• 제목/요약/키워드: Joint Prediction Region

검색결과 22건 처리시간 0.028초

Multivariate GARCH and Its Application to Bivariate Time Series

  • Choi, M.S.;Park, J.A.;Hwang, S.Y.
    • Journal of the Korean Data and Information Science Society
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    • 제18권4호
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    • pp.915-925
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    • 2007
  • Multivariate GARCH has been useful to model dynamic relationships between volatilities arising from each component series of multivariate time series. Methodologies including EWMA(Exponentially weighted moving-average model), DVEC(Diagonal VEC model), BEKK and CCC(Constant conditional correlation model) models are comparatively reviewed for bivariate time series. In addition, these models are applied to evaluate VaR(Value at Risk) and to construct joint prediction region. To illustrate, bivariate stock prices data consisting of Samsung Electronics and LG Electronics are analysed.

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천해역에 있어서의 결합확률분포의 천수변형에 대한 연구 (Shoaling Prediction by the Statistical Joint Distribution in the Shallow Water Region)

  • 권정곤
    • 한국해안해양공학회지
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    • 제3권1호
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    • pp.14-20
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    • 1991
  • 심해에서 발생한 다방향불규칙 파랑이 수심변화에 의해서 어떠한 형태로 변형할 것인가를 명확히 파악하는 것은 연안구조물의 설계, 연안침식대책 공법의 확립에 있어서 중요한 과제이다. 본 연구는 선형파동이론을 적용할 수 있는 수심영역을 대상으로 에너지 평행방정식에 의해 방향 스펙트럼을 천수변형시킴으로써 얻어지는 제원을 입력조건으로서 파고, 주기, 파향의 결합확률분포를 수치적으로 구했고, 추정된 결합확률분포로부터 에너지 평형방정식의 천수변형예측에 대한 적용성을 수치적으로 검토했다. 또한 수심이 다른 2지점의 3성분 행렬배치에 의해 동시 측정되어진 방향 스펙트럼을 입력조건으로서, 천해역에 있어서의 방향 스펙트럼의 천수변형예측에 대한 에너지 평형방정식의 적용성 및 문제점에 대해서 검토한 것이다.

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Calculation of Welding Deformations by Simplified Thermal Elasto-plastic Analysis

  • Seo Sung Il
    • Journal of Ship and Ocean Technology
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    • 제8권3호
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    • pp.40-49
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    • 2004
  • Welding deformations injure the beauty of appearance of a structure, decrease its buckling strength and prevent increase of productivity. Welding deformations of real structures are complicated and the accurate prediction of welding deformations has been a difficult problem. This study proposes a method to predict the welding deformations of large structures accurately and practically based on the simplified thermal elasto-plastic analysis method. The proposed method combines the inherent strain theory with the numerical or theoretical analysis method and the experimental results. The weld joint is assumed to be divided into 3 regions such as inherent strain region, material softening region and base metal region. Characteristic material properties are used in structural modeling and analysis for reasonable simplification. Calculated results by this method show good agreement with the experimental results. It was proven that this method gives an accurate and efficient solution for the problem of welding deformation calculation of large structures.

파일럿 안정화 제트버너의 예혼합 화염이 미연가스 영역 난류특성에 미치는 영향 (Effects of Premixed Flame on Turbulence Properties in a Pilot Flame Stabilized Jet Burner)

  • 이대훈;권세진
    • 대한기계학회논문집B
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    • 제23권9호
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    • pp.1172-1177
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    • 1999
  • Comparisons of measured turbulence properties in the unburned gas region of turbulent premixed flame stabilized by pilot flame, in cases of combusting and non-combusting flow conditions, are presented. Methane-air premixed jet at fuel equivalence ratio of 0.6 and 1.0 and Reynolds number of 7,000 was diagnosed using two-color laser velocimeter to obtain turbulence statistics. Same set of measurements was repeated at 21 locations within the unburned gas region of both combusting and non-combusting conditions. Velocity data were analyzed to evaluate the spatial distribution of turbulence properties including Reynolds stress, probability densities, joint probability densities and auto correlations. Contrary to assumptions of current theoretical models, significant influence of flame was observed in every property that was studied in the present investigation. The effective viscosity increased ten-fold when flame was on from cold flow values. The effect of mixing on joint probability as well as in turbulence intensity was suppressed by the flame. The measurements suggest that common assumptions of premixed flame model may result in sizable error in prediction of flame length and temperature distribution in near-field.

Strengthening of non-seismically designed beam-column joints by ferrocement jackets with chamfers

  • Li, Bo;Lam, Eddie Siu-Shu;Cheng, Yuk-Kit;Wu, Bo;Wang, Ya-Yong
    • Earthquakes and Structures
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    • 제8권5호
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    • pp.1017-1038
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    • 2015
  • This paper presents a strengthening method that involves the use of ferrocement jackets and chamfers to relocate plastic hinge for non-seismically designed reinforced concrete exterior beam-column joints. An experimental study was conducted to assess the effectiveness of the proposed strengthening method. Four half-scale beam-column joints, including one control specimen and three strengthened specimens, were prepared and tested under quasi-static cyclic loading. Strengthening schemes include ferrocement jackets with or without skeleton reinforcements and one or two chamfers. Experimental results have indicated that the proposed strengthening method is effective to move plastic hinge from the joint to the beam and enhance seismic performance of beam-column joints. Shear stress and distortion within the joint region are also reduced significantly in strengthened specimens. Skeleton reinforcements in ferrocement provide limited improvement, except on crack control. Specimen strengthened by ferrocement jackets with one chamfer exhibits slight decrease in peak strength and energy dissipation but with increase in ductility as compared with that of two chamfers. Finally, a method for estimating moment capacity at beam-column interface for strengthened specimen is developed. The proposed method gives reasonable prediction and can ensure formation of plastic hinge at predetermined location in the beam.

Study on seismic performance of exterior reinforced concrete beam-column joint under variable loading speeds or axial forces

  • Guoxi Fan;Wantong Xiang;Debin Wang;Zichen Dou;Xiaocheng Tang
    • Earthquakes and Structures
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    • 제26권1호
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    • pp.31-48
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    • 2024
  • In order to get a better understanding of seismic performance of exterior beam-column joint, reciprocating loading tests with variable loading speeds or axial forces were carried out. The main findings indicate that only few cracks exist on the surface of the joint core area, while the plastic hinge region at the beam end is seriously damaged. The damage of the specimen is more serious with the increase of the upper limit of variable axial force. The deflection ductility coefficient of specimen decreases to various degrees after the upper limit of variable axial force increases. In addition, the higher the loading speed is, the lower the deflection ductility coefficient of the specimen is. The stiffness of the specimen decreases as the upper limit of variable axial force or the loading speed increase. Compared to the influence of variable axial force, the influence of the loading speed on the stiffness degradation of the specimen is more obvious. The cumulative energy dissipation and the equivalent viscous damping coefficient of specimen decrease with the increase of loading speed. The influence of variable axial force on the energy dissipation of specimen varies under different loading speeds. Based on the truss model, the biaxial stress criterion, the Rankine criterion, the Kent-Scott-Park model, the equivalent theorem of shearing stress, the softened strut-and-tie model, the controlled slip theory and the proposed equations, a calculation method for the shear capacity is proposed with satisfactory prediction results.

다시점 영상 부호화에서 전역 변이 벡터를 이용한 고속 모드 결정 (Fast Mode Decision using Global Disparity Vector for Multi-view Video Coding)

  • 한동훈;조숙희;허남호;이영렬
    • 방송공학회논문지
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    • 제13권3호
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    • pp.328-338
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    • 2008
  • H.264/AVC기반의 다시점 영상 부호화 기술은 시점간 상관성을 이용한 새로운 예측 방법을 이용하여 여러 대의 카메라로부터 촬영된 영상을 효율적으로 부호화하는 기술이다. 그러나 다시점 부호화 기술은 시점의 증가와 시점간 예측의 사용으로 인해 부호화 시간이 크게 증가한다. 본 논문은 부호화 시간을 줄이기 위해 다시점 영상에서 시점간에 대응하는 마크로블록 (Macroblock) 기반 영역 분할 정보와 시점간의 전역 변이 벡터를 이용한 고속 모드 결정 방법을 제안한다. 제안하는 방법은 다시점 영상 부호화 표준의 참조 소프트웨어인 joint multi-view video model (JMVM) 4.0에 비해 약 0.04dB의 화질 열화를 보이지만 전체 부호화 시간을 평균적으로 40% 단축할 수 있었다.

플라스틱 IC 패키지 접합부의 수명예측 및 품질향상에 관한 연구 (A Study on the Life Prediction and Quality Improvement of Joint in IC Package)

  • 신영의;김종민
    • Journal of Welding and Joining
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    • 제17권1호
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    • pp.124-132
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    • 1999
  • Thermal fatigue strength of the solder joints is the most critical issue for TSOP(Thin Small Outline Package) because the leads of this package are extremely short and thermal deformation cannot be absorbed by the deflection of the lead. And the TSOP body can be subject to early fatigue failures in thermal cycle environments. This paper was discussed distribution of thermal stresses at near the joint between silicon chip and die pad and investigated their reliability of solder joints of TSOP with 42 alloy clad lead frame on printed circuit board through FEM and 3 different thermal cycling tests. It has been found that the stress concentration around the encapsulated edge structure for internal crack between the silicon chip and Cu alloy die pad. And using 42 alloy clad, The reliability of TSOP body was improved. In case of using 42 alloy clad die pad(t=0.03mm). $$\sigma$_{VMmax}$ is 69Mpa. It is showed that 15% improvement of the strength in the TSOP body in comparison with using Cu alloy die pad $($\sigma$_{VMmax}$=81MPa). In solder joint of TSOP, the maximum equivalent plastic strain and Von Mises stress concentrate on the heel of solder fillet and crack was initiated in it's region and propagated through the interface between lead and solder. Finally, the modified Manson-Coffin equation and relationship of the ratio of $N_{f}$ to nest(η) and cumulative fracture probability(f) with respect to the deviations of the 50% fracture probability life $(N_{f 50%})$ were achieved.

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악관절질환에서 MRI 상 관절원판 후조직의 상대적 신호강도와 관절액의 Interleukin-6, MMP-2 및 MMP-9 농도 (RELATIVE SIGNAL INTENSITY OF RETRODISCAL TISSUE IN MRI, AND SYNOVIAL FLUID CONCENTRATION OF INTERLEUKIN-6, MMP-2 AND MMP-9 IN TEMPOROMANDIBULAR JOINT DISORDER)

  • 이상화;최목균
    • Journal of the Korean Association of Oral and Maxillofacial Surgeons
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    • 제31권5호
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    • pp.399-408
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    • 2005
  • In the progression of the Temporomandibular Joint Disorder(TMD), not only deformation and perforation of disc occur. But also fibrotic adhesion and inflammatory changes to the retrodiscal tissue can be seen in addition to the condylar degenerative change (e.g. osteoarthritis). However, the correct diagnosis,?planning for appropriate treatment, and prediction of prognosis are limited, because there are no means to stage the progression of the disorder. In this study relative signal intensity of retrodiscal tissue in MRI and the synovial fluid concentration of matrix metalloproteinase-2 (MMP-2), MMP-9, and Interleukin-6(IL-6) in the 23 temporomandibular joints(TMJ), from 17 patients with TMD were evaluated as a possible diagnostic marker. The relative signal intensity of retrodiscal tissue was referenced to brain gray matter with same region of interest(ROI) size. The concentrations of MMP-2, MMP-9, and IL-6 were evaluated by Enzyme Linked Immunosorbent Assay (ELISA). The collected data were compared with condylar degenerative change, joint effusion and disc position observed in MRI. The relative signal intensity of the retrodiscal tissue was increased significantly when degenerative changes were present. In addition, there was significantly high signal intensity in the presence of a disc displaced without reduction. The concentration of IL-6 was significantly increased when condylar degenerative change was no observed. And there were no changes in the levels of IL-6 according to disc position and joint effusion measurement. Moreover, there were no significant relevance between the concentration of total MMP-2 and active MMP-9 in synovial fluid, relative to degenerative changes in the mandibular condyle, to joint effusion, and to disc position observed on MRI images. In conclusion, the relative signal intensity of the retrodiscal tissue can be regarded as a mean of diagnosing the procession of TMD in a non-invasive manner. But more additional studies are required for the levels of MMP-2. MMP-9, and IL-6 to determine their potentials as a diagnostic marker for TMD.

보의 휨항복 후 접합부가 파괴하는 철근콘크리트 보-기둥 접합부의 전단내력 감소에 대한 해석적 연구 (A Study for Shear Deterioration of Reinforced Concrete Beam-Column Joints Failing in Shear after Flexural Yielding of Adjacent Beams)

  • 박종욱;윤석광;김병일;이정윤
    • 콘크리트학회논문집
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    • 제24권4호
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    • pp.399-406
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    • 2012
  • 철근콘크리트 보-기둥 접합부는 구조물 전체의 거동에 가장 크게 영향을 주는 부재 중 하나이다. 보와 기둥의 상대적인 강도 차이가 줄어들면서 지진에 의한 피해가 접합부에도 발생하고 있다. 지진하중과 같은 횡방향 반복하중이 작용하게 되면 접합부는 휨보다는 수직 혹은 수평방향 전단이나 부착에 대한 저항력이 중요하다. 따라서 접합부에 대한 내진설계는 설계자가 의도한 연성에 만족할 때까지 전단이나 부착에 대한 내력이 크게 감소하지 않는 수준의 설계가 요구된다. 하지만 인접보 소성힌지의 변형률 침투와 침투한 변형률의 영향으로 인해서 접합부의 변형이 발생하게 되고 접합부의 내력은 설계자의 요구 수준을 만족하지 못할 수도 있다. 이 논문에서는 부재 각 요소가 내부 접합부에 미치는 변형과 감소하는 전단내력을 파악하고 연성을 계산하는 모델을 제시하였다. 힘의 평형과 변형률 적합조건, 다른 연구자들의 이론을 참고하여 구축하였으며 모델을 실제 실험에 적용하였을 경우 타당한 범위 내에서 평가하였다. 다른 실험 데이터에 대한 추가적인 분석으로 불완전한 부분을 파악하고 개선하여 결과에 대한 오차를 줄이는 연구가 필요하다.