• Title/Summary/Keyword: Empirical model decomposition

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Estimation of Displacement Response from the Measured Dynamic Strain Signals Using Mode Decomposition Technique (모드분해기법을 이용한 동적 변형률신호로부터 변위응답추정)

  • Chang, Sung-Jin;Kim, Nam-Sik
    • KSCE Journal of Civil and Environmental Engineering Research
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    • v.28 no.4A
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    • pp.507-515
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    • 2008
  • In this study, a method predicting the displacement response of structures from the measured dynamic strain signal is proposed by using mode decomposition technique. Evaluation of bridge stability is normally focused on the bridge completed. However, dynamic loadings including wind and seismic loadings could be exerted to the bridge under construction. In order to examine the bridge stability against these dynamic loadings, the prediction of displacement response is very important to evaluate bridge stability. Because it may be not easy for the displacement response to be acquired directly on site, an indirect method to predict the displacement response is needed. Thus, as an alternative for predicting the displacement response indirectly, the conversion of the measured strain signal into the displacement response is suggested, while the measured strain signal can be obtained using fiber optic Bragg-grating (FBG) sensors. As previous studies on the prediction of displacement response by using the FBG sensors, the static displacement has been mainly predicted. For predicting the dynamic displacement, it has been known that the measured strain signal includes higher modes and then the predicted dynamic displacement can be inherently contaminated by broad-band noises. To overcome such problem, a mode decomposition technique was used. Mode decomposition technique estimates the displacement response of each mode with mode shape estimated to use POD from strain signal and with the measured strain signal decomposed into mode by EMD. This is a method estimating the total displacement response combined with the each displacement response about the major mode of the structure. In order to examine the mode decomposition technique suggested in this study model experiment was performed.

Environmental and Socioeconomic Determinants of Grain Virtual Water Trade: An Empirical Analysis using Decomposition and Decoupling Model

  • Golden Odey;Bashir Adelodun;Seulgi Lee;Kyung Sook Choi
    • Proceedings of the Korea Water Resources Association Conference
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    • 2023.05a
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    • pp.394-394
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    • 2023
  • The world's sustainable growth is being severely hampered by the inefficient use of water resources. Despite the widely acknowledged importance of trade in global and regional water and food security, societal reliance on local production as well as international trade remains inadequately assessed. Therefore, using South Korea as a case study, this study fills in this research gap by applying the virtual water concept, the logarithmic mean divisia index (LMDI) method, and the Tapio decoupling model. The virtual water concept was used to estimate South Korea's net virtual water trade for major grain crops from 1992 to 2017. Then, the LMDI method was utilized to assess the driving factors causing changes in net virtual water trade. Lastly, the Tapio decoupling model was used to investigate the decoupling relationships between economic growth and the driving factors of net virtual water trade. Results showed that South Korea remains a net importer of virtual water flows with respect to grain crops, with an average import of 16,559.24 million m3 over the study period. In addition, the change in net virtual water trade could be attributed to water intensity effect, product structure effect, economic effect, and population effect. However, water intensity and economic effects were the major decisive factors for decrease and increase in net virtual water trade respectively, while the population and product structure effects had minor positive influences on the net virtual water trade. Furthermore, water intensity and economic growth showed a strong decoupling in most periods, while the decoupling state between product structure and economic growth was observed as expansive negative decoupling. Likewise, population size and economic growth showed a weak decoupling in most periods. The results reveal South Korea's status as it concerns the virtual water trade of grain crops, thus providing valuable insights into the sustainability of trade activities for the management of local water resources.

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A hybrid structural health monitoring technique for detection of subtle structural damage

  • Krishansamy, Lakshmi;Arumulla, Rama Mohan Rao
    • Smart Structures and Systems
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    • v.22 no.5
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    • pp.587-609
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    • 2018
  • There is greater significance in identifying the incipient damages in structures at the time of their initiation as timely rectification of these minor incipient cracks can save huge maintenance cost. However, the change in the global dynamic characteristics of a structure due to these subtle damages are insignificant enough to detect using the majority of the current damage diagnostic techniques. Keeping this in view, we propose a hybrid damage diagnostic technique for detection of minor incipient damages in the structures. In the proposed automated hybrid algorithm, the raw dynamic signatures obtained from the structure are decomposed to uni-modal signals and the dynamic signature are reconstructed by identifying and combining only the uni-modal signals altered by the minor incipient damage. We use these reconstructed signals for damage diagnostics using ARMAX model. Numerical simulation studies are carried out to investigate and evaluate the proposed hybrid damage diagnostic algorithm and their capability in identifying minor/incipient damage with noisy measurements. Finally, experimental studies on a beam are also presented to compliment the numerical simulations in order to demonstrate the practical application of the proposed algorithm.

Decomposition and Super-efficiency in the Korean Life Insurance Industry Employing DEA

  • Lee, Hyung-Suk;Kim, Ki-Seog
    • International Journal of Contents
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    • v.4 no.3
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    • pp.1-9
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    • 2008
  • The Korean life insurance industry has undergone profound changes, such as the beginning of the variable insurance in July 2001 and the bancassurance enforcement in August 2003. However, little empirical research has analyzed data that includes the bancassurance of life insurance companies operating in Korea. In response to this lack of research, this paper applies DEA (data envelopment analysis) models to measure and decompose their efficiency. We discovered that life insurance companies operating in Korea are a little different in their composition ratio of inputs and outputs, due to the increased variety of distribution channels and new products. We provided efficiency scores, return to scale, and reference frequencies. We also decomposed CCR, BCC, and SBM efficiency into scale efficiency and MIX efficiency. So, we try to investigate whether the sources of inefficiency were caused by the inefficient operation of DMU, disadvantageous conditions, the difference of the composition ratio in inputs and outputs with reference sets, or any combination of the above. Most companies in the sample display had either constant or decreasing returns to scale. The efficiency rankings were less consistent among models and efficient DMUs. In response to this problem, we used the super-efficiency model to rank them and then compared the rankings of the DMUs among the various models. It was also concluded that the availability of panel data, rather than cross-sectional data, would greatly improve the validity of the efficiency estimates.

An Empirical Study on Hybrid Recommendation System Using Movie Lens Data (무비렌즈 데이터를 이용한 하이브리드 추천 시스템에 대한 실증 연구)

  • Kim, Dong-Wook;Kim, Sung-Geun;Kang, Juyoung
    • The Journal of Bigdata
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    • v.2 no.1
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    • pp.41-48
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    • 2017
  • Recently, the popularity of the recommendation system and the evaluation of the performance of the algorithm of the recommendation system have become important. In this study, we used modeling and RMSE to verify the effectiveness of various algorithms in movie data. The data of this study is based on user-based collaborative filtering using Pearson correlation coefficient, item-based collaborative filtering using cosine correlation coefficient, and item-based collaborative filtering model using singular value decomposition. As a result of evaluating the scores with three recommendation models, we found that item-based collaborative filtering accuracy is much higher than user-based collaborative filtering, and it is found that matrix recommendation is better when using matrix decomposition.

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The Pricing of Accruals Quality with Expected Returns: Vector Autoregression Return Decomposition Approach

  • YIM, Sang-Giun
    • The Journal of Industrial Distribution & Business
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    • v.11 no.3
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    • pp.7-17
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    • 2020
  • Purpose: This study reexamines the test on the pricing of accruals quality. Theory suggests that information risk is a priced risk factor. Using accruals quality as the proxy for information risk, researchers have tested the pricing of information risk. The results are inconsistent potentially because of the information shock in the realized returns that are used as the proxy for expected returns. Based on this argument, this study revisits this issue excluding information-shock-free measure of expected returns. Research design, data and methodology: This study estimates expected returns using the vector autoregression model. This method extracts information shocks more thoroughly than the methods in prior studies; therefore, the concern regarding information shock is minimized. As risk premiums are larger in recession periods than in expansion periods, recession and expansion subsamples were used to confirm the robustness of the main findings. For the pricing test, this study uses two-stage cross-sectional regression. Results: Empirical results find evidence that accruals quality is a priced risk factor. Furthermore, this study finds that the pricing of accruals quality is observed only in recession periods. Conclusions: This study supports the argument that accruals quality, as well as the pricing of information risk, is a priced risk factor.

Provincial Governance Quality and Earnings Management: Empirical Evidence from Vietnam

  • NGUYEN, Anh Huu;DUONG, Chi Thi
    • The Journal of Asian Finance, Economics and Business
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    • v.7 no.2
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    • pp.43-52
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    • 2020
  • The paper investigates the mechanism through which corporate credit ratings affect dividend payments by decomposing the mean difference of dividends into a part that is explained by the determinants of dividends and a residual part that is contributed by the pure credit group effect, in the framework of the traditional dividend model of Fama and French (2001). Historically, better credit rated firms have shown consistently higher propensity to pay dividends especially during the economic crisis period. According to the counter-factual decomposition technique of Jann (2008), better rated firms are more responsive to the firm characteristics that have positive impact on dividends and poor rated firms are more responsive to the negative dividend predictors. As a result, good (bad) credit ratings make corporate managers become more bold (timid) in their dividend payments and they tend to pay more (less) dividends than what their firm characteristics prescribe. The degree of information asymmetry increases for the poor group firms during crisis periods and they attempt to reserve more cash in preparation for future investments. The decomposition results suggest that the credit group effect can potentially exceed the effect of firm characteristics because firms of different credit ratings can respond to the very same firm characteristics in a different manner.

Empirical Study of Dynamic Chinese Corporate Governance Based on Chinese-listed Firms with A Panel VAR Approach

  • Shao, Lin;Zhang, Li;Yu, Xiaohong
    • The Journal of Industrial Distribution & Business
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    • v.8 no.1
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    • pp.5-13
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    • 2017
  • Purpose - In this article, a dynamic model like a VAR is an appropriate choice for estimating the possible interrelationship between ownership structure and firm performance as a dynamic process. Research design, data, and methodology - Data of this work are collected from Chinese stock exchange including 350 Chinese-listed firms during the period of 1999-2012. We hypothesize that this interrelationship dynamically exists between ownership structure and firm performance. To examine the correlation, a panel Vector Auto-regression (PVAR) approach generated by GMM method is utilized to test the possible dynamic relation embedded in corporate governance. Another two dynamic analysis solutions such as orthogonalized impulse-response function and variance decomposition are also used simultaneously. Results - Findings of this study indicate the evidence that dynamically endogenous relationship exists between ownership structure and firm performance. Further, there is a dynamical correlation between investment and performance. Impulse response and variance decomposition illustrate that impact of a shock to variables themselves is the main source for their variability. Conclusions - The conclusion in this study is that there is a bidirectional and inter-temporal effect between proportion of ownership and corporate performance for a long run in accordance with impulse response function. Overall, our results suggest that corporate governance in China is more market oriented.

Vibration Analysis of Transformer DC bias Caused by HVDC based on EMD Reconstruction

  • Liu, Xingmou;Yang, Yongming;Huang, Yichen
    • Journal of Electrical Engineering and Technology
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    • v.13 no.2
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    • pp.781-789
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    • 2018
  • This paper proposes a new approach utilizing empirical mode decomposition (EMD) reconstruction to process vibration signals of a transformer under DC bias caused by high voltage direction transmission (HVDC), which is the potential cause of additional vibration and noise from transformer. Firstly, the Calculation Method is presented and a 3D model of transformer is simulated to analyze transformer deformation characteristic and the result indicate the main vibration is produced along axial direction of three core limbs. Vibration test system has been built and test points on the core and shell of transformer have been measured. Then, the signal reconstruction method for transformer vibration based on EMD is proposed. Through the EMD decomposition, the corrupted noise can be selectively reconstructed by the certain frequency IMFs and better vibration signals of transformer have been obtained. After EMD reconstruction, the vibrations are compared between transformer in normal work and with DC bias. When DC bias occurs, odd harmonics, vibration of core and shell, behave as a nonlinear increase and the even harmonics keep unchanged with DC current. Experiment results are provided to collaborate our theoretical analysis and to illustrate the effectiveness of the proposed EMD method.

Modeling and Forecasting Saudi Stock Market Volatility Using Wavelet Methods

  • ALSHAMMARI, Tariq S.;ISMAIL, Mohd T.;AL-WADI, Sadam;SALEH, Mohammad H.;JABER, Jamil J.
    • The Journal of Asian Finance, Economics and Business
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    • v.7 no.11
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    • pp.83-93
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    • 2020
  • This empirical research aims to modeling and improving the forecasting accuracy of the volatility pattern by employing the Saudi Arabia stock market (Tadawul)by studying daily closed price index data from October 2011 to December 2019 with a number of observations being 2048. In order to achieve significant results, this study employs many mathematical functions which are non-linear spectral model Maximum overlapping Discrete Wavelet Transform (MODWT) based on the best localized function (Bl14), autoregressive integrated moving average (ARIMA) model and generalized autoregressive conditional heteroskedasticity (GARCH) models. Therefore, the major findings of this study show that all the previous events during the mentioned period of time will be explained and a new forecasting model will be suggested by combining the best MODWT function (Bl14 function) and the fitted GARCH model. Therefore, the results show that the ability of MODWT in decomposition the stock market data, highlighting the significant events which have the most highly volatile data and improving the forecasting accuracy will be showed based on some mathematical criteria such as Mean Absolute Percentage Error (MAPE), Mean Absolute Scaled Error (MASE), Root Means Squared Error (RMSE), Akaike information criterion. These results will be implemented using MATLAB software and R- software.