• Title/Summary/Keyword: Mathematical Modeling

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ETF Trading Based on Daily KOSPI Forecasting Using Neural Networks (신경회로망을 이용한 KOSPI 예측 기반의 ETF 매매)

  • Hwang, Heesoo
    • Journal of the Korea Convergence Society
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    • v.10 no.1
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    • pp.7-12
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    • 2019
  • The application of neural networks to stock forecasting has received a great deal of attention because no assumption about a suitable mathematical model has to be made prior to forecasting and they are capable of extracting useful information from data, which is required to describe nonlinear input-output relations of stock forecasting. The paper builds neural network models to forecast daily KOrea composite Stock Price Index (KOSPI), and their performance is demonstrated. MAPEs of NN1 model show 0.427 and 0.627 in its learning and test, respectively. Based on the predicted KOSPI price, the paper proposes an alpha trading for trades in Exchange Traded Funds (ETFs) that fluctuate with the KOSPI200. The alpha trading is tested with data from 125 trade days, and its trade return of 7.16 ~ 15.29 % suggests that the proposed alpha trading is effective.

Earthquake response of nanocomposite concrete pipes conveying and immersing in fluid using numerical methods

  • Maleki, Mostafa;Bidgoli, Mahmood Rabani;Kolahchi, Reza
    • Computers and Concrete
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    • v.24 no.2
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    • pp.125-135
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    • 2019
  • Concrete pipelines are the most efficient and safe means for gas and oil transportation over a long distance. The use of nano materials and nono-engineering can be considered for enhancing concrete pipelines properties. the tests show that SiO2 nanoparticles can improve the mechanical behavior of concrete. Moreover, severe hazard for pipelines is seismic ground motion. Over the years, scientists have attempted to understand pipe behavior against earthquake most frequently via numerical modeling and simulation. Therefore, in this paper, the dynamic response of underwater nanocomposite submerged pipeline conveying fluid is studied. The structure is subjected to the dynamic loads caused by earthquake and the governing equations of the system are derived using mathematical model via Classic shell theory and Hamilton's principle. Navier-Stokes equation is employed to calculate the force due to the fluid in the pipe. As well, the effect of external fluid is modeled with an external force. Mori-Tanaka approach is used to estimate the equivalent material properties of the nanocomposite. 1978 Tabas earthquake in Iran is considered for modelling seismic load. The dynamic displacement of the structure is extracted using differential quadrature method (DQM) and Newmark method. The effects of different parameters such as SiO2 nanoparticles volume percent, boundary conditions, thickness to radius ratios, length to radius ratios, internal and external fluid pressure and earthquake intensity are discussed on the seismic response of the structure. From results obtained in this paper, it can be found that the dynamic response of the pipe is increased in the presence of internal and external fluid. Furthermore, the use of SiO2 nanoparticles in concrete pipeline reduces the displacement of the structure during an earthquake.

Dynamic Characteristics of Composite Thin-Walled Beams with a Chord-Wise Asymmetric Cross-Section: II. Multi-Cell (시위 방향 비대칭 단면의 복합재료 박벽보의 동특성 연구: II. 다중-셀)

  • Kim, Keun-Taek
    • Journal of Aerospace System Engineering
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    • v.13 no.2
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    • pp.51-59
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    • 2019
  • Subsequently, Part I [1], which was about the single-cell model, a composite thin-walled beam with a multi-cell of chord-wise asymmetric cross-section, was selected in this study. Moreover, the theoretical dynamic characteristics of the model were analyzed. For this analysis, mathematical modeling was performed by considering the warping restraint effects, transverse shear effects, taper ratio and cross-section ratio. Similar to part I, the mass, stiffness coefficients and Eigen frequencies of the multi-cell section considered were investigated. In particular, the comparison between the multi-cell and single-cell sections and the effects of the cross-section ratio and taper ratio of the model on the Eigen frequencies were analyzed. However, the results compared when the asymmetry of the section was considered and warping function were not corrected.

Model Reference Adaptive Control of a Quadrotor Considering the Uncertainty of Payload (유상하중의 불확실성을 고려한 쿼드로터의 모델 참조 적응제어 기법 설계)

  • Lee, Dongwoo;Kim, Lamsu;Jang, Kwangwoo;Lee, Seongheon;Bang, Hyochoong
    • Journal of the Korean Society for Aeronautical & Space Sciences
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    • v.49 no.9
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    • pp.749-757
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    • 2021
  • In transportation missions using quadrotor, the payload may change the model parameters, such as mass, moment of inertia, and center of gravity. Moreover, if position of the payload is constantly changing during flight, the effect can adversely affect the control performances. To handle this issue, we suggest Model Reference Adaptive Control based on Linear Quadratic Regulator(LQR+MRAC) to compensate the uncertainty caused by payload. Firstly, the mathematical modeling with the fixed payload is derived. Second, Linear Quadratic Regulator (LQR) is used to design the reference model and baseline controller. Also, through the Stability method, Adaptive law is derived to estimate the model parameters. To verify the performance of proposed control scheme, we compared LQR and LQR+MRAC in situations where uncertainties exist. And, when the disturbance exist, the classic MRAC and proposed controller is compared to analyze the transient response and robustness.

Multi-mode cable vibration control using MR damper based on nonlinear modeling

  • Huang, H.W.;Liu, T.T.;Sun, L.M.
    • Smart Structures and Systems
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    • v.23 no.6
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    • pp.565-577
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    • 2019
  • One of the most effective countermeasures for mitigating cable vibration is to install mechanical dampers near the anchorage of the cable. Most of the dampers used in the field are so-called passive dampers where their parameters cannot be changed once designed. The parameters of passive dampers are usually determined based on the optimal damper force obtained from the universal design curve for linear dampers, which will provide a maximum additional damping for the cable. As the optimal damper force is chosen based on a predetermined principal vibration mode, passive dampers will be most effective if cable undergoes single-mode vibration where the vibration mode is the same as the principal mode used in the design. However, in the actual engineering practice, multi-mode vibrations are often observed for cables. Therefore, it is desirable to have dampers that can suppress different modes of cable vibrations simultaneously. In this paper, MR dampers are proposed for controlling multi-mode cable vibrations, because of its ability to change parameters and its adaptability of active control without inquiring large power resources. Although the highly nonlinear feature of the MR material leads to a relatively complex representation of its mathematical model, effective control strategies can still be derived for suppressing multi-mode cable vibrations based on nonlinear modelling, as proposed in this paper. Firstly, the nonlinear Bouc-wen model is employed to accurately portray the salient characteristics of the MR damper. Then, the desired optimal damper force is determined from the universal design curve of friction dampers. Finally, the input voltage (current) of MR damper corresponding to the desired optimal damper force is calculated from the nonlinear Bouc-wen model of the damper using a piecewise linear interpolation scheme. Numerical simulations are carried out to validate the effectiveness of the proposed control algorithm for mitigating multi-mode cable vibrations induced by different external excitations.

Extracting the Distribution Potential Area of Debris Landform Using a Fuzzy Set Model (퍼지집합 모델을 이용한 암설지형 분포 가능지 추출 연구)

  • Wi, Nun-Sol;JANG, Dong-Ho
    • Journal of The Geomorphological Association of Korea
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    • v.24 no.1
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    • pp.77-91
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    • 2017
  • Many debris landforms in the mountains of Korea have formed in the periglacial environment during the last glacial stage when the generation of sediments was active. Because these landforms are generally located on steep slopes and mostly covered by vegetation, however, it is difficult to observe and access them through field investigation. A scientific method is required to reduce the survey range before performing field investigation and to save time and cost. For this purpose, the use of remote sensing and GIS technologies is essential. This study has extracted the potential area of debris landform formation using a fuzzy set model as a mathematical data integration method. The first step was to obtain information about the location of debris landforms and their related factors. This information was verified through field observation and then used to build a database. In the second step, we conducted the fuzzy set modeling to generate a map, which classified the study area based on the possibility of debris formation. We then applied a cross-validation technique in order to evaluate the map. For a quantitative analysis, the calculated potential rate of debris formation was evaluated by plotting SRC(Success Rate Curve) and calculating AUC(Area Under the Curve). The prediction accuracy of the model was found to be 83.1%. We posit that the model is accurate and reliable enough to contribute to efficient field investigation and debris landform management.

Internet of Things (IoT) Based Modeling for Dynamic Security in Nuclear Systems with Data Mining Strategy (데이터 마이닝 전략을 사용하여 원자력 시스템의 동적 보안을 위한 사물 인터넷 (IoT) 기반 모델링)

  • Jang, Kyung Bae;Baek, Chang Hyun;Kim, Jong Min;Baek, Hyung Ho;Woo, Tae Ho
    • Journal of Internet of Things and Convergence
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    • v.7 no.1
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    • pp.9-19
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    • 2021
  • The data mining design incorporated with big data based cloud computing system is investigated for the nuclear terrorism prevention where the conventional physical protection system (PPS) is modified. The networking of terror related bodies is modeled by simulation study for nuclear forensic incidents. It is needed for the government to detect the terrorism and any attempts to attack to innocent people without illegal tapping. Although the mathematical algorithm of the study can't give the exact result of the terror incident, the potential possibility could be obtained by the simulations. The result shows the shape oscillation by time. In addition, the integration of the frequency of each value can show the degree of the transitions of the results. The value increases to -2.61741 in 63.125th hour. So, the terror possibility is highest in later time.

Study of an improved and novel venturi scrubber configuration for removal of radioactive gases from NPP containment air during severe accident

  • Farooq, Mujahid;Ahmed, Ammar;Qureshi, Kamran;Shah, Ajmal;Waheed, Khalid;Siddique, Waseem;Irfan, Naseem;Ahmad, Masroor;Farooq, Amjad
    • Nuclear Engineering and Technology
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    • v.54 no.9
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    • pp.3310-3316
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    • 2022
  • Owing to the rising concerns about the safety of nuclear power plants (NPP), it is essential to study the venturi scrubber in detail, which is a key component of the filtered containment venting system (FCVS). FCVS alleviates the pressurein containment byfiltering and venting out the contaminated air. Themain objective of this research was to perform a CFD investigation of different configurations of a circular, non-submerged, self-priming venturi scrubber to estimate and improve the performance in the removal of elemental iodine from the air. For benchmarking, a mass transfer model which is based on two-film theory was selected and validated by experimental data where an alkaline solution was considered as the scrubbing solution. This mass transfer model was modified and implemented on a unique formation of two self-priming venturi scrubbers in series. Euler-Euler method was used for two-phase modeling and the realizable K-ε model was used for capturing the turbulence. The obtained results showed a remarkable improvement in the removal of radioactive iodine from the air using a series combination of venturi scrubbers. The removal efficiency was improved at every single data point.

Analytical and experimental investigations on the performance of tuned liquid column ball damper considering a hollow ball

  • Shah, Mati Ullah;Usman, Muhammad;Kim, In-Ho;Dawood, Sania
    • Structural Engineering and Mechanics
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    • v.83 no.5
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    • pp.655-669
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    • 2022
  • Passive vibration control devices like tuned liquid column dampers (TLCD) not only significantly reduce buildings' vibrations but also can serve as a water storage facility. The recently introduced modified form of TLCD known as tuned liquid column ball damper (TLCBD) suppressed external vibration efficiently compared to traditional TLCD. For excellent performance, the mass ratio of TLCBD should be in the range of 5% to 7%, which does not include the mass of the ball. This additional mass of the ball increases the overall structure mass. Therefore, in this paper, an effort is made to reduce the mass of TLCBD. For this purpose, a new modified version of TLCBD known as tuned liquid column hollow ball damper (TLCHBD) is proposed. The existing mathematical modeling of TLCBD is used for this new damper by updating the numerical values of the mass and mass moment of the ball. Analytically the optimal design parameters are obtained. Numerically the TLCHBD is investigated with a single degree of freedom structure under harmonic and seismic loadings. It is found that TLCHBD performance is similar to TLCBD in both loadings' cases. To validate the numerical results, an experimental study is conducted. The mass of the ball of TLCHBD is reduced by 50% compared to the ball of TLCBD. Both the arrangements are studied with a multi-degree of freedom structure under harmonic and seismic loadings using a shake table. The results of the experimental study confirm the numerical findings. It is found that the performance behavior of both the dampers is almost similar under harmonic and seismic loadings. In short, the TLCHBD is lighter in weight than TLCBD but has a similar vibration suppression ability.

Stability investigation of symmetrically porous advanced composites plates via a novel hyperbolic RPT

  • S.R. Mahmoud;E.I. Ghandourah;A.H. Algarni;M.A. Balubaid;Abdelouahed Tounsi;Abdeldjebbar Tounsi;Fouad Bourada
    • Steel and Composite Structures
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    • v.46 no.4
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    • pp.471-483
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    • 2023
  • This paper presents an analytical hyperbolic theory based on the refined shear deformation theory for mechanical stability analysis of the simply supported advanced composites plates (exponentially, sigmoidal and power-law graded) under triangular, trapezoidal and uniform uniaxial and biaxial loading. The developed model ensures the boundary condition of the zero transverse stresses at the top and bottom surfaces without using the correction factor as first order shear deformation theory. The mathematical formulation of displacement contains only four unknowns in which the transverse deflection is divided to shear and bending components. The current study includes the effect of the geometric imperfection of the material. The modeling of the micro-void presence in the structure is based on the both true and apparent density formulas in which the porosity will be dense in the mid-plane and zero in the upper and lower surfaces (free surface) according to a logarithmic function. The analytical solutions of the uniaxial and biaxial critical buckling load are determined by solving the differential equilibrium equations of the system with the help of the Navier's method. The correctness and the effectiveness of the proposed HyRPT is confirmed by comparing the results with those found in the open literature which shows the high performance of this model to predict the stability characteristics of the FG structures employed in various fields. Several parametric analyses are performed to extract the most influenced parameters on the mechanical stability of this type of advanced composites plates.