• Title/Summary/Keyword: 변동성 분석

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Evaluation of Short and Long-Term Modal Parameters of a Cable-Stayed Bridge Based on Operational Modal Analysis (운용모드해석에 기반한 사장교의 장단기 동특성 평가)

  • Park, Jong-Chil
    • Journal of the Korea institute for structural maintenance and inspection
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    • v.26 no.4
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    • pp.20-29
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    • 2022
  • The operational modal analysis (OMA) technique, which extracts the modal parameters of a structural system using ambient vibrations, has been actively developed as a field of structural health monitoring of cable-supported bridges. In this paper, the short and long-term modal parameters of a cable-stayed bridge were evaluated using the acceleration data obtained from the two ambient vibration tests (AVTs) and three years of continuous measurements. A total of 27 vertical modes and 1 lateral mode in the range 0.1 ~ 2.5 Hz were extracted from the high-resolution AVTs which were conducted in the 6th and 19th years after its completion. Existing OMA methods such as Peak-Picking (PP), Eigensystem Realization Algorithm with Data Correlation (ERADC), Frequency Domain Decomposition (FDD) and Time Domain Decomposition (TDD) were applied for modal parameters extraction, and it was confirmed that there was no significant difference between the applied methods. From the correlation analysis between long-term natural frequencies and environmental factors, it was confirmed that temperature change is the dominant factor influencing natural frequency fluctuations. It was revealed that the decreased natural frequencies of the bridge were not due to changes in structural performance and integrity, but to the environmental effects caused by the temperature difference between the two AVTs. In addition, when the TDD technique is applied, the accuracy of extracted mode shapes is improved by adding a proposed algorithm that normalizes the sequence so that the autocorrelations at zero lag equal 1.

Study on Optimum Mixture Design for Service Life of RC Structure subjected to Chloride Attack - Genetic Algorithm Application (염해에 노출된 콘크리트의 내구수명 확보를 위한 최적 배합 도출에 대한 연구 - 유전자 알고리즘의 적용)

  • Kwon, Seung-Jun;Lee, Sung Chil
    • KSCE Journal of Civil and Environmental Engineering Research
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    • v.30 no.5A
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    • pp.433-442
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    • 2010
  • A control of chloride diffusion coefficient is very essential for service life of reinforced concrete (RC) structures exposed to chloride attack so that much studies have been focused on this work. The purpose of this study is to derive the intended diffusion coefficient which satisfies intended service life and propose a technique for optimum concrete mixture through genetic algorithm(GA). For this study, 30 data with mixture proportions and related diffusion coefficients are analyzed. Utilizing 27 data, fitness function for diffusion coefficient is obtained with variables of water to binder ratio(W/B), weight of cement, mineral admixture(slag, flay ash, and silica fume), sand, and coarse aggregate. 3 data are used for verification of the results from GA. Average error from fitness function is observed to 18.7% for 27 data for diffusion coefficient with 16.0% of coefficient of variance. For the verification using 3 data, a range of error for mixture proportions through GA is evaluated to 0.3~9.3% in 3 given diffusion coefficients. Assuming the durability design parameters like intended service life, cover depth, surface chloride content, and replacement ratio of mineral admixture, target diffusion coefficient, where exterior conditions like relative humidity(R.H.) and temperature, is derived and optimum design mixtures for concrete are proposed. In this paper, applicability of GA is attempted for durability mixture design and the proposed technique would be improved with enhancement of comprehensive data set including wider range of diffusion coefficients.

Environmental Studies in the Lower Part of the Han River Vl. The Statistical Analysis of Eutrophication Factors (한강 하류의 환경학적 연구 Vl. 부영양 요인의 통계적 해석)

  • Jung, Seung-Won;Hue, Hoi-Kwon;Lee, Jin-Hwan
    • Korean Journal of Ecology and Environment
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    • v.37 no.1 s.106
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    • pp.78-86
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    • 2004
  • In order to reveal the relationship between the concentration of chlorophyll- a and the environmental factors affecting eutrophication, the present study was biweekly conducted at G stations in the lower part of the Han river during the period from Feb. 24,2001 to Feb. 9,2002. Water temperature was changed from $0.5^{\circ}C$ to $26.4^{\circ}C$, pH was 5.77${\sim}$8.99, DO 3.15${\sim}$14,36 mg $L^{-1}$, BOD 0.90${\sim}$7.45 mg $L^{-1}$, and COD 1.16${\sim}$9.13 mg $L^{-1}$. TN and TP were ranged from 1.68${\sim}$20.96 mg $L^{-1}$, and 0.02 ${\sim}$ 1.17 mg $L^{-1}$, respectively. $NH_4\;^+$-N, $NO_3\;^-$-N, and $PO_4\;^{3-}$-P were ranged from 0.56${\sim}$3.60 mg $L^{-1}$, 0.03${\sim}$7.29 mg $L^{-1}$, and 0.002${\sim}$0.754 mg $L^{-1}$. Chlorophyll- a was extensively changed from 2.29 ${\mu}g\;L^{-1}$ to 136.28 ${\mu}g\;L^{-1}$ by month and stations. Results of nutrients indicated the eutrophic level in this area and water quality was the gradual worsening in the lower stations than those of upper stations during the period studied. The Pearson correlation analysis between the concentration of chlorophyll- a and the environmental factors indicated that BOD, COD, pH, $NH_4\;^+$-N, TP, TN, conductivity and $PO_4\;^{3-}$-P were positive correlation, but $NO_3\;^-$-N was negative. The environmental factors investigated using the principal component method could be triparted. The first factor group included conductivity, BOD, COD, TN, TP, $NH_4\;^+$-N, $PO_4\;^{3-}$-P and SS, the second WT and DO, and the third pH and $NO_3\;^-$-N. Using the stepwise regression analysis, chlorophyll- a was under the influence of conductivity, $PO_4\;^{3-}$-P, $>NO_3\;^-$-N and $NH_4\;^+$-N Chlorophyll-a = 0.3661 ${\times}$ (Conductivity) - 0.3592 ${\times}$ ($PO_4\;^{3-}$-P) - 0.3449 ${\times}$ ($NO_3\;^-$-N)+0.4362 ${\times}$ ($NH_4\;^+$-N.

Temporal Dynamics of Water Quality in Junam Reservoir, as a Nest of Migratory Birds (철새도래지인 주남저수지의 계절적 수질변동)

  • Lee, Eui-Haeng;An, Kwang-Guk
    • Korean Journal of Ecology and Environment
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    • v.42 no.1
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    • pp.9-18
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    • 2009
  • The objectives of this study were to evaluate seasonal and interannual variations of water quality and nutrient input (N, P) in Junam Reservoir, a nesting waterbody of migratory birds, over 10 years during 1998$\sim$2007 along with dynamic relations of trophic parameters using empirical models. Concentrations of COD averaged 7.8 mg $L^{-1}$ during the study, while TN and TP were $1.4\;mg\;L^{-1}$ and $83{\mu}g\;L^{-1}$, respectively, indicating an eutrophic-hypereutrophic state. Values of monthly COD had strong positive relations (r=0.669, p<0.001) with conductivity, indicating that summer rainfall resulted in an ionic dilution of the reservoir water by rainwater and contributed better water quality. One-way ANOVA tests showed significant differences (F=$5.2{\sim}12.9$, p<0.05) in TN and TP between the before and after the bird migration. In other words, nutrient levels were greater in the absence of migratory birds than in the presence of the migratory birds, suggesting a no-effect on nutrient inputs by the birds. Also, one-way ANOVA indicated no significant differences (F=$0.37{\sim}0.48$, p>0.05) in $NO_{3^-}N$ and $NH_{3^-}N$ between the before and after the birds migration. Linear empirical models using trophic parameters showed that algal biomass as CHL, had significant low correlations with TN ($R^2$=0.143, p<0.001, n=119) and TP ($R^2$=0.192, p<0.001, n=119). These results suggest that influences of nutrients on the CHL were evident, but the effect was weak. This fact was supported by analysis of Trophic State Index Deviation (TSID). Over 70% in the observed values of "TSI (CHL)-TSI (SD)" and "TSI (CHL)-TSI (TP)" were less than zero, suggesting a light limitation on the CHL by inorganic suspended solids.

Development of a Stock Trading System Using M & W Wave Patterns and Genetic Algorithms (M&W 파동 패턴과 유전자 알고리즘을 이용한 주식 매매 시스템 개발)

  • Yang, Hoonseok;Kim, Sunwoong;Choi, Heung Sik
    • Journal of Intelligence and Information Systems
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    • v.25 no.1
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    • pp.63-83
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    • 2019
  • Investors prefer to look for trading points based on the graph shown in the chart rather than complex analysis, such as corporate intrinsic value analysis and technical auxiliary index analysis. However, the pattern analysis technique is difficult and computerized less than the needs of users. In recent years, there have been many cases of studying stock price patterns using various machine learning techniques including neural networks in the field of artificial intelligence(AI). In particular, the development of IT technology has made it easier to analyze a huge number of chart data to find patterns that can predict stock prices. Although short-term forecasting power of prices has increased in terms of performance so far, long-term forecasting power is limited and is used in short-term trading rather than long-term investment. Other studies have focused on mechanically and accurately identifying patterns that were not recognized by past technology, but it can be vulnerable in practical areas because it is a separate matter whether the patterns found are suitable for trading. When they find a meaningful pattern, they find a point that matches the pattern. They then measure their performance after n days, assuming that they have bought at that point in time. Since this approach is to calculate virtual revenues, there can be many disparities with reality. The existing research method tries to find a pattern with stock price prediction power, but this study proposes to define the patterns first and to trade when the pattern with high success probability appears. The M & W wave pattern published by Merrill(1980) is simple because we can distinguish it by five turning points. Despite the report that some patterns have price predictability, there were no performance reports used in the actual market. The simplicity of a pattern consisting of five turning points has the advantage of reducing the cost of increasing pattern recognition accuracy. In this study, 16 patterns of up conversion and 16 patterns of down conversion are reclassified into ten groups so that they can be easily implemented by the system. Only one pattern with high success rate per group is selected for trading. Patterns that had a high probability of success in the past are likely to succeed in the future. So we trade when such a pattern occurs. It is a real situation because it is measured assuming that both the buy and sell have been executed. We tested three ways to calculate the turning point. The first method, the minimum change rate zig-zag method, removes price movements below a certain percentage and calculates the vertex. In the second method, high-low line zig-zag, the high price that meets the n-day high price line is calculated at the peak price, and the low price that meets the n-day low price line is calculated at the valley price. In the third method, the swing wave method, the high price in the center higher than n high prices on the left and right is calculated as the peak price. If the central low price is lower than the n low price on the left and right, it is calculated as valley price. The swing wave method was superior to the other methods in the test results. It is interpreted that the transaction after checking the completion of the pattern is more effective than the transaction in the unfinished state of the pattern. Genetic algorithms(GA) were the most suitable solution, although it was virtually impossible to find patterns with high success rates because the number of cases was too large in this simulation. We also performed the simulation using the Walk-forward Analysis(WFA) method, which tests the test section and the application section separately. So we were able to respond appropriately to market changes. In this study, we optimize the stock portfolio because there is a risk of over-optimized if we implement the variable optimality for each individual stock. Therefore, we selected the number of constituent stocks as 20 to increase the effect of diversified investment while avoiding optimization. We tested the KOSPI market by dividing it into six categories. In the results, the portfolio of small cap stock was the most successful and the high vol stock portfolio was the second best. This shows that patterns need to have some price volatility in order for patterns to be shaped, but volatility is not the best.

A Study on the Cross Hedge Performance of KOSPI 200 Stock Index Futures (코스피 200 주가지수선물을 이용한 교차헤지 (cross-hedge))

  • Hong, Chung-Hyo;Moon, Gyu-Hyun
    • The Korean Journal of Financial Management
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    • v.23 no.1
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    • pp.243-266
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    • 2006
  • This paper tests cross hedging performance of the KOSPI 200 stock index futures to hedge the downside risk of the KOSPI, KOSPI 200 and KOSDAQ50 spot market. For this purpose we introduce the minimum variance hedge model, bivariate GARCH(1,1) and EGARCH(1,1) model as hedge models. The main results are as follows; First, we find that the direct hedge performance of KOSPI 200 index futures is better than those of indirect hedge performance. second, in case or cross hedge performance the hedge effect of KOSPI 200 stock index futures market against KOSPI 200 stock index spot market is relatively better than those of KOSPI 200 index futures against KOSPI and KOSDAQ spot position. Third, for the out-sample, hedging effectiveness of the risk-minimization with constant hedge ratios is higher than those of the time varying bivariate GARCH(1,1) and EGARCH(1,1) model. In conclusion, investors are encouraged to use simple risk-minimization model rather than the time varying hedge models like GARCH and EGARCH model to hedge the position of the Korean stock index cash markets.

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Simultaneous Determination of Carbohydrates and Organic Acids in Various Cultured Dairy Foods by High-Performance Liquid Chromatography: A Preliminary Study (다양한 낙농 발효유제품에서 HPLC를 이용하여 탄수화물과 유기산의 동시 검출에 관한 연구)

  • Kim, Dong-Hyeon;Hwang, Dae-Geun;Chon, Jung-Whan;Kim, Hyunsook;Kim, Hong-Seok;Song, Kwang-Young;Yim, Jin-Hyuk;Kim, Young-Ji;Kang, Il-Byung;Lee, Soo-Kyung;Seo, Kun-Ho
    • Journal of Dairy Science and Biotechnology
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    • v.33 no.4
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    • pp.263-269
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    • 2015
  • Various carbohydrates (lactose, glucose, and fructose), lactic acid, uric acid, and acetoin were separated on a ZORBAX Carbohydrate Analysis column using the Agilent 1200 HPLC ChemStation$^{TM}$, and were identified according to retention times with 325 Dual Wavelength UV-Vis Detector and Refractive Index Detector with 0.013 N $H_2SO_4$ at a flow rate of 0.8 mL/min. In addition, the lactase activity of four commercial probiotic lactic acid bacteria during 6-hour incubation was determined using a high-performance liquid chromatography (HPLC) method. Among the tested samples, Bifidobacterium animalis subsp. lactis showed the greatest lactase activity, followed by Lactobacillus rhamnosus and Lactobacillus casei, with Streptococcus salivarius subsp. thermophilus showing the lowest activity. Therefore, this HPLC technique shows potential for evaluating the fermentation processes of probiotic lactic acid bacteria and could simultaneously confirm the degree of ripening in various fermented dairy foods within only a half hour.

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Long-term (2002~2017) Eutropication Characteristics, Empirical Model Analysis in Hapcheon Reservoir, and the Spatio-temporal Variabilities Depending on the Intensity of the Monsoon (합천호의 장기간 (2002~2017) 부영양화 특성, 경험적 모델 분석 및 몬순강도에 따른 시공간적 이화학적 수질 변이)

  • Kang, Yu-Jin;Lee, Sang- Jae;An, Kwang-Guk
    • Korean Journal of Environment and Ecology
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    • v.33 no.5
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    • pp.605-619
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    • 2019
  • The objective of this study was to analyze eutrophication characteristics, empirical model analysis, and variation of water quality according to monsoon intensity in Hapcheon Reservoir for 16 years from 2002 to 2017. Long-term annual water quality analysis showed that Hapcheon Reservoir was in a meso-nutrition to eutrophic condition, and the eutrophic state intensified after the summer monsoon. Annual rainfall volume (high vs. low rainfall) and the seasonal intensity in each year were the key factors that regulate the long-term water quality variation provided that there is no significant change of the point- and non-point source in the watershed. Dry years and wet years showed significant differences in the concentrations of TP, TN, BOD, and conductivity, indicating that precipitation had the most direct influence on nutrients and organic matter dynamics. Nutrient indicators (TP, TN), organic pollution indicators (BOD, COD), total suspended solids, and chlorophyll-a (Chl-a), which was an estimator of primary productivity, had significant positive relations (p<0.05) with precipitation. The Chl-a concentration, which is an indicator of green algae, was highly correlated with TP, TN, and BOD, which differed from other lakes that showed the lower Chl-a concentration when nutrients increased excessively. Empirical model analysis of log-transformed TN, TP, and Chl-a indicated that the Chl-a concentration was linearly regulated by phosphorus concentration, but not by nitrogen concentration. Spatial regression analysis of the riverine, transition, and lacustrine zones of $log_{10}TN$, $log_{10}TP$, and $log_{10}CHL$ showed that TN and Chl-a had significant relations (p<0.005) while TN and Chl-a had p > 0.05, indicating that phosphorus had a key role in the algal growth. Moreover, the higher correlation of both $log_{10}TP$ and $log_{10}TN$ to $log_{10}CHL$ in the riverine zone than the lacustrine zone indicated that there was little impact of inorganic suspended solids on the light limitation in the riverine zone.

Studies on the Estimation of K2O Requirement for rice through the Chemical Test Data of Paddy Top Soil (화학분석(化學分析)을 통(通)한 수도(水稻)의 가리적량(加里適量) 추정(推定)에 관한 연구(硏究))

  • Kim, Moon Kyu
    • Korean Journal of Agricultural Science
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    • v.2 no.1
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    • pp.61-100
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    • 1975
  • This study has been made to find out the possibilty of successfully using the following $K_2O$ recommended equation $K_2O\;kg/10a=(Ko/\sqrt{Ca+Mg}-Ks/\sqrt{Ca+Mg})sqrt{Ca+Mg}.\;47.\;B\;D$. where $Ko/sqrt{Ca+Mg}=0.03518+0.0007658\;Sio_2/O.M$. $K_Ssqrt{Ca+Mg}$=Exchangeable K me/100g/$\sqrt{Total\;soluble(Ca+Mg)me/100g\;in\;Soil}$ B. D. =Bulk density of top soil, when the dose of Nitrogen for rice is estimated from the following equation: $N\;kg/10a=(4.2+0.096\;SiO_2/O.M).F$ where $F=0.907+0.263x-0.013x^2$ $SiO_2/O.M=(available\;SiO_2=ppm)/(organic\;matter\;%)$in soil For this. two field experiments. one in sandy and the other in clay paddy soil. have been conducted using 3 levels of wollastonite (0, 500, 100kg/10a) as main treatments; 3 levels of $K_2O$ application were used as sub-plots. These were as follows : (1) 8kg of $K_2O$/10a regardless of the K activity-$K/\sqrt{Ca+Mg}$; (2) kg of $K_2O$/10a estimated from the above equation. and (3) same as (2) above plus additional 30% of $K_2O$. The dose of N kg/ 10a was determined from the above equation based on the value of $SiO_2$/O.M. ratio in each treatment. There were three replications. The leading variety of rice in Chung Chong Nam Do area. Akibare (introduced from Japan) was used. The data obtained. through soil and plant analysis and growth and yield observations. have been throughly examined to attain the following summarized conclusions. 1. The nitrogen dose. estimated from the above equation. was in excess for optimum growth of the rice variety Akibare; indicating the necessity of modification onthe value of "F" or the constants in the equation. The concept of using $SiO_2$/O.M. in the equation was shown to be applicable. 2. The dose of potash. estimated from the respective equation given above. also was in excess of the rice requirements indicating the necessity of minor change in the estimation of $Ko/\sqrt{Ca+Mg}$ value and some great modification in the calculation of $Ks/\sqrt{Ca+Mg}$ value for the equation; however the concept of using $K/\sqrt{Ca+Mg}$ as a basis of $K_2O$ recommendation was shown to be quite reasonable. 3. It was found. from the correlation study using the data of paddy yield and amount of $K_2O$ absorbed by rice plants that the substitution of the value of $Ks/\sqrt{Ca+Mg}$ in the equation for the vaule $Ks/\sqrt{Ca+Mg}=0.037+0.78K\;me/100g$ soil was much more applicable than using the value calculated from the data of soil and wollastonite analysis.

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Stock Identification of Todarodes pacificus in Northwest Pacific (북서태평양에 서식하는 살오징어(Todarodes pacificus) 계군 분석에 대한 고찰)

  • Kim, Jeong-Yun;Moon, Chang-Ho;Yoon, Moon-Geun;Kang, Chang-Keun;Kim, Kyung-Ryul;Na, Taehee;Choy, Eun Jung;Lee, Chung Il
    • The Sea:JOURNAL OF THE KOREAN SOCIETY OF OCEANOGRAPHY
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    • v.17 no.4
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    • pp.292-302
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    • 2012
  • This paper reviews comparison analysis of current and latest application for stock identification methods of Todarodes pacificus, and the pros and cons of each method and consideration of how to compensate for each other. Todarodes pacificus which migrates wide areas in western North Pacific is important fishery resource ecologically and commercially. Todarodes pacificus is also considered as 'biological indicator' of ocean environmental changes. And changes in its short and long term catch and distribution area occur along with environmental changes. For example, while the catch of pollack, a cold water fish, has dramatically decreased until today after the climate regime shift in 1987/1988, the catch of Todarodes pacificus has been dramatically increased. Regarding the decrease in pollack catch, overfishing and climate changes were considered as the main causes, but there has been no definite reason until today. One of the reasons why there is no definite answer is related with no proper analysis about ecological and environmental aspects based on stock identification. Subpopulation is a group sharing the same gene pool through sexual reproduction process within limited boundaries having similar ecological characteristics. Each individual with same stock might be affected by different environment in temporal and spatial during the process of spawning, recruitment and then reproduction. Thereby, accurate stock analysis about the species can play an efficient alternative to comply with effective resource management and rapid changes. Four main stock analysis were applied to Todarodes pacificus: Morphologic Method, Ecological Method, Tagging Method, Genetic Method. Ecological method is studies for analysis of differences in spawning grounds by analysing the individual ecological change, distribution, migration status, parasitic state of parasite, kinds of parasite and parasite infection rate etc. Currently the method has been studying lively can identify the group in the similar environment. However It is difficult to know to identify the same genetic group in each other. Tagging Method is direct method. It can analyse cohort's migration, distribution and location of spawning, but it is very difficult to recapture tagged squids and hard to tag juveniles. Genetic method, which is for useful fishery resource stock analysis has provided the basic information regarding resource management study. Genetic method for stock analysis is determined according to markers' sensitivity and need to select high multiform of genetic markers. For stock identification, isozyme multiform has been used for genetic markers. Recently there is increase in use of makers with high range variability among DNA sequencing like mitochondria, microsatellite. Even the current morphologic method, tagging method and ecological method played important rolls through finding Todarodes pacificus' life cycle, migration route and changes in spawning grounds, it is still difficult to analyze the stock of Todarodes pacificus as those are distributed in difference seas. Lately, by taking advantages of each stock analysis method, more complicated method is being applied. If based on such analysis and genetic method for improvement are played, there will be much advance in management system for the resource fluctuation of Todarodes pacificus.