• 제목/요약/키워드: Structural Time-Series Model

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Seismic pounding effects on adjacent buildings in series with different alignment configurations

  • Abdel Raheem, Shehata E.;Fooly, Mohamed Y.M.;Abdel Shafy, Aly G.A.;Abbas, Yousef A.;Omar, Mohamed;Abdel Latif, Mohamed M.S.;Mahmoud, Sayed
    • Steel and Composite Structures
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    • 제28권3호
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    • pp.289-308
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    • 2018
  • Numerous urban seismic vulnerability studies have recognized pounding as one of the main risks due to the restricted separation distance between neighboring structures. The pounding effects on the adjacent buildings could extend from slight non-structural to serious structural damage that could even head to a total collapse of buildings. Therefore, an assessment of the seismic pounding hazard to the adjacent buildings is superficial in future building code calibrations. Thus, this study targets are to draw useful recommendations and set up guidelines for potential pounding damage evaluation for code calibration through a numerical simulation approach for the evaluation of the pounding risks on adjacent buildings. A numerical simulation is formulated to estimate the seismic pounding effects on the seismic response demands of adjacent buildings for different design parameters that include: number of stories, separation distances; alignment configurations, and then compared with nominal model without pounding. Based on the obtained results, it has been concluded that the severity of the pounding effects depends on the dynamic characteristics of the adjacent buildings and the input excitation characteristics, and whether the building is exposed to one or two-sided impacts. Seismic pounding among adjacent buildings produces greater acceleration and shear force response demands at different story levels compared to the no pounding case response demands.

Wind-induced tall building response: a time-domain approach

  • Simiu, Emil;Gabbai, Rene D.;Fritz, William P.
    • Wind and Structures
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    • 제11권6호
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    • pp.427-440
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    • 2008
  • Estimates of wind-induced wind effects on tall buildings are based largely on 1980s technology. Such estimates can vary significantly depending upon the wind engineering laboratory producing them. We describe an efficient database-assisted design (DAD) procedure allowing the realistic estimation of wind-induced internal forces with any mean recurrence interval in any individual member. The procedure makes use of (a) time series of directional aerodynamic pressures recorded simultaneously at typically hundreds of ports on the building surface, (b) directional wind climatological data, (c) micrometeorological modeling of ratios between wind speeds in open exposure and mean wind speeds at the top of the building, (d) a physically and probabilistically realistic aerodynamic/climatological interfacing model, and (e) modern computational resources for calculating internal forces and demand-to-capacity ratios for each member being designed. The procedure is applicable to tall buildings not susceptible to aeroelastic effects, and with sufficiently large dimensions to allow placement of the requisite pressure measurement tubes. The paper then addresses the issue of accounting explicitly for uncertainties in the factors that determine wind effects. Unlike for routine structures, for which simplifications inherent in standard provisions are acceptable, for tall buildings these uncertainties need to be considered with care, since over-simplified reliability estimates could defeat the purpose of ad-hoc wind tunnel tests.

Identification of Fuzzy Inference System Based on Information Granulation

  • Huang, Wei;Ding, Lixin;Oh, Sung-Kwun;Jeong, Chang-Won;Joo, Su-Chong
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • 제4권4호
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    • pp.575-594
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    • 2010
  • In this study, we propose a space search algorithm (SSA) and then introduce a hybrid optimization of fuzzy inference systems based on SSA and information granulation (IG). In comparison with "conventional" evolutionary algorithms (such as PSO), SSA leads no.t only to better search performance to find global optimization but is also more computationally effective when dealing with the optimization of the fuzzy models. In the hybrid optimization of fuzzy inference system, SSA is exploited to carry out the parametric optimization of the fuzzy model as well as to realize its structural optimization. IG realized with the aid of C-Means clustering helps determine the initial values of the apex parameters of the membership function of fuzzy model. The overall hybrid identification of fuzzy inference systems comes in the form of two optimization mechanisms: structure identification (such as the number of input variables to be used, a specific subset of input variables, the number of membership functions, and polyno.mial type) and parameter identification (viz. the apexes of membership function). The structure identification is developed by SSA and C-Means while the parameter estimation is realized via SSA and a standard least square method. The evaluation of the performance of the proposed model was carried out by using four representative numerical examples such as No.n-linear function, gas furnace, NO.x emission process data, and Mackey-Glass time series. A comparative study of SSA and PSO demonstrates that SSA leads to improved performance both in terms of the quality of the model and the computing time required. The proposed model is also contrasted with the quality of some "conventional" fuzzy models already encountered in the literature.

FLUID-STRUCTURE INTERACTION IN A U-TUBE WITH SURFACE ROUGHNESS AND PRESSURE DROP

  • Gim, Gyun-Ho;Chang, Se-Myoung;Lee, Sinyoung;Jang, Gangwon
    • Nuclear Engineering and Technology
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    • 제46권5호
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    • pp.633-640
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    • 2014
  • In this research, the surface roughness affecting the pressure drop in a pipe used as the steam generator of a PWR was studied. Based on the CFD (Computational Fluid Dynamics) technique using a commercial code named ANSYS-FLUENT, a straight pipe was modeled to obtain the Darcy frictional coefficient, changed with a range of various surface roughness ratios as well as Reynolds numbers. The result is validated by the comparison with a Moody chart to set the appropriate size of grids at the wall for the correct consideration of surface roughness. The pressure drop in a full-scale U-shaped pipe is measured with the same code, correlated with the surface roughness ratio. In the next stage, we studied a reduced scale model of a U-shaped heat pipe with experiment and analysis of the investigation into fluid-structure interaction (FSI). The material of the pipe was cut from the real heat pipe of a material named Inconel 690 alloy, now used in steam generators. The accelerations at the fixed stations on the outer surface of the pipe model are measured in the series of time history, and Fourier transformed to the frequency domain. The natural frequency of three leading modes were traced from the FFT data, and compared with the result of a numerical analysis for unsteady, incompressible flow. The corresponding mode shapes and maximum displacement are obtained numerically from the FSI simulation with the coupling of the commercial codes, ANSYS-FLUENT and TRANSIENT_STRUCTURAL. The primary frequencies for the model system consist of three parts: structural vibration, BPF(blade pass frequency) of pump, and fluid-structure interaction.

AN INVESTIGATION OF THE KOREAN GENERAL INSURANCE INDUSTRY: EVIDENCE OF STRUCTURAL CHANGES AND IMPACT OF MACRO-ECONOMIC FACTORS ON LOSS RATIOS

  • Thompson, Ephraim Kwashie;Kim, So-Yeun
    • East Asian mathematical journal
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    • 제38권5호
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    • pp.617-641
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    • 2022
  • In this study, we first present a brief overview of the Korean general insurance market. We then explore the characteristics of the loss ratios of the Korean general insurance industry and apply Markov regime-switching methodology to model the loss ratios of these insurance companies by line of business based on changes in economic regimes. This study applies a number of confirmatory tests such as Zivot-Andrews test (2002), the Chow (1960) test and the Bai and Perron (1998) to confirm the presence of structural breaks in the time series of the loss ratios by line of business. Then, we employ Markov regime-switching methodology to model these loss ratios. We find empirical evidence that the loss ratios reported by insurance companies in Korea is characterized by two distinct regimes; a regime with high volatility and a regime with low volatility, except for vehicle insurance. Our analyses suggest that macro-economic conditions have significant explanatory effect on loss ratios but the direction of effect differs based on the line of business and the regime. Unlike previous studies that have applied linear regressions or divided the samples into different periods and then apply linear regressions to model loss ratios, we argue for the application of Markov regime-switching methodology, which are able to automatically distinguish the different regimes that may be associated with the movements of loss ratios based on differing economic conditions and regulatory upheavals. This study provides a more in depth understanding of loss ratios in the general insurance industry and will be of value to insurance practitioners in modelling the loss ratios associated with their businesses to aid in their decision making. The results may also provide a basis for further studies in other markets apart from Korea as well as for shaping policy decisions related to loss ratios.

분위수 공적분 모형과 해운 경기변동 분석 (Quantile Co-integration Application for Maritime Business Fluctuation)

  • 김현석
    • 한국항만경제학회지
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    • 제38권2호
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    • pp.153-164
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    • 2022
  • 본 연구는 2000년 1월부터 2021년 12월까지의 대표적 원자재 운송 수단인 Capesize 중고선가를 대상으로 해운산업에 대한 분위수 모형을 추정한다. 본 연구는 두 가지 학술적 기여를 목표로 한다. 첫째, 혼재된 실증분석 결과가 제기되는 원자재 운송 시장의 대표적 선종인 Capesize 중고선과 운임시장의 연관성을 분석한다. 둘째, 분위수 회귀로 김현석·장명희(2020a) 연구에서 제기하는 구조변환을 고려하는 실증분석 모형을 제시한다. 분석 결과는 분위수 모형은 시계열 자료에서 구조변화를 분석에 반영함으로써 오차의 불안정성으로 제기되는 문제를 우회할 수 있음을 확인한다. 그리고 공적분 모형의 장기 균형관계를 장기와 단기 추정변수를 통해 외생변수의 장·단기 영향으로 구분하고, 이를 분위별로 세분화한 예측으로 확장한다. 이상의 추정결과는 해운 이론모형에 기반한 분석을 인공지능과 기계학습으로 확장할 수 있는 근거가 된다.

폭발하중 이력 특성에 따른 판 구조물의 동적응답 평가 - Part A: 폭발하중 특징 및 재하속도의 영향 분석 - (Dynamic Response of Plate Structure Subject to the Characteristics of Explosion Load Profiles - Part A: Analysis for the Explosion Load Characteristics and the Effect of Explosion Loading Rate on Structural Response -)

  • 강기엽;최광호;류용희;최재웅;이제명
    • 한국전산구조공학회논문집
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    • 제28권2호
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    • pp.187-195
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    • 2015
  • 가스 생산용 해양플랜트 설비에서 발생할 수 있는 폭발사고의 경우, 구조 시스템의 기하학적 특성이나, 바람, 가스 누출율 등과 같은 환경적 조건에 의해 피해 규모의 범위가 상당하다. 따라서 폭발파에 의한 구조 부재의 응답을 분석하기 위해서는 이러한 조건들을 고려한 가스폭발 수치해석 과정이 반드시 필요하다. 본 연구에서는 FPSO 탑사이드의 형상 및 장비 배치와 같은 세부적인 부분까지 고려하여 폭발해석을 수행하였으며, 이를 바탕으로 획득한 하중 이력들의 특성을 분석하였다. 또한 다양한 형태로 나타나는 폭발하중 이력들 중 구조물 손상에 직접적으로 영향을 미칠 수 있는 최대 압력과 지속시간들을 고려하여 유한요소해석 시 하중조건으로 적용한 후, 부재의 응답특성에 관한 분석을 수행하였다. 유한요소해석 모델은 실제 구조물에 적용이 가능하고, 복잡한 형상을 이상화한 단 자유도 및 다 자유도 모델을 사용하였다. 정 압력 및 부 압력단계의 최대 압력이 증가함에 따라 구조 부재의 최대 응답이 증가하였고, 부 압단계에서 하중 지속시간이 증가함에 따라 구조물의 최대 변위가 증가는 경향을 보였다.

국내 MIS 연구에서 구조방정식모형 활용에 관한 메타분석 (A Meta Analysis of Using Structural Equation Model on the Korean MIS Research)

  • 김종기;전진환
    • Asia pacific journal of information systems
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    • 제19권4호
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    • pp.47-75
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    • 2009
  • Recently, researches on Management Information Systems (MIS) have laid out theoretical foundation and academic paradigms by introducing diverse theories, themes, and methodologies. Especially, academic paradigms of MIS encourage a user-friendly approach by developing the technologies from the users' perspectives, which reflects the existence of strong causal relationships between information systems and user's behavior. As in other areas in social science the use of structural equation modeling (SEM) has rapidly increased in recent years especially in the MIS area. The SEM technique is important because it provides powerful ways to address key IS research problems. It also has a unique ability to simultaneously examine a series of casual relationships while analyzing multiple independent and dependent variables all at the same time. In spite of providing many benefits to the MIS researchers, there are some potential pitfalls with the analytical technique. The research objective of this study is to provide some guidelines for an appropriate use of SEM based on the assessment of current practice of using SEM in the MIS research. This study focuses on several statistical issues related to the use of SEM in the MIS research. Selected articles are assessed in three parts through the meta analysis. The first part is related to the initial specification of theoretical model of interest. The second is about data screening prior to model estimation and testing. And the last part concerns estimation and testing of theoretical models based on empirical data. This study reviewed the use of SEM in 164 empirical research articles published in four major MIS journals in Korea (APJIS, ISR, JIS and JITAM) from 1991 to 2007. APJIS, ISR, JIS and JITAM accounted for 73, 17, 58, and 16 of the total number of applications, respectively. The number of published applications has been increased over time. LISREL was the most frequently used SEM software among MIS researchers (97 studies (59.15%)), followed by AMOS (45 studies (27.44%)). In the first part, regarding issues related to the initial specification of theoretical model of interest, all of the studies have used cross-sectional data. The studies that use cross-sectional data may be able to better explain their structural model as a set of relationships. Most of SEM studies, meanwhile, have employed. confirmatory-type analysis (146 articles (89%)). For the model specification issue about model formulation, 159 (96.9%) of the studies were the full structural equation model. For only 5 researches, SEM was used for the measurement model with a set of observed variables. The average sample size for all models was 365.41, with some models retaining a sample as small as 50 and as large as 500. The second part of the issue is related to data screening prior to model estimation and testing. Data screening is important for researchers particularly in defining how they deal with missing values. Overall, discussion of data screening was reported in 118 (71.95%) of the studies while there was no study discussing evidence of multivariate normality for the models. On the third part, issues related to the estimation and testing of theoretical models on empirical data, assessing model fit is one of most important issues because it provides adequate statistical power for research models. There were multiple fit indices used in the SEM applications. The test was reported in the most of studies (146 (89%)), whereas normed-test was reported less frequently (65 studies (39.64%)). It is important that normed- of 3 or lower is required for adequate model fit. The most popular model fit indices were GFI (109 (66.46%)), AGFI (84 (51.22%)), NFI (44 (47.56%)), RMR (42 (25.61%)), CFI (59 (35.98%)), RMSEA (62 (37.80)), and NNFI (48 (29.27%)). Regarding the test of construct validity, convergent validity has been examined in 109 studies (66.46%) and discriminant validity in 98 (59.76%). 81 studies (49.39%) have reported the average variance extracted (AVE). However, there was little discussion of direct (47 (28.66%)), indirect, and total effect in the SEM models. Based on these findings, we suggest general guidelines for the use of SEM and propose some recommendations on concerning issues of latent variables models, raw data, sample size, data screening, reporting parameter estimated, model fit statistics, multivariate normality, confirmatory factor analysis, reliabilities and the decomposition of effects.

신선 물오징어의 도·소매시장 간 가격 변동성의 전이 및 비대칭성 분석에 관한 연구 (A Study on Asymmetry Effect and Price Volatility Spillover between Wholesale and Retail Markets of Fresh squid)

  • 김철현;남종오
    • 수산경영론집
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    • 제49권2호
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    • pp.21-35
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    • 2018
  • Squid is a popular seafood in Korea. However, since the 2000s, the squid production has been declining. The unstable supply of the squid products may cause price fluctuations of fresh and chilled squid. These price fluctuations may be relatively more severe than them of other commodities, because the fresh and chilled squid can not be stored for a long period of time. Thus, this study analyzes the structural characteristics of price volatility and price asymmetry of fresh squid based on off-diagonal GARCH model. Data used to analysis of this study are daily wholesale and retail prices of fresh squid from January 1, 2006 to December 31, 2016 provided in the KAMIS. As theoretical approaches of this study, first of all, the stability of the time series is confirmed by the unit root test. Secondly, the causality between distribution channels is checked by the Granger causality test. Thirdly, the VAR model and the off-diagonal GARCH model are adopted to estimate asymmetry effect and price volatility spillover between distribution channels. Finally, the stability of the model is confirmed by multivariate Q-statistic and ARCH-LM test. In conclusion, fresh squid is found to have shock and volatility spillover between wholesale and retail prices as well as its own price. Also, volatility asymmetry effect is shown in own wholesale or retail price of fresh squid. Finally, this study shows that the decrease in the fresh squid retail price of t-1 period than the increase in the t-1 period has a greater impact on the volatility of the fresh squid wholesale price in t period.

Analysis of vibration characterization of a multi-stage planetary gear transmission system containing faults

  • Hao Dong;Yue Bi;Bing-Xing Ren;Zhen-Bin Liu;Yue, Li
    • Structural Engineering and Mechanics
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    • 제88권4호
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    • pp.389-403
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    • 2023
  • In order to explore the influence of tooth root cracks on the dynamic characteristics of multi-stage planetary gear transmission systems, a concentrated parameter method was used to construct a nonlinear dynamic model of the system with 30-DOF in bending and torsion, taking into account factors such as crack depth, length, angle, error, time-varying meshing stiffness (TVMS), and damping. In the model, the energy method was used to establish a TVMS model with cracks, and the influence of cracks on the TVMS of the system was studied. By using the Runge- Kutta method to calculate the differential equations of system dynamics, a series of system vibration diagrams containing cracks were obtained, and the influence of different crack parameters on the vibration of the system was analyzed. And vibration testing experiments were conducted on the system with planetary gear cracks. The results show that when the gear contains cracks, the TVMS of the system will decrease, and as the cracks intensify, the TVMS will decrease. When cracks appear on the II-stage planetary gear, the system will experience impact effects with intervals of rotation cycles of the II-stage planetary gear. There will be obvious sidebands near the meshing frequency doubling, and the vibration trajectory of the gear will also become disordered. These situations will become more and more obvious as the degree of cracks intensifies. Through experiments, the theoretical results are in good agreement with experimental results, verifying the correctness of the theoretical model. This provides a theoretical basis for fault diagnosis and reliability research of the system.