• 대한수학회보
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• 제43권4호
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• pp.813-820
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• 2006

We consider a MAR model with ARCH type conditional heteroscedasticity. MAR-ARCH model can be derived as a smoothed version of the double threshold AR-ARCH model by adding a random error to the threshold parameters. Easy to check sufficient conditions for strict stationarity, ${\beta}-mixing$ property and existence of moments of the model are given via Markovian representation technique.

• Steel and Composite Structures
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• 제18권1호
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• pp.273-288
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• 2015

As one of the most common failure types of arch bridges, stability is one of the critical aspects for the design of arch bridges. Using 3D finite element model in ABAQUS, this paper has studied the stability performance of an arch bridge with inclined arch ribs and hangers, and the analysis also took the effects of geometrical and material nonlinearity into account. The impact of local buckling and residual stress of steel plates on global stability and the applicability of fiber model in stability analysis for steel arch bridges were also investigated. The results demonstrate an excellent stability of the arch bridge because of the transverse constraint provided by transversely-inclined hangers. The distortion of cross section, local buckling and residual stress of ribs has an insignificant effect on the stability of the structure, and the accurate ultimate strength may be obtained from a fiber model analysis. This study also shows that the yielding of the arch ribs has a significant impact on the ultimate capacity of the structure, and the bearing capacity may also be approximately estimated by the initial yield strength of the arch rib.

• 응용통계연구
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• 제15권2호
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• pp.311-321
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• 2002

시계열 자료의 전이함수분석에 있어서 조건부 이분산성을 도입하고 기존의 선형 이분산모형인 Engle(1982)의 ARCH 모형과 더불어 비선형 모형인 베타-ARCH 및 분계점-ARCH모형을 고려하였다. 모형적합절차를 간략히 소개하였으며 제안된 모형을 미국 나스닥지수와 국내 종합주가지수에 적용시켜본 결과 비선형 ARCH 모형이 우수함을 알 수 있었다.

• Structural Engineering and Mechanics
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• 제37권3호
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• pp.321-330
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• 2011

Long-term properties of concrete affect structures in many respects, not excepting dynamic behaviors. This paper investigates the influence of concrete creep on the dynamic behaviors of concrete filled steel tube (CFT) arch bridges, by means of combining the analytical method for the creep of axially compressed CFT members, which is based on Model B3 for concrete creep, with the finite element model of CFT arch bridges. By this approach, the changes of the stress and strain of each element in the bridge with time can be obtained and then transformed into damping and stiffness matrices in the dynamic equation involved in the finite element model at different times. A numerical example of a long-span half-through CFT arch bridge shows that creep influences the natural vibration characteristics and seismic responses of the bridge considerably, especially in the early age. In addition, parameter analysis demonstrates that concrete composition, compressive strength and steel ratio have an obvious effect on the seismic response of the CFT arch bridge.

• 응용통계연구
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• 제16권2호
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• pp.293-303
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• 2003

개입효과가 포함된 시계열 자료에 대한 여러 시계열 모형에 의한 예측 방법들이 비교 분석된다. 개입이 있는 선형 ARIMA 모형, 비선형 ARCH 모형 및 개입이 있는 비선형 ARCH 모형 그리고 TONG 이 제안한 결합예측방법들이 소개되고, 실증분석으로 개입이 있다고 생각되는 한국건축허가면적 자료로부터 그 예측 수월성이 비교된다.

• Communications for Statistical Applications and Methods
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• 제22권5호
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• pp.463-473
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• 2015

We consider a nonparametric AR(1) model with nonparametric ARCH(1) errors. In order to estimate the unknown function of the ARCH part, we apply the stationary bootstrap procedure, which is characterized by geometrically distributed random length of bootstrap blocks and has the advantage of capturing the dependence structure of the original data. The proposed method is composed of four steps: the first step estimates the AR part by a typical kernel smoothing to calculate AR residuals, the second step estimates the ARCH part via the Nadaraya-Watson kernel from the AR residuals to compute ARCH residuals, the third step applies the stationary bootstrap procedure to the ARCH residuals, and the fourth step defines the stationary bootstrapped Nadaraya-Watson estimator for the ARCH function with the stationary bootstrapped residuals. We prove the asymptotic validity of the stationary bootstrap estimator for the unknown ARCH function by showing the same limiting distribution as the Nadaraya-Watson estimator in the second step.

• Structural Engineering and Mechanics
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• 제37권6호
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• pp.593-615
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• 2011

This study determines the water length effects on the modal behavior of a prototype arch dam using Operational and Analytical Modal Analyses. Achievement of this purpose involves construction of a prototype arch dam-reservoir-foundation model under laboratory conditions. In the model, reservoir length was taken to be as much as three times the dam height. To determine the experimental dynamic characteristics of the arch dam using Operational Modal Analysis, ambient vibration tests were implemented for empty reservoir and three different reservoir water lengths. In the ambient vibration tests, the dam was vibrated by natural excitations provided from small impact effects and the response signals were measured using sensitive accelerometers. Operational Modal Analysis software process signals collected from the ambient vibration tests, and Enhanced Frequency Domain Decomposition and Stochastic Subspace Identification techniques estimated modal parameters of the dams. To validate the experimental results, 3D finite element model of the prototype arch dam was modeled by ANSYS software for empty reservoir and three different reservoir water lengths, and dynamic characteristics of each model were determined analytically. At the end of the study, experimentally and analytically identified dynamic characteristics compared to each other. Also, changes on the natural frequencies along to water length are plotted as graphs. Results suggest that reservoir water complicates the modal behavior of the arch dam significantly.

• Smart Structures and Systems
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• 제16권6호
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• pp.1069-1089
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• 2015

Arch bridges consist of some important components for structural behavior such as arches, sidewalls, filling materials and foundations. But, arches are the most important part for this type of bridges. For this reason, investigation of arch is come into prominence. In this paper, it is aimed to investigate the arch thickness effect on the structural behavior of masonry arch bridges. For this purpose, Goderni historical arch bridge which was located in Kulp town, Diyarbakir, Turkey and the bridge restoration process has still continued is selected as an application. The construction year of the bridge is not fully known, but the date is estimated to be the second half of the 19th century. The bridge has two arches with the 0.52 cm and 0.69 cm arch thickness, respectively. Finite element model of the bridge is constructed with ANSYS software to reflect the current situation using relievo drawings. Then the arch thickness is changed by increasing and decreasing respectively and finite element models are reconstructed. The structural responses of the bridge are obtained for all arch thickness under dead load and live load. Maximum displacements, maximum-minimum principal stresses and maximum-minimum elastic strains are given with detail using contours diagrams and compared with each other to determine the arch thickness effect. At the end of the study, it is seen that the maximum displacements, tensile stresses and strains have a decreasing trend, but compressive stress and strain have an increasing trend by the increasing of arch thickness.

• Journal of the Korean Data and Information Science Society
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• 제16권2호
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• pp.271-281
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• 2005

Zokian(1993) and Li and Li(1996) developed TARCH(Threshold ARCH) model, considering the asymmetries in volatility. The models are based on Engle(1982)'s ARCH model and Bollerslev(1986)'s GARCH model. However, two TARCH models can be expressed a common model through Box Cox Power transformation, which was used by Higgins and Bera(1992) for developing NARCH(nonlinear ARCH) model. This article shows the PTARCH(Power transformation TARCH) model is necessary in some condition, and it checks the fact that PTARCH model has better performance comparing estimates and RMSE(Root Mean Square Error) with those of Zakoian's TARCH model and Li and Li's TARCH model. PTARCH model would give contribution in asymmetric study as well as heteroscedastic study.

• Geomechanics and Engineering
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• 제18권2호
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• pp.141-151
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• 2019

In this paper, it is aimed to present a detail investigation about the comparison of static and dynamic behavior of historical masonry arch bridges considering different arch curvature. $G{\ddot{o}}derni$ historical masonry two-span arch bridge which is located in Kulp town, Diyarbakir, Turkey is selected as a numerical application. The bridge takes part in bowless bridge group and built in large measures than the others. The restoration projects were approved and rehabilitation studies have still continued. Finite element model of the bridge is constituted with special software to determine the static and dynamic behavior. To demonstrate the arch curvature effect, the finite element model are reconstructed considering different arch curvature between 2.86 m-3.76 m for first arch and 2.64 m-3.54 m for second arch with the increment of 0.10 m, respectively. Dead and live vehicle loads are taken into account during static analyses. 1999 Kocaeli earthquake ground motion record is considered for time history analyses. The maximum displacements, principal stresses and elastic strains are compared with each other using contour diagrams. It is seen that the arch curvature has more influence on the structural response of historical masonry arch bridges. At the end of the study, it is seen that with the increasing of the arch heights, the maximum displacements, minimum principal stresses and minimum elastic strains have a decreasing trend in all analyses, in addition maximum principal stresses and maximum elastic strains have unchanging trend up to optimum geometry.