• Smart Structures and Systems
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• v.16 no.1
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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.

• Communications for Statistical Applications and Methods
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• v.13 no.3
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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.

• Structural Engineering and Mechanics
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• v.27 no.6
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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.

• The Korean Journal of Applied Statistics
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• v.33 no.3
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• pp.297-308
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• 2020

We focus on the functional autoregressive conditional heteroscedasticity (fARCH) modelling to analyze intraday volatilities based on high frequency financial time series. Multivariate volatility models are investigated to approximate fARCH(1). A formula of multi-step ahead volatilities for fARCH(1) model is derived. As an application, in implementing fARCH(1), a choice of appropriate time interval for the intraday return is discussed. High frequency KOSPI data analysis is conducted to illustrate the main contributions of the article.

• Journal of the korean academy of Pediatric Dentistry
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• v.47 no.2
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• pp.176-187
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• 2020

The purpose of this study is to evaluate validity, reliability and reproducibility of tooth width (TW), arch length (AL) and arch length discrepancy (ALD) measured on a digital model taken via 3-dimensional model scanner and intraoral scanner compared to a plaster model. A total of 30 patients aged 12 to 18 were eligible for the study. 3 types of models were acquired from each patient: a conventional plaster model (P), a model scanned digital model (MSD) taken via Freedom UHD^® and an intraoral scanned digital model (ISD) taken via CS3600^® in-vivo. The reliability of TW and AL in each group was evaluated using Pearson's correlation coefficient, while the reproducibility was evaluated with intraclass correlation coefficient. The validity of space analysis was assessed by paired t-test. As a result, all measurements of P, MSD and ISD groups showed favorable reliability and reproducibility. Most of measurements for space analysis in MSD group and TW in ISD group also presented high validity. AL and ALD presented statistically significant difference between P and ISD group. The validity of measurements of space analysis in ISD group was short in doubt to valid, but clinically acceptable. Both MSD and ISD are clinically acceptable to use for space analysis but clinician should be aware that errors can be found using a digital model.

• The Journal of Advanced Prosthodontics
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• v.7 no.6
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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).

• The Journal of Asian Finance, Economics and Business
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• v.8 no.2
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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.

• Journal of the Korean Statistical Society
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• v.34 no.1
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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.

• Journal of the Korean Data and Information Science Society
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• v.16 no.1
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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.

• The korean journal of orthodontics
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• v.42 no.1
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• pp.47-54
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• 2012

Objective: To determine and compare the frequency distribution of various arch shapes in ethnic Malays and Malaysian Aborigines in Peninsular Malaysia and to investigate the morphological differences of arch form between these two ethnic groups. Methods: We examined 120 ethnic Malay study models (60 maxillary, 60 mandibular) and 129 Malaysian Aboriginal study models (66 maxillary, 63 mandibular). We marked 18 buccal tips and incisor line angles on each model, and digitized them using 2-dimensional coordinate system. Dental arches were classified as square, ovoid, or tapered by printing the scanned images and superimposing Orthoform arch templates on them. Results: The most common maxillary arch shape in both ethnic groups was ovoid, as was the most common mandibular arch shape among ethnic Malay females. The rarest arch shape was square. Chi-square tests, indicated that only the distribution of the mandibular arch shape was significantly different between groups (p = 0.040). However, when compared using independent t-tests, there was no difference in the mean value of arch width between groups. Arch shape distribution was not different between genders of either ethnic group, except for the mandibular arch of ethnic Malays. Conclusions: Ethnic Malays and Malaysian Aborigines have similar dental arch dimensions and shapes.