• 제목/요약/키워드: ARCH model

검색결과 504건 처리시간 0.02초

가변형 치과 인상용 트레이로 제작된 모형의 재현성에 관한 연구 (ACCURACY OF STONE CAST PRODUCED BY ADJUSTABLE DENTAL IMPRESSION TRAY)

  • 엄상호;오상천
    • 대한치과보철학회지
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    • 제43권4호
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    • pp.453-465
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    • 2005
  • Purpose: This study was performed to measure the accuracy of adjustable dental impression trays by a scanning laser three-dimensional digitizer. Materials and methods: The metal stock, individual, and adjustable stock trays were used for 60 stone casts(10 casts each) duplicated a resin master model of mandible and maxilla. The type IV dental stone was poured in a vinyl polysiloxane impressions and allowed to set for one hour. The master model and the duplicated casts were digitized using an optical digitizer. The distance between the reference points were measured and analyzed on the graphic image of 3-D graphic software(CATIA version 5.0). The statistical significance of the differences between the groups was determined by a two-way ANOVA. Results : There were no significant differences between the accuracies of the adjustable stock tray and the master model except only anterior arch width on the upper arch and the diagonal arch length and arch length on one side of the lower arch. Conclusion: The adjustable stock trays showed clinically acceptable accuracies of the study cast produced by them.

Determination of the restoration effect on the structural behavior of masonry arch bridges

  • Altunisik, A.C.;Bayraktar, A.;Genc, A.F.
    • Smart Structures and Systems
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    • 제16권1호
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    • pp.101-139
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    • 2015
  • In this paper, it is aimed to investigate the restoration effect on the structural behavior of masonry arch bridges. Dandalaz masonry arch bridge located on the 4km east of Karacasu town of Aydin, Turkey is selected as a numerical example. The construction year of the bridge is not fully known, but the bridge is dated back to 15th century. Considering the current situation, it can be easily seen that the structural elements such as arch, side walls and timber blocks are heavily damaged and the bridge is unserviceable. Firstly finite element model of the bridge is constituted to reflect the current situation (before restoration) using building survey drawings. After, restoration project is explained and finite element model is reconstituted (after restoration). The structural responses of the bridge are obtained before and after restoration under dead load, live load and dynamic earthquake loads. For both conditions, 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 restoration effect. From the study, it can be seen that the maximum internal forces are consisted under dynamic loads before and after restoration. Also, the restoration projects and studies have important and positive effects on the structural response of the bridge to transfer these structures to future.

Bayesian Change-point Model for ARCH

  • Nam, Seung-Min;Kim, Ju-Won;Cho, Sin-Sup
    • Communications for Statistical Applications and Methods
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    • 제13권3호
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    • pp.491-501
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    • 2006
  • We consider a multiple change point model with autoregressive conditional heteroscedasticity (ARCH). The model assumes that all or the part of the parameters in the ARCH equation change over time. The occurrence of the change points is modelled as the discrete time Markov process with unknown transition probabilities. The model is estimated by Markov chain Monte Carlo methods based on the approach of Chib (1998). Simulation is performed using a variant of perfect sampling algorithm to achieve the accuracy and efficiency. We apply the proposed model to the simulated data for verifying the usefulness of the model.

Creep analysis of concrete filled steel tube arch bridges

  • Wang, Y.F.;Han, B.;Du, J.S.;Liu, K.W.
    • Structural Engineering and Mechanics
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    • 제27권6호
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    • pp.639-650
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    • 2007
  • Applying the method calculating creep of Concrete Filled steel Tube (CFT) members based on the Elastic Continuation and Plastic Flow theory for concrete creep with the finite element method, the paper develops a new numerical method for the creep of CFT arch bridges considering effects of bending moment. It is shown that the method is feasible and reasonable through comparing the predicted stresses and deflection caused by the creep with the results obtained by the method of Gu et al. (2001) based on ACI209R model and experimental data of an actual CFT arch bridge. Furthermore, nine CFT arch bridges with different types are calculated and analyzed with and without the effects of bending moment. As a result, the bending moment has considerable influences on long-term deformations and internal forces of CFT arch bridges, especially when the section of arch rib is subjected to a large bending moment.

함수형 ARCH 분석 및 다변량 변동성을 통한 일중 로그 수익률 시간 간격 선택 (Functional ARCH analysis for a choice of time interval in intraday return via multivariate volatility)

  • 김다희;윤재은;황선영
    • 응용통계연구
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    • 제33권3호
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    • pp.297-308
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    • 2020
  • 본 논문에서는 고빈도 함수적 ARCH 모형을 소개하고 근사모형으로써 다변량 변동성 모형을 고려하였다. 이를 기반으로 함수형 변동성 분석에서 중요한 요소인 일중 로그 수익률의 적절한 시간 간격을 찾아보았다. 또한 함수적 ARCH 모형에서 l-시차 후 변동성 예측식을 제시하고 고빈도 KOSPI 자료에 적합하여 예시하였다.

모델 스캐너와 구내 스캐너로 획득한 디지털 모형에서 시행한 공간 분석의 타당도, 신뢰도, 재현성 평가 (Validity, Reliability and Reproducibility of Space Analysis using Digital Model taken via Model Scanner and Intraoral Scanner: An In vivo Study)

  • 박서현;김종수;오소희
    • 대한소아치과학회지
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    • 제47권2호
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    • pp.176-187
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    • 2020
  • 이 연구는 모델 스캐너로 석고 모형을 스캔한 디지털 모형(Model scanned digital model, MSD)과 구내 스캐너로 구강을 스캔한 디지털 모형(Intraoral scanned digital model, ISD)에서 계측한 치아 근원심 폭경(Tooth width, TW)과 치열궁 길이(Arch length, AL)의 신뢰도와 재현성, 치열궁 길이 편차(Arch length discrepancy, ALD) 분석의 타당도를 평가하였다. 만 12 - 18세의 남, 여 30명에게 석고 모형, MSD, ISD를 획득하고, 2번 계측한 TW, AL의 신뢰도는 Pearson 상관 분석, 4명의 재현성은 군간 상관 분석 그리고 TW, AL 및 ALD의 타당도는 대응표본 t검정으로 평가하였다. 결과적으로 모든 군에서 계측한 TW, AL는 높은 신뢰도와 재현성을 보였고 MSD군의 ALD분석은 적절한 타당도를 보였다. ISD 군의 TW는 가장 높은 타당도를 보인 반면에, AL와 ALD분석은 유의미하게 짧게 측정되어 낮은 타당도를 보였으므로 임상가는 디지털 모델을 이용하여 공간 분석 시행 시 이를 고려해야 할 것이다.

Comparison of intraoral scanning and conventional impression techniques using 3-dimensional superimposition

  • Rhee, Ye-Kyu;Huh, Yoon-Hyuk;Cho, Lee-Ra;Park, Chan-Jin
    • The Journal of Advanced Prosthodontics
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    • 제7권6호
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    • pp.460-467
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    • 2015
  • PURPOSE. The aim of this study is to evaluate the appropriate impression technique by analyzing the superimposition of 3D digital model for evaluating accuracy of conventional impression technique and digital impression. MATERIALS AND METHODS. Twenty-four patients who had no periodontitis or temporomandibular joint disease were selected for analysis. As a reference model, digital impressions with a digital impression system were performed. As a test models, for conventional impression dual-arch and full-arch, impression techniques utilizing addition type polyvinylsiloxane for fabrication of cast were applied. 3D laser scanner is used for scanning the cast. Each 3 pairs for 25 STL datasets were imported into the inspection software. The three-dimensional differences were illustrated in a color-coded map. For three-dimensional quantitative analysis, 4 specified contact locations(buccal and lingual cusps of second premolar and molar) were established. For two-dimensional quantitative analysis, the sectioning from buccal cusp to lingual cusp of second premolar and molar were acquired depending on the tooth axis. RESULTS. In color-coded map, the biggest difference between intraoral scanning and dual-arch impression was seen (P<.05). In three-dimensional analysis, the biggest difference was seen between intraoral scanning and dual-arch impression and the smallest difference was seen between dual-arch and full-arch impression. CONCLUSION. The two- and three-dimensional deviations between intraoral scanner and dual-arch impression was bigger than full-arch and dual-arch impression (P<.05). The second premolar showed significantly bigger three-dimensional deviations than the second molar in the three-dimensional deviations (P>.05).

Optimal Portfolio Models for an Inefficient Market

  • GINTING, Josep;GINTING, Neshia Wilhelmina;PUTRI, Leonita;NIDAR, Sulaeman Rahman
    • The Journal of Asian Finance, Economics and Business
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    • 제8권2호
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    • pp.57-64
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    • 2021
  • This research attempts to formulate a new mean-risk model to replace the Markowitz mean-variance model by altering the risk measurement using ARCH variance instead of the original variance. In building the portfolio, samples used are closing prices of Indonesia Composite Stock Index and Indonesia Composite Bonds Index from 2013 to 2018. This study is a qualitative study using secondary data from the Indonesia Stock Exchange and Indonesia Bonds Pricing Agency. This research found that Markowitz's model is still superior when utilized in daily data, while the mean-ARCH model is appropriate with wider gap data like monthly observation. The Historical return has also proven to be more appropriate as a benchmark in selecting an optimal portfolio rather than a risk-free rate in an inefficient market. Therefore Mean-ARCH is more appropriate when utilized under data that have a wider gap between the period. The research findings show that the portfolio combination produced is inefficient due to the market inefficiency indicated by the meager return of the stock, while bears notable standard deviation. Therefore, the researcher of this study proposed to replace the risk-free rate as a benchmark with the historical return. The Historical return proved to be more realistic than the risk-free rate in inefficient market conditions.

BINARY RANDOM POWER APPROACH TO MODELING ASYMMETRIC CONDITIONAL HETEROSCEDASTICITY

  • KIM S.;HWANG S.Y.
    • Journal of the Korean Statistical Society
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    • 제34권1호
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    • pp.61-71
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    • 2005
  • A class of asymmetric ARCH processes is proposed via binary random power transformations. This class accommodates traditional nonlinear models such as threshold ARCH (Rabemanjara and Zacoian (1993)) and Box-Cox type ARCH models(Higgins and Bera (1992)). Stationarity condition of the model is addressed. Iterative least squares(ILS) and pseudo maximum like-lihood(PML) methods are discussed for estimating parameters and related algorithms are presented. Illustrative analysis for Korea Stock Prices Index (KOSPI) data is conducted.

An Estimating Function Approach for Threshold-ARCH Models

  • Kim, Sahm-Yeong;Chong, Tae-Su
    • Journal of the Korean Data and Information Science Society
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    • 제16권1호
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    • pp.33-40
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    • 2005
  • The estimating function method was proposed by Godambe(1985) for parameter estimation under unknown distributions for errors in the models. Threshold Autoregressive Heteroscedastic (Threshold-ARCH) models have been developed by Zakoian(1994) and Li and Li(1996) for explaining the asymmetric properties in the financial time series data. In this paper, we apply the estimating function method to the Threshold-ARCH model and show that the proposed estimators perform better than the MLE under the heavy-tailed distributions.

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