• The Korean Journal of Applied Statistics
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• v.36 no.6
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• pp.529-545
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• 2023

This paper introduces the Banded-VHAR model suitable for high-dimensional long-memory time series with band structure. The Banded-VHAR model has nonignorable correlations only with adjacent dimensions due to data features, for example, geographical information. Row-wise estimation method is adapted for fast computation. Also, two estimation methods, namely BIC and ratio methods, are proposed to estimate the width of band. We demonstrate asymptotic consistency of our proposed estimation methods through simulation study. Real data applications to pm2.5 and apartment trading volume substantiate that our Banded-VHAR model outperforms traditional sparse VHAR model in forecasting and easy to interpret model coefficients.

• Journal of the Korean Geotechnical Society
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• v.31 no.7
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• pp.13-28
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• 2015

This study extended the Lee et al.'s (2015a) solution which improved the existing analytical solution for prediction of the residual pore water pressure into progressive wave and flow coexisting field. At this time, the variation of incident wave period and wave length should be incorporated to Lee et al.'s (2015a) analytical solution, which does not consider flow. For the case of infinite thickness, the new analytical solution using Fourier series was compared to the analytical solution using Laplace transformation proposed by Jeng and Seymour (2007). It was verified that the new solution was identical to the Jeng and Seymour's solution. After verification of the new analytical solution, the residual pore water pressure head was examined closely under various given values of flow velocity's magnitude, direction, incident wave's period and seabed thickness. In each proposed analytical solution, asymptotic approach to shallow depth with the changes in the soil thickness within finite soil thickness was found possible, but not to infinite depth. It is also identified that there exists a discrepancy case between the results obtained from the finite and the infinite seabed thicknesses even on the same soil depth.

• Journal of the Computational Structural Engineering Institute of Korea
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• v.33 no.5
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• pp.279-286
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• 2020

In this study, we investigate the accuracy of higher order derivatives in the moving least square (MLS) difference method. An interpolation function is constructed by employing a Taylor series expansion via MLS approximation. The function is then applied to the mixed variational theorem in which the displacement and stress resultants are treated as independent variables. The higher order derivatives are evaluated by solving simply supported beams and cantilevers. The results are compared with the analytical solutions in terms of the order of polynomials, support size of the weighting function, and number of nodes. The accuracy of the higher order derivatives improves with the employment of the mean value theorem, especially for very high-order derivatives (e.g., above fourth-order derivatives), which are important in a classical asymptotic analysis.

• Journal of the Korea Concrete Institute
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• v.21 no.1
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• pp.13-20
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• 2009

The influence of steel fiber volume on the tension softening behavior in steel fiber-reinforced ultra high strength concrete was investigated. Three-point bending test (TPBT) with notched beams was performed and inverse analysis method by Uchida et al. was adopted to obtain the tension softening behaviors from the results of TPBT. It could be found that the intial stiffness was constant regardless of steel fiber volume, the increase of steel fiber volume fraction made the tensile strength higher, but all of the curves converged on an asymptote with a crack width. It was proposed the equation of softening curve expressed by combination of plastic behavior part and exponential descending behavior part considering the steel fiber volume fraction and $\omega_0$, which is corresponding to the maximum crack width of plastic area. Thereafter, the crack propagation analysis using finite element method with smeared crack model was also carried out and it was confirmed that the proposed equation had a good agreement with the experimental results.

• Journal of the Korean Data and Information Science Society
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• v.26 no.4
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• pp.791-799
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• 2015

In random walk hypothesis, we assume that current change of financial time series is independent of past values. It is interpreted as an existency of a unit root in ARMA models and many researches have been focused on whether ${\rho}$ < 1 or not. If some financial data are generated from an explosive autoregressive model, the chance of a bubble economy increases. We have to find the symptoms of it in advance. Since some well-known parameter estimators contain the parameter itself and other statistic is constructed under a specific parameter structure assumption, those are difficut to be adopted. In this paper we investigate a test for explosive autoregressive models using slope signs. We found the properties of the slope sign test statistic under both independent error and correlated error conditions, mainly by simulations.

• Journal of Korea Water Resources Association
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• v.30 no.6
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• pp.699-708
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• 1997

The effective unsaturated hydraulic conductivity in stratified soils is evaluated using a three-dimensional stochastic approach. Because of the disparity of the correlation scales in a stratified soil, the general stochastic equations are simplified. This allows analytical evaluation of generic expressions for the effective hydraulic conductivities. Simple asymptotic expressions, valid at particular ranges(wetting front, drying condition, wetting condition) of the mean flow characteristics, are also derived. An example of applying the derived theoretical result to a imaginaryl clay soil is presented. It reveals found that the effective unsaturated hydraulic conductivity showed large-scale hysteresis. Such large-scale hysteresis was produced by the spatial variability of hydraulic soil properties rather than hysteresis of the local parameters. In addition the results show that the effective hydraulic conductivities were larger in the case of accommodating heterogeneity of soil preperties rather than neglecting heterogeneity of soil properties.

• Communications for Statistical Applications and Methods
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• v.16 no.5
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• pp.803-812
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• 2009

The application of extreme value theory to financial data is a fairly recent innovation. The classical annual maximum method is to fit the generalized extreme value distribution to the annual maxima of a data series. An alterative modern method, the so-called threshold method, is to fit the generalized Pareto distribution to the excesses over a high threshold from the data series. A more substantial variant is to take the point-process viewpoint of high-level exceedances. That is, the exceedance times and excess values of a high threshold are viewed as a two-dimensional point process whose limiting form is a non-homogeneous Poisson process. In this paper, we apply the two-dimensional non-homogeneous Poisson process model to daily losses, daily negative log-returns, in the data series of KBW/USD exchange rate, collected from January 4th, 1982 until December 31 st, 2008. The main question is how to estimate extreme quantiles of losses such as the 10-year or 50-year return level.

• Journal of the Korean Chemical Society
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• v.22 no.4
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• pp.202-220
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• 1978

Uniform semiclassical (WKB) solutions are obtained for nonseparable systems without using a close coupling formalism and are given explicitly in terms of well known analytic functions for various physically interesting and realistic cases. They do not become singular at turning points or surfaces and when taken in their asymptotic forms, they reduce to the usual WKB solutions that could be obtained if the Stokes phenomenon was properly taken care of for solutions. In obtaining such uniform solutions, the Schroedinger equations for nonseparable systems are suitably "renormalized" to solvable "normal" forms through certain transformations. Ehrenfest's adiabatic principle plays an important guiding role for obtaining such "renormalized" uniform solutions for nonseparable systems. The eigenvalues of the Hamiltonian can be calculated from the extended Bohr-Sommerfeld quantization rules when appropriate classical trajectories are obtained. An application is made to many-electron systems and for one of the simplest examples to show the utility of the method the approximate wavefunction is calculated of the ground state helium atom.

• Journal of the Korean Society of Fisheries and Ocean Technology
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• v.23 no.3
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• pp.1-1
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• 1987

The accurate prediction of the ship wave resistance is very important to design ships which operate satisfactorily in a wave environment. Thus, work should continue on development and validation of methods to compute ship wave patterns and wave resistance. Research efforts to improve the prediction of ship waves and wavemaking resistance are categorized in two major areas. First is the development of higher-order theories to take account of the nonlinear effect of the free surface condition and improved analytical treatment of the body boundary condition. Second is the development of direct numerical methods aimed at solving body and free-surface boundary conditions as accurately as possible. A new formulation of the slender body theory for a ship with constant speed is developed by Maruo. It is quite different from the existing slender ship theory by Vossers, Maruo and Tuck. It may be regarded as a substitute for the Neumann-Kelvin approximation. In present work, the method of asymptotic expansion of the Kelvin source is applied to obtain a new wave resistance formulation in fluid of finite depth. It takes a simple form than existing theory.

• Tribology and Lubricants
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• v.35 no.4
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• pp.229-236
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• 2019

This study investigates the stress singularity that occurs at the contact edge of three bodies in a frictional complete contact. We use the asymptotic analysis method, wherein we constitute an eigenvalue problem and observe the eigenvalue behavior, which we use to obtain the order of the stress singularity. For the present geometry of three bodies in contact, a contact between a cracked indenter and half plane is considered. This is a typical geometry of the PCMI problem of a nuclear fuel rod. Thus, this paper, specifically presents the characteristics of the PCMI problem from the perspective of stress singularity. Consequently, it is noted that the behavior of the stress singularity varies with the difference in the crack angle, coefficient of friction, and material dissimilarity, as is observed in a frictional complete contact of two bodies. In addition, we find that the stress singularity changes essentially linearly with respect to the coefficient of friction, regardless of the variation in the crack angle and material dissimilarity. Concurrently, we find the order of singularity to be 0.5 at a certain coefficient of friction, irrespective of the crack angle, which we also observe in the crack problem of a homogeneous and isotropic body. The order of singularity can also exceed 0.5 in the frictional complete contact problem of three bodies. This implies that the propensity for failure when three bodies are in frictional complete contact can be even worse than that in case of a failure induced by a crack.