• Title/Summary/Keyword: Times Series Modelling

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Parametric Modelling of Uncoupled System (언커플시스템의 파라메트릭 모델링)

  • Yoon, Moon-Chul;Kim, Jong-Do;Kim, Kwang-Heui
    • Journal of the Korean Society of Manufacturing Process Engineers
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    • v.5 no.3
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    • pp.36-42
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    • 2006
  • The analytical realization of uncoupled system was introduced in this study using times series and its spectrum analysis. The ARMAX spectra of time series methods were compared with the conventional FFT spectrum. Also, the response of second order system uncoupled was solved using the Runge-Kutta Gill method. In this numerical analysis, the displacement, velocity and acceleration were calculated. The displacement response among them was used for the power spectrum analysis. The ARMAX algorithm in time series was proved to be appropriate for the mode estimation and spectrum analysis. Using the separate response of first and second mode, each modes were calculated separately and the response of mixed modes was also analyzed for the mode estimation using several time series methods.

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Parametric Modelling of Coupled System (커플시스템의 파라메트릭 모델링)

  • Yoon, Moon-Chul;Kim, Jong-Do;Kim, Byung-Tak
    • Journal of the Korean Society of Manufacturing Process Engineers
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    • v.5 no.3
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    • pp.43-50
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    • 2006
  • In this successive study, the analytical realization of coupled system was introduced using the times series identification and spectrum analysis, which was compared with conventional FFT spectrum. Also, the numerical responses of second order system, which is coupled, were solved using the numerical calculation of Runge-Kutta Gill method. After numerical analysis, the displacement, velocity and acceleration were acquired. Among them, the response of displacement was used for the analysis of time series spectrum. Among several time series, the ARMAX algorithm was proved to be appropriate for the spectrum analysis of the coupled system. Using the separated response of 1st and 2nd mode, the mode was calculated separately. And the responses of mixed modes were also analyzed for calculation of the mixed modes in the coupled system.

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Physical modelling of a downdraft outflow with a slot jet

  • Lin, W.E.;Savory, E.
    • Wind and Structures
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    • v.13 no.5
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    • pp.385-412
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    • 2010
  • This article provides a time-resolved characterisation of the wind field in a recently-commissioned, downdraft outflow simulator at The University of Western Ontario. A large slot jet approach to physical simulation was used. The simulator performance was assessed against field observations from a 2002 downdraft outflow near Lubbock, Texas. Outflow wind speed records were decomposed according to classical time series analysis. Length scales, characterising the coarse and fine flow structure, were determined from the time-varying mean and residual components, respectively. The simulated downdraft outflow was approximately 1200 times smaller in spatial extent than the 2002 Lubbock event.

MATHEMATICAL MODELLING AND ITS SIMULATION OF A QUASI-STATIC THERMOELASTIC PROBLEM IN A SEMI-INFINITE HOLLOW CIRCULAR DISK DUE TO INTERNAL HEAT GENERATION

  • Gaikwad, Kishor R.
    • Journal of the Korean Society for Industrial and Applied Mathematics
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    • v.19 no.1
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    • pp.69-81
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    • 2015
  • The present paper deals with the determination of temperature, displacement and thermal stresses in a semi-infinite hollow circular disk due to internal heat generation within it. Initially the disk is kept at arbitrary temperature F(r, z). For times t > 0 heat is generated within the circular disk at a rate of g(r, z, t) $Btu/hr.ft^3$. The heat flux is applied on the inner circular boundary (r = a) and the outer circular boundary (r = b). Also, the lower surface (z = 0) is kept at temperature $Q_3(r,t)$ and the upper surface ($Z={\infty}$) is kept at zero temperature. Hollow circular disk extends in the z-direction from z = 0 to infinity. The governing heat conduction equation has been solved by using finite Hankel transform and the generalized finite Fourier transform. As a special case mathematical model is constructed for different metallic disk have been considered. The results are obtained in series form in terms of Bessel's functions. These have been computed numerically and illustrated graphically.

The Effect of Non-Oil Diversification on Stock Market Performance: The Role of FDI and Oil Price in the United Arab Emirates

  • BANERJEE, Rachna;MAJUMDAR, Sudipa
    • The Journal of Asian Finance, Economics and Business
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    • v.8 no.4
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    • pp.1-9
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    • 2021
  • UAE has rapidly developed into one of the leading global financial hubs, with significant transformations in its stock exchanges. In its attempt at economic diversification in the last two decades, the country has also taken a lead in the GCC region in introducing extensive reforms to attract FDI to the Emirates. However, oil price volatilities have posed a significant challenge to all oil-exporting countries. The main aim of this study is to explore the impact of economic diversification and oil price on the UAE stock market. The study applies Granger Causality and Vector Autoregressive Model on monthly Abu Dhabi stock exchange index, Dubai Fateh crude oil spot price, and FDI inflows during 2001-19. The short-term interbank rate has been included as a monetary policy variable. The results show a substantial difference between the two phases of reforms. Oil price and Abu Dhabi stock index show bidirectional relationship during 2001-09 but no causality was found during 2010-19. Furthermore, the second phase was characterized by unidirectional causation from FDI to ADX index. This study highlights FDI inflows as a key driver of stock market performance during the last decade and emphasizes the success of the intense reforms in the UAE initiated for the diversification of its economy.

A study on the effects of ground reinforcement on the behaviour of pre-existing piles affected by adjacent tunnelling (터널근접시공에 의한 기 존재하는 인접말뚝의 거동에 지반보강이 미치는 영향에 대한 연구)

  • Jeon, Young-Jin;Kim, Sung-Hee;Kim, Jeong-Sub;Lee, Cheol-Ju
    • Journal of Korean Tunnelling and Underground Space Association
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    • v.19 no.3
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    • pp.389-407
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    • 2017
  • In the current work, a series of three-dimensional finite element analysis was carried out to understand the behaviour of pile when the tunnel passes through the lower part of a single pile or group piles. At the current study, the numerical analysis analysed the results regarding the ground reinforcement condition between the tunnel and pile foundation. In the numerical modelling, several key issues, such as the pile settlements, the axial pile forces, the shear stresses and the total displacements near the tunnel have been thoroughly analysed. The pile head settlements of the single pile with the maximum level of reinforcement decreased by about 16% compared to the pile without ground reinforcement. Furthermore, the maximum axial force of the single pile with the maximum level of ground reinforcement experienced a 30% reduction compared to the pile without reinforcement. It has been found that the angle of ground reinforcement in the transverse direction affects the pile behaviour more so than the length of the ground reinforcement in the longitudinal direction. On the other hand, in the case of the pile group with the reinforced pile cap, the ground displacement near the pile tip appears to be similar to the corresponding ground displacement without reinforcement. However, it was found that the pile cap near the pile head greatly restrained the pile head movement and hence the axial pile force increased by about 2.5 times near the pile top compared to the piles in other analysis conditions. The behaviour of the single pile and group piles, depending on the amount of ground reinforcement, has been extensively examined and analysed by considering the key features in great details.

Numerical study on rock fragmentation by TBM disc cutter (TBM 디스크 커터의 암석절삭에 관한 수치해석적 연구)

  • Cho, Jung-Woo;Yu, Sang-Hwa;Jeon, Seok-Won;Chang, Soo-Ho
    • Journal of Korean Tunnelling and Underground Space Association
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    • v.10 no.2
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    • pp.139-152
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    • 2008
  • A series of numerical experiments were carried out to simulate the rock cutting behavior by TBM disc cutter in a given took condition. AUTODYN-3D, a commercial program capable of simulating three-dimensional dynamic failure, was utilized to carry out the numerical tests over four different disc cutter spacing conditions. After modelling three-dimensional geometries of disc cutter and rock specimen, the linear cutting tests by a disc cutter were simulated for eight different types of rocks. The numerical result, that is the optimum cutter spacing for isotropic rocks had the good agreements with those from linear cutting test. However, for relatively anisotropic or jointed rocks, the specific energy obtained from the numerical tests was almost two-times bigger than the real linear cutting results. Therefore, to simulate cutting procedures for anisotropic rocks realistically, further studies would be necessary.

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