• Title/Summary/Keyword: Mixed-effect model

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EFFICIENT ESTIMATION OF THE COINTEGRATING VECTOR IN ERROR CORRECTION MODELS WITH STATIONARY COVARIATES

  • Seo, Byeong-Seon
    • Journal of the Korean Statistical Society
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    • v.34 no.4
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    • pp.345-366
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    • 2005
  • This paper considers the cointegrating vector estimator in the error correction model with stationary covariates, which combines the stationary vector autoregressive model and the nonstationary error correction model. The cointegrating vector estimator is shown to follow the locally asymptotically mixed normal distribution. The variance of the estimator depends on the co­variate effect of stationary regressors, and the asymptotic efficiency improves as the magnitude of the covariate effect increases. An economic application of the money demand equation is provided.

Particle Dispersion and Effect of Spin in the Turbulent Boundary Layer Flow (난류 경계층 유동에서 입자의 확산과 스핀의 영향)

  • Kim, Byung-Gu;Lee, Chang-Hoon
    • Transactions of the Korean Society of Mechanical Engineers B
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    • v.28 no.1
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    • pp.89-98
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    • 2004
  • In this paper, we develope a dispersion model based on the Generalized Langevin Model. Thomson's well-mixed condition is the well known criterion to determine particle dispersion. But, it has 'non-uniqueness problem'. To resolve this, we adopt a turbulent model which is a new approach in this field of study. Our model was greatly simplified under the self-similarity condition, leaving model only two model constants $C_{0}$ and ${\gamma}$$_{5}$ that control the dispersion and spin which measures rotational property of the Lagrangian particle trajectory. We investigated the sign of spin as well as magnitude by using the Direct Numerical Simulation. Model calculations were performed on the neutrally stable boundary layer flow. We found that spin has weak effect on the particle dispersion but it shows the significant effect on the horizontal flux compared to the zero-spin model.

A Mixed-Integer Programming Model to Draw the Concordance Level and the Kernel Set for the Implementation of ELECTRE IS (ELECTRE IS의 구현 시 일치판정 기준비율 도출과 핵심대안 선정을 위한 혼합정수계획 모형)

  • Park, Seokyoung;Kim, Jaehee;Kim, Sheung-Kown
    • Journal of Korean Institute of Industrial Engineers
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    • v.31 no.4
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    • pp.265-276
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    • 2005
  • ELECTRE IS requires the decision maker (DM) to specify several parameters such as weights, pseudo-criteria thresholds and the concordance level. Among these parameters, the concordance level has a significant effect on the outranking relation. And the number of alternatives selected may be sensitive to the value of these parameters. Therefore the DM may have to perform many iterations to obtain the desired number of alternatives in the kernel set. In this study, we developed a mixed-integer programming (MIP) model to elicit the concordance level and thereby to choose the desired number of alternatives in the kernel set. The MIP model can be applied in the interactive process so that the pseudo-criteria thresholds are adjusted according to the results of MIP model. Using the MIP model in the interactive process, we can reduce the number of iterations needed to perform ELECTRE IS.

Modelling reinforced concrete beams under mixed shear-tension failure with different continuous FE approaches

  • Marzec, Ireneusz;Skarzynski, Lukasz;Bobinski, Jerzy;Tejchman, Jacek
    • Computers and Concrete
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    • v.12 no.5
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    • pp.585-612
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    • 2013
  • The paper presents quasi-static numerical simulations of the behaviour of short reinforced concrete beams without shear reinforcement under mixed shear-tension failure using the FEM and four various constitutive continuum models for concrete. First, an isotropic elasto-plastic model with a Drucker-Prager criterion defined in compression and with a Rankine criterion defined in tension was used. Next, an anisotropic smeared crack and isotropic damage model were applied. Finally, an elasto-plastic-damage model was used. To ensure mesh-independent FE results, to describe strain localization in concrete and to capture a deterministic size effect, all models were enhanced in a softening regime by a characteristic length of micro-structure by means of a non-local theory. Bond-slip between concrete and reinforcement was considered. The numerical results were directly compared with the corresponding laboratory tests performed by Walraven and Lehwalter (1994). The advantages and disadvantages of enhanced models to model the reinforced concrete behaviour were outlined.

Centrifuge Modeling of Soft Clay with Vertical Drains Considering the Centrifuge Similarity (상사성을 고려한 배수재 설치 연약점토 지반의 원심모델링)

  • Yoo, Nam-Jae;Hong, Young-Kil;Jeong, Gil-Soo;Cho, Han-Ki
    • Journal of Industrial Technology
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    • v.27 no.A
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    • pp.111-120
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    • 2007
  • This paper is results of experimental research on the effect of application of similarity related to permeability of soil on the consolidation behavior as centrifuge modeling of consolidation is performed with the centrifuge model facility. In this research, the permeability of soil was controlled by changing the viscosity of porewater as the mixed water with glycerin was used during the centrifuge model experiments. The effect of drainage path on consolidation was investigated by installing the vertical drains. A serise of centrifuge model tests with conditions of single vertical and radial horizontal drainage were carried out. Kaolinite and Jumunjin standard sand were used as soft clay and surcharges respectively during tests. For testing condition of single vertical drainage considering similarity of permeability, it was found that consolidation with mixed porewater with glycerin was delayed in comparisons sons with test results with water only. For conditions of horizontal drainage with vertical drains, a low permeability by changing the viscosity of pore water resulted in delayed degree of consolidation at an initial stage of consolidation. But, it predicted not much differences in settlement as long as the consolidation time was sufficiently long enough to finish consolidation. Consequently, it was found that similarity in permeability should be considered to be critical for the case of centrifuge model experiments related to consolidation with long drainage path.

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Toxicity Evaluation of Complex Metal Mixtures Using Reduced Metal Concentrations: Application to Iron Oxidation by Acidithiobacillus ferrooxidans

  • Cho, Kyung-Suk;Ryu, Hee-Wook;Choi, Hyung-Min
    • Journal of Microbiology and Biotechnology
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    • v.18 no.7
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    • pp.1298-1307
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    • 2008
  • In this study, we investigated the inhibition effects of single and mixed heavy metal ions ($Zn^{2+},\;Ni^{2+},\;Cu^{2+},\;and\;Cd^{2+}$) on iron oxidation by Acidithiobacillus ferrooxidans. Effects of metals on the iron oxidation activity of A. ferrooxidans are categorized into four types of patterns according to its oxidation behavior. The results indicated that the inhibition effects of the metals on the iron oxidation activity were noncompetitive inhibitions. We proposed a reduced inhibition model, along with the reduced inhibition constant ($\alpha_i$), which was derived from the inhibition constant ($K_I$) of individual metals and represented the tolerance of a given inhibitor relative to that of a reference inhibitor. This model was used to evaluate the toxicity effect (inhibition effect) of metals on the iron oxidation activity of A. ferrooxidans. The model revealed that the iron oxidation behavior of the metals, regardless of metal systems (single, binary, ternary, or quaternary), is closely matched to that of any reference inhibitor at the same reduced inhibition concentration, $[I]_{reduced}$, which defines the ratio of the inhibitor concentration to the reduced inhibition constant. The model demonstrated that single metal systems and mixed metal systems with the same reduced inhibitor concentrations have similar toxic effects on microbial activity.

Compressive Creep Properties of Reinforced Soil Mixture (보강혼합토의 압축 크리프 특성)

  • 이상호;차현주;김철영
    • Magazine of the Korean Society of Agricultural Engineers
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    • v.44 no.6
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    • pp.115-123
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    • 2002
  • This study was performed to provide basic data for development and construction of reinforced soil wall that mixed with reinforcements such as calcium carbonate, monofilament fiber. In order to determine proper moisture content and mixing ratio by weight of reinforcement, Poisson's ratio and compressive strength tests for sandy soil had been conducted. Model tests for long-term behavior of reinforced soil wall were carried out to investigate the effect of reinforcement during loads and under static loads. The results of creep and model tests for sandy soil compared with clayey soil. Reinforced sandy soil mixed with calcium carbonate and cement showed brittle rupture by shear but that of mixed with monofilament fiber showed ductile rupture due to the tension force of fiber. It was shown that when age increased, creep strain of reinforced soil under sustained load approached constant values.

A statistical analysis on the selection of the optimal covariance matrix pattern for the cholesterol data (콜레스테롤 자료에 대한 적정 공분산행렬 형태 산출에 관한 통계적 분석)

  • Jo, Jin-Nam;Baik, Jai-Wook
    • Journal of the Korean Data and Information Science Society
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    • v.21 no.6
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    • pp.1263-1270
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    • 2010
  • Sixty patients were divided into three groups. Each group of twenty persons had fed on different diet foods over 5 weeks. Cholesterol had been measured repeatedly five times at an interval of a week during 5 weeks. It resulted from mixed model analysis of repeated measurements data that homogeneous toeplitz covariance matrix pattern was selected as the optimal covariance pattern. The correlations between measurements of different times for the covariance matrix are somewhat highly correlated as 0.64-0.78. Based upon the homogeneous toeplitz covariance pattern model, the time effect was found to be highly significant, but the treatment effect and treatment-time interaction effect were found to be insignificant.

Prediction of Fatigue Crack Propagation Behavior Under Mixed-Mode Single Overload (혼합모드 단일과대하중 하에서 피로균열 전파거동의 예측)

  • Lee, Jeong-Moo;Song, Sam-Hong
    • Proceedings of the KSME Conference
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    • 2004.11a
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    • pp.359-364
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    • 2004
  • In this study, experiments were tried on the mixed-mode I+II single overloading model which changes the loading mode of overload and fatigue load. Aspects of deformation field in front of the crack which is formed by mixed-mode I+II single overloading were experimentally studied. Then the shape and size of mixed-mode plastic zone were approximately calculated. The propagation behavior of fatigue crack was examined under the test conditions combined by changing the loading mode. The behavior of fatigue cracks were greatly affected by shapes of plastic deformation field and applying mode of fatigue load. Accuracy of prediction and evaluation for fatigue life may be improved by considering all aspects of deformation and behavior of fatigue cracks.

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Effect of Financial Transmission Rights on the Strategic Bidding Behavior of the Electricity Producers (재무적 송전권이 발전사의 전략적 입찰에 미치는 영향)

  • Lee, Kwang-Ho;Shin, Jae-Hong
    • The Transactions of The Korean Institute of Electrical Engineers
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    • v.59 no.7
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    • pp.1226-1231
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    • 2010
  • This paper looks at the influence of Financial Transmission Rights (FTRs) on the market value(Social Welfare; SW) in the competitive electricity market. The transmission line constraints make it difficult to compute the Nash Equilibrium (NE) due to causing a mixed strategy NE instead of a pure strategy NE. Computing a mixed strategy is more complicated in a multi-player game. The aim of this paper are to compute a mixed strategy NE and analyze SW in power transaction with FTRs. This paper introduces a formula and a technique for solving NE of multi-player game with FTRs. In addition, it analyzes the influence of holding of FTRs by generation company on SW and it proposes the SW at NE is influenced by Power Transfer Distribution Factor (PTDF) where holder of FTRs are located. The assertion is verified by calculating the mixed strategy utilizing the Cournot model widely used for studies on FTRs.