The study shows the factors affecting rain precipitation, general
rate and annual, monthly and daily changes by calculating the
standard deviation and the annual fluctuation. The standard
deviation from the general average shows large values in th
e
stations located in the north of the study area. Stations in the
center and south, because of the nature of the dry climate, as well
as that the increase in the number of rainy days does not
necessarily mean an increase in the amount of precipitation, and a
difference in the amount of rainfall from one station to another
because of the difference in climatic factors affecting them .
In this paper, a problem of ride comfort enhancement in a moving
vehicle was introduced and controlled by damping force to deduce
vibration caused by road profile. Sliding mode control was used to
give the damping force in two degree of freedom su
spension
system. A mechanic model of suspension system was given,
dampers and springs were used for passive damping to reduce
chattering and sliding mode control for semi-active control with
proposed method by using supervised fuzzy logic control for
chattering decreasing was designed.
A simulation with the given initial conditions was designed using
Matlab/Simulink. By computing of root mean square error we got
that the proposed method gave the best responses with the smallest
chattering compared with traditional mechanical damping and
sliding mode control. All results plotted using Matlab/Simulink.
This paper aims to check whether the index (DWX) of Damascus Stock Exchange (DSE) is characterized by some of the stylized facts of most of the international and Arab stock markets, as: Volatility Clustering, Reversion to the Mean, and the Leverage E
ffect. The GARCH and EGARCH models were applied using the returns series of DWX for a period from 31/12/2009 till 16/4/2013.
The findings showed that DSE is characterized by: Volatility Clustering, meaning that large volatility today will be followed by large volatility tomorrow, Leverage Effect, meaning that volatility tends to rise more after a negative shock that a positive one, But the DWX is not characterized by the reversion to the mean process, due the explosive volatility of the index.
