Efficient Iterative Maximum Likelihood Estimation of High-Parameterized Time Series Models

Hautsch, Nikolaus; Okhrin, Ostap; Ristig, Alexander

doi:10.2139/ssrn.2385880

Cited by 3 publications

(3 citation statements)

References 26 publications

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“…We write down a system of integral equations for determining the arising contact forces. In the compilation of this system, the same physical assumptions are used as in the case of the attachment of one concentrated mass [14][15][16][17]. The system of integral equations is as follows:…”

Section: Theoretical Researchesmentioning

confidence: 99%

Investigation of the Influence of the Location of the Unified Mass on the Formed Vibrations of a Thin Containing Extended Shell

Sysoev

Dobryshkin

Naing

et al. 2019

MSF

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The operation of a structure of thin-walled open cylindrical shells with high economic efficiency is associated with the phenomenon of oscillations and resonance from the effects of cyclic loads and systems of attached masses. The oscillation processes of such structures are not sufficiently studied at present. The article describes a test bench for testing open thin-walled cylindrical shells hinged on the edges that carry a system of attached masses, and the results of experiments on the nature of a reduced-scale shell model are presented. The attached mass system represents metal cylinders of different masses arranged in a certain sequence on the shell body. The experimental dependence of the change in the frequency spectrum of the shell oscillations on the number, mass, and location of the system of attached masses is obtained. A mathematical model is developed for the behavior of an open thin-walled cylindrical shell with a system of attached masses, consistent with the experimental data for forced vibrations of the shell.

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Section: Theoretical Researchesmentioning

confidence: 99%

Investigation of the Influence of the Location of the Unified Mass on the Formed Vibrations of a Thin Containing Extended Shell

Sysoev

Dobryshkin

Naing

et al. 2019

MSF

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“…Members of the team already have an experience with such approaches, cf. Hautsch et al (2015). It is possible to extend the proposed approach by assuming dependence of N i (τ ) on T i , where one can consider the accident date as an external claim's time.…”

Section: Phase 3 -Number Of Paymentsmentioning

confidence: 99%

“…This research has been further extended by the allowance of the iterative estimation of the highly-parameterized time series models, cf. Hautsch et al (2015). These basic papers allows for further developments in the time-varying concept, while observing changes of the structures over the time.…”

Section: Introductionmentioning

confidence: 99%

Dynamic and granular loss reserving with copulae

Maciak¹,

Okhrin²,

Pešta³

2018

Preprint

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An intensive research sprang up for stochastic methods in insurance during the past years. To meet all future claims rising from policies, it is requisite to quantify the outstanding loss liabilities. Loss reserving methods based on aggregated data from run-off triangles are predominantly used to calculate the claims reserves. Conventional reserving techniques have some disadvantages: loss of information from the policy and the claim's development due to the aggregation, zero or negative cells in the triangle; usually small number of observations in the triangle; only few observations for recent accident years; and sensitivity to the most recent paid claims.To overcome these dilemmas, granular loss reserving methods for individual claim-by-claim data will be derived. Reserves' estimation is a crucial part of the risk valuation process, which is now a front burner in economics. Since there is a growing demand for prediction of total reserves for different types of claims or even multiple lines of business, a time-varying copula framework for granular reserving will be established.

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Studies of modal characteristics aimed at comprehensive validation of a calculation model by the example of a modern vehicle body

Rakhmatov,

Tremyasov,

Likeev

et al. 2023

Trudy NAMI

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Introduction (problem statement and relevance). The article presents calculation and experimental studies of modal characteristics of a motor vehicle body required for comprehensive validation of a finite element model (FEM) according to the criterion of reliability of modal shapes, coordinate criteria of modal reliability and the criterion of reliability by frequency response. Within the study, the papers related to calculation model validation in terms of modal characteristics were analyzed, theoretical calculations of the analytical modal analysis were given, a body FEM was developed, body modal characteristics were studied, experimental studies of characteristics of metals, shock absorbing and acoustic materials used in the calculation model were conducted, and also experimental studies of frequencies and mode of the body natural oscillations were performed. The calculation model validation was performed. The algorithm for the calculation models validation was developed.The purpose of the study is to study vehicle body modal characteristics in order to validate the calculation model.Methodology and research methods. Study of vehicle body modal characteristics. Calculation model validation. Check of experimental study results in terms of frequencies and modes of natural oscillations.Scientific novelty and results. The result of the studies is the developed and validated FEM of a modern vehicle body. The developed algorithm that allows validating the calculation model by the criteria of reliability of modal shapes, coordinate criteria of modal reliability and the criterion of reliability by frequency response. The scientific novelty consists in comprehensive FEM validation based on the vehicle body modal characteristics study. For the first time, the materials characteristics obtained from the experimental studies are used in the course of research and a validation algorithm for calculation models has been developed.Practical significance. The validation algorithm is developed according to which comprehensive FEM validation is performed by the example of a modern vehicle body with the use of modern software packages allowing studying modal characteristics. The research results can be used in scientific, research, educational institutions and manufacturing enterprises specializing in development and production of vehicle bodies for comprehensive FEM validation.

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Efficient Iterative Maximum Likelihood Estimation of High-Parameterized Time Series Models

Cited by 3 publications

References 26 publications

Investigation of the Influence of the Location of the Unified Mass on the Formed Vibrations of a Thin Containing Extended Shell

Investigation of the Influence of the Location of the Unified Mass on the Formed Vibrations of a Thin Containing Extended Shell

Dynamic and granular loss reserving with copulae

Studies of modal characteristics aimed at comprehensive validation of a calculation model by the example of a modern vehicle body

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