• 한국전산구조공학회:학술대회논문집
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• 한국전산구조공학회 2002년도 봄 학술발표회 논문집
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• pp.3-11
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• 2002

A moment-curvature relationship to simulate the behavior of reinforced concrete (RC) columns under cyclic loading is introduced. Unlike previous moment-curvature models and the layered section approach, the unposed model takes into account the bond-slip effect by using a monotonic moment-curvature relationship constructed on the basis of the bond-slip relation and corresponding equilibrium equation at each nodal point. In addition, the use of curved unloading and reloading branches inferred from the stress-strain relation of steel gives more exact numerical result. The pinching enact caused by axial force is considered with an assumption that the absorbing energy corresponding to any deformation level maintains constant regardless of the magnitude of applied axial force. The advantages of the proposed model, comparing tn layered section approach, may be on the reduction in calculation time and memory space in case of its application to large structures.. Finally, correlation studies between analytical results and experimental studies are conducted to establish the validity of the proposed mood.

• Journal of Radiation Protection and Research
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• 제16권1호
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• pp.53-72
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• 1991

An integrated model is developed in this paper for the performance assessment of high level radioactive waste repository. This integrated model consists of two simple mathematical models. One is a multiple-barrier failure model of the repository system based on constant failure rates which provides source terms to biosphere. The other is a biosphere model which has multiple pathways for radionuclides to reach to human. For the parametric uncertainty and sensitivity analysis for the risk assessment of high level radioactive waste repository, Latin hypercube sampling and rank correlation techniques are applied to this model. The former is cost-effective for large computer programs because it gives smaller error in estimating output distribution even with smaller number of runs compared to crude Monte Carlo technique. The latter is good for generating dependence structure among samples of input parameters. It is also used to find out the most sensitive, or important, parameter groups among given input parameters. The methodology of the mathematical modelling with statistical analysis will provide useful insights to the decision-making of radioactive waste repository selection and future researches related to uncertain and sensitive input parameters.

• Communications for Statistical Applications and Methods
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• 제15권6호
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• pp.825-835
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• 2008

계량경제학 분야에서 널리 쓰이는 MGARCH(multivariate GARCH)모형은 여러개의 시계열자료들의 변동성을 함께 모형화한다. 그러나 변수가 많아질수록 추정해야 할 모수의 수가 급격하게 늘어나는 문제점이 있다. 본 연구에서는 인자 모형을 통해 자료의 차원을 축소시킴로써 이러한 문제를 해결하고자 하였다. 국내의 주가수익률 자료에 통계적 인자 모형과 fundamental factor model을 적용하여 각각의 의미 있는 인자들을 얻은 후 이를 MGARCH모형에 적합시켰다. 또한 두 인자모형을 바탕으로 얻어진 최종 모형들의 MSE, MAD와 VaR(Value at Risk)를 계산하여 예측력을 비교하고자 한다.

• Journal of the Korean Data and Information Science Society
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• 제25권6호
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• pp.1221-1229
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• 2014

30년 동안의 K-리그 자료를 득점과 실점이 서로 상관이 있다는 가정과 R 패키지를 사용하여 12개의 서로 다른 이변량 포아송모형에 적합시켰다. 그 결과 AIC와 BIC 판정기준 아래에서 공변량 효과가 상수인 이변량 포아송모형이 가장 타당하며, 영과잉 및 대각확대 모형은 필요하지 않은 것으로 나타났다. 제안된 모형은 홈경기의 효과, 팀별 공격능력과 수비능력 및 적합도를 구하는 데 사용될 수 있다.

• Korean Chemical Engineering Research
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• 제52권4호
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• pp.486-491
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• 2014

본 연구는 입상활성탄을 사용하여 수용액으로부터 cibacron brilliant red 3B-A의 흡착 거동과 동력학적 특성에 대해 회분식 실험을 통해 알아보았다. 흡착변수로는 흡착제의 양, pH, 초기농도와 접촉시간과 온도를 사용하였다. 평가된 Langmuir 상수($R_L$)과 Freundlich 상수(1/n)로부터 활성탄에 의한 cibacron brilliant red 3B-A의 흡착조작이 적절한 처리방법이 될 수 있음을 알았고, Temkin 상수(B)와 Dubinin-Radushkevich 상수(E)로부터 물리흡착공정임을 알았다. 흡착공정에 대한 동력학적 해석을 통해 반응속도식의 적용결과는 유사이차반응속도식에 잘 맞는 것으로 나타났다. Gibbs 자유에너지와 엔탈피값으로부터 입상활성탄에 대한 cibacron brilliant red 3B-A의 흡착은 자발적인 물리흡착 및 흡열과정으로 진행되었다.

• 한국산학기술학회논문지
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• 제15권5호
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• pp.3319-3326
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• 2014

Eosin yellow는 유용한 염료나 색소로 사용되지만 유해한 독성을 가진 물질이다. 본 연구에서는 활성탄을 사용하여 eosin yellow를 흡착하는데 필요한 흡착평형과 흡착동역학에 대하여 pH, 초기농도, 접촉시간 등을 변수로 하여 조사하였다. 등온흡착평형관계를 검토한 결과 평가된 Langmuir 상수값, $R_L$=0.067-0.083과 Freundlich 상수값 $\frac{1}{n}=0.237-0.267$로부터 활성탄에 의한 eosin yellow의 흡착조작이 적절한 처리방법이 될 수 있음을 알았고, Temkin 상수값, B=1.868-2.855 J/mol과 Dubinin-Radushkevich 식 상수값, E=5.345-5.735 kJ/mol로부터 흡착공정이 물리흡착공정임을 알았다. 흡착공정에 대한 동력학적 해석을 통해 반응속도식의 적용결과는 유사이차반응속도식이 유사일차반응속도식에 비해 일치도가 높은 것으로 나타났으며, 입자내확산식에 의해 흡착공정은 경계층확산과 입자내확산의 2단계로 진행되는 것을 알았다.

• The Journal of Asian Finance, Economics and Business
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• 제7권9호
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• pp.135-145
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• 2020

This paper provides the practical application of a linear shrinkage framework on Vietnam stock market. The cumulative data points observed in this analysis are 468 weeks from January 2011 to December 2019. All the companies listed on Ho Chi Minh City Stock Exchange (HOSE), except the companies under two years period from Initial Public Offering (IPO), are considered. The cumulative number of stocks picked is therefore 350 companies. The VNINDEX, which is the Vietnam Stock Index, is used as a reference index for shrinking to a single-index model. The empirical results show that the shrinkage of covariance matrix for portfolio optimization gives the promising results for the investors on Vietnam stock market. The shrinkage method helps the investors to produce the optimal portfolio in the sense of having higher profit with lower levels of risk compared to the portfolio of the traditional SCM method. Moreover, the portfolio turnover of shrinkage method is always kept at low magnitudes, and this makes the shrinkage portfolios save much transaction costs and reduce the liquidity risks in the trading process. In addition, the ability of shrinkage method in making profit is once again confirmed by the Alpha coefficient that achieves a high positive value.

• 대한원격탐사학회지
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• 제27권3호
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• pp.225-234
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• 2011

This study proposes an inversion algorithm to extract the surface parameters, such as surface roughness and soil moisture contents, using multi-frequency SAR data. The study areas include the tidal flats of Jebu Island and the reclaimed lands of Hwaong district on the western coasts of the Korean peninsula. SAR data of three frequencies were accordingly calibrated to provide precise backscattering coefficients through absolute radiometric calibration. The root mean square (RMS) height and the correlation length, which can describe the surface roughness, were extracted from the backscattering coefficients using the inversion of the Integral Equation Method (IEM). The IEM model was appropriately modified to accommodate the environmental conditions of tidal flats. Volumetric soil moisture was also simultaneously extracted from the dielectric constant using the empirical model, which define the relations between volumetric soil moistures and dielectric constants. The results obtained from the proposed algorithm were verified with the in-situ measurements, and we confirmed that multi-frequency SAR observations combined with the surface scattering model for tidal flats can be used to quantitatively retrieve the geophysical surface parameters in tidal flats.

• Tribology and Lubricants
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• 제17권2호
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• pp.146-152
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• 2001

Environmentally adapted synthetic base oils of polyalkylene glycols (PAGs) and polyol esters (POEs) show a high polarity because of their functional groups containing oxygen atom. The lubricating performance of these polar base oils was investigated by using a four-ball tribometer under boundary lubrication condition. Four polyalkylene glycols and five polyol ester base oils were used as sample base oils of high polarity. A mineral oil (MO) and alkylnaphthalene (AN) were used as low polarity base oils. Tricrecylphosphate (TCP) was added to all the base oils, in the range of 10 mmol/L-2000 mmol/L, as an antiwear additive. All the TCP-for-mutated base oils showed optimum concentration characteristics for minimizing wear. The order of optimum concentration of all the base oils was in a good accordance with the order of relative stability of TCP in base oils. The interaction model on solvation between additive and different polar base oils can expect the stability order of TCP. Thus, the model on solvation can explain well the order of optimum concentration of all the base oils, by using the effect of polarity (dielectric constant, $\varepsilon$) and molecular size (molecular weight, MW) of them on stability of TCP in polar base oils. Finally, a good correlation of the optimum concentration for all the base oils was obtained when it was arranged as a function of C∝(M $W_{Base Oil}$/M $W_{TCP}$)$^{-2}$.71/.($\varepsilon$$_{Base Oil}$)$^{3.38}$ by these two parameters.s..

• Korean Chemical Engineering Research
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• 제48권6호
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• pp.784-790
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• 2010

고정층 반응기에서 비산재로부터 합성한 제올라이트와 4종류의 활성탄을 사용하여 질소 기류에서 아세톤, 벤젠, 톨루엔, 에틸벤젠 증기의 파과곡선을 측정하였다. 흡착실험은 101.3 kPa, $40^{\circ}C$에서 혼합 가스의 유량 $70cm^3/min$, 흡착제의 공급량 5 g, 그리고 VOCs 증기의 농도는 포화조의 온도를 $30^{\circ}C$로 하여 행하였다. 실험으로부터 얻은 파과곡선의 비선형해석으로부터 VOCs의 흡착과 흡착제의 비활성화를 동시에 고려한 비활성모델의 흡착속도상수와 비활성속도상수를 구하여 문헌의 다른 흡착등온모델과 비교하였다. 검토한 모델 중 비활성모델이 실험결과와 가장 일치하였고 다음으로 Freundlich, DRK 모델 순으로 높은 상관관계를 나타내었다. 또한 파과곡선으로부터 구한 흡착제의 흡착용량은 VOC의 끓는점이 증가할수록 감소하였으며, 증기압이 증가할수록 증가하였다.