• Steel and Composite Structures
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• 제19권1호
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• pp.111-129
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• 2015

This paper first presents an experimental study of twelve specimens for their creep performance, including nine concrete-filled steel tubular (CFST) columns and three plain concrete columns, subjected to three levels of sustained axial loads for 1710 days. Then, the creep strain curves are predicted from the existing creep models including the ACI 209 model, the MC 78 model, and the MC 90 model, and further a fitted creep model is obtained by experimental data. Finally, the creep effects of a CFST arch bridge are analyzed to compare the accuracy of the existing creep models. The experimental results show that the creep strains in CFST specimens are far less than in the plain concrete specimens and still increase after two years. The ACI 209 model outperforms the MC 78 model and the MC 90 model when predicting the creep behavior of the CFST specimens. Analysis results indicate that the creep effects in the CFST arch bridge are significant. The deflections and stresses calculated by the ACI 209 model are the closest to the fitted model in the three existing models, demonstrating that the ACI 209 model can be used for creep analysis of CFST arch bridges and can meet the engineering accuracy requirement when lack of experimental data.

• Computers and Concrete
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• 제22권1호
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• pp.101-116
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• 2018

As one of the most important engineering structures, arch dams are huge constructions built with human hands and have strategical importance. Because of the fact that long construction duration, water supply, financial reasons, major loss of life and material since failure etc., the design of arch dams is very important problem and should be done by expert engineers to determine the structural behavior more accurately. Finite element analyses and non-destructive experimental measurements can be used to investigate the structural response, but there are some difficulties such as spending a long time while modelling, analysis and in-situ testing. Therefore, it is more useful to conduct the research on the laboratory conditions and to transform the obtained results into real constructions. Within the scope of this study, it is aimed to determine the structural behavior of arch dams considering experimentally validated prototype laboratory model using similitude and scaling laws. Type-1 arch dam, which is one of five arch dam types suggested at the "Arch Dams" Symposium in England in 1968 is selected as reference prototype model. The dam is built considering dam-reservoir-foundation interaction and ambient vibration tests are performed to validate the finite element results such as dynamic characteristics, displacements, principal stresses and strains. These results are considered as reference parameters and used to determine the real arch dam response with different scales factors such as 335, 400, 416.67 and 450. These values are selected by considering previously examined dam projects. Arch heights are calculated as 201 m, 240 m, 250 m and 270 m, respectively. The structural response is investigated between the model and prototype by using similarity requirements, field equations, scaling laws etc. To validate these results, finite element models are enlarged in the same scales and analyses are repeated to obtain the dynamic characteristics, displacements, principal stresses and strains. At the end of the study, it is seen that there is a good agreement between all results obtained by similarity requirements with scaling laws and enlarged finite element models.

• 터널과지하공간
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• 제20권4호
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• pp.260-266
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• 2010

본 연구에서는 모형실험을 통한 2-Arch 터널의 거동과 주변지반의 거동으로부터 중앙부 Pilot 터널굴착 및 선행터널(우측터널)과 후행터널(좌측터널) 굴착에 따라 좌 우 터널 상호간에 미치는 영향을 분석하고자 하였으며, 보강영역의 상대강성비와 토피고에 따라 발생하는 원지반 이완영역 및 아칭효과에 의한 중앙필러 및 주변 지반의 하중전이 현상을 규명하고자 하였다. 이를 위하여 2-Arch 터널의 시공순서를 반영한 실험순서에 따라 모형실험을 수행하였으며, 보강영역의 강성 및 토피고를 변화시켜 이에 따른 2-Arch 터널의 변형 및 주변지반의 변위를 측정하였다.

• 재무관리연구
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• 제21권1호
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• pp.231-253
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• 2004

본 연구는 원 달러현물포지션보유에 따른 현물변동의 위험을 헤지하기 위하여 원 달러선물시장(Futures Markets)을 이용한 헤지효과성을 분석하고자 하였다. 이를 위하여 동적헤지모형인, 이변량 ECT-ARCH(1)모형과 최소분산모형을 설정한 후, 2001년 1월 2일부터 2002년 12월 31일까지의 일별 단위로 추출된 원 달러현물환율자료와 원 달러선물자료를 사용하여 헤지비율을 추정하고 헤지성과를 분석하였다. 또한 헤지성과의 비교 및 분석 시에서는 단순헤지모형(naive hedging model)을 추가적으로 포함시켰으며, 전통적 헤지모형인 최소분산헤지모형과 이변량 ECT-ARCH(1)모형을 이용하여 추정한 헤지비율의 크기는 크게 다르지 않는 것으로 나타났다. 주요 실증분석결과는 다음과 같다. 첫째, 전체분석기간과 분석기간을 세분화한 연도별 헤지비율 모두 최소분산헤지모형의 헤지비율이 시간이 경과함에 따라 헤지비율이 변동하는 것으로 가정하는 이변량 ECT-ARCH(1)모형의 헤지비율보다 상대적으로 나쁘지 않는 것으로 나타났다. 둘째, 헤지효과성을 측정한 결과 내표본(within-sample) 및 외표본(out-of-sample)기간동안 단순헤지모형과 최소분산헤지모형(minimum variance hedging model)모두 헤지비율이 시간에 따라 변화하는 이변량 ECT-ARCH(1)모형의 헤지효과성보다 상대적으로 더 나은 것으로 나타났다. 따라서 투자자들이 원 달러현물환율 및 선물환율의 시계열 특성이나 헤지비율의 시간가변성 등을 고려하지 않고 단순한 최소분산모형을 헤지전략에 사용하여도 무방함을 의미한다. 셋째, 헤지기간에 따른 헤지성과를 분석하기 위해 헤지기간을 1주일물과 2주일물 원 달러선물로 확대하였을 경우, 1일물을 이용한 경우보다 헤지성과가 내표본과 외표본에서 모두 상대적으로 더 나은 것으로 나타났다.

• 한국터널지하공간학회 논문집
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• 제7권3호
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• pp.227-237
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• 2005

본 연구에서는 수평 불연속면 하부에 굴착한 얄은 섬도의 2-Arch 터널의 거동을 실험적으로 규명하고자 하였다. 이를 위하여 토피고와 불연속면의 위치를 변화시켜가며 모형실험을 수행하였다. 모형실험은 실제 2-Arch 터널의 Pilot 터널굴착에서 본선터널불착에 이르는 시공단계가 반영된 실험순서에 따라 진행되었다. 연구결과로 부터 토피고에 따른 2-Arch 터널 주변지반의 하중전이 메커니즘의 변화와 불연속면 위치에 따른 이완영역의 분포 및 범위의 변화를 확인하였다. 또한 시공단계에 따른 중앙필러의 역학적 거동을 규명하였으며 불연속면 위치가 터널에 근접할수록 중앙필러 작용하중이 증가하는 것을 확인하였다.

• 한국터널지하공간학회 논문집
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• 제9권1호
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• pp.91-97
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• 2007

절리가 존재하는 암반에서 2-Arch 터널을 굴착할 때 절리방향과 굴착단계에 따른 필라하중의 변화를 실험적으로 연구하였다. 이를 위해, 대형 모형 실험기(폭 3.3m, 높이 3.0m, 길이 0.45m)에 1/10 크기의 2-Arch 모형터널을 갖는 다양한 각도의 절리를 포함한 지반을 조성하고, 실제 시공과정을 따라 굴착하면서 터널굴착으로 인한 터널 주변지반의 변형을 측정하고, 굴착단계에 따라 필라에 작용하는 하중을 측정하였다. 계측된 데이터로부터 2-Arch 터널의 굴착에 따른 거동을 분석한 결과 절리의 각도에 따라 굴착단계별로 터널 주변지반의 변형 및 필라에 작용하는 하중이 크게 영향을 받는 것을 확인하였다.

• Journal of the Korean Statistical Society
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• 제29권1호
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• pp.9-16
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• 2000

This article addresses the problem of maximum likelihood estimation in ARCH regression with lagged dependent variables. Some topics in asymptotics of the model such as uniform expansion of likelihood function and construction of a class of MLE are discussed, and the regularity property of MLE is obtained. The error process here is possibly non-Gaussian.

• Steel and Composite Structures
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• 제25권2호
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• pp.231-244
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• 2017

This paper presents the structural identification of an arch dam model for the damaged, repaired and strengthened conditions under different water levels. For this aim, an arch dam-reservoir-foundation model has been constructed. Ambient vibration tests have been performed on the damaged, repaired and strengthened dam models for the empty reservoir (0 cm), 10 cm, 20 cm, 30 cm, 40 cm, 50 cm and full reservoir (60 cm) water levels to illustrate the effects of water levels on the dynamics characteristics. Enhanced Frequency Domain Decomposition Method in the frequency domain has been used to extract the dynamic characteristics. The dynamic characteristics obtained from the damaged, repaired and strengthened dam models show that the natural frequencies and damping ratios are considerably affected from the varying water level. The maximum differences between the frequencies for the empty and full reservoir are obtained as 16%, 33%, and 25% for damaged, repaired and strengthened model respectively. Mode shapes obtained from the all models are not affected by the increasing water level. Also, after the repairing and strengthening implementations, the natural frequencies of the arch dam model increase significantly. After strengthening, between 46-92% and 43-62% recovery in the frequencies are calculated for empty and full reservoir respectively. Apparently, after strengthening implementation, the mode shapes obtained are more acceptable and distinctive compared to those for the damaged model.

• Journal of the Korean Statistical Society
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• 제31권4호
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• pp.459-468
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• 2002

A class of asymmetric beta-ARCH processes is proposed and connections to traditional ARCH models are explained. Geometric ergodicity of the model is discussed. Conditional least squares as well as maximum likelihood estimators of parameters and their limit results are also presented. A test for symmetry of the model is studied with limiting power of test statistic given.

• 한국농공학회논문집
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• 제46권6호
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• pp.21-28
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• 2004

This study aims to investigate the effects of partially distributed loads on the dynamic behaviour of steel parabolic arches by using the elasto-plastic finite element model based on the Von Mises yield criteria and the Prandtl-Reuss How rule. For this purpose, the vertical and the radial load conditions were considered as a distributed loading and the loading range is varied from 40% to 100% of arch span. Normal arch and arch with initial deflection were studied. The initial deflection of arch was assumed by the sinusoidal motile of ${\omega}_i\;=\;{\\omega}_O$ sin ($n{\pi}x/L$). Several numerical examples were tested considering symmetric initial deflection when the maximum initial deflection at the apex is fixed as L/1000. The analysis resluts showed that the maximum deflection at the apex of arch was occurred when 70% of arch span was loaded. The maximum deflection at the quarter point of arch span was occurred when 50% of arch span was loaded. It is known that the optimal rise to span ratio between 0.2 and 0.3 when the vertical or radial distributed load is applied. It is verified that the influence of initial deflection of radial load case is more serious than that of vertical load case.