• Title/Summary/Keyword: ARCH type model

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

  • Lee, Oe-Sook
    • Bulletin of the Korean Mathematical Society
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    • v.43 no.4
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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.

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

  • Yang, In-Kyoo;Nam, Sang-Woon
    • Journal of The Korean Society of Agricultural Engineers
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    • v.51 no.3
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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.

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

  • Yoo, Nam-Jae;Lee, Myung-Woog;Park, Byung-Soo
    • Journal of Industrial Technology
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    • v.22 no.B
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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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    • v.24 no.5
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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.

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

  • Yoo, Nam-Jae;Park, Byung-Soo;Jeong, Gil-Soo;Kim, Seung-Ryul
    • Proceedings of the Korean Geotechical Society Conference
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    • 2005.10a
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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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    • v.16 no.6
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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.

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

  • Jang, Jae-Hong;Kim, Jong-Chul
    • The korean journal of orthodontics
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    • v.24 no.4 s.47
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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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    • 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.

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

  • Nam, Jong-Hyun;Lee, Ki-Soo
    • The korean journal of orthodontics
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    • v.26 no.5 s.58
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    • pp.535-546
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    • 1996
  • The purpose of this study was to classify mandibular dental arch forms based on Raberin's method, and to compare Raberin's arch forms with that of the Korean's, and to designate arch form of bracket level according to distance between cusp tip and buccal surface of bracket level. The sample consisted of 159 mandibular dental casts showing normal occlusion which was taken from 62 males and 97 females of the Korean, aging from 13 to 25 years. The model was taken by X-ray. The landmarks were cusp points which expressed the mandibular dental arch line of cusp tips and buccal points which were measured from cusp tips to buccal surfaces of bracket level. The landmarks on the film were digitized, and measurements and statistics were performed. The results were as follows; 1. The models were classified as type 1, type 2, type 3, type 4 and type 5 by the author, and polynomial functions of the six degree and R-square values were calculated using statistical method, and each calculated equations explained each group with the least R-square value of 0.97, and each arch forms' were plotted. 2. The distribution of type 1 was $17.6\%$, type 2 $20.8\%$, type 3 $20.8\%$, type 4 $16.3\%$ and type 5 $24.5\%$. 3. The Korean arch form was characterized by larger width, smaller height compared to the French arch form. 4. The designated arch form of bracket level, viz the distance between cusp point and buccal point was calculated. The distance between cusp point and buccal point of incisor was 1mm, canine 1.9mm, first premolar 2.5mm, second premolar 2.6mm, first molar 2.7mm and second molar 2.7mm.

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