• Title/Summary/Keyword: linear theory analysis

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Dynamic Response Analysis of Pressurized Air Chamber Breakwater Mounted Wave-Power Generation System Utilizing Oscillating Water Column (진동수주형 파력발전 시스템을 탑재한 압축공기 주입식 방파제의 동적거동 해석)

  • Lee, Kwang-Ho;Kim, Do-Sam;Yook, Sung-Min;Jung, Yeong-Hoon;Jung, Ik-Han
    • Journal of Korean Society of Coastal and Ocean Engineers
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    • v.26 no.4
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    • pp.225-243
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    • 2014
  • As the economic matters are involved, applying the WEC, which is used for controlling waves as well as utilizing the wave energy on existing breakwater, is preferred rather than installing exclusive WEC. This study examines the OWC mounted on a pressurized air chamber floating breakwater regarding the functionality of both breakwater and wave-power generation. In order to verify the performance as a WEC, the velocity of air flow from pressurized air chamber to WEC has to be evaluated properly. Therefore, numerical simulation was implemented based on BEM from linear velocity potential theory as well as Boyle's law with the state equation to analyze pressurized air flow. The validity of the obtained values can be determined by comparing the previous results from numerical analysis and empirically obtained values of different shapes. In the actual numerical analysis, properties of wave deformation around OWC system mounted on fixed type and floating type breakwaters, motions of the structure with air flow velocities are investigated. Since, the wind power generating system can be hybridized on the structure, it is expected to be applied on complex power generation system which generates both wind and wave power energy.

The Impact of COVID-19 Pandemic on the Relationship Structure between Volatility and Trading Volume in the BTC Market: A CRQ approach (COVID-19 팬데믹이 BTC 변동성과 거래량의 관계구조에 미친 영향 분석: CRQ 접근법)

  • Park, Beum-Jo
    • Economic Analysis
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    • v.27 no.1
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    • pp.67-90
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    • 2021
  • This study found an interesting fact that the nonlinear relationship structure between volatility and trading volume changed before and after the COVID-19 pandemic according to empirical analysis using Bitcoin (BTC) market data that sensitively reflects investors' trading behavior. That is, their relationship appeared positive (+) in a stable market state before COVID-19 pandemic, as in theory based on the information flow paradigm. In a state under severe market stress due to COVID-19 pandemic, however, their dependence structure changed and even negative (-). This can be seen as a consequence of increased market stress caused by COVID-19 pandemics from a behavioral economics perspective, resulting in structural changes in the asset market and a significant impact on the nonlinear dependence of volatility and trading volume (in particular, their dependence at extreme quantiles). Hence, it should be recognized that in addition to information flows, psychological phenomena such as behavioral biases or herd behavior, which are closely related to market stress, can be a key in changing their dependence structure. For empirical analysis, this study performs a test of Ross (2015) for detecting a structural change, and proposes a Copula Regression Quantiles (CRQ) approach that can identify their nonlinear relationship structure and the asymmetric dependence in their distribution tails without the assumption of i.i.d. random variable. In addition, it was confirmed that when the relationship between their extreme values was analyzed by linear models, incorrect results could be derived due to model specification errors.

Dynamic forecasts of bankruptcy with Recurrent Neural Network model (RNN(Recurrent Neural Network)을 이용한 기업부도예측모형에서 회계정보의 동적 변화 연구)

  • Kwon, Hyukkun;Lee, Dongkyu;Shin, Minsoo
    • Journal of Intelligence and Information Systems
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    • v.23 no.3
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    • pp.139-153
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    • 2017
  • Corporate bankruptcy can cause great losses not only to stakeholders but also to many related sectors in society. Through the economic crises, bankruptcy have increased and bankruptcy prediction models have become more and more important. Therefore, corporate bankruptcy has been regarded as one of the major topics of research in business management. Also, many studies in the industry are in progress and important. Previous studies attempted to utilize various methodologies to improve the bankruptcy prediction accuracy and to resolve the overfitting problem, such as Multivariate Discriminant Analysis (MDA), Generalized Linear Model (GLM). These methods are based on statistics. Recently, researchers have used machine learning methodologies such as Support Vector Machine (SVM), Artificial Neural Network (ANN). Furthermore, fuzzy theory and genetic algorithms were used. Because of this change, many of bankruptcy models are developed. Also, performance has been improved. In general, the company's financial and accounting information will change over time. Likewise, the market situation also changes, so there are many difficulties in predicting bankruptcy only with information at a certain point in time. However, even though traditional research has problems that don't take into account the time effect, dynamic model has not been studied much. When we ignore the time effect, we get the biased results. So the static model may not be suitable for predicting bankruptcy. Thus, using the dynamic model, there is a possibility that bankruptcy prediction model is improved. In this paper, we propose RNN (Recurrent Neural Network) which is one of the deep learning methodologies. The RNN learns time series data and the performance is known to be good. Prior to experiment, we selected non-financial firms listed on the KOSPI, KOSDAQ and KONEX markets from 2010 to 2016 for the estimation of the bankruptcy prediction model and the comparison of forecasting performance. In order to prevent a mistake of predicting bankruptcy by using the financial information already reflected in the deterioration of the financial condition of the company, the financial information was collected with a lag of two years, and the default period was defined from January to December of the year. Then we defined the bankruptcy. The bankruptcy we defined is the abolition of the listing due to sluggish earnings. We confirmed abolition of the list at KIND that is corporate stock information website. Then we selected variables at previous papers. The first set of variables are Z-score variables. These variables have become traditional variables in predicting bankruptcy. The second set of variables are dynamic variable set. Finally we selected 240 normal companies and 226 bankrupt companies at the first variable set. Likewise, we selected 229 normal companies and 226 bankrupt companies at the second variable set. We created a model that reflects dynamic changes in time-series financial data and by comparing the suggested model with the analysis of existing bankruptcy predictive models, we found that the suggested model could help to improve the accuracy of bankruptcy predictions. We used financial data in KIS Value (Financial database) and selected Multivariate Discriminant Analysis (MDA), Generalized Linear Model called logistic regression (GLM), Support Vector Machine (SVM), Artificial Neural Network (ANN) model as benchmark. The result of the experiment proved that RNN's performance was better than comparative model. The accuracy of RNN was high in both sets of variables and the Area Under the Curve (AUC) value was also high. Also when we saw the hit-ratio table, the ratio of RNNs that predicted a poor company to be bankrupt was higher than that of other comparative models. However the limitation of this paper is that an overfitting problem occurs during RNN learning. But we expect to be able to solve the overfitting problem by selecting more learning data and appropriate variables. From these result, it is expected that this research will contribute to the development of a bankruptcy prediction by proposing a new dynamic model.

Applications of Fuzzy Theory on The Location Decision of Logistics Facilities (퍼지이론을 이용한 물류단지 입지 및 규모결정에 관한 연구)

  • 이승재;정창무;이헌주
    • Journal of Korean Society of Transportation
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    • v.18 no.1
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    • pp.75-85
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    • 2000
  • In existing models in optimization, the crisp data improve has been used in the objective or constraints to derive the optimal solution, Besides, the subjective environments are eliminated because the complex and uncertain circumstances were regarded as Probable ambiguity, In other words those optimal solutions in the existing models could be the complete satisfactory solutions to the objective functions in the Process of application for industrial engineering methods to minimize risks of decision-making. As a result of those, decision-makers in location Problems couldn't face appropriately with the variation of demand as well as other variables and couldn't Provide the chance of wide selection because of the insufficient information. So under the circumstance. it has been to develop the model for the location and size decision problems of logistics facility in the use of the fuzzy theory in the intention of making the most reasonable decision in the Point of subjective view under ambiguous circumstances, in the foundation of the existing decision-making problems which must satisfy the constraints to optimize the objective function in strictly given conditions in this study. Introducing the Process used in this study after the establishment of a general mixed integer Programming(MIP) model based upon the result of existing studies to decide the location and size simultaneously, a fuzzy mixed integer Programming(FMIP) model has been developed in the use of fuzzy theory. And the general linear Programming software, LINDO 6.01 has been used to simulate, to evaluate the developed model with the examples and to judge of the appropriateness and adaptability of the model(FMIP) in the real world.

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A study on application of fractal structure on graphic design (그래픽 디자인에 있어서 프랙탈 구조의 활용 가능성 연구)

  • Moon, Chul
    • Archives of design research
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    • v.17 no.1
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    • pp.211-220
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    • 2004
  • The Chaos theory of complexity and Fractal theory which became a prominent figure as a new paradigm of natural science should be understood not as whole, and not into separate elements of nature. Fractal Dimensions are used to measure the complexity of objects. We now have ways of measuring things that were traditionally meaningless or impossible to measure. They are capable of describing many irregularly shaped objects including man and nature. It is compatible method of application to express complexity of nature in the dimension of non-fixed number by placing our point of view to lean toward non-linear, diverse, endless time, and complexity when we look at our world. Fractal Dimension allows us to measure the complexity of an object. Having a wide application of fractal geometry and Chaos theory to the art field is the territory of imagination where art and science encounter each other and yet there has not been much research in this area. The formative word has been extracted in this study by analyzing objective data to grasp formative principle and geometric characteristic of (this)distinct figures of Fractals. With this form of research, it is not so much about fractal in mathematics, but the concept of self-similarity and recursiveness, randomness, devices expressed from unspeakable space, and the formative similarity to graphic design are focused in this study. The fractal figures have characteristics in which the structure doesn't change the nature of things of the figure even in the process if repeated infinitely many times, the limit of the process produces is fractal. Almost all fractals are at least partially self-similar. This means that a part of the fractal is identical to the entire fractal itself even if there is an enlargement to infinitesimal. This means any part has all the information to recompose as whole. Based on this scene, the research is intended to examine possibility of analysis of fractals in geometric characteristics in plasticity toward forms in graphic design. As a result, a beautiful proportion appears in graphic design with calculation of mathematic. It should be an appropriate equation to express nature since the fractal dimension allows us to measure the complexity of an object and the Fractla geometry should pick out high addition in value of peculiarity and characteristics in the complex of art and science. At the stage where the necessity of accepting this demand and adapting ourselves to the change is gathering strength is very significant in this research.

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Dynamic Motions of Model Fish Cage Systems under the Conditions of Waves and Current (파랑 및 흐름중 모형 가두리 시설의 운동 특성)

  • KIM Tae-Ho;KIM Jae-O;RYU Cheong-Ro
    • Korean Journal of Fisheries and Aquatic Sciences
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    • v.34 no.1
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    • pp.43-50
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    • 2001
  • In order to analyze the dynamic motions of fish cage systems made of a frame and a netting under the conditions of waves and current, the hydraulic model experiment at towing tank and the numerical computation using boundary integral element method based on linear potential theory were carried out on a square and a circular type of fish cage, The computed and measured results for the dynamic motions of model fish cage systems showed that the heave and pitch motions were almost unaffected by the inclusion of nets, while the surge motions were very reduced by drag force acting on them. In addition, irregular wave-induced motions of fish cages included non-negligible 2nd order harmonic components at high frequency nearly twice the wave frequency. The reason why these motions were considered was due to resonance or structural components of frames being overflown and out of water during a wave cycle. It was found that circular type was more desirable structure in the open sea than square one only in the respect of dynamic motions due to waves and current. Further verifications were needed considering hydrodynamic forces, fatigue life, and structure analysis based on long term stochastic waves including frequency and time domain for the purpose of analyzing and designing fish cage systems.

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A Comparison of the Difference in the Golf Swing Motion According to Somatotypes (체형에 따른 골프 스윙 동작 비교)

  • Chung, Nam-Ju;Yoon, Hee-Joong;Baik, Young-Soo
    • Korean Journal of Applied Biomechanics
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    • v.12 no.2
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    • pp.33-49
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    • 2002
  • This study was intended to provide basic materials for golf coaching by somatotype by analyzing and comparing the kinematic factors found in each somatotype at the time of golf swing. For this purpose, the somatotype was divided into endomorph, mesomorph and ectomorph in reference to the weight, height and upper arm circumference of each of nine professional golfers. Each of their swing motions was videotaped with the camcorder and their swing motion was analyzed by dividing it into 8 sections. The time required for the swing motion, the displacement of the center of the human body and the rotation angle of the upper body were calculated through the three-dimensional image analysis based on the DLT(Direct Linear Transformation). Based on the findings of this study, the following conclusion was drawn: The endomorphic golfers showed the longest required golf swing time, followed by the mesomorphic golfer and then the endomorphic golfer. The displacement of left-to-right movement was largest in the mesomorphic golfers, followed by the endomorphic golfers the up-to-down displacement was upward at the time of impact and that the endomorphic and mesomorphic golfers raised the sense of stability by maintaining an almost uniform height at the time of impact. As for the rotational angle of the upper body and the rotational angle of the thigh, the upper body and the thigh took a form of rotating earlier in the ectomorphic golfers at the time of impact, who showed a somewhat different characteristics compared to the endomorphic and mesomorphic golfers. It is necessary to investigate the movement of more fundamental forces in presenting the theory related to the kinematic characteristics of this swing by somatotype. Accordingly, it is thought that it is necessary to analyze the center of pressure(COP) using the ground counterforce in the future study.

Gas/particle Partitioning of PAHs Segregated with Particle Size in Equilibrium States (대기 중 PAHs의 입경별 가스/입자 분배평형에 관한 연구)

  • Park, Jin-Soo;Lee, Dong-Soo;Kim, Jong-Guk
    • Journal of Korean Society of Environmental Engineers
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    • v.27 no.12
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    • pp.1270-1276
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    • 2005
  • When gas/particle partitioning of PAHs in the atmosphere approached an equilibrium state, the slope of linear regression between gas/particle partitioning coefficient($logK_p$) and subcooled liquid vapour pressure($logP_L^O$) was -1. But it was alleged that the slope of equilibrium state might not be -1 in real atmospheric environment due to heterogeneous characteristics of particulate matter. In This study, it would be found if gas/particle partitioning of PAHs segregated with particle size in equilibrium state was based on the hypothesis mentioned above. We have calculated the slopes of $logK_p$ v.s. $logP_L^O$ after collecting 10 set samples which consisted of particulate and vaporous phases. The slope was close to -1 in equilibrium states. But despite of equilibrium state, all slopes segregated with particle size were not close to -1 and those were gentler with larger particle size. The difference of slopes in equilibrium states was almost against the assumption of gas/particle partitioning theory. When the gas/particle partitioning was due to adsorption, the desorption enthalpy was different in each particle size. When it was absorption, the activity coefficient was different. The difference of desorption enthalpy and activity coefficient in each particle size indicate the heterogeneous characteristics of the bulk particle. This may be the reason for slope variation with particle size even though in an equilibrium state.

A Study on the Dynamic Response of Steel Highway Bridges Using 3-D Vehicle Model (3차원(次元) 차량(車輛)모델을 사용(使用)한 강도로교(鋼道路橋)의 동적응답(動的應答) 관(關)한 연구(硏究))

  • Chung, Tae Ju;Park, Young Suk
    • KSCE Journal of Civil and Environmental Engineering Research
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    • v.14 no.5
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    • pp.1055-1067
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    • 1994
  • This paper is presented to perform linear dynamic analysis of bridges due to vehicle moving on bridges. The road surface roughness and bridge/vehicle interaction are also considered. The bridge and vehicle are modeled as 3-D bridge and vehicle model, respectively. The road surface roughness of the roadway and bridge decks are generated from power spectral density(PSD) function for good road. The PSD function proposed by C.J. Dodds and J.D. Robson is used to describe the road surface roughness for good road condition. The vehicles are modeled as two nonlinear vehicle model with 7-D.O.F of truck and 12-D.O.F of tractor-trailer and the equations of motion of the vehicles are derived using Lagrange's equation. The main girder and concrete deck are modeled as beam and shell element, respectively and rigid link is used between main girder and concrete deck. The equations of motion of the vehicles are solved by Newmark ${\beta}$ method and the equations of the motion of the bridges are solved by mode-superposition procedures. The validity of the proposed procedure is demonstrated by comparing the results with the experimental data reported by the AASHO Road Test. The comparison shows that the agreement between experiment and theory is quite satisfactory.

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Theoretical Modeling of the Resonant Column Testing with the Viscosity of a Specimen Considered (점성을 고려한 공진주 실험의 이론적 모델링)

  • 조성호;황선근;권병성;강태호
    • Journal of the Korean Geotechnical Society
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    • v.19 no.4
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    • pp.145-153
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    • 2003
  • The resonant column testing determines the shear modulus and material damping factor dependent on the shear strain magnitude, based on the wave-propagation theory. The determination of the dynamic soil properties requires the theoretical formulation of the dynamic behavior of the resonant column testing system. One of the theoretical formulations is the use of the wave equation for the soil specimen in the resonant column testing device. Wood, Richart and Hall derived the wave equation by assuming the linear elastic soil, and didn't take the material damping into consideration. Hardin incorporated the viscoelastic damping of soil in the wave equation, but he had to assume the material damping factor for the determination of the shear modulus. For the better theoretical formulation of the resonant column testing, this study derived a new wave equation to include the viscosity of soil, and proposed an approach for the solution. Also, in this study, the equation of motion for the testing system, which is another approach of the theoretical formulation of the resonant column testing, was also derived. The equation of motion leads to the better understanding of the resonant column testing, which includes the dynamic magnification factor and the phase angle of the response. For the verification of the proposed equation of motion for the resonant column testing, the finite element analysis was performed for the resonant column testing. The comparison of the dynamic magnification factors and the phase angles far the system response were performed.