• Title/Summary/Keyword: Time-Dependent Behaviors

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A generalized regime-switching integer-valued GARCH(1, 1) model and its volatility forecasting

  • Lee, Jiyoung;Hwang, Eunju
    • Communications for Statistical Applications and Methods
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    • v.25 no.1
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    • pp.29-42
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    • 2018
  • We combine the integer-valued GARCH(1, 1) model with a generalized regime-switching model to propose a dynamic count time series model. Our model adopts Markov-chains with time-varying dependent transition probabilities to model dynamic count time series called the generalized regime-switching integer-valued GARCH(1, 1) (GRS-INGARCH(1, 1)) models. We derive a recursive formula of the conditional probability of the regime in the Markov-chain given the past information, in terms of transition probabilities of the Markov-chain and the Poisson parameters of the INGARCH(1, 1) process. In addition, we also study the forecasting of the Poisson parameter as well as the cumulative impulse response function of the model, which is a measure for the persistence of volatility. A Monte-Carlo simulation is conducted to see the performances of volatility forecasting and behaviors of cumulative impulse response coefficients as well as conditional maximum likelihood estimation; consequently, a real data application is given.

Determination of Efficient Shoring System in RC Frame Structures Considering Time-Dependent Behavior of Concrete (시간의존적 거동을 고려한 철근콘크리트 골조의 효율적인 지지시스템 결정)

  • 김진국;홍수미;곽효경
    • Journal of the Computational Structural Engineering Institute of Korea
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    • v.17 no.3
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    • pp.225-239
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    • 2004
  • In this paper, systematic analyses for the shoring systems installed to support applied loads during construction are performed on the basis of the numerical approach introduced in the previous study. Structural behaviors require changes in design variables such as types of shoring systems, shore stiffness and shore spacing. In this paper, the design variable are analyzed and discussed. The time dependent deformations of concrete and construction sequences of frame structures are also taken into account to minimize structural instability and to improve design of shoring system, because those effects may increase axial forces delivered to shores. From many parametric studies, it can be recommended that the most effective shoring system is 2SlR(two shores and one reshore)

Variations of Interface Potential Barrier Height and Leakage Current of (Ba, Sr)$TiO_3$ Thin Films Deposited by Sputtering Process

  • Hwang, Cheol-Seong;Lee, Byoung-Taek
    • The Korean Journal of Ceramics
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    • v.2 no.2
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    • pp.95-101
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    • 1996
  • Variations of the leakage current behaviors and interface potential barrier $({\Phi}_B)$ of rf-sputter deposited (Ba, Sr)$TiO_3$ (BST) thin films with thicknesses ranging from 20 nm to 150nm are investigated as a function of the thickness and bias voltages. The top and bottom electrodes are dc-sputter-deposited Pt films. ${\Phi}_B$ critically depends on the BST film deposition temperature, postannealing atmosphere and time after the annealing. The postannealing under $N_2$ atmosphere results in a high interface potential barrier height and low leakage current. Maintaining the BST capacitor in air for a long time reduces the ${\Phi}_B$ from about 2.4 eV to 1.6 eV due to the oxidation. ${\Phi}_B$ is not so dependent on the film thickness in this experimental range. The leakage conduction mechanism is very dependent on the BST film thickness; the 20 nm thick film shows tunneling current, 30 and 40 nm thick films show Shottky emission current.

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Creep Characteristics of Granite in Gagok Mine (가곡광산 화강암의 크리프 특성)

  • Yoon, Yong-Kyun;Kim, Byung-Chul;Jo, Young-Do
    • Tunnel and Underground Space
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    • v.20 no.5
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    • pp.390-398
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    • 2010
  • The time-dependent behaviour of rock is very important characteristics which can be utilized as basic input data for underground mine design or in predicting a long-term stability of underground rock mass structures. In this study, creep tests under uniaxial compression were carried out for the granite specimens sampled in Gagok Mine. Burgers model, Griggs and Singh creep laws were used to simulate the measured creep strain. Through comparing the measured creep behaviour with the approximated creep behaviors from Burgers model, Griggs and Singh creep laws, it is shown that Griggs creep law results in the best approximation of granite in Gagok Mine.

The Effect of a Childcare Education for First-time Mothers on Newborn Care Behavior and Confidence in Maternal Role (초산모를 위한 육아 교육이 어머니의 신생아 양육행동과 어머니 역할에 대한 자신감에 미치는 효과)

  • Lee, Ja-Hyung
    • Women's Health Nursing
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    • v.4 no.3
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    • pp.322-331
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    • 1998
  • The postpartum is a period of transition to motherhood where a childless woman transforms into a woman with children. Parents, especially mothers must perform an essential role of implementing instrumental and emotional care behaviors on part of the helpless, dependent, and immature infant. First-time mothers, however, suddenly face the responsibility of round the clock duty without neither parenting training during pregnancy, nor a time to gradually adapt to growing responsibilities after birth, with confusion and frustration as a result. Thus, after providing first-time mothers with childcare education as maternal role preparation, this study will try to examine its effects on childcare behaviors and confidence in maternal role during the early postpartum period. This quasi-experimental study using a nonequivalent control group non-synchronized design, was carried out from March 1995 to May 1996 to verify the effects of a childcare education program with first-time mothers who had vaginal delivery in Ewha University Hospital, Seoul, Korea, and collected data from 60 subjects who consented to the study. The education was given in the early postpartum period(48-72 hours after delivery) and to measure its effects, a posttest was done 4 weeks later with the results analyzed by SPSS shown in the following : 1. The childcare behavior score of the experimental group that had received the newborn care education was higher than the control group(t=3.5, P=.001). 2. The control group and the experimental group which had received the education showed no difference in degree of confidence in maternal role. 3. The higher the childcare behavior score, the higher the degree of confidence in maternal role was among the subjects(r=.56, P=.001). The preceding results are significant in that childcare practices can be promoted by providing child-care education to first-time mothers in the early postpartum period. Thus, this education can be used as a nursing intervention strategy in the early postpartum period.

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Camber Reconstruction for a Prefab PSC Girder Using Collocated Strain Measurements (병치된 변형률 계측치를 이용한 프리팹 PSC 거더 캠버 재구성)

  • Kim, Hyun Young;Ko, Do Hyeon;Park, Hyun Woo
    • KSCE Journal of Civil and Environmental Engineering Research
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    • v.42 no.2
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    • pp.151-162
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    • 2022
  • Prefab members have attracted attention because they can be mass-produced in factories through smart construction technology. For prefab prestressed concrete girders, it is important to manage the shapes of the girders properly from production to the pre-installation stage for consistency with the prefab floor plate during the erection process. This paper presents a camber reconstruction method using collocated strain measurements from the top and bottom of the prefab girder. In particular, the camber reconstruction method is applied to measured strain data in which the time-dependent behavior of concrete is considered after the introduction of prestress. Through Monte Carlo numerical simulations, the statistical accuracy of the reconstructed camber for a limited number of sensors, measurement errors, and nonlinear time-dependent behaviors are analyzed and validated.

Investigation of fresh concrete behavior under vibration using mass-spring model

  • Aktas, Gultekin
    • Structural Engineering and Mechanics
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    • v.57 no.3
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    • pp.425-439
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    • 2016
  • This paper deals with the behavior of fresh concrete that is under vibration using mass-spring model (MSM). To this end, behaviors of two different full scale precast concrete molds were investigated experimentally and theoretically. Experiments were performed under vibration with the use of a computer-based data acquisition system. Transducers were used to measure time-dependent lateral displacements at some points on mold while mold is empty and full of fresh concrete. Analytical modeling of molds used in experiments were prepared by three dimensional finite element method (3D FEM) using software. Modeling of full mold, using MSM, was made to solve the problem of dynamic interaction between fresh concrete and mold. Numerical displacement histories obtained from time history analysis were compared with experimental results. The comparisons show that the measured and computed results are compatible.

Numerical Analysis of Moisture Ventilation in the Dry Room (Dry room내 수분환기에 대한 수치적 연구)

  • 이관수;임광옥;정영식
    • Korean Journal of Air-Conditioning and Refrigeration Engineering
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    • v.12 no.10
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    • pp.908-916
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    • 2000
  • In this paper, the characteristics of moisture ventilation in the lithium ion battery manufacturing dry room are studied numerically using standard $k-\varepsilon$ turbulence model. Both the steady-state and the unsteady behaviors of moisture ventilation are analyzed by considering local and uniform moisture generation. In order to evaluate the characteristics of moisture ventilation, three scales of ventilation efficiency and characteristic ventilation time are presented from the numerical results. It was shown that moisture distribution was dependent strongly on the flow field. The characteristics of moisture ventilation were improved by 20% and 40% in terms of the 1st scale of ventilation efficiency (SVE1) and the 2nd scale of ventilation efficiency (SVE2), respectively, through the modifications of design variables such as the addition of inlets, outlets and partition. A significant improvement in the characteristic ventilation time and the moisture exhaust efficiency was also made by these modifications.

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Transient thermo-piezo-elastic responses of a functionally graded piezoelectric plate under thermal shock

  • Xiong, Qi-lin;Tian, Xin
    • Steel and Composite Structures
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    • v.25 no.2
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    • pp.187-196
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    • 2017
  • In this work, transient thermo-piezo-elastic responses of an infinite functionally graded piezoelectric (FGPE) plate whose upper surface suffers time-dependent thermal shock are investigated in the context of different thermo-piezo-elastic theories. The thermal and mechanical properties of functionally graded piezoelectric plate under consideration are expressed as power functions of plate thickness variable. The solution of problem is obtained by solving the corresponding finite element governing equations in time domain directly. Transient thermo-piezo-elastic responses of the FGPE plate, including temperature, stress, displacement, electric intensity and electric potential are presented graphically and analyzed carefully to show multi-field coupling behaviors between them. In addition, the effects of functionally graded parameters on transient thermo-piezo-elastic responses are also investigated to provide a theoretical basis for the application of the FGPE materials.

The Effects of Online Coaching Program on Improving Eating Habit Behaviors (식습관 개선을 위한 온라인 코칭프로그램의 개발 및 효과성 검증)

  • Kim, Hye Young;Goh, Seung-Suk;Yang, Soon Jeong;Yoon, Bang Woo;Tak, Jinkook
    • The Korean Journal of Coaching Psychology
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    • v.5 no.1
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    • pp.1-32
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    • 2021
  • The purpose of this study was to investigate the effects of the online coaching program on improving eating habit behaviors. The online coaching program was based on the model of habit behaviors change process(Tak et al., 2019) and the success factors on improving eating habit behaviors(Choi et al., 2020), and previous research showing the effects of habit change. Participants were 20 adults, selected through telephone interviews over the age of 19 in the metropolitan area. They were divided into the experiment and control groups, and participated one-on-one coaching program. Data of 17 people were used for the final analysis, and weight, dietary habits, eating behaviors, dietary self-efficacy, self-regulation, and life satisfaction were measured at two times(pre and post). Results showed that there were significant interaction effects between time interval and groups for all the dependent variables except self-regulation and life satisfaction. In other words, there were significant changes in weight, dietary habits, eating behaviors, dietary self-efficacy in the experimental group between time interval, whereas there were no significant changes for the control group. Based on these results, the significance and practical implications, limitations of this research, and suggestions for further research were discussed.

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