• 제목/요약/키워드: Times Series Modelling

검색결과 7건 처리시간 0.023초

언커플시스템의 파라메트릭 모델링 (Parametric Modelling of Uncoupled System)

  • 윤문철;김종도;김광희
    • 한국기계가공학회지
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    • 제5권3호
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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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커플시스템의 파라메트릭 모델링 (Parametric Modelling of Coupled System)

  • 윤문철;김종도;김병탁
    • 한국기계가공학회지
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    • 제5권3호
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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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    • 제13권5호
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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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    • 제19권1호
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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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    • 제8권4호
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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.

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

  • 전영진;김성희;김정섭;이철주
    • 한국터널지하공간학회 논문집
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    • 제19권3호
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    • pp.389-407
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    • 2017
  • 본 연구는 단독말뚝 또는 군말뚝 형태의 기초 하부를 터널이 근접통과할 경우 말뚝의 거동을 파악하기위해 3차원 유한요소해석을 수행하였다. 이때 터널과 말뚝기초 사이의 지반보강 조건별로 수치해석을 수행하여 결과를 분석하였다. 수치해석에서는 터널굴착으로 인해 유발된 말뚝침하, 축력, 전단응력 및 터널 주변지반의 전체변위를 고찰하였다. 단독말뚝의 두부침하는 지반보강의 범위가 가장 넓은 경우 지반보강을 고려하지 않은 말뚝에 비해 약 16% 감소하며, 말뚝의 최대 축력 또한 지반보강을 고려하지 않은 말뚝에 비해 약 30% 감소하는 것으로 분석되었다. 터널굴착에 따른 말뚝의 거동은 지반보강길이 (종방향 보강)보다는 보강각도(횡방향 보강)에 대해 더 크게 영향을 받는 것으로 분석되었다. 한편 오직 기초판 보강만을 실시한 군말뚝의 경우 선단부근 지반의 변위는 보강을 고려하지 않은 조건의 지반 변위와 비슷하게 나타났다. 이에 비해 말뚝두부에서는 기초판이 말뚝을 크게 구속하여 타 조건 말뚝의 경우에 비해 말뚝상부에서 축력이 약 2.5배 증가하는 것으로 분석되었다. 본 연구를 통해 보강조건에 따른 단독말뚝 및 군말뚝의 거동에 영향을 미치는 주요인자를 심도 있게 고찰하였다.

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

  • 조정우;유상화;전석원;장수호
    • 한국터널지하공간학회 논문집
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    • 제10권2호
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    • pp.139-152
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    • 2008
  • 본 연구에서는 TBM 디스크 커터의 암석절삭에 관하여 기존의 LCM시험을 모사하기 위한 수치해석을 실시하였다. 수치모사를 위하여 3차원 동적 파괴해석이 가능한 상용 프로그램인 AUTODYN-3D를 선정하였으며, 이를 통하여 각기 다른 4가지 이상의 커터간격 조건에 대해 수치해석을 수행하였다. 상기 프로그램 상에서 디스크 커터와 암석 시편을 3차원 형상으로 모델링 한 후, 8개 암종에 대해서 수치적 절삭시험을 진행하였다. 그 결과, 수치해석과 LCM시험에서 도출된 최적 커터간격은 대체로 일치하여, 추후 LCM시험결과를 보완할 수 있을 것으로 판단되었다. 그러나 등방성 암석에는 적용성이 매우 높았던 반면, 절리가 존재하거나 이방성을 가지는 암석의 경우에는 LCM시험결과와 비교하여 비에너지가 다소 크게 산출되었다. 따라서 이방성 암석의 모델링에 대한 추가적인 연구가 수반되어야 할 것으로 판단된다.

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