• Title/Summary/Keyword: dynamic analysis in the time domain

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A Hybrid System of Joint Time-Frequency Filtering Methods and Neural Network Techniques for Foreign Exchange Rate Forecasting (환율예측을 위한 신호처리분석 및 인공신경망기법의 통합시스템 구축)

  • 신택수;한인구
    • Journal of Intelligence and Information Systems
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    • v.5 no.1
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    • pp.103-123
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    • 1999
  • Input filtering as a preprocessing method is so much crucial to get good performance in time series forecasting. There are a few preprocessing methods (i.e. ARMA outputs as time domain filters, and Fourier transform or wavelet transform as time-frequency domain filters) for handling time series. Specially, the time-frequency domain filters describe the fractal structure of financial markets better than the time domain filters due to theoretically additional frequency information. Therefore, we, first of all, try to describe and analyze specially some issues on the effectiveness of different filtering methods from viewpoint of the performance of a neural network based forecasting. And then we discuss about neural network model architecture issues, for example, what type of neural network learning architecture is selected for our time series forecasting, and what input size should be applied to a model. In this study an input selection problem is limited to a size selection of the lagged input variables. To solve this problem, we simulate on analyzing and comparing a few neural networks having different model architecture and also use an embedding dimension measure as chaotic time series analysis or nonlinear dynamic analysis to reduce the dimensionality (i.e. the size of time delayed input variables) of the models. Throughout our study, experiments for integration methods of joint time-frequency analysis and neural network techniques are applied to a case study of daily Korean won / U. S dollar exchange returns and finally we suggest an integration framework for future research from our experimental results.

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Dynamic Analysis of Marine Drilling Riser (해저자원개발을 위한 Riser의 동력학적 연구)

  • Han, Nam Soo;Yun, Chung Bang
    • KSCE Journal of Civil and Environmental Engineering Research
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    • v.4 no.2
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    • pp.65-75
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    • 1984
  • A comparative study between several methods for the marine drilling riser analysis is carried out. One static analysis method and four dynamic methods are studied. The dynamic analysis methods used are two time domain methods using regular and random waves, and two frequency domain methods using the conventional and an improved linearization techniques. Two different sizes of risers are investigated. The analysis model of the structure is based on the beam-column element with lateral wave/current loads in a vertical plane. The forces on the riser are calculated using a modified farm of the Morison's equation. The finite element method is used to solve the equation for several wave/current conditions.

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Experimental Study for Modal Parameter Estimation of Structural Systems (구조물의 자유진동특성 추정을 위한 실험적 연구)

  • 윤정방;이형진
    • Proceedings of the Computational Structural Engineering Institute Conference
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    • 1994.10a
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    • pp.175-182
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    • 1994
  • As for the safety evaluation of existing large-scale structures, methods for estimation of the structural and dynamic properties are studied. Sequential prediction error method in time domain and improved FRF estimator in frequency domain are comparatively studied. For this purpose, impact tests of 2 bay 3 floor steel frame structure are performed. Results from both methods are found to be consistent to each others, however those from the finite-element analysis are slightly different from experimental results.

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Dynamic and structural responses of a submerged floating tunnel under extreme wave conditions

  • Jin, Chungkuk;Kim, MooHyun
    • Ocean Systems Engineering
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    • v.7 no.4
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    • pp.413-433
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    • 2017
  • The dynamic and structural responses of a 1000-m long circular submerged floating tunnel (SFT) with both ends fixed under survival irregular-wave excitations are investigated. The floater-mooring nonlinear and elastic coupled dynamics are modeled by a time-domain numerical simulation program, OrcaFlex. Two configurations of mooring lines i.e., vertical mooring (VM) and inclined mooring (IM), and four different buoyancy-weight ratios (BWRs) are selected to compare their global performances. The result of modal analysis is included to investigate the role of the respective natural frequencies and elastic modes. The effects of various submergence depths are also checked. The envelopes of the maximum/minimum horizontal and vertical responses, accelerations, mooring tensions, and shear forces/bending moments of the entire SFT along the longitudinal direction are obtained. In addition, at the mid-section, the time series and the corresponding spectra of those parameters are also presented and analyzed. The pros and cons of the two mooring shapes and high or low BWR values are systematically analyzed and discussed. It is demonstrated that the time-domain numerical simulation of the real system including nonlinear hydro-elastic dynamics coupled with nonlinear mooring dynamics is a good method to determine various design parameters.

Wind and traffic-induced variation of dynamic characteristics of a cable-stayed bridge - benchmark study

  • Park, Jae-Hyung;Huynh, Thanh-Canh;Lee, Kwang-Suk;Kim, Jeong-Tae
    • Smart Structures and Systems
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    • v.17 no.3
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    • pp.491-522
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    • 2016
  • A benchmark problem for modal identification of a cable-stayed bridge was proposed by a research team at Hong Kong Polytechnic University. By taking an instrumented cable-stayed bridge as a test bed, nineteen sets of vibration records with known/unknown excitations were provided to invited researchers. In this paper, the vibration responses of the bridge under a series of excitation conditions are examined to estimate the wind and traffic-induced variations of its dynamic characteristics. Firstly, two output-only experimental modal identification methods are selected. Secondly, the bridge and its monitoring system are described and the nineteen sets of vibration records are analyzed in time-domain and frequency-domain. Excitations sources of blind datasets are predicted based on the analysis of excitation conditions of known datasets. Thirdly, modal parameters are extracted by using the two selected output-only modal identification methods. The identified modal parameters are examined with respect to at least two different conditions such as traffic- and typhoon-induced loadings. Finally, the typhoon-induced effects on dynamic characteristics of the bridge are estimated by analyzing the relationship between the wind velocity and the modal parameters.

A Fundamental Study for Time History Modeling of Fluid Impact Pressure (유체 충격압력 시계열의 모델링에 관한 기초 연구)

  • Nho, In-Sik;Lee, Jae-Man;Yeom, Cheol-Woong
    • Journal of the Society of Naval Architects of Korea
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    • v.47 no.2
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    • pp.242-247
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    • 2010
  • To consider effects of essential parameters of water impact pressure on dynamic structural responses of bow bottom structures, a parametric study for a ship bottom panel is carried out. The idealized pressure time history models were assumed by triangular and rectangular shapes in time domain. The main loading parameters are duration time and peak pressure value maintaining the same impulse value. The structural models for local bottom stiffened panels of a container ship are analysed. The natural frequency analysis and transient dynamic response analysis are performed using MSC/NASTRAN. Added mass effects of contacting water are considered and the pressure distributions are assumed to be uniform in the whole water contacting surface. The effects of loading parameters on the structural responses, especially maximum displacements, are considered. Besides the peak pressure value, effects of duration time correlated with natural frequencies are thought to be the important parameters.

Application assessments of concrete piezoelectric smart module in civil engineering

  • Zhang, Nan;Su, Huaizhi
    • Smart Structures and Systems
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    • v.19 no.5
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    • pp.499-512
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    • 2017
  • Traditional structural dynamic analysis and Structural Health Monitoring (SHM) of large scale concrete civil structures rely on manufactured embedding transducers to obtain structural dynamic properties. However, the embedding of manufactured transducers is very expensive and low efficiency for signal acquisition. In dynamic structural analysis and SHM areas, piezoelectric transducers are more and more popular due to the advantages like quick response, low cost and adaptability to different sizes. In this paper, the applicable feasibility assessment of the designed "artificial" piezoelectric transducers called Concrete Piezoelectric Smart Module (CPSM) in dynamic structural analysis is performed via three major experiments. Experimental Modal Analysis (EMA) based on Ibrahim Time Domain (ITD) Method is applied to experimentally extract modal parameters. Numerical modal analysis by finite element method (FEM) modeling is also performed for comparison. First ten order modal parameters are identified by EMA using CPSMs, PCBs and FEM modeling. Comparisons are made between CPSMs and PCBs, between FEM and CPSMs extracted modal parameters. Results show that Power Spectral Density by CPSMs and PCBs are similar, CPSMs acquired signal amplitudes can be used to predict concrete compressive strength. Modal parameter (natural frequencies) identified from CPSMs acquired signal and PCBs acquired signal are different in a very small range (~3%), and extracted natural frequencies from CPSMs acquired signal and FEM results are in an allowable small range (~5%) as well. Therefore, CPSMs are applicable for signal acquisition of dynamic responses and can be used in dynamic modal analysis, structural health monitoring and related areas.

Influence of asphalt removal on operational modal analysis of Egebækvej Bridge

  • Umut Yildirim
    • Smart Structures and Systems
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    • v.31 no.2
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    • pp.171-181
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    • 2023
  • Using the most up-to-date system identification methods in both time and frequency domains, the dynamic monitoring data from the reinforced concrete Egebaekvej Bridge near Holte, Denmark, is examined in this investigation. The bridge was erected in the 1960s and was still standing during test campaign before demolishing. The ARTeMIS Modal was adopted to derive the modal parameters from ambient vibration data. Several Operational Modal Analysis (OMA) approaches were applied, including Enhanced Frequency Domain Decomposition (EFDD), Curve-fit Frequency Domain Decomposition (CFDD), and Frequency Domain Decomposition (FDD). Afterward, Principal Component (SSI-PC), Unweighted Principal Component (SSI-UPC) Stochastic Subspace Identification methods were utilized. Danish engineering consulting company, COWI with the allowance of the bridge contractor BARSLUND, allow the researcher for this experimental test to demonstrate the impact of OMA applications.

Effects of geometric shape of LWSCR (lazy-wave steel catenary riser) on its global performance and structural behavior

  • Kim, Seungjun;Kim, Moo-Hyun
    • Ocean Systems Engineering
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    • v.8 no.3
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    • pp.247-279
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    • 2018
  • This study aims to investigate the behavioral characteristics of the LWSCR (lazy-wave steel catenary riser) for a turret-moored FPSO (Floating Production Storage Offloading) by using fully-coupled hull-mooring-riser dynamic simulation program in time domain. In particular, the effects of initial geometric profile on the global performance and structural behavior are investigated in depth to have an insight for optimal design. In this regard, a systematic parametric study with varying the initial curvature of sag and arch bend and initial position of touch down point (TDP) is conducted for 100-yr wind-wave-current (WWC) hurricane condition. The FPSO motions, riser dynamics, constituent structural stress results, accumulated fatigue damage of the LWSCR are presented and analyzed to draw a general trend of the relationship between the LWSCR geometric parameters and the resulting dynamic/structural performance. According to this study, the initial curvature of the sag and arch bend plays an important role in absorbing transferred platform motions, while the position of TDP mainly affects the change of static-stress level.

Lumped Parameter Model for the Nonlinear Seismic Analysis of the Coupled Dam-Reservior-Soil System (댐-호소-지반 계의 비선형 지진응답해석을 위한 집중변수모델)

  • 김재관
    • Proceedings of the Earthquake Engineering Society of Korea Conference
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    • 1999.04a
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    • pp.267-274
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    • 1999
  • Since the seismic response of dams can be strongly influenced by the dam-reservior interaction in needs to be taken into account in the seismic design of dams. In general a substructure method is employed to solve the dam-reservoir interaction problem in which the dam body is modeled with finite elements and the infinite region of a reservoir using a transmitting boundary. When the water is modeled as a compressible fluid the equation is formulated in frequency domain. But nonlinear behavior of dam body cannot be studied easily in the frequency domain method. In this study time domain formulation of the dam-reservoir-soil interaction is proposed based onthe lumped parameter modeling of the reservoir region, The frequency dependent dynamic-stiffness coefficients of the reservoir are converted into frequency independent lumped-parameters such as masses dampers and springs. The soil-structure interactionis modeled using lumped parameters in similar way. the ground is assumed as a visco-elastic stratum on the rigid bedrock. The dynamic stiffnesses of the rigid surface foundation are calculated using the hyperelement method and are converted into lumped parameters. The application example demonstrated that the lumped parameter model gives almost identical results with the frequency domain formulation.

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