• KSCE Journal of Civil and Environmental Engineering Research
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• v.5 no.3
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• pp.49-59
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• 1985

Formulation of the geometric optimization for truss structures based on the elasticity theory turn out to be the nonlinear programming problem which has to deal with the Cross sectional area of the member and the coordinates of its nodes simultaneously. A few techniques have been proposed and adopted for the analysis of this nonlinear programming problem for the time being. These techniques, however, bear some limitations on truss shapes loading conditions and design criteria for the practical application to real structures. A generalized algorithm for the geometric optimization of the truss structures which can eliminate the above mentioned limitations, is developed in this study. The algorithm developed utilizes the two-phases technique. In the first phase, the cross sectional area of the truss member is optimized by transforming the nonlinear problem into SUMT, and solving SUMT utilizing the modified Newton-Raphson method. In the second phase, the geometric shape is optimized utilizing the unidirctional search technique of the Rosenbrock method which make it possible to minimize only the objective function. The algorithm developed in this study is numerically tested for several truss structures with various shapes, loading conditions and design criteria, and compared with the results of the other algorithms to examme its applicability and stability. The numerical comparisons show that the two-phases algorithm developed in this study is safely applicable to any design criteria, and the convergency rate is very fast and stable compared with other iteration methods for the geometric optimization of truss structures.

• Computational Structural Engineering
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• v.7 no.3
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• pp.95-103
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• 1994

The safety related components in the nuclear power plant should be designed to withstand the seismic load. Among these components the integrity of reactor internals under earthquake load is important in stand points of safety and economics, because these are classified to Seismic Class I components. So far the modelling methods of reactor internals have been investigated by many authors. In this paper, the dynamic behaviour of reactor internals of Yong Gwang 1&2 nuclear power plants under SSE(Safe Shutdown Earthquake) load is analyzed by using of the simpled Global Beam Model. For this, as a first step, the characteristic analysis of reactor internal components are performed by using of the finite element code ANSYS. And the Global Beam Model for reactor internals which includes beam elements, nonlinear impact springs which have gaps in upper and lower positions, and hydrodynamical couplings which simulate the fluid-filled cylinders of reactor vessel and core barrel structures is established. And for the exciting external force the response spectrum which is applied to reactor support is converted to the time history input. With this excitation and the model the dynamic behaviour of reactor internals is obtained. As the results, the structural integrity of reactor internal components under seismic excitation is verified and the input for the detailed duel assembly series model could be obtained. And the simplicity and effectiveness of Global Beam Model and the economics of the explicit Runge-Kutta-Gills algorithm in impact problem of high frequency interface components are confirmed.

• Journal of Intelligence and Information Systems
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• v.23 no.2
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• pp.107-122
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• 2017

Volatility in the stock market returns is a measure of investment risk. It plays a central role in portfolio optimization, asset pricing and risk management as well as most theoretical financial models. Engle(1982) presented a pioneering paper on the stock market volatility that explains the time-variant characteristics embedded in the stock market return volatility. His model, Autoregressive Conditional Heteroscedasticity (ARCH), was generalized by Bollerslev(1986) as GARCH models. Empirical studies have shown that GARCH models describes well the fat-tailed return distributions and volatility clustering phenomenon appearing in stock prices. The parameters of the GARCH models are generally estimated by the maximum likelihood estimation (MLE) based on the standard normal density. But, since 1987 Black Monday, the stock market prices have become very complex and shown a lot of noisy terms. Recent studies start to apply artificial intelligent approach in estimating the GARCH parameters as a substitute for the MLE. The paper presents SVR-based GARCH process and compares with MLE-based GARCH process to estimate the parameters of GARCH models which are known to well forecast stock market volatility. Kernel functions used in SVR estimation process are linear, polynomial and radial. We analyzed the suggested models with KOSPI 200 Index. This index is constituted by 200 blue chip stocks listed in the Korea Exchange. We sampled KOSPI 200 daily closing values from 2010 to 2015. Sample observations are 1487 days. We used 1187 days to train the suggested GARCH models and the remaining 300 days were used as testing data. First, symmetric and asymmetric GARCH models are estimated by MLE. We forecasted KOSPI 200 Index return volatility and the statistical metric MSE shows better results for the asymmetric GARCH models such as E-GARCH or GJR-GARCH. This is consistent with the documented non-normal return distribution characteristics with fat-tail and leptokurtosis. Compared with MLE estimation process, SVR-based GARCH models outperform the MLE methodology in KOSPI 200 Index return volatility forecasting. Polynomial kernel function shows exceptionally lower forecasting accuracy. We suggested Intelligent Volatility Trading System (IVTS) that utilizes the forecasted volatility results. IVTS entry rules are as follows. If forecasted tomorrow volatility will increase then buy volatility today. If forecasted tomorrow volatility will decrease then sell volatility today. If forecasted volatility direction does not change we hold the existing buy or sell positions. IVTS is assumed to buy and sell historical volatility values. This is somewhat unreal because we cannot trade historical volatility values themselves. But our simulation results are meaningful since the Korea Exchange introduced volatility futures contract that traders can trade since November 2014. The trading systems with SVR-based GARCH models show higher returns than MLE-based GARCH in the testing period. And trading profitable percentages of MLE-based GARCH IVTS models range from 47.5% to 50.0%, trading profitable percentages of SVR-based GARCH IVTS models range from 51.8% to 59.7%. MLE-based symmetric S-GARCH shows +150.2% return and SVR-based symmetric S-GARCH shows +526.4% return. MLE-based asymmetric E-GARCH shows -72% return and SVR-based asymmetric E-GARCH shows +245.6% return. MLE-based asymmetric GJR-GARCH shows -98.7% return and SVR-based asymmetric GJR-GARCH shows +126.3% return. Linear kernel function shows higher trading returns than radial kernel function. Best performance of SVR-based IVTS is +526.4% and that of MLE-based IVTS is +150.2%. SVR-based GARCH IVTS shows higher trading frequency. This study has some limitations. Our models are solely based on SVR. Other artificial intelligence models are needed to search for better performance. We do not consider costs incurred in the trading process including brokerage commissions and slippage costs. IVTS trading performance is unreal since we use historical volatility values as trading objects. The exact forecasting of stock market volatility is essential in the real trading as well as asset pricing models. Further studies on other machine learning-based GARCH models can give better information for the stock market investors.

• KSCE Journal of Civil and Environmental Engineering Research
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• v.1 no.1
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• pp.53-68
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• 1981

Most clays under sustained load exhibit time-dependent deformation because of creep movement of soil particles and many investigators have attempted to relate their findings to the creep behavior of natural ground and to the long-term stability of slopes. Since the creep behavior of clays may assume a variety of forms depending on such factors as soil plasticity, activity and water content, it is difficult and complicated to analyse the creep behavior of clays. Rheological models composed of linear springs in combination with linear or nonlinear dashpots and sliders, are generally used for the mathematical description of the time-dependent behavior of soils. Most rheological models, however, have been proposed to simulate the behavior of secondary compression for saturated clays and few definitive data exist that can evaluate the behavior of non-saturated clays under the action of sustained stress. The clays change gradually from a solid state through plastic state to a liquid state with increasing water content, therefore, the rheological models also change. On the other hand, creep is time-dependent, and also the effect of thixotropy is time-function. Consequently, there may be certain correlations between creep behavior and the effects of thixotropy in compacted clays. In addition, the states of clay depend on water content and hence the height of the specimen under drained conditions. Futhermore, based on present and past studies, because immediate elastic deformation occurs instantly after the pressure increment without time-delayed behavior, the factor representing immediate elastic deformations in the rheological model is necessary. The investigation described in this paper, based on rheological model, is designed to identify the immediate elastic deformations and the effects of thixotropy and height of clay specimens with varing water content and stress level on creep deformations. For these purposes, the uniaxial drain-type creep tests were performed. Test results and data for three compacted clays have shown that a linear top spring is needed to account for immediate elastic deformations in the rheological model, and at lower water content below the visco-plastic limit, the effects of thixotropy and height of clay specimens can be represented by the proposed rheological model not considering the effects. Therefore, the rheological model does not necessitate the other factors representing these effects. On the other hand, at water content higher than the visco-plastic limit, although the state behavior of clays is visco-plastic or viscous flow at the beginning of the test, the state behavior, in the case of the lower height sample, does not represent the same behavior during the process of the test, because of rapid drainage. In these cases, the rheological model does not coincide with the model in the case of the higher specimens.

• Korean Journal of Remote Sensing
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• v.36 no.2_1
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• pp.155-165
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• 2020

In this present study, the sensitivity of O₄ Air Mass Factor (AMF) to Aerosol Peak Height (APH) has been investigated using radiative transfer model according to various parameters(wavelength (340 nm and 477 nm), aerosol type (smoke, dust, sulfate), aerosol optical depth (AOD), surface reflectance, solar zenith angle, and viewing zenith angle). In general, it was found that O₄ AMF at 477 nm is more sensitive to APH than that at 340 nm and is stably retrieved with low spectral fitting error in Differential Optical Absorption Spectroscopy (DOAS) analysis. In high AOD condition, sensitivity of O₄ AMF on APH tends to increase. O₄ AMF at 340 nm decreased with increasing solar zenith angle. This dependency isthought to be induced by the decrease in length of the light path where O₄ absorption occurs due to the shielding effect caused by Rayleigh and Mie scattering at high solar zenith angles above 40°. At 477 nm, as the solar zenith angle increased, multiple scattering caused by Rayleigh and Mie scattering partly leads to the increase of O₄ AMF in nonlinear function. Based on synthetic radiance, APHs have been retrieved using O₄ AMF. Additionally, the effect of AOD uncertainty on APH retrieval error has been investigated. Among three aerosol types, APH retrieval for sulfate type is found to have the largest APH retrieval error due to uncertainty of AOD. In the case of dust aerosol, it was found that the influence of AOD uncertainty is negligible. It indicates that aerosol types affect APH retrieval error since absorption scattering characteristics of each aerosol type are various.

• Korean journal of applied entomology
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• v.49 no.4
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• pp.305-312
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• 2010

The developmental time of immature stages of Paromius exiguus (Distant) was investigated at nine constant temperatures (15, 17.5, 20, 22.5, 25, 27.5, 30, 32.5, $35{\pm}1^{\circ}C$), 20-30% RH, and a photoperiod of 14:10h (L:D). Eggs did not develop at $15^{\circ}C$, and their developmental time decreased with increasing temperatures. Its developmental time was longest at $17.5^{\circ}C$ (28.2 days) and shortest at $35^{\circ}C$ (5.9 days). The first nymphs failed to reach the next nymphal stage at 17.5 and $35^{\circ}C$. Nymphal developmental time decreased with increasing temperatures between $20^{\circ}C$ and $32.5^{\circ}C$, and developmental rate was decreased at temperatures above $30^{\circ}C$ in all stages except for the fourth nymphal stage. The relationship between developmental rate and temperature fit a linear model and three nonlinear models (Briere 1, Lactin 2, and Logan 6). The lower threshold temperature of egg and total nymphal stage was $l3.8^{\circ}C$ and $15.3^{\circ}C$, respectively. The thermal constant required to reach complete egg and the total nymphal stage was 109.9 and 312.5DD, respectively. The Logan-6 model was best fitted ($r^2$=0.94-0.99), among three nonlinear models. The distribution of completion of each development stage was well described by the 3-parameter Weibull function ($r^2$=0.91-0.99).

• Korean journal of applied entomology
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• v.50 no.4
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• pp.343-352
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• 2011

The developmental period of Laodelphax striatellus Fallen, a vector of rice stripe virus (RSV), was investigated at ten constant temperatures from 12.5 to $35{\pm}1^{\circ}C$ at 30 to 40% RH, and a photoperiod of 14:10 (L:D) h. Eggs developed successfully at each temperature tested and their developmental time decreased as temperature increased. Egg development was fasted at $35^{\circ}C$(5.8 days), and slowest at $12.5^{\circ}C$ (44.5 days). Nymphs could not develop to the adult stage at 32.5 or $35^{\circ}C$. The mean total developmental time of nymphal stages at 12.5, 15, 17.5, 20, 22.5, 25, 27.5 and $30^{\circ}C$ were 132.7, 55.9, 37.7, 26.9, 20.2, 15.8, 14.9 and 17.4 days, respectively. One linear model and four nonlinear models (Briere 1, Lactin 2, Logan 6 and Poikilotherm rate) were used to determine the response of developmental rate to temperature. The lower threshold temperatures of egg and total nymphal stage of L. striatellus were $10.2^{\circ}C$ and $10.7^{\circ}C$, respectively. The thermal constants (degree-days) for eggs and nymphs were 122.0 and 238.1DD, respectively. Among the four nonlinear models, the Poikilotherm rate model had the best fit for all developmental stages ($r^2$=0.98~0.99). The distribution of completion of each development stage was well described by the two-parameter Weibull function ($r^2$=0.84~0.94). The emergence rate of L. striatellus adults using DYMEX$^{(R)}$ was predicted under the assumption that the physiological age of over-wintered nymphs was 0.2 and that the Poikilotherm rate model was applied to describe temperature-dependent development. The result presented higher predictability than other conditions.

• Korean journal of applied entomology
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• v.51 no.4
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• pp.431-438
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• 2012

The developmental time of the nymphs of Myzus persicae was studied in the laboratory (six constant temperatures from 15 to $30^{\circ}C$ with 50~60% RH, and a photoperiod of 14L:10D) and in a green-pepper plastic house. Mortality of M. persicae in laboratory was high in the first(6.7~13.3%) and second instar nymphs(6.7%) at low temperatures and high in the third (17.8%) and fourth instar nymphs(17.8%) at high temperatures. Mortality was 66.7% at $33^{\circ}C$ in laboratory and $26.7^{\circ}C$ in plastic house. The total developmental time was the longest at $14.6^{\circ}C$ (14.4 days) and shortest at $26.7^{\circ}C$ (6.0 days) in plastic house. The lower threshold temperature of the total nymphal stage was $3.0^{\circ}C$ in laboratory. The thermal constant required for nymphal stage was 111.1DD. The relationship between developmental rate and temperature was fitted nonlinear model by Logan-6 which has the lowest value on Akaike information criterion (AIC) and Bayesian information criterion (BIC). The distribution of completion of each developmental stage was well described by the 3-parameter Weibull function ($r^2=0.95{\sim}0.97$). This model accurately described the predicted and observed occurrences. Thus the model is considered to be good for use in predicting the optimal spray time for Myzus persicae.

• Korean journal of applied entomology
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• v.51 no.4
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• pp.421-429
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• 2012

The developmental time period of Aphis gossypii was studied in laboratory (six constant temperatures from 15 to $30^{\circ}C$ with 50~60% RH, and a photoperiod of 14L:10D) and in a cucumber plastic house. The mortality of A. gossypii in the laboratory was high in the 2nd (20.0%) and 3rd stage(13.3%) at low temperature but high in the 3rd (26.7%) and 4th stage (33.3%) at high temperatures. Mortality in the plastic house was high in the 1st and 2nd stage but there was no mortality in the 4th stage at low temperature. The total developmental period was longest at $15^{\circ}C$ (12.2 days) in the laboratory and shortest at $28.5^{\circ}C$ (4.09 days) in the plastic house. The lower threshold temperature at the total nymphal stage was $6.8^{\circ}C$ in laboratory. The thermal constant required to reach the total nymphal stage was 111.1DD. The relationship between the developmental rate and temperature fit the nonlinear model of Logan-6 which has the lowest value for the Akaike information criterion(AIC) and Bayesian information criterion(BIC). The distribution of completion of each development stage was well described by the 3-parameter Weibull function ($r^2=0.89{\sim}0.96$). This model accurately described the predicted and observed outcomes. Thus it is considered that the model can be used for predicting the optimal spray time for Aphis gossypii.

• Composites Research
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• v.26 no.4
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• pp.207-212
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• 2013

In this study, the thickness optimization for uni-directional (UD) glass fiber reinforced polymer (GFRP) laminates of the spar cap of composite tidal blades was performed under the tip deflection constrains. The spar cap was composed of GFRP composites and carbon fiber reinforced polymer (CFRP) composites. The stress distributions in the blade as well as its material costs for the optimized results were additionally investigated. The optimized thickness was obtained by interacting a sequential quadratic programming (SQP) algorithm and an ABAQUS software to calculate an objective function. It was confirmed that the thickness of UD GFRP increased with a decrease of the restrained tip deflection when a thickness of UD CFRP laminates was constrained to 9 mm. The weight of the optimized spar-cap increased up to 96.2% while the maximum longitudinal tensile stress decreased up to 24.6%. The thickness of UD GFRP laminates increased with a decrease of the thickness of UD CFRP laminates when the tip deflection was constrained to 126.83 mm. The weight increased up to 40.1%, but the material cost decreased up to 16.97%. Finally, the relationships among the weight, internal tensile stress, and material costs were presented based on the optimized thicknesses of the spar cap.