• Steel and Composite Structures
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• v.39 no.5
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• pp.615-630
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• 2021

The main purpose of the present work was to study the dynamic instability of a three-layered, thick composite sandwich beam with the functionally graded (FG) flexible core subjected to an axial compressive follower force. Flutter instability of a sandwich cantilever beam was analyzed using the high-order theory of sandwich beams, for the first time. The governing equations in general for sandwich beams with an FG core were extracted and could be used for all types of sandwich beams with any types of face sheets and cores. A polynomial function is considered for the vertical distribution of the displacement field in the core layer along the thickness, based on the results of the first Frosting's higher order model. The governing partial differential equations and the equations of boundary conditions of the dynamic system are derived using Hamilton's principle. By applying the boundary conditions and numerical solution methods of squares quadrature, the beam flutter phenomenon is studied. In addition, the effects of different geometrical and material parameters on the flutter threshold were investigated. The results showed that the responses of the dynamic instability of the system were influenced by the follower force, the coefficients of FGs and the geometrical parameters like the core thickness. Comparison of the present results with the published results in the literature for the special case confirmed the accuracy of the proposed theory. The results showed that the follower force of the flutter phenomenon threshold for long beams tends to the corresponding results in the Timoshenko beam.

• Journal of Advanced Navigation Technology
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• v.26 no.2
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• pp.119-124
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• 2022

The international gnss service (IGS) provides real-time service (RTS) orbit and clock correction applicable to the broadcast ephemeris of GNSS satellites. However, since the RTS correction cannot be received if the Internet connection is lost, the RTS correction should be predicted and used when a signal interruption occurs in order to perform stable precise point positioning (PPP). In this paper, PPP was performed by predicting orbit and clock correction using a long short-term memory (LSTM) algorithm in real-time during the signal loss. The prediction performance was analyzed by implementing the LSTM algorithm in RPI (raspberry pi), the processing speed of which is not high. Compared to the polynomial prediction model, LSTM showed excellent performance in long-term prediction.

• Geomechanics and Engineering
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• v.28 no.4
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• pp.397-404
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• 2022

Accurate prediction of the undrained shaft resistance is essential for robust design of bored piles in undrained condition. The undrained shaft resistance is calculated using the undrained adhesion factor multiplied by the undrained cohesion of the soil. However, the available correlations to predict the undrained adhesion factor have been developed using simple regression techniques and the accuracy of these correlations has not been thoroughly assessed in previous studies. The lack of the assessment of these correlations made it difficult for geotechnical engineers to select the most accurate correlation in routine designs. Furthermore, limited attempts have been made in previous studies to use advanced data mining techniques to develop simple and accurate correlation to predict the undrained adhesion factor. This research, therefore, has been conducted to fill these gaps in knowledge by developing novel and robust correlation to predict the undrained adhesion factor. The development of the new correlation has been conducted using the multi-objective evolutionary polynomial regression analysis. The new correlation outperformed the available empirical correlations, where the new correlation scored lower mean absolute error, mean square error, root mean square error and standard deviation of measured to predicted adhesion factor, and higher mean, a20-index and coefficient of correlation. The correlation also successfully showed the influence of the undrained cohesion and the effective stress on the adhesion factor. Hence, the new correlation enhances the design accuracy and can be used by practitioner geotechnical engineers to ensure optimized designs of bored piles in undrained conditions.

• Journal of the Korean Society of Manufacturing Process Engineers
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• v.20 no.5
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• pp.85-95
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• 2021

Structure design sensitivity was evaluated using the orthogonal array experimental method for passive-type deck support frame (DSF) developed for float-over installation of the offshore plant. Moreover, approximation characteristics were also reviewed based on various meta-models. The minimum weight design of the DSF is significantly important for securing both maneuvering performance and buoyancy of a ship equipped with the DSF and guaranteeing structural design safety. The performance strength of the passive type DSF was evaluated through structure analysis based on the finite element method. The thickness of main structure members was applied to design factors, and output responses were considered structure weight and strength performances. Quantitative effects on the output responses for each design factor were evaluated using the orthogonal array experimental method and analysis of variance. The optimum design case was also identified from the orthogonal array experiment results. Various meta-models, such as Chebyshev orthogonal polynomial, Kriging, response surface method, and radial basis function-based neural network, were generated from the orthogonal array experiment results. The results of the orthogonal array experiment were validated using the meta-modeling results. It was found that the radial basis function-based neural network among the meta-models could approximate the design space of the passive type DSF with the highest accuracy.

• Structural Engineering and Mechanics
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• v.85 no.2
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• pp.275-287
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• 2023

The use of environmental-friendly building materials is becoming increasingly popular worldwide. Compared to the normal concrete, rubber-based concrete is considered more durable, environmentally friendly, socially and economically viable. In this investigation, M20 grade concrete was designed and the fine aggregates were replaced with crumb rubber of two different micron sizes (0.221 mm and 0.350 mm). Fly ash (FA) and silica fume (SF) replaces the binder as supplementary cementitious materials at a rate of 0, 5, 10, 15, and 20% by weight. The mechanical properties of concrete including compressive strength, tensile, and flexural strength were determined. The polynomial work expectation validates the response surface approach (RSM) concept for optimizing SF and FA substitution. The maximum compressive strength (22.53 MPa) can be observed for the concrete containing 10% crumb rubber, 15% fly ash and 15% silica fume. The reduced unit weight of the rubberized concrete may be attributed to the lower specific gravity of the rubber particles. Two-way ANOVA with a significance criterion of less than 0.001 has been utilized with modest residual error from the lack of fit and the pure error. The predictive model accurately forecasts the variable-response relationship. Since, the crumb rubber is obtained from wasted tires incorporating FA and SF as a cementitious ingredient, it helps to significantly improve mechanical properties of concrete and reduce environmental degradation.

• Journal of the Computational Structural Engineering Institute of Korea
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• v.35 no.6
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• pp.351-356
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• 2022

In this paper, we present the regression analysis and design optimization for improving the permeability of 3D woven materials based on numerical analysis data. First, the parametric analysis model is generated with variables that define the gap sizes between each directional wire of the woven material. Then, material properties such as bulk modulus, thermal conductivity coefficient, and permeability are calculated using numerical analysis, and these material data are used in the polynomial-based regression analysis. The Pareto optimal solution is obtained between bulk modulus and permeability by using multi-objective optimization and shows their trade-off relation. In addition, gradient-based design optimization is applied to maximize the fluid permeability for 3D woven materials, and the optimal designs are obtained according to the various minimum bulk modulus constraints. Finally, the optimal solutions from regression equations are verified to demonstrate the accuracy of the proposed method.

• Proceedings of the Korea Water Resources Association Conference
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• 2020.06a
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• pp.381-381
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• 2020

자료동화(Data Assimilation) 기법은 실시간 수문학적 예측에 있어 정확도 향상을 위해 필수적인 과정이다. 가장 대중적으로 사용되는 기법들 중 하나가 모델 상태변수와 매개변수를 동시에 업데이트할 수 있는 이중 앙상블 칼만 필터(Dual Ensemble Kalman Filter)이다. 이 방법은 정확도 개선 및 적용의 용이성 때문에 많은 연구 분야에서 사용되어져 왔지만, 앙상블을 생성하는 과정에서 상당시간이 소요되는 단점이 존재한다. 본 연구에서는 상태변수와 매개변수를 동시에 업데이트 하면서 홍수 예측의 정확성을 보장할 뿐만 아니라, 앙상블 생성에 있어 계산 효율을 크게 향상시킬 수 있는 기법을 제안한다. Polynomial Chaos Expansion(PCE) 기법을 사용하여 앙상블 칼만 필터를 모방(mimic)할 수 있는 새로운 대체필터(Surrogate Filter)를 개발하는 것을 목표로 한다. 구체적으로 대체필터를 구성하기 위한 다양한 필터를 설계하였다. 첫째 시간에 대해서 PCE가 변화하지 않는 '불변 필터'(즉, 전체 예측기간에 대해 하나의 필터를 사용하여 자료동화할 수 있는 대체필터)와, 매 시간마다 PCE가 변화하는 '시변 필터'(즉, 예측하는 매 시간마다 새로운 필터를 생성해야 하는 대체필터)를 설계하여 적용성, 정확성, 예측성 등을 비교하였다. 또한, PCE의 하이퍼 매개변수를 최적화하기 위한 최적의 프레임 워크가 제안되어, 대체필터를 구축하는 데 효율을 높이고 PCE의 과적합(overfitting) 현상을 피할 수 있도록 하였다. 본 연구에서 제안된 기법은 기존 단일 및 이중 앙상블 칼만 필터(EnKF)의 결과와 비교 검증하였으며, 그 결과는 다음과 같다. (1) 대체필터의 대부분은 원래 EnKF와 비슷한 정도의 불확실성을 설명할 수 있음; (2) 모든 대체 필터는 선행시간이 짧은 경우의 예측에 있어 우수한 결과를 제공하며, 시변 필터가 불변 필터보다 더 정확한 예측 결과를 제공함; (3) 대체필터는 원래 앙상블 칼만필터보다 최대 500배 빠른 속도로 성능을 향상시킬 수 있음. 제안된 대체필터는 자료동화를 수행하는 기존필터와 비슷한 정도의 정확성, 매우 향상된 효율성을 보장함을 확인할 수 있었다.

• Structural Engineering and Mechanics
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• v.85 no.4
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• pp.531-543
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• 2023

The existing concrete bridges are time-varying working systems, where the maintenance strategy should be planned according to the time-varying performance of the bridge. This work proposes a time-dependent residual capacity assessment procedure, which considers the non-stationary bridge load effects under growing traffic and non-stationary structural deterioration owing to material degradations. Lifetime bridge load effects under traffic growth are predicated by the non-stationary peaks-over-threshold (POT) method using time-dependent generalized Pareto distribution (GPD) models. The non-stationary structural resistance owing to material degradation is modeled by incorporating the Gamma deterioration process and field inspection data. A three-span continuous box-girder bridge is illustrated as an example to demonstrate the application of the proposed procedure, and the time-varying reliability indexes of the bridge girder are calculated. The accuracy of the proposed non-stationary POT method is verified through numerical examples, where the shape parameter of the time-varying GPD model is constant but the threshold and scale parameters are polynomial functions increasing with time. The case study illustrates that the residual flexural capacities show a degradation trend from a slow decrease to an accelerated decrease under traffic growth and material degradation. The reliability index for the mid-span cross-section reduces from 4.91 to 4.55 after being in service for 100 years, and the value is from 4.96 to 4.75 for the mid-support cross-section. The studied bridge shows no safety risk under traffic growth and structural deterioration owing to its high design safety reserve. However, applying the proposed numerical approach to analyze the degradation of residual bearing capacity for bridge structures with low safety reserves is of great significance for management and maintenance.

• Journal of Intelligence and Information Systems
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• v.25 no.2
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• pp.39-55
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• 2019

Recently banks and large financial institutions have introduced lots of Robo-Advisor products. Robo-Advisor is a Robot to produce the optimal asset allocation portfolio for investors by using the financial engineering algorithms without any human intervention. Since the first introduction in Wall Street in 2008, the market size has grown to 60 billion dollars and is expected to expand to 2,000 billion dollars by 2020. Since Robo-Advisor algorithms suggest asset allocation output to investors, mathematical or statistical asset allocation strategies are applied. Mean variance optimization model developed by Markowitz is the typical asset allocation model. The model is a simple but quite intuitive portfolio strategy. For example, assets are allocated in order to minimize the risk on the portfolio while maximizing the expected return on the portfolio using optimization techniques. Despite its theoretical background, both academics and practitioners find that the standard mean variance optimization portfolio is very sensitive to the expected returns calculated by past price data. Corner solutions are often found to be allocated only to a few assets. The Black-Litterman Optimization model overcomes these problems by choosing a neutral Capital Asset Pricing Model equilibrium point. Implied equilibrium returns of each asset are derived from equilibrium market portfolio through reverse optimization. The Black-Litterman model uses a Bayesian approach to combine the subjective views on the price forecast of one or more assets with implied equilibrium returns, resulting a new estimates of risk and expected returns. These new estimates can produce optimal portfolio by the well-known Markowitz mean-variance optimization algorithm. If the investor does not have any views on his asset classes, the Black-Litterman optimization model produce the same portfolio as the market portfolio. What if the subjective views are incorrect? A survey on reports of stocks performance recommended by securities analysts show very poor results. Therefore the incorrect views combined with implied equilibrium returns may produce very poor portfolio output to the Black-Litterman model users. This paper suggests an objective investor views model based on Support Vector Machines(SVM), which have showed good performance results in stock price forecasting. SVM is a discriminative classifier defined by a separating hyper plane. The linear, radial basis and polynomial kernel functions are used to learn the hyper planes. Input variables for the SVM are returns, standard deviations, Stochastics %K and price parity degree for each asset class. SVM output returns expected stock price movements and their probabilities, which are used as input variables in the intelligent views model. The stock price movements are categorized by three phases; down, neutral and up. The expected stock returns make P matrix and their probability results are used in Q matrix. Implied equilibrium returns vector is combined with the intelligent views matrix, resulting the Black-Litterman optimal portfolio. For comparisons, Markowitz mean-variance optimization model and risk parity model are used. The value weighted market portfolio and equal weighted market portfolio are used as benchmark indexes. We collect the 8 KOSPI 200 sector indexes from January 2008 to December 2018 including 132 monthly index values. Training period is from 2008 to 2015 and testing period is from 2016 to 2018. Our suggested intelligent view model combined with implied equilibrium returns produced the optimal Black-Litterman portfolio. The out of sample period portfolio showed better performance compared with the well-known Markowitz mean-variance optimization portfolio, risk parity portfolio and market portfolio. The total return from 3 year-period Black-Litterman portfolio records 6.4%, which is the highest value. The maximum draw down is -20.8%, which is also the lowest value. Sharpe Ratio shows the highest value, 0.17. It measures the return to risk ratio. Overall, our suggested view model shows the possibility of replacing subjective analysts's views with objective view model for practitioners to apply the Robo-Advisor asset allocation algorithms in the real trading fields.

• Journal of Korean Society of Environmental Engineers
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• v.31 no.9
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• pp.825-830
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• 2009

Pharmaceutical compounds enter the water environment through the diverse pathways. Because their concentration in the water environment was frequently detected in the level of ppt to ppb, the monitoring system should be optimized as much as possible for finding appropriate management policies and technical solutions. One Factor At a Time (OFAT) approach approximating the response with a single variable has been preferred for the optimization of LC-MS/MS operational conditions. However, it is common that variables in analytical instruments are interdependent. Therefore, the best condition could be found by using the statistical optimization method changing multiple variables at a time. In this research, response surface analysis (RSA) was applied to the LC-MS/MS analysis of emerging antibiotic compound, sulfamethoxazole, for the best sensitivity. In the screening test, fragmentation energy and collision voltage were selected as independent variables. They were changed simultaneously for the statistical optimization and a polynomial equation was fit to the data set. The correlation coefficient, $R^2$ valuerepresented 0.9947 and the error between the predicted and observed value showed only 3.41% at the random condition, fragmentation energy of 60 and collision voltage of 17 eV. Therefore, it was concluded that the model derived by RSA successfully predict the response. The optimal conditions identified by the model were fragmentation energy of 116.6 and collision voltage of 10.9 eV. This RSA can be extensively utilized for optimizing conditions of solid-phase extraction and liquid chromatography.