• 제목/요약/키워드: ARCH type model

검색결과 84건 처리시간 0.023초

STATIONARITY AND β-MIXING PROPERTY OF A MIXTURE AR-ARCH MODELS

  • Lee, Oe-Sook
    • 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.

내설성 향상을 위한 지붕형 조립식 파이프하우스의 개발 (Development of a Gable-roofed Prefabricated Pipe-house for Improvement of Snow Endurance)

  • 양인규;남상운
    • 한국농공학회논문집
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    • 제51권3호
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    • pp.71-78
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    • 2009
  • Pipe section of bending part at the arch type pipe-house showed an ellipse with oblateness of 0.076 on the average. Flexural rigidity of bending part decreased by average 6.3% than that of an original round shape section. The deflection of arch type pipe-house measured by model experiments showed much bigger than the result of structural analysis. In case of arch type pipe-house, we supposed that the decrease of flexural rigidity for the bending part of pipes had an effect on deflection of roof under the working load. This effect should be considered in the structural analysis. Bending resistance of gable type pipe-house used a prefabricated connector which developed in this study showed about $1.5{\sim}1.8$ times stronger than that of the existing arch type or gable type processed bending. Therefore, we supposed that the gable-roofed prefabricated pipe-house is safer than arch type or bent gable type in case of heavy snowfall. According to house scales and section properties of steel pipe in use, safe snow depths and rafter intervals were presented for design of gable-roofed prefabricated pipe-house. Their standards were established in the range of the durable models recommended by RDA, and the comparative examinations were conducted by means of structural analysis. It was evaluated that the developed greenhouse model had a high applicability in the field.

터널의 지보방법에 관한 원심모형실험(遠心模型實驗) (The Support Types of the Tunnel for Centrifuge Model)

  • 유남재;이명욱;박병수
    • 산업기술연구
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    • 제22권B호
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    • pp.199-209
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    • 2002
  • This research is experimental thesis to prepare the structural safety of the upper bridge for support type on tunnel and the effect of settlement. Unit weight test and uni-axial compression test have been performed to simulate the physical property of foundation on the tunnel. Tunnel model of slip form type for centrifuge model has been developed to performed the tunnel excavation while field stress is activated. And the support type of tunnel such as umbrella arch method and large diameter steel pipe reinforce method has been tested for the centrifuge model. After the analysis of experiment, results show that internal displacement of large diameter steel pipe reinforce method is smaller than that of the umbrella arch method.

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Functional central limit theorems for ARCH(∞) models

  • Choi, Seunghee;Lee, Oesook
    • Communications for Statistical Applications and Methods
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    • 제24권5호
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    • pp.443-455
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    • 2017
  • In this paper, we study ARCH(${\infty}$) models with either geometrically decaying coefficients or hyperbolically decaying coefficients. Most popular autoregressive conditional heteroscedasticity (ARCH)-type models such as various modified generalized ARCH (GARCH) (p, q), fractionally integrated GARCH (FIGARCH), and hyperbolic GARCH (HYGARCH). can be expressed as one of these cases. Sufficient conditions for $L_2$-near-epoch dependent (NED) property to hold are established and the functional central limit theorems for ARCH(${\infty}$) models are proved.

교량기초 하부에 위치한 터널의 지보방법에 따른 변위거동 (Displacement Behavior of Tunnel under Bridge Abutment due to Supporting Systems)

  • 유남재;박병수;정길수;김승렬
    • 한국지반공학회:학술대회논문집
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    • 한국지반공학회 2005년도 지반공학 공동 학술발표회
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    • pp.613-620
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    • 2005
  • This research is experimental paper to prepare the structural safety of the upper bridge for support type on tunnel and the effect of settlement. Unit weight test and uni-axial compression test have been performed to simulate the physical property of foundation on the tunnel. Tunnel model of slip form type for centrifuge model has been developed to performed the tunnel excavation while field stress is activated. And the support type of tunnel such as umbrella arch method and large diameter steel pipe reinforce method has been tested for the centrifuge model. After the analysis of experiment, results show that internal displacement of large diameter steel pipe reinforce method is smaller than that of the umbrella arch method.

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The effect of arch geometry on the structural behavior of masonry bridges

  • Altunisik, Ahmet C.;Kanbur, Burcu;Genc, Ali F.
    • 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.

지역 및 안모형태에 따른 여고생의 치열궁 크기에 대한 비교 (A COMPARATIVE STUDY ON DENTAL ARCH DIMENSION OF HIGH SCHOOL FEMALES ACCORDING TO THE REGION OF RESIDENCE AND FACIAL TYPE)

  • 장재홍;김종철
    • 대한치과교정학회지
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    • 제24권4호
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    • pp.885-895
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    • 1994
  • This study was performed to compare the dental arch dimensions of urban and rural high school females according to the region of residence and facial type. A model and cephalometric analysis was made from 48 urban and 48 rural high school females. The results of this study were obtained as follows : 1. Arch width in the urban group were similar to the rural group. 2. Lingual arch length at upper 1st premolar level in the urban group was larger than the rural group and lingual arch length at lower canine level in rural group was larger than the urban group. 3. Palatal height at canine level in the rural group was higher than the urban group. 4. Palatal heights at 2nd premolar and 1st molar level had correlation with the VERT index. In comparison of lingual arch dimensions according to Rickett's facial group, palatal heights at 2nd premolar and 1st molar level in dolichofacial group were lower than other groups.

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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.

한국인 정상교합자의 하악치열궁 형태에 관한 연구 (A STUDY OF MANDIBULAR DENTAL ARCH FORM OF THE KOREAN WITH NORMAL OCCLUSION)

  • 남종현;이기수
    • 대한치과교정학회지
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    • 제26권5호
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    • pp.535-546
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    • 1996
  • 이 연구는 한국인 하악치열궁 형태를 분류하고, 교두정에서 브라켓 높이의 협면점까지 거리를 계측하여 이상적인 호선 제작에 도움을 얻기위하여 시행되였다. 13세에서 25세사이의 정상적인 교합자 159명의 석고모형을 대상으로 순측 및 협측 교두정을 지나는 하악치열궁선에서 견치간, 제1대구치간 및 제2대구치간 폭경과 이들의 고경을 계측한 다음, 유클리안 거리를 이용한 평균군집분석을 시행하여 치열궁형태를 5가지로 분류하고, 각각의 6차 다항식과 결정계수를 구하였으며, 교두정에서 브라켓 높이의 협면점까지의 거리를 계측하고 비교검토하여 다음의 결과를 얻었다. 1. 5가지 하악치열궁선을 실제의 크기로 작도하고, 1형, 2형, 3형, 4형 및 5형으로 명명하였다. 2. 각각의 치 열궁선은 하악 제2대구치간 폭경으로 표현되는 6차다항식과 결정 계수를 산출하였으며 이 식으로 $97\%$이상 설명이 가능하였다. 3. 각 치열궁선의 분포는 5형이 $24.5\%$로 가장 많았으며, 2형과 3형이 각각 $20.8\%$ 1형은 $17.6\%$, 4형은 $16.3\%$의 분포를 보였다. 4. 한국인의 하악치열궁선은 프랑스인에 비하여 폭경이 넓고 고경이 낮은 특성을 보였다. 5. 교두정에서 브라켓높이의 협면점까지의 거리는 절치가 1.0, 견치는 1.9, 제1소구치는 2.6, 제1 및 제2 대구치는 2.7 이였다.

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