......
inclinations are tested by a modified split Hopkinson pressure bar (SHPB) and digital image correlation (DIC) method. The results show that peak strain and dynamic strength of intact specimens.... Besides, digital image correlation (DIC) method is used to analyze strain field of specimen during dynamic failure process. As a non-contact deformation measurement method, DIC technology can accurately......
and resilient modulus have negative correlation, and the attenuation rate is approximately constant. At a confining pressure of 30 kPa, the dynamic resilient modulus decreases by 12.8%, 14.3% and 13.7... J. Cent. South Univ. (2020) 27: 2043-2053 DOI: https://doi.org/10.1007/s11771-020-4429-4 Experimental study of dynamic resilient modulus of subgrade soils under coupling of freeze–thaw cycles......