• Communications for Statistical Applications and Methods
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• 제27권5호
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• pp.579-588
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• 2020

Obligor defaults are cross-sectionally correlated as obligors share common economic conditions; in addition obligors are longitudinally correlated so that an economic shock like the IMF crisis in 1998 lasts for a period of time. A longitudinal correlation should be used to construct statistical scenarios of stress test with which we replace a type of artificial scenario that the banks have used. We propose a Bayesian model to accommodate such correlation structures. Using 402 obligors to a domestic bank in Korea, our model with a dynamic correlation is compared to a Bayesian model with a stationary longitudinal correlation and the classical logistic regression model. Our model generates statistical financial statement under a stress situation on individual obligor basis so that the genearted financial statement produces a similar distribution of credit grades to when the IMF crisis occurred and complies with Basel IV (Basel Committee on Banking Supervision, 2017) requirement that the credit grades under a stress situation are not sensitive to the business cycle.

• Smart Structures and Systems
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• 제17권6호
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• pp.1107-1127
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• 2016

Studies on dynamic characteristics of the hanger vibration using field monitoring data are important for the design and evaluation of high-speed railway truss arch bridges. This paper presents an analysis of the hanger's dynamic displacement responses based on field monitoring of Dashengguan Yangtze River Bridge, which is a high-speed railway truss arch bridge with the longest span throughout the world. The three vibration parameters, i.e., dynamic displacement amplitude, dynamic load factor and vibration amplitude, are selected to investigate the hanger's vibration characteristics in each railway load case including the probability statistical characteristics and coupled vibration characteristics. The influences of carriageway and carriage number on the hanger's vibration characteristics are further investigated. The results indicate that: (1) All the eight railway load cases can be successfully identified according to the relationship of responses from strain sensors and accelerometers in the structural health monitoring system. (2) The hanger's three vibration parameters in each load case in the longitudinal and transverse directions have obvious probabilistic characteristics. However, they fall into different distribution functions. (3) There is good correlation between the hanger's longitudinal/transverse dynamic displacement and the main girder's transverse dynamic displacement in each load case, and their relationships are shown in the hysteresis curves. (4) Influences of the carriageway and carriage number on the hanger's three parameters are different in both longitudinal and transverse directions; while the influence on any of the three parameters presents an obvious statistical trend. The present paper lays a good foundation for the further analysis of train-induced hanger vibration and control.

• Journal of the Korean Wood Science and Technology
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• 제36권5호
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• pp.49-55
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• 2008

This study was carried to investigate the effects of steaming and four different drying methods on the longitudinal liquid permeability of Korean pine (Pinus koraiensis Sieb.et Zucc.) board. Four drying methods were air drying, conventional kiln drying, microwave-vacuum drying and high temperature drying. Darcy equation was used for calculating the specific permeability of the small sapwood specimens taken from the treated boards while capillary rising method was used for the heartwood specimens. The sapwood specimens were extracted with water and benzene-alcohol solution to examine the mechanism of liquid flow in treated wood. No significant correlation was found between specific permeability and the number of resin canals of the sapwood specimens. Extraction decreased the differences of specific permeabilities of the sapwood specimens between the five treatment methods. The effects of extraction on the longitudinal permeability are different between five treatments. The fluid path in heartwood was observed by dynamic observation method.

• Communications for Statistical Applications and Methods
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• 제23권6호
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• pp.575-585
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• 2016

Longitudinal studies repeatedly measure outcomes over time. Therefore, repeated measurements are serially correlated from same subject (within-subject variation) and there is also variation between subjects (between-subject variation). The serial correlation and the between-subject variation must be taken into account to make proper inference on covariate effects (Diggle et al., 2002). However, estimation of the covariance matrix is challenging because of many parameters and positive definiteness of the matrix. To overcome these limitations, we propose autoregressive moving average Cholesky decomposition (ARMACD) for the linear mixed models. The ARMACD allows a class of flexible, nonstationary, and heteroscedastic models that exploits the structure allowed by combining the AR and MA modeling of the random effects covariance matrix. We analyze a real dataset to illustrate our proposed methods.

• Journal of the Korean Wood Science and Technology
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• 제49권5호
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• pp.504-513
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• 2021

In this study, cross-laminated wood panels were manufactured with four softwoods and three hardwoods with the goal of efficiently predicting the static strength performance using dynamic modulus of elasticity (MOE) and simultaneously revealing the dynamic performance of cross-laminated wood panels. The effect of the density of the species on the dynamic MOE of the laminated wood panels was investigated. Moreover, the static bending strength performance was predicted nondestructively through the correlation regression between the dynamic MOE and static bending strength performance. For the dynamic MOE, the parallel- and cross-laminated wood panels composed of oriental oak showed the highest value, whereas the laminated wood panels composed of Japanese cedar showed the lowest value. In all types of parallel- and cross-laminated wood panels, the density dependence was confirmed, and the extent of the density dependence was found to be greater in the P_⊥ and C_⊥ types with perpendicular-direction laminae in the faces than in the P_∥ and C_∥ types with longitudinal-direction laminae in the faces. Our findings confirmed that a high correlation exists at a significance level of 1% between the dynamic modulus and static bending modulus or bending strength in all types of laminated wood panels, and that the static bending strength performance can be predicted through the dynamic MOE.

• Structural Engineering and Mechanics
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• 제11권3호
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• pp.259-272
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• 2001

The impact behavior of a multigirder concrete bridge under single and multiple moving vehicles is studied based on correlated road surface characteristics. The bridge structure is modeled as grillage beam system. A 3D nonlinear vehicle model with eleven degrees of freedom is utilized according to the HS20-44 truck design loading in the American Association of State Highway and Transportation Officials (AASHTO) specifications. A triangle correlation model is introduced to generate four classes of longitudinal road surface roughness as multi-correlated random processes along deck transverse direction. On the basis of a correlation length of approximately half the bridge width, the upper limits of impact factors obtained under confidence level of 95 percent and side-by-side three-truck loading provide probability-based evidence for the evaluation of AASHTO specifications. The analytical results indicate that a better transverse correlation among road surface roughness generally leads to slightly higher impact factors. Suggestions are made for the routine maintenance of this type of highway bridges.

• Journal of the Korean Wood Science and Technology
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• 제16권3호
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• pp.48-64
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• 1988

This study was carried out to investigate the free vibrational properties of traditional and replaceable species for sounding board, using piezoelectrical accelerometer and signal analyzer. In the study, the frequency equations of free-free beam carrying a concentrated mass in the transverse vibration and of free-mass beam in the longitudinal vibration were used. The results obtained were as follows. 1. Average values of dynamic modulus of rigidity of Korean commercial species measured were as follows. Paulownia tomatosa (Thunb.) Steudel: $5.590\times10^9\;dyne/cm^2$ Tilia amurensis Rupr.: $5.414\times10^9\;dyne/cm^2$ Macckia amurensis Rupr.: $10.044\times10^9\;dyne/cm^2$ Fraxinus mandshurica Rupr.: $8.876\times10^9\;dyne/cm^2$ Ulmus davidiana var.japonica Nakai: $8.677\times10^9\;dyne/cm^2$ Pinus rigida Miller: $6.33\times10^9\;dyne/cm^2$ Fraxinus rhynchophylla Hance: $4.666\times10^9\;dyne/cm^2$ 2. The ratio of dynamic transverse Young's modulus to dynamic modulus of rigidity, $E_T/G_{LT}$, was 24.922 for Fraxinus rhynchophylla Hance, which was the highest, 7.317 for Paulownia tomentosa (Thunb.) Steudel, which was the lowest among Korean commercial species measured. 3. The value of longitudinal dynamic Young's modulus was about 3.7% and 19.8%, respectively, higher than those of transverse dynamic and static Young's modulus. The value of transverse dynamic Young's modulus was about 15.5% higher than that of static Young's modulus. 4. Predicted value of MOR in terms of correlation coefficient by transverse dynamic Young's modulus was slightly higher than that of static Young's modulus, but no significance was found out. 5. Transverse dynamic Youne's modulus was $(2.002\pm0.288)\times10^{11}\;dyne/cm^2$ for Fraxinus mandshurlca Rupr., which was the highest, $(0.601\pm0.100)\times10^{11}\;dyne/cm^2$ for Paulownia tomentosa (Thunb.) Steudel, which was the lowest among Korean commercial species measured. The sound velocity of sitka spruce was 5,685 m/sec, which was the highest. 6. Internal friction of Paulownia tomentosa (Thunb.) Steudel was shown the lowest value among Korean commercial species, $(8.795\pm1.795)\times10^{-3}$, but was higher than that of sitka spruce, $(7.331\pm0.991)\times10^{-3}$. Internal friction was shown negative correlation with density and dynamic Young's modulus, respectively. 7. K value was affected largely by internal friction and was the highest, $2.225\times10^8$ for Paulownia tomentosa (Thunb.) Steudel and was the lowest, $0.550\times10^8$ for Fraxinus rhynchophylla Hance. K value of Paulownia tomentosa (Thunb.) Steudel was higher than that of sitka spruce and K values of melapi and cottonwood, which have been considered to be replaceable species with sitka spruce in the piano industry, were lower than those of Paulownia tomentosa (Thunb.) Steudel and mill amurensis Rupr.

• Wind and Structures
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• 제8권2호
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• pp.135-146
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• 2005

Divergent galloping-like motion of a dry inclined cable has been observed in a limited number of experimental studies, which, due to the uncertainties in its onset conditions, has induced serious concerns in the bridge stay cable design. A series of dynamic and static model wind tunnel tests have been carried out to confirm the existence of the phenomenon and clarify its excitation mechanism. The present paper focuses on exploring the spatial flow structure around an inclined cable. The pattern of resultant aerodynamic forces acting at different longitudinal locations of the model and the spatial correlation of the forces are examined. The results lead one step closer in revealing the physical nature of the phenomenon.

• Coupled systems mechanics
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• 제4권4호
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• pp.279-295
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• 2015

The article presents a theoretical-experimental approach developed for modeling the coefficient of sliding friction in the dynamic system tool-workpiece in slide diamond burnishing of low-alloy unhardened steels. The experimental setup, implemented on conventional lathe, includes a specially designed device, with a straight cantilever beam as body. The beam is simultaneously loaded by bending (from transverse slide friction force) and compression (from longitudinal burnishing force), which is a reason for geometrical nonlinearity. A method, based on the idea of separation of the variables (time and metric) before establishing the differential equation of motion, has been applied for dynamic modeling of the beam elastic curve. Between the longitudinal (burnishing force) and transverse (slide friction force) forces exists a correlation defined by Coulomb's law of sliding friction. On this basis, an analytical relationship between the beam deflection and the sought friction coefficient has been obtained. In order to measure the deflection of the beam, strain gauges connected in a "full bridge" type of circuit are used. A flexible adhesive is selected, which provides an opportunity for dynamic measurements through the constructed measuring system. The signal is proportional to the beam deflection and is fed to the analog input of USB DAQ board, from where the signal enters in a purposely created virtual instrument which is developed by means of Labview. The basic characteristic of the virtual instrument is the ability to record and visualize in a real time the measured deflection. The signal sampling frequency is chosen in accordance with Nyquist-Shannon sampling theorem. In order to obtain a regression model of the friction coefficient with the participation of the diamond burnishing process parameters, an experimental design with 55 experimental points is synthesized. A regression analysis and analysis of variance have been carried out. The influence of the factors on the friction coefficient is established using sections of the hyper-surface of the friction coefficient model with the hyper-planes.

• Computers and Concrete
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• 제12권6호
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• pp.803-818
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• 2013

In this study, analytical and experimental modal analyses of a scaled bridge model are carried out to extract the dynamic characteristics such as natural frequency, mode shapes and damping ratios. For this purpose, a scaled bridge model is constructed in laboratory conditions. Three dimensional finite element model of the bridge is constituted and dynamic characteristics are determined, analytically. To identify the dynamic characteristics experimentally; Experimental Modal Analyses (ambient and forced vibration tests) are conducted to the bridge model. In the ambient vibration tests, natural excitations are provided and the response of the bridge model is measured. Sensitivity accelerometers are placed to collect signals from the measurements. The signals collected from the tests are processed by Operational Modal Analysis; and the dynamic characteristics of the bridge model are estimated using Enhanced Frequency Domain Decomposition and Stochastic Subspace Identification methods. In the forced vibration tests, excitation of the bridge model is induced by an impact hammer and the frequency response functions are obtained. From the finite element analyses, a total of 8 natural frequencies are attained between 28.33 and 313.5 Hz. Considering the first eight mode shapes, these modes can be classified into longitudinal, transverse and vertical modes. It is seen that the dynamic characteristics obtained from the ambient and forced vibration tests are close to each other. It can be stated that the both of Enhanced Frequency Domain Decomposition and Stochastic Subspace Identification methods are very useful to identify the dynamic characteristics of the bridge model. The first eight natural frequencies are obtained from experimental measurements between 25.00-299.5 Hz. In addition, the dynamic characteristics obtained from the finite element analyses have a good correlation with experimental frequencies and mode shapes. The MAC values obtained between 90-100% and 80-100% using experimental results and experimental-analytical results, respectively.