• The Korean Journal of Applied Statistics
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• v.15 no.2
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• pp.311-321
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• 2002

Transfer function model(TFM) capturings conditional heteroscedastic pattern is introduced to analyze stochastic regression relationship between the two time series. Nonlinear ARCH concept is incorporated into the TFM via threshold ARCH and beta- ARCH models. Steps for statistical analysis of the proposed model are explained along the lines of the Box & Jenkins(1976, ch. 10). For illustration, dynamic analysis between KOSPI and NASDAQ is conducted from which it is seen that threshold ARCH performs the best.

• The Korean Journal of Applied Statistics
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• v.16 no.2
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• pp.293-303
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• 2003

Under the case that we know the period and the reason of external events, we reviewed the method of model identification, parameter estimation and model diagnosis with the former papers that have been studied about the linear time series model with intervention, and compared with nonlinear time series model such as ARCH, GARCH model that it has been used widely in economic models, and also we compared with the combination prediction method that Tong(1990) introduced.

• Journal of Korean Society of Steel Construction
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• v.17 no.2 s.75
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• pp.161-171
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• 2005

When the in-plane flexural rigidity is small in relation to the applied load, the arch ribs may buckle to the in-plane direction. Designers should therefore determine the in-plane buckling strength. To determine the buckling strength of arch ribs, designers have to consider the material nonlinear response. But in the case of arch ribs having large slenderness ratio, arch ribs may buckle in the elastic range, and when the arch ribs have low slenderness ratio, elastic buckling strength is useful in the preliminary design. In this paper, elastic buckling strength of arch ribs, which are frequently used in practical design, is studied using nonlinear finite element method. In general, the relation between flexural rigidity and elastic buckling strength is linear. As seen from the results, however, when the arch ribs have low slenderness ratio, the relation between flexural rigidity and elastic buckling strength is nonlinear.

• Journal of the Korean Society of Hazard Mitigation
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• v.5 no.3 s.18
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• pp.57-65
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• 2005

When arch ribs are subjected unsymmetrical load, buckling strength Is lower than strength of arch ribs subjected symmetrical load. However, A few study about the buckling strength of arch ribs subjected unsymmetrical load is performed compare with study about arch ribs subjected symmetrical load. Several researchers(Deutch : 1940, Chang : 1973, Harrison : 1982) studied about arch ribs subjected unsymmetrical load and they found that unsymmetrical loading reduces the critical buckling load. But, their results are limited parabolic arch ribs. This paper focuses on circular arch ribs subjected to unsymmetrical loading. The result shows that the ratio of live and dead load length to cause smallest critical buckling load of arch ribs is $0.6{\sim}0.7$ under geometric nonlinear condition and $0.5{\sim}0.6$ under both material and geometrical nonlinear conditions.

• Computational Structural Engineering
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• v.9 no.3
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• pp.107-114
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• 1996

The performance for the algorithm of the arc length method has been examined in terms of the choice of the tangential stiffness matrix through the analysis for the snap buckling phenomenon of the arch beam. The curved beam element with 2 nodes including shear effect has been formed by strain element technique and then it has been used in this nonlinear analysis. Snap-through characteristics has been examined with respect to the ratios of the arch beam length to hight.

• The Korean Journal of Applied Statistics
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• v.17 no.2
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• pp.219-228
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• 2004

In this paper we construct prediction intervals for nonlinear time series models using the bootstrap. We compare these prediction intervals to traditional asymptotic prediction intervals using quasi-score estimation function and M-quasi-score estimating function comprising bounded functions. Simulation results show that the bootstrap method leads to improved accuracy. The accuracy of the bootstrap is empirically demonstrated with the consumer price index.

• KSCE Journal of Civil and Environmental Engineering Research
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• v.29 no.6A
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• pp.617-624
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• 2009

This study deals with the free vibrations of the elastica shaped arch with linear taper. The shape of elastica is obtained from the Bernoulli-Euler beam theory. Differential equations governing free vibrations of such arch are derived and numerically solved to determine natural frequencies, in which three kinds of taper type and two kinds of end constraint, respectively, are considered. For validating the theories presented herein, the frequency parameters obtained in this study are compared to those of SAP 2000. As results of the numerical analyses, effects of end constraint, taper type, slenderness ratio and section ratio on the lowest four non-dimensional frequency parameters are extensively investigated.

• Proceedings of the Computational Structural Engineering Institute Conference
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• 2002.10a
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• pp.185-192
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• 2002

In this study, we choose the sinusoidal shaped arch with pin-ends subjected to sinusoidal distributed excitation to investigate the fundamental mechanism of the dynamic instability. We derive the nonlinear equations of motion to investigate the instability phenomenon of arch structures and Identify the buckling characteristics of sinusoidal shaped arch structures through the nonlinear eigenvalue analysis with discreted equations of motion by Galerkin's method. We examine that phenomenons which direct snapping and indirect snapping with backbone curves to understand occurrence paths of the dynamic buckling.

• Proceedings of the Korea Concrete Institute Conference
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• 2008.04a
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• pp.217-220
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• 2008

Recently, many studies about a high-strength concrete and composite structures are being progressed to get the more economic and stable result in the construction of structure all over the world. One of those studies is about CFTA(Concrete Filled and Tied Steel Tubular Arch) girder that applies an arch structure and a pre-stressed structure to CFT(Concrete Filled Steel Tubular) Structure which is filled with a concrete and improve the stiffness and strength of the structure by the confinement effect of fillers to maximize the efficiency of structure and economic. In this study, non-linear behavior of CFTA girders filled with a general concrete and the high-strength concrete respectively were analyzed by using ABAQUS 6.5-1 and results were compared.

• Journal of Korean Association for Spatial Structures
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• v.4 no.2 s.12
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• pp.81-88
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• 2004

The dynamic instability of snapping phenomena has been studied by many researchers. Few papers deal with dynamic buckling under loads with periodic characteristics, and the behavior under periodic excitations is expected to be different from behavior under STEP excitations. We investigate the fundamental mechanisms of the dynamic instability when the sinusoidally shaped arch structures are subjected to sinusoidally distributed excitations with pin-ends. The mechanisms of dynamic indirect snapping of shallow arches are especially investigated under not only STEP function excitations but also under sinusoidal harmonic excitations, applied i the up-and-down direction. The dynamic nonlinear responses are obtained by the numerical integration of the geometrically nonlinear equation of motion. And using this analyze characteristics of the dynamic instability through the running response spectrum by FFT(Fast Fourier Transform).