• Title/Summary/Keyword: nonlinear ARCH

Search Result 104, Processing Time 0.025 seconds

붓스트랩을 이용한 비선형 시계열 모형의 예측구간 (Prediction Intervals for Nonlinear Time Series Models Using the Bootstrap Method)

  • 이성덕;김주성
    • 응용통계연구
    • /
    • 제17권2호
    • /
    • pp.219-228
    • /
    • 2004
  • 오차항의 분포가 정규분포에 따르지 않는 비선형 시계열인 ARCH모형의 예측구간을 설정하는데 붓스트랩 방법과 근사적 방법간의 포함비율에 대한 정확성을 비교한다. 이 때 모형에서 모수를 추정하는 방법으로서는 분포에 대한 가정을 필요로 하지 않는 quasi-score 추정함수를 이용한 추정 법과 로버스트 추정 함수인 M quasi-score 추정 함수를 이용한 추정법을 사용한다. 추정된 모수를 이용하여 예측구간의 정확성을 비교하고 마지막으로 소비자 물가지수 자료를 이용하여 실제 예측구간을 구하는데 적용한다.

기하학적 비선형을 고려한 정현형 아치 구조물의 동적 좌굴 특성 (Dynamic Buckling Characteristics of Arch Structures Considering Geometric Nonlinearity)

  • 윤태영;김승덕
    • 한국소음진동공학회:학술대회논문집
    • /
    • 한국소음진동공학회 2003년도 추계학술대회논문집
    • /
    • pp.492-497
    • /
    • 2003
  • The dynamic instability for snapping phenomena has been studied by many researches. There is few paper which deal with the dynamic buckling under the load with periodic characteristics, and the behavior under periodic excitation is expected the different behavior against STEP excitation. We investigate the fundamental mechanisms of the dynamic instability when the sinusoidal shaped arch structures subjected to sinusoidal distributed excitation with pin-ends. In this study, the dynamic direct snapping of shallow arches is investigated under not only STEP load excitation but also sinusoidal harmonic excitations, applied in the up-and-down direction. The dynamic nonlinear responses are obtained by the numerical integration of the geometrically nonlinear equations of motion, and examined by the Fourier spectral analysis in order to get the frequency-dependent characteristics of the dynamic instability for various load levels.

  • PDF

Quasi-Likelihood Estimation for ARCH Models

  • Kim, Sah-Myeong
    • Journal of the Korean Data and Information Science Society
    • /
    • 제16권3호
    • /
    • pp.651-656
    • /
    • 2005
  • In this paper the quasi-likelihood function was proposed and the estimators which are the solutions of the estimating equations for estimation of a class of nonlinear time series models. We compare the performances of the proposed estimators with those of the ML estimators under the heavy-railed distributions by simulation.

  • PDF

Structural Behaviors for Pressurized Fabric Leaning Arches

  • Kim, Jae Yeol
    • Architectural research
    • /
    • 제3권1호
    • /
    • pp.45-52
    • /
    • 2001
  • In this paper, a pressurized single vertical arch and a pressurized leaning arch composed of flexible fabric material are considered. These arches have also been considered as a possible support structure for the tent-like structures. Two different boundary conditions are considered in leaning arches with fixed bases and pinned bases. The behaviors of the leaning arches are investigated for two tilt angles as 15, 30. For each angle, two loading conditions are considered as uniformly distributed load and wind loads. The F.E.M. is used through the all analysis procedures. For the results, load-deflection relationships, buckling modes, differences between two boundary conditions and deformed configurations are discussed.

  • PDF

Nonlinear analysis of stability of rock wedges in the abutments of an arch dam due to seismic loading

  • Mostafaei, Hasan;Behnamfar, Farhad;Alembagheri, Mohammad
    • Structural Monitoring and Maintenance
    • /
    • 제7권4호
    • /
    • pp.295-317
    • /
    • 2020
  • Investigation of the stability of arch dam abutments is one of the most important aspects in the analysis of this type of dams. To this end, the Bakhtiari dam, a doubly curved arch dam having six wedges at each of its abutments, is selected. The seismic safety of dam abutments is studied through time history analysis using the design-based earthquake (DBE) and maximum credible earthquake (MCE) hazard levels. Londe limit equilibrium method is used to calculate the stability of wedges in abutments. The thrust forces are obtained using ABAQUS, and stability of wedges is calculated using the code written within MATLAB. Effects of foundation flexibility, grout curtain performance, vertical component of earthquake, nonlinear behavior of materials, and geometrical nonlinearity on the safety factor of the abutments are scrutinized. The results show that the grout curtain performance is the main affecting factor on the stability of the abutments, while nonlinear behavior of the materials is the least affecting factor amongst others. Also, it is resulted that increasing number of the contraction joints can improve the seismic stability of dam. A cap is observed on the number of joints, above which the safety factor does not change incredibly.

Radian of the vault influencing the seismic performances of straight wall arch underground structures

  • Ma, Chao;Lu, Dechun;Qi, Chengzhi;Du, Xiuli
    • Structural Engineering and Mechanics
    • /
    • 제78권5호
    • /
    • pp.637-649
    • /
    • 2021
  • Great efforts have been conducted to investigate the seismic performances of the arch and rectangular underground structures, however, the differences between seismic responses of these two types of underground structures, especially the vault radian influencing the seismic responses of arch structures are not clarified. This paper presents a detailed numerical investigation on the seismic responses of arch underground structures with different vault radians, and aims to illustrate the rule that vault radian affects the seismic responses of underground structures. Five arch underground structures are built for nonlinear soil-structure interaction analysis. The internal forces of the structural components of the underground structures only under gravity are discussed detailedly, and an optimum vault radian for perfect load-carrying functionality of arch underground structures is suggested. Then the structures are analyzed under seven scaled ground motions, amounting to a total of 35 dynamic calculations. The numerical results show that the vault radian can have beneficial effects on the seismic response of the arch structure, compared to the rectangular underground structures, causing the central columns to suffer smaller axial force and horizontal deformation. The conclusions provide some directive suggestions for the seismic design of the arch underground structures.

Out-of-plane seismic failure assessment of spandrel walls in long-span masonry stone arch bridges using cohesive interface

  • Bayraktar, Alemdar;Hokelekli, Emin;Halifeoglu, Meral;Halifeoglu, Zulfikar;Ashour, Ashraf
    • Earthquakes and Structures
    • /
    • 제18권1호
    • /
    • pp.83-96
    • /
    • 2020
  • The main structural elements of historical masonry arch bridges are arches, spandrel walls, piers and foundations. The most vulnerable structural elements of masonry arch bridges under transverse seismic loads, particularly in the case of out-of-plane actions, are spandrel wall. The vulnerability of spandrel walls under transverse loads increases with the increasing of their length and height. This paper computationally investigates the out-of-plane nonlinear seismic response of spandrel walls of long-span and high masonry stone arch bridges. The Malabadi Bridge with a main arch span of 40.86m and rise of 23.45m built in 1147 in Diyarbakır, Turkey, is selected as an example. The Concrete Damage Plasticity (CDP) material model adjusted to masonry structures, and cohesive interface interaction between the infill and the spandrel walls and the arch are considered in the 3D finite element model of the selected bridge. Firstly, mode shapes with and without cohesive interfaces are evaluated, and then out-of-plane seismic failure responses of the spandrel walls with and without the cohesive interfaces are determined and compared with respect to the displacements, strains and stresses.

Folding analysis of reversal arch by the tangent stiffness method

  • Iguchi, Shin-Ichi;Goto, Shigeo;Ijima, Katsushi;Obiya, Hiroyuki
    • Structural Engineering and Mechanics
    • /
    • 제11권2호
    • /
    • pp.211-219
    • /
    • 2001
  • This paper presents the tangent stiffness method for 3-D geometrically nonlinear folding analysis of a reversal arch. Experimental tests are conducted to verify the numerical analysis. The tangent stiffness method can accurately evaluate the geometrical nonlinearity due to the element translating as a rigid body, and the method can exactly handle the large rotation of the element in space. The arch in the experiment is made from a thin flat bar, and it is found that the folding process of the arch may be captured exactly by the numerical analysis with a model consisting of only 18 elements with the same properties.

On Asymmeticity for Power Transformed TARCH Model

  • Kim, Sahm-Yong;Lee, Sung-Duck;Jeong, Ae-Ran
    • Journal of the Korean Data and Information Science Society
    • /
    • 제16권2호
    • /
    • pp.271-281
    • /
    • 2005
  • Zokian(1993) and Li and Li(1996) developed TARCH(Threshold ARCH) model, considering the asymmetries in volatility. The models are based on Engle(1982)'s ARCH model and Bollerslev(1986)'s GARCH model. However, two TARCH models can be expressed a common model through Box Cox Power transformation, which was used by Higgins and Bera(1992) for developing NARCH(nonlinear ARCH) model. This article shows the PTARCH(Power transformation TARCH) model is necessary in some condition, and it checks the fact that PTARCH model has better performance comparing estimates and RMSE(Root Mean Square Error) with those of Zakoian's TARCH model and Li and Li's TARCH model. PTARCH model would give contribution in asymmetric study as well as heteroscedastic study.

  • PDF

Seismic analysis of half-through steel truss arch bridge considering superstructure

  • Li, Ruiqi;Yuan, Xinzhe;Yuan, Wancheng;Dang, Xinzhi;Shen, Guoyu
    • Structural Engineering and Mechanics
    • /
    • 제59권3호
    • /
    • pp.387-401
    • /
    • 2016
  • This paper takes a half-through steel truss arch bridge as an example. A seismic analysis is conducted with nonlinear finite element method. Contrast models are established to discuss the effect of simplified method for main girder on the accuracy of the result. The influence of seismic wave direction and wave-passage on seismic behaviors are analysed as well as the superstructure and arch ring interaction which is mostly related with the supported bearings and wind resistant springs. In the end, the application of cable-sliding aseismic devices is discussed to put forward a layout principle. The main conclusions include: (1) The seismic response isn't too distinctive with the simplified method of main girder. Generally speaking, the grillage method is recommended. (2) Under seismic input from different directions, arch foot is usually the mostly dangerous section. (3) Vertical wave input and horizontal wave-passage greatly influence the seismic responses of arch ring, significantly increasing that of midspan. (4) The superstructure interaction has an obvious impact on the seismic performance. Half-through arch bridges with long spandrel columns fixed has a less response than those with short ones fixed. And a large stiffness of wind resistant spring makes the the seismic responses of arch ring larger. (5) A good isolation effectiveness for half-through arch bridge can be achieved by a reasonable arrangement of CSFABs.