• 제목/요약/키워드: Variance Ratios

검색결과 116건 처리시간 0.029초

Stochastic hygrothermoelectromechanical loaded post buckling analysis of piezoelectric laminated cylindrical shell panel

  • Lal, Achchhe;Saidane, Nitesh;Singh, B.N.
    • Smart Structures and Systems
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    • 제9권6호
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    • pp.505-534
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    • 2012
  • The present work deals with second order statistics of post buckling response of piezoelectric laminated composite cylindrical shell panel subjected to hygro-thermo-electro-mechanical loading with random system properties. System parameters such as the material properties, thermal expansion coefficients and lamina plate thickness are assumed to be independent of the temperature and electric field and modeled as random variables. The piezoelectric material is used in the forms of layers surface bonded on the layers of laminated composite shell panel. The mathematical formulation is based on higher order shear deformation shell theory (HSDT) with von-Karman nonlinear kinematics. A efficient $C^0$ nonlinear finite element method based on direct iterative procedure in conjunction with a first order perturbation approach (FOPT) is developed for the implementation of the proposed problems in random environment and is employed to evaluate the second order statistics (mean and variance) of the post buckling load of piezoelectric laminated cylindrical shell panel. Typical numerical results are presented to examine the effect of various environmental conditions, amplitude ratios, electrical voltages, panel side to thickness ratios, aspect ratios, boundary conditions, curvature to side ratios, lamination schemes and types of loadings with random system properties. It is observed that the piezoelectric effect has a significant influence on the stochastic post buckling response of composite shell panel under various loading conditions and some new results are presented to demonstrate the applications of present work. The results obtained using the present solution approach is validated with those results available in the literature and also with independent Monte Carlo Simulation (MCS).

주성분 분석을 이용한 홍삼의 내부품질과 자기공명특성 분석 (Analysis of Internal Quality and Magnetic Resonance Characteristics of Red Ginseng Using PCA)

  • 김성민;김철수
    • Journal of Biosystems Engineering
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    • 제28권3호
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    • pp.261-268
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    • 2003
  • Ten MHz pulsed NMR spectrometer was used to measure the magnetic resonance characteristics of Korean red ginseng. The difference in the internal structures of good and bad red ginsengs was examined by their NMR characteristics. Average values of $T_1$ and free induction decay(FID) ratios of under grade Korean red ginseng were the highest among the three groups categorized as normal, medium and under grades Korean red ginseng and average values of $T_2$ and $T_2$$^{*}$ of them were the lowest among the three groups. Principal component analysis(PCA) was used to observe the contribution of measured NMR values to the grade of Korean red ginseng. The measured $T_1$, $T_2$, $T_2$$^{*}$ and FID ratio of 79 Korean red ginsengs classified as normal grade, medium grade and under grade were examined using PCA analysis. Cumulative variance of PC1 through PC3 occupied more than 90% of total variance at first and second NMR measurement. Plots of PC scores for the most important PCs showed that normal red ginseng samples were distributed around the left region of PC1 axis and most of the undergrade red ginseng samples were scattered around the right region of PC1 axis.

A hybrid neutronics method with novel fission diffusion synthetic acceleration for criticality calculations

  • Jiahao Chen;Jason Hou;Kostadin Ivanov
    • Nuclear Engineering and Technology
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    • 제55권4호
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    • pp.1428-1438
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    • 2023
  • A novel Fission Diffusion Synthetic Acceleration (FDSA) method is developed and implemented as a part of a hybrid neutronics method for source convergence acceleration and variance reduction in Monte Carlo (MC) criticality calculations. The acceleration of the MC calculation stems from constructing a synthetic operator and solving a low-order problem using information obtained from previous MC calculations. By applying the P1 approximation, two correction terms, one for the scalar flux and the other for the current, can be solved in the low-order problem and applied to the transport solution. A variety of one-dimensional (1-D) and two-dimensional (2-D) numerical tests are constructed to demonstrate the performance of FDSA in comparison with the standalone MC method and the coupled MC and Coarse Mesh Finite Difference (MC-CMFD) method on both intended purposes. The comparison results show that the acceleration by a factor of 3-10 can be expected for source convergence and the reduction in MC variance is comparable to CMFD in both slab and full core geometries, although the effectiveness of such hybrid methods is limited to systems with small dominance ratios.

탄소배출권의 최적 헤지 비율과 시간변동성에 관한 연구: EU ETS의 EUA와 CER을 중심으로 (Analysis of Time-Varying Optimal Hedge Ratio and Effectiveness for Carbon Prices : EUA and CER of EU ETS)

  • 박순철;조용성
    • 환경정책연구
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    • 제12권4호
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    • pp.93-117
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    • 2013
  • 유럽 배출권시장에서 거래되고 있는 현물 탄소배출권과 선물 탄소배출권을 대상으로 분석기간을 달리하며 최적 헤지 비율과 헤지 효과를 분석한 결과, 시간의 변동성을 고려한 경우와 시간의 불변성을 가정한 경우간의 분석결과는 별 다른 차이가 없는 것으로 나타났다. 또한 헤지 목적에 따라 헤지 효과는 유사하지만 최적 헤지 비율의 차이가 존재하는 것으로 분석되었고, 헤지 시행 기간이 짧을수록 헤지 효과는 불안정하게 나타났다. EUA의 경우 6주, CER의 경우에는 7주 이상의 헤지 시행 기간을 고려하는 것이 헤지 효과가 안정적인 것으로 분석되었다. 한편 CER 선물 배출권을 대상으로 분석한 결과 수익률 차원에서는 교차 헤지의 타당성이 미약한 것으로 나타났다.

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How Have Indian Banks Adjusted Their Capital Ratios to Meet the Regulatory Requirements? An Empirical Analysis

  • NAVAS, Jalaludeen;DHANAVANTHAN, Periyasamy;LAZAR, Daniel
    • The Journal of Asian Finance, Economics and Business
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    • 제7권11호
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    • pp.1113-1122
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    • 2020
  • The purpose of this study is to examine how the Indian banks have adjusted their risk-based capital ratios during 2009-2018 to meet the regulatory requirements. Banks can, in principle, increase their risk-based regulatory capital ratio, either by increasing their levels of regulatory capital or by shrinking their risk-weighted assets by adjusting asset growth or risk in the portfolio. We investigate banks' capital behavior by decomposing the change in the capital ratio into the contribution of its components and analyzing their variance across regulatory regimes and banks' ownerships. We further investigate how each component of the capital ratio is adjusted by the banks by breaking down them into balance sheet items. We find that the banks' capital behavior significantly differed between public and private sector banks and between the two regulatory regimes. During Basel II, banks, in general, followed a strategy of aggressive asset growth with increased risk-taking. The decline in the CRAR because of such an expansionary strategy was adjusted by augmenting additional capital. However, during Basel III, due to higher capital requirements, both in terms of quantity and quality, banks followed a strategy of cutting back their asset growth and reducing the risk in their portfolio to maintain their CRAR.

Modification of Urea Formaldehyde Resin with Pyrolytic Oil on Particleboard

  • Adegoke, Olaoluwa Adeniyi;Ogunsanwo, Olukayode Yekeen;Olaoye, Kayode Oladayo
    • Journal of Forest and Environmental Science
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    • 제36권3호
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    • pp.219-224
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    • 2020
  • Urea formaldehyde resins are widely used in the manufacturing of wood composite and their usage is always combined with release of formaldehyde characterized to be hazardous to health during and after the manufacturing of the products. This study investigates the effectiveness of wood-based adhesive from oil of pyrolysed Triplochiton scleroxylon sawdust for the production of composite board. The wood-derived Pyrolytic Oil (PyO) was blended with Urea Formaldehyde (UF) resin to formed Pyrolytic Oil-Urea Formaldehyde (PyOUF). The obtained PyOUF called Wood-Based Adhesives at four blends and control (UF) viz; 1:1, 1:2, 1:3, 2:1, 1:3 were further employed to prepare the composite board and test for their bonding strength by physical (water absorption-WA and thickness swelling-Th.S) and mechanical properties (modulus of elasticity-MOE, modulus of rupture-MOR, and impact bending-IB). Data obtained was analysed using analysis of variance at α 0.05. The result of analysis of variance conducted on physical properties show significant difference (p≤0.05) between the WA values obtained when testing the different blending proportion of PyOUF and likewise between 2 and 24 h of immersion. PyOUF had significant effect (p≤0.05) on Th. S for 24 h but no significant different (p>0.05) for the 2 h period of soaking. The analysis of variance on mechanical properties of the composite board (MOE, MOR, and IB) show significance differences (p≤0.05) between the strength values obtained when testing the different ratios of PyO with UF. PyO content influenced the properties of the boards and it is evident that PyO can be used in the manufacture of composite board.

Does the Use of Sling Influence Scapular Stabilizers' Activity During Push Up Plus Exercises in Subjects With Scapular Dyskinesis?

  • Lee, Dong-hun;Cynn, Heon-seock;Yoon, Tae-lim;Lee, Ji-hyun
    • 한국전문물리치료학회지
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    • 제24권1호
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    • pp.86-96
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    • 2017
  • Background: Scapular dyskinesis is characterized by altered scapular position and motion. Specifically, excess activation of the Upper trapezius (UT) combined with decreased Lower trapezius (LT) and Serratus anterior (SA) have been observed. The Standard push-up plus exercise (SPP) is considered as a therapeutic exercise for increasing SA activity and maintaining the scapular kinematics. In addition, Using the Sling surface can lead to higher muscle activity. However, the advantage of an unstable surface has been uncertatin. Objects: To compare the activation of the UT, LT, and lower serratus anterior (LSA) muscles during various push-up plus exercises with and without sling in subjects with scapular dyskinesis. Methods: Total 18 male subjects with scapular dyskinesis were recruited. The UT, LT, and LSA electromyographic activities and the UT/LSA and UT/LT EMG activity ratios were measured during three push-up plus exercises with and without sling. Two-way repeated of analysis of variance was used to determine the statistical significance. Results: The UT activity was significantly lower in all postures without sling than that with sling. In addition, the LSA activity was significantly greater without than with sling, and significantly large in SPP, Low back supported push-up plus (LSPP), and Quadruped push-up plus. Additionally, the UT/LSA and UT/LT activity ratios were lower in SPP and LSPP without sling than with the other four push-up plus exercises. Conclusion: The push-up plus without sling were considered to decrease UT and increase LSA activity compared with exercises with sling. Furthermore, SPP without sling seems to be a more effective exercise for increasing LSA activity and lowering the UT/LSA and UT/LT activity ratios in scapular dyskinesis subjects.

Selective Muscle Activation With Visual Electromyographic Biofeedback During Scapular Posterior Tilt Exercise in Subjects With Round-Shoulder Posture

  • Son, Jae-ik;Lim, One-bin;Han, Hae-rim;Cynn, Heon-seock;Yi, Chung-hwi
    • 한국전문물리치료학회지
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    • 제22권4호
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    • pp.17-26
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    • 2015
  • The purpose of this study was to investigate the effects of visual electromyography (EMG) biofeedback on the EMG activity of the lower trapezius (LT), serratus anterior (SA), and upper trapezius (UT) muscles, the LT/UT and SA/UT EMG activity ratios, and the scapular upward rotation angle during scapular posterior tilting exercise (SPTE). Twenty-four subjects with round-shoulder posture participated in this study. The EMG activities of the LT, SA, and UT were collected during SPTE both without and with visual EMG biofeedback. The scapular upward rotation angle was measured at the baseline, after SPTE without visual EMG biofeedback, and after SPTE with visual EMG biofeedback. The LT, SA, and UT EMG activities, and the LT/UT and SA/UT EMG activity ratios were analyzed by paired t-test. The scapular upward rotation angle was statistically analyzed using one-way repeated analysis of variance. If a significant difference was found, a Bonferroni correction was performed (p=.05/3=.017). The EMG activities of LT and SA significantly increased, and the EMG activity of UT significantly decreased during SPTE with visual EMG biofeedback compared to SPTE without visual EMG biofeedback (p<.05). In addition, the LT/UT and SA/UT EMG activity ratios significantly increased during SPTE with visual EMG biofeedback compared to SPTE without visual EMG biofeedback (p<.05). Significant increases were found in the scapular upward rotation angle after SPTE without and with visual EMG biofeedback compared to baseline (p<.017), and no significant differences were observed in the scapular upward rotation angle between SPTE without and with visual EMG biofeedback. In conclusion, SPTE using visual EMG biofeedback may be an effective method for increasing LT and SA activities while reducing UT activity.

Output only structural modal identification using matrix pencil method

  • Nagarajaiah, Satish;Chen, Bilei
    • Structural Monitoring and Maintenance
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    • 제3권4호
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    • pp.395-406
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    • 2016
  • Modal parameter identification has received much attention recently for their usefulness in earthquake engineering, damage detection and structural health monitoring. The identification method based on Matrix Pencil technique is adopted in this paper to identify structural modal parameters, such as natural frequencies, damping ratios and modal shapes using impulse vibration responses. This method can also be applied to dynamic responses induced by stationary and white-noise inputs since the auto- and cross-correlation function of the two outputs has the same form as the impulse response dynamic functions. Matrix Pencil method is very robust to noise contained in the measurement data. It has a lower variance of estimates of the parameters of interest than the Polynomial Method, and is also computationally more efficient. The numerical simulation results show that this technique can identify modal parameters accurately even if the noise level is high.

Portfolio Optimization with Groupwise Selection

  • Kim, Namhyoung;Sra, Suvrit
    • Industrial Engineering and Management Systems
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    • 제13권4호
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    • pp.442-448
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    • 2014
  • Portfolio optimization in the presence of estimation error can be stabilized by incorporating norm-constraints; this result was shown by DeMiguel et al. (A generalized approach to portfolio optimization: improving performance by constraining portfolio norms, Management Science, 5, 798-812, 2009), who reported empirical performance better than numerous competing approaches. We extend the idea of norm-constraints by introducing a powerful enhancement, grouped selection for portfolio optimization. Here, instead of merely penalizing norms of the assets being selected, we penalize groups, where within a group assets are treated alike, but across groups, the penalization may differ. The idea of groupwise selection is grounded in statistics, but to our knowledge, it is novel in the context of portfolio optimization. Novelty aside, the real benefits of groupwise selection are substantiated by experiments; our results show that groupwise asset selection leads to strategies with lower variance, higher Sharpe ratios, and even higher expected returns than the ordinary norm-constrained formulations.