Effect Of Skewness Research Articles

Detection of mechanical stress in the steel structure of a bridge crane

A significant negative aspect in the operation of bridge-type cranes are the technical problems associated with wear of the wheels and the crane track, which causes crane skewing. The main causes of crane skewing include unevenness of the crane track, unequal loading of the traction drives depending on the position of the crane trolley, slips and different sizes of travel wheels and combinations of these causes. Firstly, this paper presents a design solution that can be used to detect the magnitude of mechanical stress and deformation of the steel structure of the crane, caused by the effects of skewing. The mechanical stress generated by the transverse forces of the deformed geometric shape of the crane bridge structure is recorded by mechanical stress detectors installed in the inner corners of the crane bridge. The resulting electrical signal from element mechanical voltage detectors, loaded by axial forces, can be used for feedback control of separate crane travel drives controlled by frequency converters. Secondly, this paper presents the calculation of the lateral transverse forces according to CSN 27 0103 and the determination of the values of mechanical stresses of the deformed steel structure of the crane bridge of a two-girder bridge crane using the finite element method in the program MSC.MARC 2019. Finally, this paper presents the structural and strength design of mechanical stress detectors and the conclusions of laboratory tests of axial force loading of mechanical stress detectors on the test equipment. At the same time, it presents records of the measured axial forces acting in the mechanical stress detectors, arising from the deformation and warping of the crane bridge by the known magnitude of the axial force acting on the crossbeam and from the deformation of the crane bridge caused by the crane operating modes.

The effects of skewness on hedging decisions: an application of the skew-normal distribution in WTI and Brent futures

Skewness, as a proxy for extreme risks or losses, deserves more attention from risk management work of portfolio selection and futures hedging. We evaluate the hedging performance of strategies considering the skewness for two major benchmark international crude oil markets, Brent and WTI, with sample period ranging from June 11, 2018, to May 19, 2021. This paper contributes to the literature by accounting for futures basis and the skewness of the hedged portfolio return. Specifically, we first extend the existing literature of Lien (2010), whose study investigated the effect of skewness on optimal production and hedging decisions, to the case of a futures bias existing. Then, we propose minimum-risk hedging models wherein the return of the hedged portfolio return is assumed to follow a skew-normal distribution, which is a generalization of normality assumption. From the empirical results, we find that skewness cannot be ignored, otherwise it will lead to wrong hedging decision. Furthermore, hedging strategies under skew-normal distribution are outperformed than that under the normal distribution assumption. The research results of this paper have important implications for investors and decision makers to hedge the price risk of crude oil in extreme market conditions.

Flexural load-rating of slab-on-girder bridges by nonlinear proxy finite-element analysis

ABSTRACT The proxy finite-element analysis (PFEA) technique is significantly extended to improve its utility and its predictions of bridge ultimate capacity are verified. Refinements and extensions to the method include a substantial reduction in up-front computational effort, explicit consideration of the effects of skewness on bridge behavior, and expansion of the technique’s mechanics formulation to include the effects of prestressing. PFEA’s prediction of ultimate flexural capacity is verified by simulating the capacity of a previously conducted, full-scale destructive test of a prestressed concrete girder bridge with good prediction of recorded load-deflection data. Live-load testing (LLT) of five, skewed, reinforced concrete bridges is described. The tested bridges are then load-rated by PFEA, leading to average increase in rating factor exceeding 120%, as compared with an average increase of 34.9% with LLT. This demonstrates that PFEA’s consideration of material nonlinearity leads to larger increases in predicted capacity while retaining the conservative assumptions required by design and analysis codes. Practical usage and implementation of PFEA are addressed, including application to ratings and permitting.

Effect of surface wave skewness on near-bed sediment transport velocity

The paper presents a two-dimensional model, based on the Lagrangian description of sand grain dynamics, for the estimation of mean velocities of sediment particles driven by the oscillatory motion of water generated by non-linear gravitational surface waves of the Stokes type. The model was verified against experimental results obtained in a wave flume, by comparing its predictions with the sediment velocities measured by applying a PIV (particle image velocimetry) technique. The model was used to calculate near-bed sediment transport velocities generated by surface waves of the parameters encountered in real sea conditions, with the purpose to investigate the effect of the wave velocity skewness on the near-bed sediment net transport rates. The results of numerical simulations, carried out for a range of wave parameters and sand grain sizes, showed that normalized sediment transport velocities vary approximately linearly with an index defining the wave skewness, and are practically independent of sediment grain diameters. Based on the laboratory measurements, also approximate formulae relating a bed ripple asymmetry index with the surface wave skewness index were derived.

Method development for optimizing analysis of ignitable liquid residues using flow-modulated comprehensive two-dimensional gas chromatography

The abundance and composition of matrix compounds in fire debris samples undergoing ignitable liquid residue analysis frequently leads to inconclusive results, which can be diminished by applying comprehensive two-dimensional gas chromatography (GC × GC). Method development must be undertaken to fully utilize the potential of GC × GC by maximizing separation space and resolution.. The three main areas to consider for method development are column selection, modulator settings and parameter optimization. Seven column combinations with different stationary phase chemistry, column dimensions and orthogonality were assessed for suitability based on target compound selectivity, retention, resolution, and peak shapes, as well as overall peak capacity and area use. Using Box-Behnken design of experimentation (DoE), the effect of modulator settings such as flow ratio and loop fill capacity were evaluated using carbon loading potential, dilution effect, as well as target peak amplitude and skewing effect. The run parameters explored for parameter optimization were oven programming, inlet pressure (column flow rate), and modulation period. Comparing DoE approaches, Box-Behnken and Doehlert designs assessed sensitivity, selectivity, peak capacity, and wraparound; alongside target peak retention, resolution, and shape evaluation. Certified reference standards and simulated wildfire debris were used for method development and verification, and wildfire debris case samples scrutinized for method validation. The final method employed a low polarity column (5% diphenyl) coupled to a semi-polar column (50% diphenyl) and resulted in an average Separation Number (SN) exceeding 1 in both dimensions after optimization. Separation Numbers of 18.16 for first and 1.46 for second dimension without wraparound for compounds with at least four aromatic rings signified successful separation of all target compounds from varied matrix compositions and allowed for easy visual comparison of extracted ion profiles. Mass spectrometry (MS) was required during validation to differentiate ions where no baseline separation between target compounds and extraneous matrix compounds was possible. The resulting method was evaluated against ASTM E1618 and found to be an ideal routine analysis method providing great resolution of target compounds from interferences and excellent potential for ILR classification within a complex sample matrix.

Can skewness predict CNY-CNH spread?

This paper aims to explore the predictive ability of skewness on CNY-CNH spread. We first prove positive effect of skewness with and without control variables under in-sample analysis. We further demonstrate the predictive power of skewness exists in the out-of-sample forecasts. This predictability becomes stronger when using longer skewness calculation windows but tends to decline at longer forecast horizon. And it is also robust even though adopting different measures of skewness and changing time horizons. Moreover, this predictability is realized through driving the changes in market liquidity. Our study illustrates skewness carries useful information for predicting CNY-CNH spread.

Effects of Sweep, Dihedral and Skew on Aerodynamic Performance of Low-Pressure Axial Fans With Small Hub-to-Tip Diameter Ratio

Abstract Axial fans with a small hub-to-tip diameter ratio are used in many branches of industry. Optimization of their aerodynamic performance is important, for which using sweep, dihedral, and skew of the blades' stacking line form an important method. Investigations on axial fans with medium to high hub-to-tip diameter ratio have shown that forward sweep of blades can give an improved aerodynamic performance, especially the total-to-total efficiency. However, only a few studies for fans with a small hub-to-tip diameter ratio have been reported. For such fans, extensive regions of backflow are present behind the fan near the hub. Based on a validated computational fluid dynamics simulation method, the effects of a sweep, dihedral and skew in axial and circumferential directions (in forward and backward direction) on the aerodynamic performance of small hub-to-tip ratio fans are investigated, with a linear stacking line. Current results show that forward sweep and circumferential skew are beneficial for higher total-to-total efficiency and that higher total-to-static efficiency can be obtained by forward dihedral and axial skew. The backward shape variety generally gives negative aerodynamic effects. Forward sweep and circumferential skew shorten the radial migration path, but more flow separation is present near the hub. With forward dihedral and axial skew, the backflow region is reduced in size and axial extent, but a more significant hub corner stall region is found. The pressure reduction due to sweep and dihedral is more limited than what could be expected from wing aerodynamics.

Magnetic skew interface in five-phase ferrite assisted synchronous reluctance motor model

Permanent Magnet Assisted Five-Phase Synchronous Machine is analytically modeled in the rotating (dq1dq3) reference frames. The cross saturation and space harmonics are captured in the magnetic flux maps obtained from static 2D finite element (FE) analysis. In this paper, a method to incorporate the skewing effect in the flux map distribution for the first and third harmonic is presented. The original flux for one motor segment is used to calculate fluxes of the first and third planes in the consecutive skewing segments. Respective rotator operators allow to sum the contribution from axial slice and shift the resulting map to the desired zero reference position. Eventually, a dynamic model is established on the new corrected flux maps. FE and experimental validations have been performed to confirm the authenticity of the proposed technique.

Parametric Study on the Applicability of AASHTO LRFD for Simply Supported Reinforced Concrete Skewed Slab Bridges

Simplified code provisions can be used for the analysis and design of straight slab bridges. However, several studies question the appropriateness of simplified procedures for skewed geometries. This paper provides practical insights to the designer regarding the effects of skewness in reinforced concrete slab bridges by evaluating how simplified and more refined analysis procedures impact the design magnitudes and resulting reinforcement layouts. The methods used for this study are analytical and numerical case studies. Eighty case study slab bridges with varying lengths, widths, and skew angles are subjected to the AASHTO HL-93 loading. Then, the governing moments and shear forces are determined using the AASHTO LRFD simplified procedures with hand calculations, and using linear finite element analysis (LFEA). Afterwards, the reinforcement is designed according to the AASHTO LRFD design provisions. From these case studies, it is found through the LFEA that increasing skew angles result in decreasing amounts of longitudinal reinforcement and increasing amounts of transverse flexural reinforcement. Comparing the reinforcement layouts using AASHTO LRFD-based hand calculations and LFEA, we find that using LFEA reduces the total weight of steel reinforcement needed. Moreover, as the skew increases, LFEA captures increased shear forces at the obtuse corner that AASHTO LRFD does not. In conclusion, it is preferable to design the reinforcement of skewed reinforced concrete slab bridges using LFEA instead of hand calculations based on AASHTO LRFD for cost reduction and safety in terms of shear resistance in the obtuse corners.

Transformed Fay-Herriot model with measurement error in covariates

Statistical agencies are often asked to produce small area estimates (SAEs) for positively skewed variables. When domain sample sizes are too small to support direct estimators, effects of skewness of the response variable can be large. As such, it is important to appropriately account for the distribution of the response variable given available auxiliary information. Motivated by this issue and in order to stabilize the skewness and achieve normality in the response variable, we propose an area-level log-measurement error model on the response variable. Then, under our proposed modeling framework, we derive an empirical Bayes (EB) predictor of positive small area quantities subject to the covariates containing measurement error. We propose a corresponding mean squared prediction error (MSPE) of EB predictor using both a jackknife and a bootstrap method. We show that the order of the bias is where m is the number of small areas. Finally, we investigate the performance of our methodology using both design-based and model-based simulation studies.

A Complete and Fast Analysis Procedure for Three-Phase Induction Motors Using Finite Element, Considering Skewing and Iron Losses

This paper deals with a complete finite-element analysis procedure for squirrel cage induction motors, including the presence of skewing and the iron losses evaluation. The machine is analyzed performing only magneto-static finite element analyses. Saturation phenomena are carefully considered in any operating condition, avoiding long time-stepping analyses. The synergy between analytical and finite element model leads to a rapid and precise estimation of the rotor induced current, saving computational time. Furthermore, the procedure proposed in this paper allows the motor performance to be directly derived, without the preliminary knowledge of the machine equivalent circuit. In order to complete the analysis, skewing effect is included, using the 2-D multi-slice technique, based on static simulations. Experimental tests are carried out and reported in order to verify analysis results.

Effects of velocity skewness on the linear stability of the oscillatory Stokes layer

The effects of velocity skewness on the oscillating Stokes layer are investigated. Linear stability characteristics for the family of velocity-skewed time-periodic flows are determined using Floquet theory. Neutral stability curves and critical parameter settings for instability and the structure of the eigenfunctions are presented. Velocity skewness establishes a stabilizing effect and increases the critical Reynolds number for the onset of linear instability to larger values than that found in the non-skewed Stokes layer. Solutions indicate that disturbances develop in the direction that the wall velocity achieves a maximum absolute value.

A Numerical Study of Onshore Ripple Migration Using a Eulerian Two‐phase Model

AbstractA new modeling methodology for ripple dynamics driven by oscillatory flows using a Eulerian two‐phase flow approach is presented in order to bridge the research gap between near‐bed sediment transport via ripple migration and suspended load transport dictated by ripple induced vortices. Reynolds‐averaged Eulerian two‐phase equations for fluid phase and sediment phase are solved in a two‐dimensional vertical domain with a k‐ε closure for flow turbulence and particle stresses closures for short‐lived collision and enduring contact. The model can resolve full profiles of sediment transport without making conventional near‐bed load and suspended load assumptions. The model is validated with an oscillating tunnel experiment of orbital ripple driven by a Stokes second‐order (onshore velocity skewed) oscillatory flow with a good agreement in the flow velocity and sediment concentration. Although the suspended sediment concentration far from the ripple in the dilute region was underpredicted by the present model, the model predicts an onshore ripple migration rate that is in very good agreement with the measured value. Another orbital ripple case driven by symmetric sinusoidal oscillatory flow is also conducted to contrast the effect of velocity skewness. The model is able to capture a net offshore‐directed suspended load transport flux due to the asymmetric primary vortex consistent with laboratory observation. More importantly, the model can resolve the asymmetry of onshore‐directed near‐bed sediment flux associated with more intense boundary layer flow speed‐up during onshore flow cycle and sediment avalanching near the lee ripple flank which force the onshore ripple migration.

Scale mixture of skew-normal linear mixed models with within-subject serial dependence.

In longitudinal studies, repeated measures are collected over time and hence they tend to be serially correlated. These studies are commonly analyzed using linear mixed models (LMMs), and in this article we consider an extension of the skew-normal/independent LMM, where the error term has a dependence structure, such as damped exponential correlation or autoregressive correlation of order p. The proposed model provides flexibility in capturing the effects of skewness and heavy tails simultaneously when continuous repeated measures are serially correlated. For this robust model, we present an efficient EM-type algorithm for parameters estimation via maximum likelihood and the observed information matrix is derived analytically to account for standard errors. The methodology is illustrated through an application to schizophrenia data and some simulation studies. The proposed algorithm and methods are implemented in the new R package skewlmm.

Computation of design forces and deflection in skew-curved box-girder bridges

The analysis of simply supported single-cell skew-curved reinforced concrete (RC) box-girder bridges is carried out using a finite element based CsiBridge software. The behaviour of skew-curved box-girder bridges can not be anticipated simply by superimposing the individual effects of skewness and curvature, so it becomes important to examine the behaviour of such bridges considering the combined effects of skewness and curvature. A comprehensive parametric study is performed wherein the combined influence of the skew and curve angles is considered to determine the maximum bending moment, maximum shear force, maximum torsional moment and maximum vertical deflection of the bridge girders. The skew angle is varied from 0o to 60o at an interval of 10o, and the curve angle is varied from 0o to 60o at an interval of 12o. The scantly available literature on such bridges focuses mainly on the analysis of skew-curved bridges under dead and point loads. But, the effects of actual loadings may be different, thus, it is considered in the present study. It is found that the performance of these bridges having more curvature can be improved by introducing the skewness. Finally, several equations are deduced in the non-dimensional form for estimating the forces and deflection in the girders of simply supported skew-curved RC box-girder bridges, based upon the results of the straight one. The developed equations may be helpful to the designers in proportioning, analysing, and designing such bridges, as the correlation coefficient is about 0.99.

Pricing Implications of Noise

We study the interaction of noisy demand and skewed asset payoffs. In our model, price as a function of quantities is convex in a neighborhood around zero if and only if skewness is positive. The combination of convexity and noise produces the idiosyncratic skewness effect--a documented negative relationship between an asset's idiosyncratic skewness and its expected return. We further offer an explanation for the idiosyncratic volatility puzzle. Finally, our theory predicts that higher idiosyncratic skewness strengthens the idiosyncratic volatility effect (and vice versa). We find support for this prediction in the cross section of stock returns.

Investigation of the effects of skewness Rsk and kurtosis Rku on tribological behavior in a pin-on-disc test of surfaces machined by conventional milling and turning processes

Friction and wear are influenced by the surface conditions of the material, since there is deformation, segregation, generation of oxide films, among others. Roughness is an important characteristic in tribological studies, where the parameters of skewness and kurtosis have greater influence than the conventional parameters Ra and Rq. This study is aimed to investigate the influence of the parameters of skewness Rsk and Rku kurtosis on the surface of the USI AR 360 steel machining by the milling and turning processes in the pin-on-disc sliding wear test. Results showed that surfaces with the same Ra and Rq could be distinguished by the skewness parameter. Different behaviors were observed in the analysis of friction curves, where the skewness effect showed a tendency to reduce the friction coefficient. It was also observed that the feed marks orientation in relation to the sliding direction can influence the tribological behavior of the surfaces.

Characteristics of Sediment at Littoral Zone of Anoi Itam Beach (Eastern Weh Island, Indonesia) Based on Seasonal Changes

Anoi Itam Beach (AIB), located in the eastern part of Weh Island, has the sediment characteristic of dark-sand color. Climatologically, the beach is influenced by two seasons, i.e., south-west (SW) monsoon and northeast (NE) monsoon. Sediment data are collected in the upper and lower littoral zones that are divided into six stations alongshore. Data were collected on October 2016 and April 2017, representing post (SW) monsoon and post-NE monsoon events. To examine the effect of seasonal, sediments statistics, e.g., mean, sorting, skewness, and kurtosis, have been calculated. AIB was characterized as well sorted to poorly sorted sediment. Sediments were identified as mesokurtic in October, varied to leptokurtic and platikurtic in upper littoral and lower littoral, respectively, in April. Grain size in both upper and lower littoral had increased from October to April. The impact on sediment sortation was minor due to the seasonal difference. Sediments in the upper littoral vary slightly skewed than lower littoral, which response to a more positively skewed during seasonal change from SW-monsoon to NE monsoon. The results suggested that lower littoral provide high variability of sediment characteristics depend on the season.

Effects of surface skewness on local shear stresses, biofilm activity, and microbial communities for wastewater treatment

This study’s objective was to assess attachment surface skewness (asymmetric surface height variation) effects on biofilm development. 3D printed molds were used to create surfaces with 300 μm features to provide opposite skewness but identical roughness values. Surfaces with negative skewness had consistently greater nitrite oxidation and biomass growth than other surfaces during biofilm development when studied in annular bioreactor systems. CFD modelling predicted local shear stress differences that could explain experimental results. 16 s rRNA gene amplicon sequencing revealed population differences, including relatively high Acinetobacter and Terrimonas fractions on the negative skew surfaces, and PCoA analyses indicated the flat surface populations diverged from the skew surfaces by the study’s end. The results suggest skewness is particularly important in systems where biofilms have not overgrown surface features, as in system startup, thin biofilms, and shorter time frame studies, which includes much previous microbial attachment research.

Sample size calculation based on discrete Weibull and zero-inflated discrete Weibull regression models

In this paper, we present a sample size determination for count data based on discrete Weibull and zero-inflated discrete Weibull regression models. The discrete Weibull regression can be used under various dispersion of count data, but its attractive feature is not sufficiently revealed. Discrete Weibull regression has a desirable feature in that it can be used for both over and under dispersed data, and thus a researcher can use a unified model with having low risk of failing to cope with the dispersion type of the data. Although the sample size calculation for Poisson, negative binomial regression has been previously introduced in many papers, there is no study that deals with discrete Weibull or zero-inflated discrete Weibull regression. We modified the method by Channouf, Fredette, and MacGibbon (2014) to calculate the required sample size for the two models. By using these two models, one can incorporate the effect of skewness, dispersion type and zero-inflated structure of the data when calculating the required sample size. Through the simulation studies, it was shown that our proposed sample size calculation method gives accurate results and also sample size is affected by the skewness of the distribution, covariance structure of covariates and amount of zeros. For illustration of our methods, the hospital length of stay study was used.