• Title/Summary/Keyword: 축차적 절차

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Asymptotic properties of monitoring procedure for parameter change in heteroscedastic time series models (이분산 시계열 모형에서 모수의 변화에 대한 모니터링 절차의 점근 성질)

  • Kim, Soo Taek;Oh, Hae June
    • The Korean Journal of Applied Statistics
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    • v.33 no.4
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    • pp.467-482
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    • 2020
  • We investigate a monitoring procedure for the early detection of parameter changes in location-scale time series models. We introduce a detector for monitoring procedure based on modified residual cumulative sum (CUSUM). The asymptotic properties of the monitoring procedure are established under the null and alternative hypotheses. Simulation results and data analysis are also provided for illustration.

A New Development in the Theory of Slender Ships (세장선 이론의 새로운 전개)

  • 김인철
    • Journal of the Korean Society of Fisheries and Ocean Technology
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    • v.27 no.1
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    • pp.83-90
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    • 1991
  • The method, which is introduced here, is an approximation derived by an application of the slender body theory, which has achieved a great success in the field of aeronautical engineering. However numerical results for wave resistance by this theory have been very disappointing. A slender body formulation for a ship in uniform forward motion si presented. It is based on the asymptotic expansion of the Kelvin source and the result is quite different from the existing slender ship theory developed by Vossers, Tuck and Maruo. It is equivalent to an approximation for the kernel function of the Neumann-Kelvin problem which assumes the linearized free surface condition but deals with the body boundary condition in its exact from. The velocity field and pressure distribution can be calculated simply by the differentiation of the two-dimensional velocity potential. A formula for the wave resistance of slender ships is also presented.

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Effect of Joint Geometry on Anisotropic Deformability of Jointed Rock Masses (절리의 기하학적 속성이 절리성 암반의 이방적 변형 특성에 미치는 영향)

  • Ryu, Seongjin;Um, Jeong-Gi
    • Economic and Environmental Geology
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    • v.53 no.3
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    • pp.271-285
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    • 2020
  • In this study, a numerical experiment related to the stress-strain analysis was performed on 3-D discrete fracture network(DFN) systems based on the distinct element method to evaluate the effect of joint geometry on deformability of jointed rock masses. Using one or two joint sets with deterministic orientation, a total of 12 3-D DFN blocks having 10m cube domain were generated with different joint density and size distribution. Directional deformation modulus of the DFN cube blocks were estimated along the axis directions of 3-D cartesian coordinate. In addition, deviatoric stress directions were chosen at every 30° of trend and plunge in 3-D for some DFN blocks to examine the variability of directional deformation modulus with respect to joint geometry. The directional deformation modulus of the DFN block were found to reduce with the increase of joint size distribution. The increase in joint density was less likely to have a significant effect on directional deformation modulus of the DFN block in case of the effect of rock bridges was relatively large because of short joint size distribution. It, however, was evaluated that the longer the joint size, the increase in the joint density had a more significant effect on the anisotropic deformation modulus of the DFN block. The variation of the anisotropic deformation modulus according to the variations in joint density and size distribution was highly dependent on the number of joint sets and their orientation in the DFN block. Finally, this study addressed a numerical procedure for stress-strain analysis of jointed rock masses considering joint geometry and discussed a methodology for practical application at the field scale.