• Steel and Composite Structures
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• v.19 no.1
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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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• v.22 no.1
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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.

• Tunnel and Underground Space
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• v.20 no.4
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• pp.260-266
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• 2010

In this study, wish to analyze effect that affect on each tunnel (right and left tunnel) according as proceeding of leading tunnel (right tunnel), following tunnel (left tunnel) and pilot tunnel excavation through behavior of tunnel and surrounding base by model tests. And stress-transfer mechanism that occurs from in-situ loosing area and arching effect by difference of stiffness ratio and overburden heights were verified experimentally. The model tests were carried out by varying the stiffness of reinforced area and overburden height, measured deformation of tunnel and displacement of surrounding base. The model tests followed exactly the real 2-Arch tunnel construction stages.

• The Korean Journal of Financial Management
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• v.21 no.1
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• pp.231-253
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• 2004

We examine hedge strategies that use Won-dollar futures to hedge the price risk of the Won-dollar exchange rate. We employ the naive hedge model, minimum variance hedge model and bivariate ECT-ARCH(1) model as hedge instruments, and analyze their hedge performances. The sample period covers from January 2, 2001 to December 31, 2002 with sub-samples such as daily, weekly, bi-weekly prices of the Won-dollar futures and cash. The important findings may be summarized as follows. First, there is no significant difference in hedge ratio between the risk minimum variance model and bivariate ECT-ARCH(1) model that controls for the cointegration relationship of the Won-dollar futures and cash. Second, hedge performance of the naive model and minimum variance model with constant hedge ratios is not far behind that of bivariate ECT-ARCH(1) model with time-varying hedge ratios. This results imply that investors are encouraged to use the minimum variance hedge model to hedge Won-dollar exchange rate with Won-dollar futures. Third, hedge performance and effectiveness of each model is also analyzed with respect to hedge period appear to be greater over long than over the short period. This evidence supports the hypothesis that futures prices would have more time to respond to the greater cash price changes over the longer holding period, leading to an improved hedge performance.

• Journal of Korean Tunnelling and Underground Space Association
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• v.7 no.3
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• pp.227-237
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• 2005

In this study, the behavior of shallow 2-Arch tunnel due to excavation under horizontal discontinuity plane was verified experimentally. The model tests were carried out by varying the overburden height and the location of the discontinuity plane. The model tests followed exactly the real 2-Arch tunnel construction stages. As a result, it is discovered that stress-transfer mechanism and loosening area around the 2-Arch tunnel depends on the overburden heights and the location of the discontinuity plane. And central pillar load is also dependent on overburden height, location of discontinuity plane and construction stages.

• Journal of Korean Tunnelling and Underground Space Association
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• v.9 no.1
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• pp.91-97
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• 2007

Loads on the pillar and ground deformation in 2-arch tunnel, which is excavated in the rock mass with regular discontinuities, depending on the dips of discontinuities and the construction sequences were experimentally studied. Large scale model tests in the biaxial test facility were performed. Tested model (width 3.3m, height 3.0m, and length 0.45m) for 2-arch tunnel in 1/10 scale were built with various dips. Test results show that discontinuities have greate affects on the behavior of the 2-arch tunnel, especially on the pillar loads and ground deformation.

• Journal of the Korean Statistical Society
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• v.29 no.1
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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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• v.25 no.2
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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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• v.31 no.4
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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.

• Journal of The Korean Society of Agricultural Engineers
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• v.46 no.6
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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.