• Title/Summary/Keyword: Impulse-Response Analysis

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Modeling and Analysis the Competition Dynamics among Container Transshipment Ports : East-Asian Ports as a Case Study (컨테이너 환적 항만 간의 동태적 경쟁에 관한 연구 : 동아시아 항만을 중심으로)

  • Abdulaziz, Ashurov;Kim, Jae-bong;Park, Nam-ki
    • Journal of Korea Port Economic Association
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    • v.32 no.4
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    • pp.165-182
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    • 2016
  • This study examines the competitiveness and cooperativeness among the container ports in East Asia by analyzing their monthly dynamics in eight years (2008-2015). Time series data on container throughput divided into origin and destination (O/D), such as the top six Chinese ports and the transshipment (T/S) ports such as Hong Kong, Busan, and Singapore, are computed with two methods based on the Vector Error Correction Model (VECM). The first Granger causality test results show that Busan T/S has significant bilateral relations with three Chinese O/D ports; and significant unidirectional relations with three other O/D ports. Shenzhen port has significant bilateral relations with Singapore, and has a significant unidirectional relation with Hong Kong port. Co-integrating test results showed that Busan holds negative co-integration with all Chinese O/D ports. Impulse response function (IRF) results show an opposite direction between paired ports. The ratios of the impulse from T/S ports are significantly high to one another in the short-run, but its power declines as time passes. The ratio of the impulse from the Chinese ports to T/S ports is less significant in the short-run period, however, it becomes more significant as time passes. The significance of most shocks was high in the second period, but was diluted after the sixth period.

Petroleum Imports and Exchange Rate Volatility (원유수입과 환율변동성)

  • Mo, Soo-Won;Kim, Chang-Beom
    • Environmental and Resource Economics Review
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    • v.11 no.3
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    • pp.397-414
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    • 2002
  • This paper presents an empirical analysis of exchange rate volatility, petroleum's import price and industrial production on petroleum imports. The GARCH framework is used to measure the exchange rate volatility. One of the most appealing features of the GARCH model is that it captures the volatility clustering phenomenon. We found one long-run relationship between petroleum imports, import price, industrial production, and exchange rate volatility using Johansen's multivariate cointegration methodology. Since there exists a cointegrating vector, therefore, we employ an error correction model to examine the short-run dynamic linkage, finding that the exchange rate volatility performs a key role in the short-run. This paper also apply impulse-response functions to provide the dynamic responses of energy consumption to the exchange rate volatility. The results show that the response of energy consumption to exchange rate volatility declines at the first month and dies out very quickly.

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Spatially filtered multi-field responses of piezothermoelastic cylindrical shell composites

  • Tzou, H.S.;Bao, Y.
    • Structural Engineering and Mechanics
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    • v.4 no.2
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    • pp.111-124
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    • 1996
  • New active "intelligent" structural systems with integrated self-sensing, diagnosis, and control capabilities can lead to a new design dimension for the next generation high-performance structures and mechanical systems. However, temperature effects to the piezoelectric transducers are not fully understood. This paper is concerned with a mathematical modeling and analysis of a laminated piezothermoelastic cylindrical shell composite exposed to mechanical, electric, and thermal fields. Generic shell equations and solution procedures are derived. Contributions of spatial and time components in the mechanical, electric, and temperature excitations are discussed, and their analytical solutions derived. A laminated cylindrical shell composite with fully distributed piezoelectric layers is used in a case study; its multi-field step and impulse responses are investigated. Analyses suggest that the fully distributed actuators are insensitive to even modes due to load averaging and cancellation. Accordingly, these even modes are filtered from the total response and only the modes that are combinations of m = 1, 3, 5, ${\cdots}$ and n = 1, 3, 5, ${\cdots}$ participating in dynamic response of the shell.

Structural Response of Offshore Plants to Risk-Based Blast Load

  • Heo, YeongAe
    • Architectural research
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    • v.15 no.3
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    • pp.151-158
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    • 2013
  • Offshore oil and gas process plants are exposed to hazardous accidents such as explosion and fire, so that the structural components should resist such accidental loads. Given the possibilities of thousands of different scenarios for the occurrence of an accidental hazard, the best way to predict a reasonable size of a specific accidental load would be the employment of a probabilistic approach. Having the fact that a specific procedure for probabilistic accidental hazard analysis has not yet been established especially for explosion and fire hazards, it is widely accepted that engineers usually take simple and conservative figures in assuming uncertainties inherent in the procedure, resulting either in underestimation or more likely in overestimation in the topside structural design for offshore plants. The variation in the results of a probabilistic approach is determined by the assumptions accepted in the procedures of explosion probability computation, explosion analysis, and structural analysis. A design overpressure load for a sample offshore plant is determined according to the proposed probabilistic approach in this study. CFD analysis results using a Flame Acceleration Simulator, FLACS_v9.1, are utilized to create an overpressure hazard curve. Moreover, the negative impulse and frequency contents of a blast wave are considerably influencing structural responses, but those are completely ignored in a widely used triangular form of blast wave. An idealistic blast wave profile deploying both negative and positive pulses is proposed in this study. A topside process module and piperack with blast wall are 3D FE modeled for structural analysis using LS-DYNA. Three different types of blast wave profiles are applied, two of typical triangular forms having different impulse and the proposed load profile. In conclusion, it is found that a typical triangular blast load leads to overestimation in structural design.

Experimental Analysis on the Criteria of the Explosion Damage for One-way RC Slabs (일방향 철근 콘크리트 슬래브의 폭발 피해 기준에 대한 실험적 분석)

  • Lee, Seung Jae;Park, Jong Yil;Lee, Young Hak;Kim, Hie Sik
    • Journal of the Korean Society of Safety
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    • v.32 no.6
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    • pp.68-74
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    • 2017
  • To predict the damage of Reinforced Concrete (RC) structures from mass explosion, Pressure-Impulse (P-I) curves representing the relationship between peak pressure and impulse based on damage criteria are essential. There are P-I curves developed by the U.S. DoD without detailed explanation regarding validation. In this study, full scale explosion tests were conducted measuring response of RC slab to modify and validate pre-existing P-I curves. Four same RC slabs were prepared, and placed at different distances, which are fixed to steel frame with concrete base. Scaled distances were selected to show different failure types using P-I curve based on Single Degree Of Freedom (SDOF) model. It was found that SDOF model can be used to evaluate and identify one-way RC slab damage with difference damage criteria.

Forced Vibration Analysis and Response Characteristics of a Vehicle Dull Progress Model (차량의 둔턱 진행 모델 강제진동해석과 응답특성)

  • Lee, Hyuk;Yoon, Moon-chul;Kim, Jong-Do
    • Journal of the Korean Society of Manufacturing Process Engineers
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    • v.19 no.11
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    • pp.49-57
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    • 2020
  • The forced vibration characteristics for two impulse forces with time lag was discussed in the vehicle dull progress model. Detailed numerical analyses of the time domain were performed systematically. By the two exciting impulse forces, the responses of displacement, the velocity, and the acceleration were investigated in detail for the vehicle's vibration. Notably, the forced vibration responses in the time domain can be used to identify and monitor several vehicle vibration models. In order to define the responses of displacement, the velocity, and the acceleration, we applied a numerical technique (i.e., the Runge-Kutta-Gill method[1,2]). These variables were subsequently used to analyze the vehicle's vibration according to the time lapse and while it passed over a bump stock; moreover, the characteristics of the variables were analyzed in detail according to their force conditions. Finally, the intrinsic characteristics of the forced vibration were discussed in the context of the automobile model. Overall, our results indicate that the tested method can be successfully applied under different damped conditions.

Dynamic Response Analysis of 2.5MW Wind Turbine Gearbox with Flexible Pins (유연핀을 적용한 2.5MW급 풍력발전기용 기어박스의 동응답 해석)

  • Cho, Jin-Rae;Jeong, Ki-Yong
    • Journal of the Computational Structural Engineering Institute of Korea
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    • v.29 no.1
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    • pp.37-44
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    • 2016
  • This study is concerned with the numerical investigation of dynamic characteristics of 2.5MW-class wind turbine gearbox in which the misalignment improvement of plenary gear shafts by the flexible pins and the dynamic impact response are analyzed by the finite element method. The tooth contact between gears is modelled using the line element having the equivalent tooth stiffness and the contact ratio to accurately and effectively reflect the load transmission in the internal complex gear system. The equivalent tooth stiffness is calculated by utilizing the tooth deformation analysis and the impulse torque is applied to the input shaft for the dynamics response characteristic analysis. Through the numerical experiments, the equivalent tooth stiffness model was validated and the misalignment improvement of planetary gear shafts was confirmed from the comparison with the cases of fixed shafts at one and both ends.

A Study on Dynamic Strength Analysis of Submarine Considering Underwater Explosion (내충격 성능을 고려한 수중함 동적 강도 설계에 관한 연구)

  • Son, Sung-Wan;Choi, Su-Hyun;Kim, Kuk-Su
    • Proceedings of the Korean Society for Noise and Vibration Engineering Conference
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    • 2000.06a
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    • pp.1185-1191
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    • 2000
  • In general, the strength of hull structures can be estimated from stress evaluation considering static and hydro-dynamic load due to sea-wave. However, war ships such as submarine, have frequently experienced the underwater explosion and local structures of ship as well as hull girder can be damaged by the dynamic response excited from underwater non-contact explosion. When explosion happens at underwater, shock wave is radiated In early short time, then gas bubbles are generated, and expansion and contraction are repeated as they float to the surface. The shock wave causes the damage of equipment and its supporting structures, on the other hand, the hull girder strength can be lost by resonance between bubble pulsation and lowest ship natural vibration period. In this paper, the hydro-Impulse force due to bubble was calculated. Based on these results the hull girder strength of submarine was estimated from transient response analysis by using NASTRAN. Also, shock analysis for some equipment supporting structures was carried out by using DDAM. In order to evaluate the strength of these local structures due to shock wave.

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A Fundamental Study for Time History Modeling of Fluid Impact Pressure (유체 충격압력 시계열의 모델링에 관한 기초 연구)

  • Nho, In-Sik;Lee, Jae-Man;Yeom, Cheol-Woong
    • Journal of the Society of Naval Architects of Korea
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    • v.47 no.2
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    • pp.242-247
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    • 2010
  • To consider effects of essential parameters of water impact pressure on dynamic structural responses of bow bottom structures, a parametric study for a ship bottom panel is carried out. The idealized pressure time history models were assumed by triangular and rectangular shapes in time domain. The main loading parameters are duration time and peak pressure value maintaining the same impulse value. The structural models for local bottom stiffened panels of a container ship are analysed. The natural frequency analysis and transient dynamic response analysis are performed using MSC/NASTRAN. Added mass effects of contacting water are considered and the pressure distributions are assumed to be uniform in the whole water contacting surface. The effects of loading parameters on the structural responses, especially maximum displacements, are considered. Besides the peak pressure value, effects of duration time correlated with natural frequencies are thought to be the important parameters.

An Empirical Analysis on the Relationship between Stock Price, Interest Rate, Price Index and Housing Price using VAR Model (VAR 모형을 이용한 주가, 금리, 물가, 주택가격의 관계에 대한 실증연구)

  • Kim, Jae-Gyeong
    • Journal of Distribution Science
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    • v.11 no.10
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    • pp.63-72
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    • 2013
  • Purpose - This study analyzes the relationship and dynamic interactions between stock price index, interest rate, price index, and housing price indices using Korean monthly data from 2000 to 2013, based on a VAR model. This study also examines Granger causal relationships among these variables in order to determine whether the time series of one is useful in forecasting another, or to infer certain types of causal dependency between stochastic variables. Research design, data, and methodology - We used Korean monthly data for all variables from 2000: M1 to 2013: M3. First, we checked the correlations among different variables. Second, we conducted the Augmented Dickey-Fuller (ADF) test and the co-integration test using the VAR model. Third, we employed Granger Causality tests to quantify the causal effect from time series observations. Fourth, we used the impulse response function and variance decomposition based on the VAR model to examine the dynamic relationships among the variables. Results - First, stock price Granger affects interest rate and all housing price indices. Price index Granger, in turn, affects the stock price and six metropolitan housing price indices. However, none of the Granger variables affect the price index. Therefore, it is the stock markets (and not the housing market) that affects the housing prices. Second, the impulse response tests show that maximum influence on stock price is its own, and though it is influenced a little by interest rate, price index affects it negatively. One standard deviation (S.D.) shock to stock price increases the housing price by 0.08 units after two months, whereas an impulse shock to the interest rate negatively impacts the housing price. Third, the variance decomposition results report that the shock to the stock price accounts for 96% of the variation in the stock price, and the shock to the price index accounts for 2.8% after two periods. In contrast, the shock to the interest rate accounts for 80% of the variation in the interest rate after ten periods; the shock to the stock price accounts for 19% of the variation; however, shock to the price index does not affect the interest rate. The housing price index in 10 periods is explained up to 96.7% by itself, 2.62% by stock price, 0.68% by price index, and 0.04% by interest rate. Therefore, the housing market is explained most by its own variation, whereas the interest rate has little impact on housing price. Conclusions - The results of the study elucidate the relationship and dynamic interactions among stock price index, interest rate, price index, and housing price indices using VAR model. This study could help form the basis for more appropriate economic policies in the future. As the housing market is very important in Korean economy, any changes in house price affect the other markets, thereby resulting in a shock to the entire economy. Therefore, the analysis on the dynamic relationships between the housing market and economic variables will help with the decision making regarding the housing market policy.