• Communications for Statistical Applications and Methods
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• 제16권6호
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• pp.891-901
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• 2009

이 논문에서는 GARCH 모형에서 가정한 오차향의 분포에 근접하도록 자료를 변환하고 변환된 자료를 이용하여 모수와 예측구간을 구한 후 다시 역변환을 통해 원래의 척도에서의 VaR을 계산하는 방법에 대해 알아본다. KOSPI와 KOSDAQ 수익률을 이동시키며 VaR을 계산하고 이들 VaR의 포함확률을 계산하여 병목수준에 얼마나 근접하는지를 알아봄으로써 변환-역변환 방법과 변환을 적용하지 않는 방법의 결과를 비교해 본다.

• Elastomers and Composites
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• 제57권4호
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• pp.165-174
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• 2022

The effect of fumed silica loading on the thermal stability and mechanical properties of fluorosilicone (FVMQ) rubber was investigated. The distribution of fumed silica inside FVMQ was characterized using scanning electron microscopy, and the thermal stability of composites was evaluated using thermogravimetric analysis and by the changes in mechanical performance during thermo-oxidative aging. The function mechanism of fumed silica was studied by Fourier transform infrared spectroscopy. The results show that with increasing silica content, the crosslink density of composites, the modulus at 100%, and tensile strength also increased, whereas the elongation at break decreased. Furthermore, increasing the silica content of composites increased the initial decomposition temperature (T_d) and residual weight of the composite after exposure to nitrogen. In addition, the thermal oxidative aging experiment demonstrated improved aging resistance of the FVMQ composites, including lower change in tensile strength, elongation at break, and modulus at 100%.

• Structural Engineering and Mechanics
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• 제87권1호
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• pp.95-106
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• 2023

This paper investigates the dynamic response of a functionally graded material (FGM) coated half-plane excited by distributed time harmonic loading. Three types of typical distributed surface loads, including uniform load, Hertz load, and square-root singular load, are considered. The mass density and elastic modulus of the FGM coating are supposed to be described by the exponential function. The material damping is modelled by a linearly hysteretic damping which is expressed by a complex modulus in the time harmonic motion. Using Fourier integral transform technique and numerical integral method, the effects of the excitation frequency, gradient index, damping, and load type on the dynamic stresses and displacements are discussed.

• Structural Engineering and Mechanics
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• 제58권3호
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• pp.423-442
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• 2016

This study considers a functionally graded (FG) elastic layer resting on homogeneous elastic substrate under axisymmetric static loading. The shear modulus of the FG layer is assumed to vary in an exponential form through the thickness. In solution, the FG layer is approximated into a multilayered medium consisting of thin homogeneous sublayers. Stiffness matrices for a typical homogeneous isotropic elastic layer and a half-space are first obtained by solving the axisymmetric elasticity equations with the aid of Hankel's transform. Global stiffness matrix is, then, assembled by considering the continuity conditions at the interfaces. Numerical results for the displacements and the stresses are obtained and compared with those of the classical elasticity and the finite element solutions. According to the results of the study, the approach employed here is accurate and efficient for elasto-static problems of FGMs.

• Structural Engineering and Mechanics
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• 제53권4호
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• pp.625-644
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• 2015

In this paper, a two-layer partial interaction composite beams model considering the higher order shear deformation of sub-elements is built. Then, the governing differential equations and boundary conditions for static analysis of linear elastic higher order composite beams are formulated by means of principle of minimum potential energy. Subsequently, analytical solutions for cantilever composite beams subjected to uniform load are presented by Laplace transform technique. As a comparison, FEM for this problem is also developed, and the results of the proposed FE program are in good agreement with the analytical ones which demonstrates the reliability of the presented exact and finite element methods. Finally, parametric studies are performed to investigate the influences of parameters including rigidity of shear connectors, ratio of shear modulus and slenderness ratio, on deflections of cantilever composite beams, internal forces and stresses. It is revealed that the interfacial slip has a major effect on the deflection, the distribution of internal forces and the stresses.

• Structural Engineering and Mechanics
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• 제24권1호
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• pp.51-62
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• 2006

Differential transform method (DTM) for free vibration analysis of both ends simply supported beam resting on elastic foundation is suggested. The fourth order partial differential equation for free vibration of the beam resting on elastic foundation subjected to bending moment, shear and axial compressive load is obtained by using Winkler hypothesis and small displacement theory. It is assumed that the material is linear-elastic, and that axial load and modulus of subgrade reaction to be constant. In the analysis, shear and axial load effects are considered. The frequency factors of the beam are calculated by using DTM due to the values of relative stiffness; the results are presented in graphs and tables.

• 한국지구물리탐사학회:학술대회논문집
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• 한국지구물리탐사학회 2007년도 공동학술대회 논문집
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• pp.237-240
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• 2007

The evaluation of shear modulus (or shear wave velocity) profile of site is very important in the various fields of geotechnical engineering. To obtain shear wave velocity profile, various in-situ seismic methods using surface waves have been developed. These surface wave based in-situ seismic methods have their own strength and weakness. In this study, new seismic site characterization method using the harmonic wavelet analysis of wave (HWAW) was proposed to overcome some of weaknesses in the existing surface wave based seismic site characterization methods. HWAW method which is based on time-frequency analysis using harmonic wavelet transform have been developed to determine phase and group velocities of waves. In order to estimate the applicability of HWAW method, field tests were performed. Through field applications and comparison with other test results, the applicability of the proposed method were verified.

• 대한전자공학회:학술대회논문집
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• 대한전자공학회 2000년도 하계종합학술대회 논문집(4)
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• pp.202-205
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• 2000

In this paper we propose an algorithm that detects, tracks a moving object, and classify whether it is human from the video clip captured under the fixed video camera. It detects the outline of the moving object by finding out the local maximum points of the modulus image, which is the magnitude of the motion vectors. It also estimates the size and the center of the moving object. When the object is detected, the algorithm discriminates whether it is human by segmenting the face. It is segmented by searching the elliptic shape using Hough transform and grouping the skin color region within the elliptic shape.

• 대한원격탐사학회:학술대회논문집
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• 대한원격탐사학회 2003년도 Proceedings of ACRS 2003 ISRS
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• pp.700-702
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• 2003

A new method for automatic detection of absorption features is proposed. This method is based on the modulus maximum of the scale-space image calculated by continuous wavelet transform. This method is computationally efficient as compared to traditional methods. The continuum removal algorithm is than implemented on the detected absorption features to reduce some additive factors caused by other absorbing of materials. The results show that the chlorophyll absorption features are detected exactly.

• 대한의용생체공학회:의공학회지
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• 제29권4호
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• pp.278-285
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• 2008

In this study the complex-valued continuous wavelet transform (CWT) has been applied in detection of Electrocardiograms (ECG) as response to various signal classification methods such as Fourier transforms and other tools of time frequency analysis. Experiments have shown that CWT may serve as a detector of non-stationary signal changes as ECG. The tested signal is corrupted by short time events. We applied CWT to detect short-time event and the result image representation of the signal has showed us that one can easily find the discontinuity at the time scale representation. Analysis of ECG signal using complex-valued continuous wavelet transform is the first step to detect possible changes and alternans. In the second step, modulus and phase must be thoroughly examined. Thus, short time events in the ECG signal, and other important characteristic points such as frequency overlapping, wave onsets/offsets extrema and discontinuities even inflection points are found to be detectable. We have proved that the complex-valued CWT can be used as a powerful detector in ECG signal analysis.