• 제목/요약/키워드: moments

검색결과 2,409건 처리시간 0.027초

Estimation of structural vector autoregressive models

  • Lutkepohl, Helmut
    • Communications for Statistical Applications and Methods
    • /
    • 제24권5호
    • /
    • pp.421-441
    • /
    • 2017
  • In this survey, estimation methods for structural vector autoregressive models are presented in a systematic way. Both frequentist and Bayesian methods are considered. Depending on the model setup and type of restrictions, least squares estimation, instrumental variables estimation, method-of-moments estimation and generalized method-of-moments are considered. The methods are presented in a unified framework that enables a practitioner to find the most suitable estimation method for a given model setup and set of restrictions. It is emphasized that specifying the identifying restrictions such that they are linear restrictions on the structural parameters is helpful. Examples are provided to illustrate alternative model setups, types of restrictions and the most suitable corresponding estimation methods.

선체중량분포의 변화에 따른 정수중 굽힘모멘트와 파중 굽힘모멘트의 특성에 대하여 (On the Characteristics of Still-Water and Wave Bending Moments with the Variations of Ship Weight Distribution)

  • 권영섭
    • 한국해양공학회지
    • /
    • 제10권3호
    • /
    • pp.3-13
    • /
    • 1996
  • An extensive research programme has been aimed at the effct of ship weight distribution on the ship responses applying ship hydroelasticity theory. In the previous works, consistent tendencies of the still-water and the wave bending moments. respectively, were found as the weight distribution was varied systematically. The paper is therefore concerned mainly with any correlation between still-water and wave bending moments with the variations of weight distribution. Although these bending moments share different features with each other, such a comparison of tendencies was plausible and informative. These and other matters for the future are discussed.

  • PDF

Friction Analysis of Spindle Bearings

  • Chang, Hun-Keun;Young Sun;Han, Dong-Chul
    • International Journal of Precision Engineering and Manufacturing
    • /
    • 제1권1호
    • /
    • pp.42-48
    • /
    • 2000
  • Friction in bearing exerts an important effect upon power dissipation and heat generation of spindle system. This paper presents frictional moments derived from rotational axis coordinate system of spindle and frictional characteristics to spindle speed A frictional moment of spindle bearings is derived by work-energy method. Differential sliding moments in outer raceway has a major effect upon frictional resistance; spin sliding moments in inner raceway has a secondary effect. As spindle speed increases, also the frictional moments increase. In high-speed region, ceramic ball bearing 몬 smaller frictional moment than steel ball bearing.

  • PDF

LH-모멘트에 의한 극치홍수량의 빈도분석을 위한 적정분포형 유도 (Derivation of Optimal Distribution for the Frequency Analysis of Extreme Flood using LH-Moments)

  • 맹승진;이순혁
    • 한국농공학회:학술대회논문집
    • /
    • 한국농공학회 2002년도 학술발표회 발표논문집
    • /
    • pp.229-232
    • /
    • 2002
  • This study was conducted to estimate the design flood by the determination of best fitting order of LH-moments of the annual maximum series at six and nine watersheds in Korea and Australia, respectively. Adequacy for flood flow data was confirmed by the tests of independence, homogeneity, and outliers. Gumbel (GUM), Generalized Extreme Value (GEV), Generalized Pareto (GPA), and Generalized Logistic (GLO) distributions were applied to get the best fitting frequency distribution for flood flow data. Theoretical bases of L, L1, L2, L3 and L4-moments were derived to estimate the parameters of 4 distributions. L, L1, L2, L3 and L4-moment ratio diagrams (LH-moments ratio diagram) were developed in this study.

  • PDF

Wakeby 분포모형의 확률가중모멘트기법에 의한 설계홍수량 유도 (Derivation of Design Floods by the Probability Weighted Moments in the Wakeby Distribution)

  • 이순혁;송기헌;맹승진;류경식;지호근
    • 한국농공학회지
    • /
    • 제42권6호
    • /
    • pp.63-71
    • /
    • 2000
  • The purpose of this study is to derive optimal design floods by the Wakeby distribution model using the probability weighted moments. Parameters for the Wakeby distribution were estimated by the probability weighted moments for the annual flood flows of the applied watersheds. Design floods obtained by the Wakeby and GEV distributions were compared by the relative mean errors, relative absolute errors and root mean square errors. In general, it has shown that the design floods by the Wakeby distribution using the methods of the probability weighted moments are closer to those of the observed data in comparison with those obtained by the GEV distribution.

  • PDF

Lateral-torsional buckling steel beams with simultaneously tapered flanges and web

  • Kus, Juliusz
    • Steel and Composite Structures
    • /
    • 제19권4호
    • /
    • pp.897-916
    • /
    • 2015
  • A procedure for critical buckling moment of a tapered beam is proposed with the application of potential energy calculations using Ritz method. Respective solution allows to obtain critical moments initiating lateral buckling of the simply supported, modestly tapered steel I-beams. In particular, lateral-torsional buckling of beams with simultaneously tapered flanges and the web are considered. Detailed, numerical, parametric analyses are carried out. Typical engineering, uniformly distributed design loads are considered for three cases of the load, applied to the top flange, shear centre, as well as to the bottom flange. In addition simply supported beam under gradient moments is investigated. The parametric analysis of simultaneously tapered beam flanges and the web, demonstrates that tapering of flanges influences much more the critical moments than tapering of the web.

Payleigh 페이딩 채널에서 BPSK와 QPSK 신호의 변조 분류 (Modulation classification for BPSK and QPSK signals over rayleigh fading channel)

  • 윤동원;한영열
    • 한국통신학회논문지
    • /
    • 제21권4호
    • /
    • pp.1019-1026
    • /
    • 1996
  • 이제까지 변조 분류에 대한 연구는 가산성 백색 가우시안 잡음에서만 해석되어 연구되어 왔다. 이 논문에서는 Rayleigh 페이딩 채널에서 통계적 모멘트에 근거한 BPSK와 QPSK 신호의 디지틀 변조 분류기를 제시하고 성능을 분석한다. 백색 가우시안 잡음과 Rayleigh 페이딩이 존재하는 환경에서 복조된 신호의 샘플 모멘트를 계산한다. 계산된 모멘트 값을 바탕으로 중심 극한 정리를 이용하여 샘플 모멘트의 평균과 분산을 계산한다. 이로부터 샘플 모멘트의 확률 밀도 함수를 구하고 베이즈 검정을 적용하여 통계적 모멘트에 기초한 BPSK와 QPSK 신호의 디지틀 변조 분류기를 제시하고 오분류 확률을 유도하여 성능을 분석한다.

  • PDF

MOMENTS OF LOWER GENERALIZED ORDER STATISTICS FROM DOUBLY TRUNCATED CONTINUOUS DISTRIBUTIONS AND CHARACTERIZATIONS

  • Kumar, Devendra
    • 충청수학회지
    • /
    • 제26권3호
    • /
    • pp.441-451
    • /
    • 2013
  • In this paper, we derive recurrence relations for moments of lower generalized order statistics within a class of doubly truncated distributions. Inverse Weibull, exponentiated Weibull, power function, exponentiated Pareto, exponentiated gamma, generalized exponential, exponentiated log-logistic, generalized inverse Weibull, extended type I generalized logistic, logistic and Gumble distributions are given as illustrative examples. Further, recurrence relations for moments of order statistics and lower record values are obtained as special cases of the lower generalized order statistics, also two theorems for characterizing the general form of distribution based on single moments of lower generalized order statistics are given.

Trigonal Bipyramid 구조를 갖는 착물의 쌍극자모멘트의 계산 (Calculation of the Dipole Moments for Trigonal Bipyramidal Complexes)

  • 안상운;김자홍;이기학;신갑철
    • 대한화학회지
    • /
    • 제26권1호
    • /
    • pp.18-23
    • /
    • 1982
  • Trigonal bipyramid 구조를 갖는 착물의 쌍극자모멘트를 계산하는 새로운 방법을 발전시켰다. 근사분자궤도 함수법 및 원자가 결합법을 사용하여 몇개의 trigonal bipyramid 구조를 갖는 착물의 쌍극자모멘트를 계산하였으며 근사분자궤도 함수로 계산한 값이 실험치에 보다 가까운 값을 주었다. 이 쌍극자모멘트 계산방법을 trigonal bipyramid 구조를 갖는 착물의 기하학적인 구조를 예측하는 데 도움이 된다.

  • PDF

Moment-curvature relationships to estimate deflections and second-order moments in wind-loaded RC chimneys and towers

  • Menon, Devdas
    • Wind and Structures
    • /
    • 제1권3호
    • /
    • pp.255-269
    • /
    • 1998
  • Second-order moments of considerable magnitude arise in tall and slender RC chimneys and towers subject to along-wind loading, on account of eccentricities in the distributed self-weight of the tower in the deflected profile. An accurate solution to this problem of geometric nonlinearity is rendered difficult by the uncertainties in estimating the flexural rigidity of the tower, due to variable cracking of concrete and the 'tension stiffening' effect. This paper presents a rigorous procedure for estimating deflections and second-order moments in wind-loaded RC tubular towers. The procedure is essentially based on a generalised formulation of moment-curvature relationships for RC tubular towers, derived from the experimental and theoretical studies reported by Schlaich et al. 1979 and Menon 1994 respectively. The paper also demonstrates the application of the proposed procedure, and highlights those conditions wherein second-order moments become too significant to be overlooked in design.