• Proceedings of the Computational Structural Engineering Institute Conference
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• 2002.04a
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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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• v.16 no.1
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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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• v.15 no.6
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• pp.825-835
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• 2008

Multivariate GARCH(MGARCH) has been useful in financial studies and econometrics for modeling volatilities and correlations between components of multivariate time series. An obvious drawback lies in that the number of parameters increases rapidly with the number of variables involved. This thesis tries to resolve the problem by using dimension reduction technique. We briefly review both factor models for dimension reduction and the MGARCH models including EWMA (Exponentially weighted moving-average model), DVEC(Diagonal VEC model), BEKK and CCC(Constant conditional correlation model). We create meaningful portfolios obtained after reducing dimension through statistical factor models and fundamental factor models and in turn these portfolios are applied to MGARCH. In addition, we compare portfolios by assessing MSE, MAD(Mean absolute deviation) and VaR(Value at Risk). Various financial time series are analyzed for illustration.

• Journal of the Korean Data and Information Science Society
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• v.25 no.6
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• pp.1221-1229
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• 2014

In this paper we choose the best model among several bivariate Poisson models on Korean soccer data. The models considered allow for correlation between the number of goals of two competing teams. We use an R package called bivpois for bivariate Poisson regression models and the data of K-league for season 1983-2012. Finally we conclude that the best fitted model supported by the AIC and BIC is the bivariate Poisson model with constant covariance. The zero and diagonal inflated models did not improve the model fit. The model can be used to examine home-away effect, goodness of fit, attack and defense parameters.

• Korean Chemical Engineering Research
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• v.52 no.4
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• pp.486-491
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• 2014

In this paper, the adsorption behavior and kinetic characteristics of cibacron brilliant red 3B-A from aqueous solution using granular activated carbon were investigated. The effect of various parameters such as adsorbent dose, pH, initial concentration, contact time and temperature on the adsorption system were studied. Base on the estimated Langmuir constant ($R_L$) and Freundlich constant (1/n), This process could be employed as effective treatment method. From the Temkin constant (B) and Dubinin-Radushkevich constant (E), This adsorption process is physical adsorption. From kinetic experiments, the adsorption process followed the pseudo second order model with good correlation. Base on the Gibbs free energy and enthalpy, the adsorption of cibacron brilliant red 3B-A onto granular activated carbon was physisorption and endothermic in nature.

• Journal of the Korea Academia-Industrial cooperation Society
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• v.15 no.5
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• pp.3319-3326
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• 2014

Eosin yellow is used a dye and colorant but it is harmful toxic substance. In this paper, batch adsorption studies were carried out for equilibrium, kinetics and thermodynamic parameters for eosin yellow adsorption by activated carbon with varying the operating variables like pH, initial concentration, contact time. Equilibrium adsorption data were fitted into Langmuir, Freundlich, Temkin and Dubinin-Radushkevich isotherms. By estimated Langmuir constant value, $R_L$=0.067-0.083, and Freundlich constant value, $\frac{1}{n}=0.237-0.267$, this process could be employed as effective treatment for removal of eosin yellow. From calculated Temkin constant, value, B=1.868-2.855 J/mol, and Dubinin-Radushkevich constant, value, E=5.345-5.735 kJ/mol, this adsorption process is physical adsorption. From kinetic experiments, the adsorption process were found to confirm to the pseudo second order model with good correlation coefficient($r^2$=0.995-0.998). The mechanism of the adsorption process was determined two step like as boundary and intraparticle diffusion.

• The Journal of Asian Finance, Economics and Business
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• v.7 no.9
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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.

• Korean Journal of Remote Sensing
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• v.27 no.3
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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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• v.17 no.2
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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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• v.48 no.6
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• pp.784-790
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• 2010

VOCs such as acetone, benzene, toluene, ethylbenzene were adsorbed in a fixed-bed adsorber using zeolite synthesized from coal fly ash and 4 kinds of activated carbon at 101.3 kPa. The adsorber was operated batchwise with the charge of 5 g adsorbent to obtain the breakthrough curve of VOCs. Experiments were carried out at $40^{\circ}C$, nitrogen flow rate of $70cm^3/min$ and sparger temperature of $30^{\circ}C$. The deactivation model was tested for these curves by combining the adsorption of VOCs and the deactivation of adsorbent particles. The observed values of the adsorption rate constant and the deactivation rate constant were evaluated through analysis of the experimental breakthrough data using a nonlinear least square technique. The experimental breakthrough data were fitted very well to the deactivation model than the adsorption isotherm models in the literature. Also, adsorption capacities of adsorbents were obtained from the breakthrough curve to observe the correlation between adsorption capacity and the physical properties of VOCs.