• 대한조선학회논문집
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• 제35권4호
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• pp.55-64
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• 1998

본 연구에서는 구멍뚫기 기법을 사용하여 여러 입열량과 두께대 직경을 가진 원통에서 원주용접에 의해 발생되는 잔류응력과 용접변형을 측정하였다. 그 결과, 입열량과 원통 두께대 직경이 커짐에 따라 축 및 원주 잔류응력은 커지게 됨을 확인하였으며 이것은 Fujita 등의 결과와 잘 일치하였다. 원통 원주용접 시의 지배 파라메터인 입열량과 두께 대 직경비는 축 및 원주방향의 잔류응력과 용접변형의 분포 및 크기에 영향을 미치고 있음을 확인하였으며, 다중회귀분석법을 적용하여 실험결과의 범위내에 있는 원주용접된 원통에 대한 잔류응력과 용접변형을 예측할 수 있는 근사식을 도출하였다.

• 소성∙가공
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• 제24권6호
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• pp.395-399
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• 2015

A microstructure-based finite element simulation was conducted to predict the plastic strain ratio (R-value) of a dual-phase (DP) steel. The representative volume elements (RVEs) concept was adopted for the image-based FE modeling and a 3D model was constructed using sequential 2D images. Each phase was considered with the von-Mises yield criterion and the Swift model. The Swift parameters were defined by the empirical equations based on the chemical composition. The developed model was applied to analyze the effect of residual stress on the R-value and stress distribution. In order to consider the residual stress development after cold rolling, 10 % compression was applied in the thickness direction and unloaded before the tensile stress was applied in the rolling direction. The results showed a reasonable prediction for the R-value evolution: a sharp increase at small strains was well described and a transition followed in the downward direction. The R-value evolution was analyzed using the stress distribution change on the π-plane

• Communications for Statistical Applications and Methods
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• 제12권3호
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• pp.557-587
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• 2005

This paper elucidates the limiting Gaussian distribution of a class of rank order statistics {$T_N$} for two sample problem pertaining to empirical processes of the squared residuals from two independent samples of GARCH processes. A distinctive feature is that, unlike the residuals of ARMA processes, the asymptotics of {$T_N$} depend on those of GARCH volatility estimators. Based on the asymptotics of {$T_N$}, we empirically assess the relative asymptotic efficiency and effect of the GARCH specification for some GARCH residual distributions. In contrast with the independent, identically distributed or ARMA settings, these studies illuminate some interesting features of GARCH residuals.

• 대한조선학회논문집
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• 제39권2호
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• pp.52-60
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• 2002

선상가열은 고온의 열원을 강판에 가하여 잔류변형을 얻음으로써 곡면을 성형하는 과정이다. 잔류 변형 제어를 위해서 열원과 강판 사이의 열전달 현상 및 강판의 온도 분포에 대한 이해가 필요하다. 본 연구는 가스 토오치로부터 분출된 연소 불꽃에 의한 가스가 강판을 가열하는 선상 가열 과정을 고온, 고속의 충돌 분출류와 그에 의한 열 대류 전달 현상으로 간략화 하여 강판의 온도 분포에 대한 해석을 시도하였다. 해석을 위하여 토오치에서의 연소 현상을 고온, 고속의 충돌 분출 현상으로 간략화 시키고 난류열 유동 해석을 수행하였다. 난류 열 유동 해석을 통하여 토오치와 강판 사이의 온도장 분포를 계산하였고 충돌 분출류에 관한 근사 누설트 실험식을 이용하여 분출류와 강판 사이의 열 대류 계수를 계산하였다. 온도 분포와 열 대류 계수를 통해서 강판에 유입되는 열 유속을 계산할 수 있었고 열 유속을 표면력으로 하는 열 전도 전달 해석을 통해 강판 내의 온도장 분포를 구할 수 있었다. 난류 열 유동 해석 및 전도 열 전달 해석을 위하여 유한 요소법을 이용하였으며, 유한 요소 해석결과를 실험 결과와 비교함으로써 본 연구에서 수행한 해석 과정의 타당성에 대한 검증을 수행하였다.

• The Journal of Asian Finance, Economics and Business
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• 제9권7호
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• pp.1-15
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• 2022

Combining the strength of both Mixed Data Sampling (MIDAS) Regression and realized variance measures, this paper seeks to investigate two objectives: (1) evaluate the post-sample performance of the proposed weekly Realized Variance-MIDAS (RVar-MIDAS) in one-week ahead volatility forecasting against the established Generalized Autoregressive Conditional Heteroskedasticity (GARCH) model and the less explored but robust STES (Smooth Transition Exponential Smoothing) methods. (2) comparing forecast error performance between realized variance and squared residuals measures as a proxy for actual volatility. Data of seven private equity mutual fund indices (generated from 57 individual funds) from two different time periods (with and without financial crisis) are applied to 21 models. Robustness of the post-sample volatility forecasting of all models is validated by the Model Confidence Set (MCS) Procedures and revealed: (1) The weekly RVar-MIDAS model emerged as the best model, outperformed the robust DAILY-STES methods, and the weekly DAILY-GARCH models, particularly during a volatile period. (2) models with realized variance measured in estimation and as a proxy for actual volatility outperformed those using squared residual. This study contributes an empirical approach to one-week ahead volatility forecasting of mutual funds return, which is less explored in past literature on financial volatility forecasting compared to stocks volatility.

• 한국정밀공학회:학술대회논문집
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• 한국정밀공학회 1995년도 추계학술대회 논문집
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• pp.247-250
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• 1995

The development and empirical validation of a mathematical model for predicting the depth of deformed layer in a machined surface are presented. The main assumption for develioping this model is that there is a linear relationship between plastic strain and the depth to which it extends. The model relates the work required to shear the workpice material to the work needed to compress the workpiece material ahead of the cutting tool. The results show that the percent difference between the calculated and the measured depth of deformed layer ranges form 4 percent to 19 percent. An improvement of the model is suggested through application of actual distribution data of plastic strain.

• 산업경영시스템학회지
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• 제35권3호
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• pp.187-191
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• 2012

The methods for constructing network of observational locations for measuring water quality in water reservoirs have been widely proposed, but they had some limitations to be applied to river areas, which lie in awkward clustering and finding representative observational locations among locations within each clustering. In this paper, a statistical approach to detect anomaly locations which were significantly different in important measurements for the water quality from the previous locations and construct observational network with them was proposed. Anomaly was detected with the sampling distribution of each primary principal component score, sum of primary PCs, or sum of residual PCs. The empirical study with the data of Nakdong Dam for guiding how to use our proposed approach and showing limitations of previous studied was described.

• Steel and Composite Structures
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• 제38권5호
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• pp.563-582
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• 2021

The present study experimentally and analytically investigated the push-out behaviour of H-shaped steel section embedded in ultrahigh-performance fibre-reinforced concrete (UHPFRC). The effect of significant parameters such as the concrete types, fibre content, embedded steel length, transverse reinforcement ratio and concrete cover on the bond stress, development of bond stress along the embedded length and failure mechanism has been reported. The test results show that the bond slip behaviour of steel-UHPFRC is different from the bond slip behaviour of steel-normal concrete and steel-high strength concrete. The bond-slip curves of steel-normal concrete and steel-high strength concrete exhibit brittle behaviour, and the bond strength decreases rapidly after reaching the peak load, with a residual bond strength of approximately one-half of the peak bond strength. The bond-slip curves of steel-UHPFRC show an obvious ductility, which exhibits a unique displacement pseudoplastic effect. The residual bond strength can still reach from 80% to 90% of the peak bond strength. Compared to steel-normal concrete, the transverse confinement of stirrups has a limited effect on the bond strength in the steel-UHPFRC substrate, but a higher stirrup ratio can improve cracking resistance. The experimental campaign quantifies the local bond stress development and finds that the strain distribution in steel follows an exponential rule along the steel embedded length. Based on the theory of mean bond and local bond stress, the present study proposes empirical approaches to predict the ultimate and residual bond resistance with satisfactory precision. The research findings serve to explain the interface bond mechanism between UHPFRC and steel, which is significant for the design of steel-UHPFRC composite structures and verify the feasibility of eliminating longitudinal rebars and stirrups by using UHPFRC in composite columns.

• Geomechanics and Engineering
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• 제21권5호
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• pp.423-432
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• 2020

Hydraulic conductivity is one of the engineering properties of soil. This study focusses on the influence of cement content on the hydraulic conductivity of cemented sand, which is investigated based on the results from numerical analysis and laboratory testing. For numerical analysis the cemented samples were scanned using X-ray Computed Tomography (CT) while laboratory testing was carried out using a triaxial setup. Numerical analysis enables us to simulate flow through the sample and provides insight to the microstructure. It quantifies the pore volume, proportion of interconnected voids and pore size distribution in both cemented and uncemented samples, which could be computed only through empirical equations in case of laboratory testing. With reduction in global voids, the interconnecting voids within the samples also reduce with cement content. Gamma cumulative distribution function is used to predict the percentage of voids lesser than a given pore volume. Finally, the results obtained from both numerical analysis and laboratory testing are compared.

• The Journal of Asian Finance, Economics and Business
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• 제7권3호
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• pp.137-148
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• 2020

The purpose of this study is to investigate factors influencing risk assessment of material misstatement in Vietnamese enterprises listed on stock market. Expert interview method was conducted to discover the scales for three variables including information system, trademark, and risk assessment of material misstatement. Survey method was used to examine the impacts of eight factors on risk assessment of material misstatement. Data is collected from 317 auditors who have excellent experience in auditing financial statements of companies listed on stock market. Then, data is processed by descriptive statistics, reliability analysis, factor extracted analysis, correlative regression analysis, and analysis variance of residual change. The research findings showed that business characteristic, stakeholder pressure, and economic environment have positive relationships with risk assessment of material misstatement. Three variables including operation control and monitor, control environment, and information system negatively affect to risk assessment. Specially, business characteristic and information system, which are elements in internal control, have strongest impact on risk assessment. One the other hand, assessment of internal control plays an important role not only in the audit plan stage but also throughout the stages of the audit implementation and ending. Therefore, appropriate solutions are proposed to carry out all audit stages.