• Wind and Structures
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• 제26권3호
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• pp.129-146
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• 2018

Extreme wind speed analysis has been carried out conventionally by assuming the extreme series data is stationary. However, time-varying trends of the extreme wind speed series could be detected at many surface meteorological stations in China. Two main reasons, exposure change and climate change, were provided to explain the temporal trends of daily maximum wind speed and annual maximum wind speed series data, recorded at Hangzhou (China) meteorological station. After making a correction on wind speed series for time varying exposure, it is necessary to perform non-stationary statistical modeling on the corrected extreme wind speed data series in addition to the classical extreme value analysis. The generalized extreme value (GEV) distribution with time-dependent location and scale parameters was selected as a non-stationary model to describe the corrected extreme wind speed series. The obtained non-stationary extreme value models were then used to estimate the non-stationary extreme wind speed quantiles with various mean recurrence intervals (MRIs) considering changing climate, and compared to the corresponding stationary ones with various MRIs for the Hangzhou area in China. The results indicate that the non-stationary property or dependence of extreme wind speed data should be carefully evaluated and reflected in the determination of design wind speeds.

• 한국정밀공학회지
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• 제19권4호
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• pp.124-131
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• 2002

In this paper, an extended volumetric error model considering backlash in a three-axis machine tool was proposed and utilized for calculating the volumetric error of the machine tool at any position in three-dimensional workspace. Backlashes are interrelated; i.e. the angular backlash affects the straightness errors which then affect talc calculated squareness errors. Therefore, a new concept was introduced to define the backlash of squareness errors to incorporate the backlash of squareness error into the volumetric error, and the characteristics of the backlash of squareness error were investigated. The effects of backlash errors were assessed, by experiments. for 21 geometric errors of a machine tool. The backlash error was shown to be one of the systematic errors of a machine tool. And a generalized volumetric error model formulator for three-axis machine tools was developed, which allowed us to formulate machine tool synthesis error models far all possible machine tool configurations only with machine tool topology information. Based on these volumetric error model and model formulator, a computer-aided volumetric error analysis system was developed for a three-axis machine tool in this paper. Then the volumetric error at an arbitrary position can be obtained, and displayed in a three-dimensional graphic form.

• 한국지능시스템학회:학술대회논문집
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• 한국지능시스템학회 2008년도 춘계학술대회 학술발표회 논문집
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• pp.299-305
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• 2008

In a series of research papers, the authors have studied some of the most important models of a contemporary universities, such as: the research university, the entrepreneurial university and the digital university and construct their Generalized Net (GN) models. This paper is based on the case-studies of Sofia University, the Technical University of Munich and the University of Edinburgh. The main focus is to put the analysis of the processes of the functioning of a university which effectively integrates Information and Communication Technologies (ICT) in all university activities. A concrete example based on the process of course administration at University of Edinburgh is considered. This university is in a process of developing an integrated information system covering most of the university activities. The opportunity of using GNs as a tool for modeling such processes is analyzed as well.

• 대한조선학회논문집
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• 제33권3호
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• pp.103-111
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• 1996

이미 저자들에 의해 기존의 경사처짐법을 일반화하여 일반화 경사처짐법을 정립하였으며, 일차적으로 횡강도 해석 측면에서 그 유용성을 확인하기 위해 유조선을 대상으로 frame modeling을 통한 횡강도 해석을 수행한 바 있다. 본 연구에서는 설계 측면에서의 일반화 경사처짐법의 유용성을 확인하기 위해 일반화 경사처짐법과 이산화 변수를 고려한 최적화 기법을 결합하여 최소 중량 설계 프로그램을 개발하였다. 이 프로그램을 통해 주어진 설계 조건하에서 최소 중량을 주는 유조선의 설계 치수를 결정할 수 있었으며, 실적선에 비해 상당한 양의 선각 중량이 감소가 되는 설계가 가능함을 보여 주었다.

• 한국도로학회:학술대회논문집
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• 한국도로학회 2008년도 추계학술대회 논문집
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• pp.93-102
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• 2008

An energy based crack growth model is developed in this study to simulate the propagation of top-down cracking in asphalt pavements. A viscoelastic fracture mechanics approach, generalized J integral, is employed to model the crack growth of asphalt concrete. Laboratory fatigue crack propagation tests for three different asphalt mixtures are performed at various load levels, frequencies and temperatures. Disk-shaped specimens with a proper loading fixture and crack growth monitoring system are selected for the tests. It is observed from the tests that the crack propagation model based on the generalized J integral is independent of load levels and frequencies, while the traditional Paris' law model based on stress intensity factor is dependent of loading frequencies. However, both models are unable to take care of the temperature dependence of the mixtures. The fatigue crack propagation model proposed in this study has a good agreement between experimental and predicted crack growth lives, which implies that the energy based J integral could be a better parameter to describe fatigue crack propagation of viscoelastic materials such as asphalt mixtures.

• The Journal of Asian Finance, Economics and Business
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• 제8권3호
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• pp.1-10
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• 2021

This study examines the dynamic pattern of the exchange rate volatilities of the ASEAN-5 currencies from January 2006 to August 2020. The exchange rates applied in this study comprise bilateral and effective exchange rates in order to investigate the influence of the US dollar on the stability of the ASEAN-5 currencies. Since a volatility model employed in this study is a natural cubic spline volatility model, the Monte Carlo simulation is consequently conducted to determine an appropriate criterion to select a number of quantile knots for this model. The simulation results reveal that, among four candidate criteria, Generalized Cross-Validation is a suitable criterion for modeling the ASEAN-5 exchange rate volatilities. The estimated volatilities showed the inconstant dynamic patterns reflecting the uncertain exchange rate risk arising in international transactions. The bilateral exchange rate volatilities of the ASEAN-5 currencies to the US dollar are more variable than their corresponding effective exchange rate volatilities, indicating the influence of the US dollar on the stability of the ASEAN-5 currencies. The findings of this study suggest that the natural cubic spline volatility model with the quantile knots selected by Generalized Cross-Validation is practical and can be used to examine the dynamic patterns of the financial volatility.

• KSII Transactions on Internet and Information Systems (TIIS)
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• 제15권5호
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• pp.1630-1648
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• 2021

Owing to the unprecedented COVID-19 pandemic, the pharmaceutical industry has attracted considerable attention, spurred by the widespread expectation of vaccine development. In this study, we collect relevant topics from news articles related to COVID-19 and explore their links with two South Korean pharmaceutical indices, the Drug and Medicine index of the Korea Composite Stock Price Index (KOSPI) and the Korean Securities Dealers Automated Quotations (KOSDAQ) Pharmaceutical index. We use generalized Dirichlet-multinomial regression (g-DMR) to reveal the dynamic topic distributions over metadata of index values. The results of our analysis, obtained using g-DMR, reveal that a greater focus on specific news topics has a significant relationship with fluctuations in the indices. We also provide practical and theoretical implications based on this analysis.

• Journal of Electrical Engineering and Technology
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• 제10권1호
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• pp.188-194
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• 2015

This paper proposes a generalized regression neural network (GRNN) based algorithm for data interpolation and design optimization of brushless dc (BLDC) motor. The procedure makes use of magnet length, stator slot opening and air gap length as design variables. Cogging torque and average torque are treated as performance indices. The optimal design necessitates mitigating the cogging torque and maximizing the average torque by varying design variables. The data set for interpolation and ensuing design optimisation using GRNN is obtained by modeling a standard BLDC motor using finite element analysis (FEA) tool MagNet 7.1.1. The performance indices of the standard motor obtained using FEA are validated with an experimental model and an analytical method. The optimal design is authenticated using particle swarm optimization (PSO) algorithm and the performance indices of the optimal design obtained using GRNN is validated using FEA. The results indicate the suitability of GRNN as an interpolation and design optimization tool for a BLDC motor.

• Journal of the Korean Data and Information Science Society
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• 제27권6호
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• pp.1661-1671
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• 2016

Risk analysis is a systematic study of uncertainties and risks we encounter in business, engineering, public policy, and many other areas. Value at Risk (VaR) is one of the most widely used risk measurements in risk management. In this paper, the Korean Composite Stock Price Index data has been utilized to model the VaR employing the classical ARMA (1,1)-GARCH (1,1) models with normal, t, generalized hyperbolic, and generalized pareto distributed errors. The aim of this paper is to compare the performance of each model in estimating the VaR. The performance of models were compared in terms of the number of VaR violations and Kupiec exceedance test. The GARCH-GPD likelihood ratio unconditional test statistic has been found to have the smallest value among the models.

• Journal of the Korean Data and Information Science Society
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• 제28권5호
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• pp.1167-1177
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• 2017

The censored regression using the pseudo-response variable proposed by Buckley and James has been one of the most well-known models. Recently, the varying coefficient regression model has received a great deal of attention as an important tool for modeling. In this paper we propose a censored varying coefficient regression model using Buckley-James method to consider situations where the regression coefficients of the model are not constant but change as the smoothing variables change. By using the formulation of least squares support vector machine (LS-SVM), the coefficient estimators of the proposed model can be easily obtained from simple linear equations. Furthermore, a generalized cross validation function can be easily derived. In this paper, we evaluated the proposed method and demonstrated the adequacy through simulate data sets and real data sets.