• 제목/요약/키워드: semi-parametric model

검색결과 94건 처리시간 0.021초

기술평가 자료를 이용한 중소기업의 생존율 추정 및 생존요인 분석 (A Study on the Survival Probability and Survival Factors of Small and Medium-sized Enterprises Using Technology Rating Data)

  • 이영찬
    • 지식경영연구
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    • 제11권2호
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    • pp.95-109
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    • 2010
  • The objectives of this study are to identify the survival function (hazard function) of small and medium enterprises by using technology rating data for the companies guaranteed by Korea Technology Finance Corporation (KOTEC), and to figure out the factors that affects their survival. To serve the purposes, this study uses Kaplan-Meier Analysis as a non-parametric method and Cox proportional hazards model as a semi-parametric one. The 17,396 guaranteed companies that assessed from July 1st in 2005 to December 31st in 2009 are selected as samples (16,504 censored data and 829 accident data). The survival time is computed with random censoring (Type III) from July in 2005 as a starting point. The results of the analysis show that Kaplan-Meier Analysis and Cox proportional hazards model are able to readily estimate survival and hazard function and to perform comparative study among group variables such as industry and technology rating level. In particular, Cox proportional hazards model is recognized that it is useful to understand which technology rating items are meaningful to company's survival and how much they affect it. It is considered that these results will provide valuable knowledge for practitioners to find and manage the significant items for survival of the guaranteed companies through future technology rating.

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Performances of Simple Option Models When Volatility Changes

  • Jung, Do-Sub
    • 디지털융복합연구
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    • 제7권1호
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    • pp.73-80
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    • 2009
  • In this study, the pricing performances of alternative simple option models are examined by creating a simulated market environment in which asset prices evolve according to a stochastic volatility process. To do this, option prices fully consistent with Heston[9]'s model are generated. Assuming this prices as market prices, the trading positions utilizing the Black-Scholes[4] model, a semi-parametric Corrado-Su[7] model and an ad-hoc modified Black-Scholes model are evaluated with respect to the true option prices obtained from Heston's stochastic volatility model. The simulation results suggest that both the Corrado-Su model and the modified Black-Scholes model perform well in this simulated world substantially reducing the biases of the Black-Scholes model arising from stochastic volatility. Surprisingly, however, the improvements of the modified Black-Scholes model over the Black-Scholes model are much higher than those of the Corrado-Su model.

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The stability of semi-rigid skeletal structures accounting for shear deformations

  • Gorgun, Halil
    • Structural Engineering and Mechanics
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    • 제57권6호
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    • pp.1065-1084
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    • 2016
  • The analysis and design of skeletal structures is greatly influenced by the behaviour of beam-to-column connections, where patented designs have led to a wide range of types with differing structural quantities. The behaviour of beam-to-column connections plays an important role in the analysis and design of framed structures. This paper presents an overview of the influence of connection behaviour on structural stability, in the in-plane (bending) mode of sway. A computer-based method is presented for geometrically nonlinear plane frames with semi-rigid connections accounting for shear deformations. The analytical procedure employs transcendental modified stability functions to model the effect of axial force on the stiffness of members. The member stiffness matrix were found. The critical load has been searched as a suitable load parameter for the loss of stability of the system. Several examples are presented to demonstrate the validity of the analysis procedure. The method is readily implemented on a computer using matrix structural analysis techniques and is applicable for the efficient nonlinear analysis of frameworks. Combined with a parametric column effective length study, connection and frame stiffness are used to propose a method for the analysis of semi-rigid frames where column effective lengths are greatly reduced and second order (deflection induced) bending moments in the column may be distributed via the connectors to the beams, leading to significant economies.

수평보강재로 보강된 터널 막장의 거동 (Behavior of Tunnel Face Reinforced with Horizontal Pipes)

  • 유충식;신현강
    • 한국지반공학회:학술대회논문집
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    • 한국지반공학회 1999년도 가을 학술발표회 논문집
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    • pp.185-192
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    • 1999
  • This paper presents the results of a parametric study on the behavior of tunnel face reinforced with horizontal pipes. A three-dimensional finite element model was adopted in this study to capture the three-dimensional nature of tunnel face behavior under various boundary conditions. A parametric study was peformed on a wide range of boundary conditions with emphasis on the effect of reinforcing layouts on the deformation behavior of tunnel face. The results of analysis such as tunnel face deformation behavior under various conditions were thoroughly analyzed, and a database for the behavior of tunnel face under different reinforcing conditions was established for future development of a semi-empirical design/analysis method for the tunnel face reinforcing technique. The results indicated that there exits an optimum reinforcing layout for a given tunnel condition, which must be selected with due consideration of tunnel geometry and ground condition.

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편스플라인 추정량의 편의에 대한 점근 정규성 (Asymptotics Normality for Bias fo Partial Spline Estimator)

  • 추인선;최재룡
    • 응용통계연구
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    • 제13권2호
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    • pp.371-381
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    • 2000
  • 비모수 회귀모형에 있어서 평활스플라인에 대하여 언급하고, 그 간단한 성질을 다룬다. 선형회귀나 다항식회귀에서는 적합하기 나쁜 데이터가 많이 존재한다. 설명변수가 여러 개인 경우에 준모수 회귀모형은 하나 혹은 그 이상의 변수에 대해서는 비모수 함수를 다른 변수에 대하서는 선형함수를 적합시켜 그들의 가법성을 가정한 것이다. 준모수 회귀모형에 있어서 선형부분의 회귀계수의 추정량에 편의가 발생하고, 여기서는 그 편의에 대한 점근 정규성을 다룬다

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Advanced analysis of cyclic behaviour of plane steel frames with semi-rigid connections

  • Saravanan, M.;Arul Jayachandran, S.;Marimuthu, V.;Prabha, P.
    • Steel and Composite Structures
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    • 제9권4호
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    • pp.381-395
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    • 2009
  • This paper presents the details of an advanced Finite Element (FE) analysis of a plane steel portal frame with semi-rigid beam-to-column connections subjected cyclic loading. In spite of several component models on cyclic behaviour of connections presented in the literature, works on numerical investigations on cyclic behaviour of full scale frames are rather scarce. This paper presents the evolution of an FE model which deals comprehensively with the issues related to cyclic behaviour of full scale steel frames using ABAQUS software. In the material modeling, combined kinematic/isotropic hardening model and isotropic hardening model along with Von Mises criteria are used. Connection non-linearity is also considered in the analysis. The bolt slip which happens in friction grip connection is modeled. The bolt load variation during loading, which is a pivotal issue in reality, has been taken care in the present model. This aspect, according to the knowledge of the authors, has been first time reported in the literature. The numerically predicted results using the methodology evolved in the present study, for the cyclic behaviour of a cantilever beam and a rigid frame, are validated with experimental results available in the literature. The moment-rotation and deflection responses of the evolved model, match well with experimental results. This proves that the methodology for evolving the steel frame and connection model presented in this paper is closer to real frame behaviour as evident from the good comparison and hence paves the way for further parametric studies on cyclic behaviour of flexibly connected frames.

A computational study on the removal of the non-isothermal concentrated fume from the semi-enclosed space

  • Chang, Hyuksang;Seo, Moonhyeok;Lee, Chanhyun
    • Environmental Engineering Research
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    • 제22권2호
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    • pp.216-223
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    • 2017
  • For the prediction of the ventilation rate for removing the non-isothermal concentrated fume from the semi-enclosed space, the computational fluid dynamics (CFD) analysis was done. Securing the proper ventilation conditions in emergency state such as in fire is crucial factor for the protection of the resident in the space. In the analysis for the determining the proper ventilation rate, the experimental study had the limitation for simulating the versatile conditions of fume development. The theoretical and computational method had been chosen as the alternate tool for the experimental analysis. In this study, the CFD analysis was done on the defined model which already had been done the experimental analysis by the previous workers. By comparing the prediction on the plume heights and the ventilation rates by the CFD analysis at, and in the parametric model of $1m^3$ with those of the previous experimental works, the feasibility of the computational analysis was evaluated. For the required ventilation rate analyzed by the CFD analysis was over predicted in 7.1% difference with that of the experimental results depending on the different plume height. With the comparison with the analytical Zukoski model at, the CFD analysis on the ventilation was under predicted in 8.3%. By the verification of the feasibility of the CFD analysis, the extended analysis was done for getting the extra information such as the water vapor distribution and $CO^2$ distribution in the semi-enclosed spaces.

On forced and free vibrations of cutout squared beams

  • Almitani, Khalid H.;Abdelrahman, Alaa A.;Eltaher, Mohamed A.
    • Steel and Composite Structures
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    • 제32권5호
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    • pp.643-655
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    • 2019
  • Perforation and cutouts of structures are compulsory in some modern applications such as in heat exchangers, nuclear power plants, filtration and microeletromicanical system (MEMS). This perforation complicates dynamic analyses of these structures. Thus, this work tends to introduce semi-analytical model capable of investigating the dynamic performance of perforated beam structure under free and forced conditions, for the first time. Closed forms for the equivalent geometrical and material characteristics of the regular square perforated beam regular square, are presented. The governing dynamical equation of motion is derived based on Euler-Bernoulli kinematic displacement. Closed forms for resonant frequencies, corresponding Eigen-mode functions and forced vibration time responses are derived. The proposed analytical procedure is proved and compared with both analytical and numerical analyses and good agreement is noticed. Parametric studies are conducted to illustrate effects of filling ratio and the number of holes on the free vibration characteristic, and forced vibration response of perforated beams. The obtained results are supportive in mechanical design of large devices and small systems (MEMS) based on perforated structure.

노년기 빈곤궤적과 우울궤적의 관계 연구 (The Relationship between Elderly Poverty and Depression Trajectories)

  • 김명일
    • 한국노년학
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    • 제37권3호
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    • pp.617-635
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    • 2017
  • 본 연구는 노년기 빈곤과 우울의 종단적 변화궤적을 확인하고, 장기간의 두 변화 유형이 어떠한 연관성을 가지는지를 파악하여 노년기의 빈곤과 우울에 대한 이해를 높이는 데 목적이 있다. 이를 위해 한국복지패널 1차년도(2006)부터 9차년도(2014)까지의 자료를 활용하였고, 베이비부머 세대를 포함한 예비노인 세대부터 후기 노인 세대까지의 4,431명을 대상으로 준모수적 집단중심 모형과 이중변화형태 모형을 통해 분석하였다. 분석결과, 빈곤 변화궤적은 '비빈곤형', '빈곤감소형', '빈곤증가형', '빈곤 고수준 지속형', '만성빈곤형'의 5가지 유형으로 분류되었고, 우울의 변화궤적은 '안정형', '우울 저수준 유지형', '우울 위험 경계형', '우울 고수준 유지형'의 4가지 유형으로 분류되었다. 또한 빈곤과 우울의 장기적 변화상태를 동시적으로 살펴본 결과, 빈곤과 우울의 만성화 및 위험이 높은 집단에서 빈곤과 우울의 복합적 위험이 높은 것으로 나타났다. 본 연구결과를 바탕으로 노년기 빈곤과 우울의 종단적 연관성을 밝히고, 노년기 빈곤과 우울 예방 및 개입의 사회복지적 함의를 논의하였다.

접착 테이프 박리거동에 미치는 외부효과에 관한 연구 (A Study on External Effects on Peeling-off Behavior of Adhesive Tape)

  • 한원흠;정형식;이문호
    • 접착 및 계면
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    • 제13권1호
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    • pp.9-16
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    • 2012
  • 접착용 테이프 박리거동에 미치는 외부효과를 알아보고, 이를 설명하는 준강체 실린더 체인(semi-rigid body cylinder chain) 모델을 제안하였다. 먼저 평면으로부터 테이프를 떼어낼 때, 테이프의 거동을 정성적으로 파악하고, 이를 토대로 준강체 실린더 체인 모형을 도식화하였다. 그 다음 테이프를 떼어내는 힘에 미치는 여러 요소들(온도, 표면거칠기, 떼어내는 속도, 각도 의존성, 테이프 폭 등)의 효과와 이들의 민감도를 분석하여 동일한 실험 기준조건을 설정하고, 이 조건에서 평면으로부터 테이프를 떼어내는 힘(벡터)의 각도 의존성을 $10^{\circ}$ 간격으로 측정하였다. 실험결과는 본 연구에서 확립한 모형이론과 실험오차범위 내에서 잘 일치하였고, 다른 요소들의 효과는 현상론적 입장에서 정성적으로 잘 설명되었다. 이러한 이유로, 본 결과는 PSA 테이프의 접착력을 시험 평가하는 모델로 활용될 수 있을 것으로 기대된다.