• The Korean Journal of Applied Statistics
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• v.36 no.4
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• pp.349-360
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• 2023

Dynamic Nelson-Siegel model is widely used in modeling term structure of interest rates for financial products. In this study, we explain dynamic Nelson-Siegel model from the perspective of the state space model and explore Bayesian approaches that can be applied to that model. By applying SOFR term rate data to the Bayesian dynamic Nelson-Siegel model, we confirm the performance and compare it with other competing models such as Vasicek model, dynamic Nelson-Siegel model based on the frequentist approach, and the two-factor Bayesian dynamic Nelson-Siegel model. We also confirm that the Bayesian dynamic Nelson-Siegel model outperformed its competitors on SOFR term rate data based on RMSE.

• Journal of Industrial Technology
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• v.24 no.A
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• pp.215-226
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• 2004

A dynamic reliability model which can take into account the time history of loading sequences may be applied to the analyses of the hydraulic stability of armor units on rubble-mound breakwaters. All the parameters related to the stability of structures have been considered to be constants in the deterministic model until now. Thus, it is impossible to study the effects of some uncertainties of the related random variables on the stability of structures. In this paper, the dynamic reliability model can be developed by POT(Peak Over Threshold) method in order to take into account the time history of loading sequences and to investigate the temporal behaviors of stability of structure with its loading history. Finally, it is confirmed that the results of dynamic reliability model agree with straight- forwardly those of AFDA(Approximate Full Distribution Approach) of the static reliability model for the same input conditions. In addition, the temporal behaviors of probability of failure can be studied by the dynamic reliability model developed to analyze the hydraulic stability of armor units on rubble-mound breakwaters. Therefore, the present results may be useful for the management of repair and maintenance over the whole life cycle of structure.

• Transactions of the Korean Society for Noise and Vibration Engineering
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• v.15 no.7 s.100
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• pp.813-820
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• 2005

A deployable missile control fin has some structural nonlinearities because of the worn or loose hinges and the manufacturing tolerance. The structural nonlinearity cannot be eliminated completely, and exerts significant effects on the static and dynamic characteristics of the control fin. Thus, It is important to establish the accurate deployable missile control fin model. In the present study, the nonlinear dynamic model of 4he deployable missile control fin is developed using a substructure synthesis method. The deployable missile control fin can be subdivided Into two substructures represented by linear dynamic models and a nonlinear hinge with structural nonlinearities. The nonlinear hinge model is established by using a system identification method, and the substructure modes are improved using the Frequency Response Method. A substructure synthesis method Is expanded to couple the substructure models and the nonlinear hinge model, and the nonlinear dynamic model of the fin is developed. Finally, the established nonlinear dynamic model of the deployable missile control fin is verified by dynamic tests. The established model is In good agreement with test results, showing that the present approach is useful in aeroelastic stability analyses such as time-domain nonlinear flutter analysis.

• Smart Structures and Systems
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• v.23 no.3
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• pp.295-306
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• 2019

Shanghai Tower is a 632-meter super high-rise building located in an area with wind and active earthquake. A sophisticated structural health monitoring (SHM) system consisting of more than 400 sensors has been built to carry out a long-term monitoring for its operational safety. In this paper, a reduced-order model including 31 elements was generated from a full model of this super tall building. An iterative regularized matrix method was proposed to tune the system parameters, making the dynamic characteristic of the reduced-order model be consistent with those in the full model. The updating reduced-order model can be regarded as a benchmark model for further analysis. A long-term monitoring for structural dynamic characteristics of Shanghai Tower under different construction stages was also investigated. The identified results, including natural frequency and damping ratio, were discussed. Based on the data collected from the SHM system, the dynamic characteristics of the whole structure was investigated. Compared with the result of the finite element model, a good agreement can be observed. The result provides a valuable reference for examining the evolution of future dynamic characteristics of this super tall building.

• International Journal of Aeronautical and Space Sciences
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• v.16 no.2
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• pp.254-263
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• 2015

In this study, numerical simulations are carried out to investigate the dynamic SGS model effects in a Kerosene-LOx coaxial swirl injector under high pressure conditions. The turbulent model is based on large-eddy simulation (LES) with real-fluid transport and thermodynamics. To assess the effect of the dynamic subgrid-scale (SGS) model, the dynamic SGS model is compared with that of the algebraic SGS model. In a swirl injector under supercritical pressure, the characteristics of temporal pressure fluctuation and power spectral density (PSD) present comparable discrepancies dependant on the SGS models, which affect the mixing characteristics. Mixing efficiency and the probability density (PDF) function are conducted for a statistical description of the turbulent flow fields according to the SGS models. The back-scattering of turbulent kinetic energy is estimated in terms of the film thickness of the swirl injector.

• Journal of the Korean Society for Precision Engineering
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• v.14 no.4
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• pp.38-45
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• 1997

A new dynamic model for the cutting process inb the end milling process is developed. This model, which describes the dynamic response of the end mill, the chip load geometry including tool runout, the dependence of the cutting forces on the chip load, is used to predict the dynamic cutting force during the end milling process. In order to predict accurately cutting forces and tool vibration, the model which uses instantaneous specific cutting force, inclueds both regenerative effect and penetration effect, The model is verified through comparisons of model predicted cutting force with measured cutting force obtained from machining experiments.

• Proceedings of the Korean Society for Noise and Vibration Engineering Conference
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• 2014.10a
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• pp.106-109
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• 2014

In order to obtain dynamic behaviors of complex structures, it demands large amounts computational cost and time to perform the numerical analysis. The model reduction method helps these problems by dividing the full model into primary and unnecessary parts. In this research, we perform the modal analysis using the dynamic substructuring method, which is one of the model reduction methods, in order to obtain the dynamic characteristics of the cylindrical structures efficiently. To select the master degrees of freedom (dofs), we consider the mode shapes of the cylindrical structures. And then, we identify the validity of the dynamic substructuring method by applying the method to the simple cylinder and core support barrel (CSB) which is one of the reactor internals with the cylindrical shape. The results demonstrate that the dynamic characteristics from the dynamic substructuring method are well matched with the original method.

• Structural Engineering and Mechanics
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• v.12 no.4
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• pp.409-428
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• 2001

The characteristics of dynamic wheel loads of heavy vehicles running on bridge and rigid surface are investigated by using three-dimensional analytical model. The simulated dynamic wheel loads of vehicles are compared with the experimental results carried out by Road-Vehicles Research Institute of Netherlands Organization for Applied Scientific Research (TNO) to verify the validity of the analytical model. Also another comparison of the analytical result with the experimental one for Umeda Entrance Bridge of Hanshin Expressway in Osaka, Japan, is presented in this study. The agreement between the analytical and experimental results is satisfactory and encouraging the use of the analytical model in practice. Parametric study shows that the dynamic increment factor (DIF) of the bridge and RMS values of dynamic wheel loads are fluctuated according to vehicle speeds and vehicle types as well as roadway roughness conditions. Moreover, there exist strong dominant frequency resemblance between bounce motion of vehicle and bridge response as well as those relations between RMS values of dynamic wheel loads and dynamic increment factor (DIF) of bridges.

• Journal of the Korean Operations Research and Management Science Society
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• v.31 no.3
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• pp.97-105
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• 2006

Brand Pricing is the most important issue for the brand manager in the dynamic market. in the typical dynamic pricing model, a linear function has been used based on the assumption that the non-Price Influences and the price influences were independent. However, to incorporate the characteristics of the dynamic market, it is natural to consider the multiplicative relationship. We are going to try the multiplicative linkage between the non-price Influences and the price influences and suggest a new dynamic pricing model with e multiplicative functional form. An empirical study of 19 brands in the Korean cigarette market shows the feasibility of the suggested model.

• Transactions of the Korean hydrogen and new energy society
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• v.15 no.3
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• pp.175-186
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• 2004

In this paper, we developed the dynamic model of a fuel cell system suitable for controller design and system operation. The transient phenomena captured in the model include the flow characteristics and inertia dynamics of the compressor, the intake manifold filling dynamics, oxygen partial pressures and membrane humidity on the fuel cell voltage. In the simulations, we paid attention to the transient behavior of stack voltage and compressor pressure, stoichiometric ratio. Simulation results are presented to demonstrate the model capability. For load current following, stack voltage dynamic characteristics are plotted to understand the Electro-chemistry involved with the fuel cell system. Compressor pressure and stoichiometric ratio are strongly coupled, and independent parameters may interfere with each other, dynamic response, undershoot and overshoot.