• Title/Summary/Keyword: L-Moment

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UNIFORM Lp-CONTINUITY OF THE SOLUTION OF STOCHASTIC DIFFERENTIAL EQUATIONS

  • Kim, Young-Ho
    • Journal of applied mathematics & informatics
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    • v.31 no.3_4
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    • pp.491-498
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    • 2013
  • This note is concerned with the uniform $L^p$-continuity of solution for the stochastic differential equations under Lipschitz condition and linear growth condition. Furthermore, uniform $L^p$-continuity of the solution for the stochastic functional differential equation is given.

Sub-gaussian Techniques in Obtaining Laws of Large Numbers in $L^1$(R)

  • Lee, Sung-Ho;Lee, Robert -Taylor
    • Journal of the Korean Statistical Society
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    • v.23 no.1
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    • pp.39-51
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    • 1994
  • Some exponential moment inequalities for sub-gaussian random variables are studied in this paper. These inequalities are used to obtain laws of large numbers for random variable and random elements in $L^1(R)$.

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A continuous time asymmetric power GARCH process driven by a L$\'{e}$vy process

  • Lee, Oe-Sook
    • Journal of the Korean Data and Information Science Society
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    • v.21 no.6
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    • pp.1311-1317
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    • 2010
  • A continuous time asymmetric power GARCH(1,1) model is suggested, based on a single background driving L$\'{e}$vy process. The stochastic differential equation for the given process is derived and the strict stationarity and kth order moment conditions are examined.

Flood Frequency Analysis using L, L1 and L2-Moment Methods (L, L1 및 L2-모멘트법에 의한 홍수빈도분석)

  • Lee, Soon-Hyuk;Maeng, Sung-Jin;Ryoo, Kyong-Sik;Jee, Ho-Keun
    • Proceedings of the Korean Society of Agricultural Engineers Conference
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    • 2001.10a
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    • pp.310-313
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    • 2001
  • This study was conducted to derive optimal design floods by Gumbel, GEV, GLO and GPA distributions for the annual maximum series at sixteen watersheds. Adequacy for the analysis of flood data used in This study was established by the tests of Independence, Homogeneity, detection of Outliers. Parameters were estimated by the Methods of L, L1 and L2-moments. Design floods obtained by Methods of L, L1 and L2-moments using Gringorten methods for plotting positions in GEV distribution were compared by the Relative Mean Errors and Relative Absolute Errors.

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Ductility demands and reduction factors for 3D steel structures with pinned and semi-rigid connections

  • Llanes-Tizoc, Mario D.;Reyes-Salazar, Alfredo;Ruiz, Sonia E.;Bojorquez, Eden;Bojorquez, Juan;Leal Graciano, Jesus M.
    • Earthquakes and Structures
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    • v.16 no.4
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    • pp.469-485
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    • 2019
  • A numerical investigation regarding local (${\mu}_L$) and story (${\mu}_S$) ductility demand evaluation of steel buildings with perimeter moment resisting frames (PMRF) and interior gravity frames (IGF), is conducted in this study. The interior connections are modeled, firstly as perfectly pinned (PP), and then as semi-rigid (SR). Three models used in the SAC steel project, representing steel buildings of low-, mid-, and high-rise, are considered. The story ductility reduction factor ($R_{{\mu}S}$) as well as the ratio ($Q_{GL}$) of $R_{{\mu}S}$ to ${\mu}_L$ are calculated. ${\mu}_L$ and ${\mu}_S$, and consequently structural damage, at the PMRF are significant reduced when the usually neglected effect of SR connections is considered; average reductions larger than 40% are observed implying that the behavior of the models with SR connections is superior and that the ductility detailing of the PMRF doesn't need to be so stringent when SR connections are considered. $R_{{\mu}S}$ is approximately constant through height for low-rise buildings, but for the others it tends to increase with the story number contradicting the same proportion reduction assumed in the Equivalent Static Lateral Method (ESLM). It is implicitly assumed in IBC Code that the overall ductility reduction factor for ductile moment resisting frames is about 4; the results of this study show that this value is non-conservative for low-rise buildings but conservative for mid- and high-rise buildings implying that the ESLM fails evaluating the inelastic interstory demands. If local ductility capacity is stated as the basis for design, a value of 0.4 for $Q_{GL}$ seems to be reasonable for low- and medium-rise buildings.

The Study on Quantitative and Qualitative Analysis of Mentalizing the Rooms of Mind (마음의 방 그리기에 관한 양적, 질적 분석 연구)

  • Yu, Su Yang;Kang, Hyung Won
    • Journal of Oriental Neuropsychiatry
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    • v.28 no.3
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    • pp.275-286
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    • 2017
  • Objectives: To suggest the basis of clinical applications through qualitative and quantitative analysis of mentalizing the rooms of mind in the mindfulness meditation program. It is one of the M&L psychotherapy techniques that enables observing the mind more objectively by structuring, visualizing and embodying state of the mind at the moment of drawing a room of the mind. Methods: In this study, we conducted 5t mindfulness meditation program sessions with 85 college students studying Oriental Neuropsychiatry at the University of Oriental Medical College. Before and after the program, data checked the FFMQ and drew the room of mind. Qualitative analysis by subjects were analyzed using qualitative and quantitative methods. Results: First, results of the quantitative analysis revealed significant difference between pre-and post on describing one of the FFMQ sub-factors. However, there were no statistically significant other factors. Second, qualitative analysis results follow as: It extracted 2 keywords including 'viewpoint as a therapist' and 'viewpoint as a client' and 3 consisting words 'positive response', 'negative response', 'ambiguous response'. Conclusions: Mentalizing the room of mind is the work of visualizing, diagramming, objectifying, and specifying the mind of this moment. It is concerned that the value of clinical use is high as a useful tool to increase concentration of meditation and observe and evaluate changes of mind before and after treatments.

Integrated Chassis Control with Electronic Stability Control and Active Rear Steering (자세 제어 장치와 능동 후륜 조향을 이용한 통합 섀시 제어)

  • Yim, Seongjin
    • Transactions of the Korean Society of Mechanical Engineers A
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    • v.38 no.11
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    • pp.1291-1297
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    • 2014
  • This paper proposes integrated chassis control (ICC) with electronic stability control (ESC) and active rear steering (ARS). Direct yaw moment control is used to generate a control yaw moment. A weighted pseudo-inverse-based control allocation (WPCA) method is adopted to distribute the control yaw moment into tire forces, generated by ESC and ARS. Simulation-based tuning of variables weights in the WPCA is used to enhance the yaw moment distribution performance. Simulations using the vehicle simulation software $CarSim^{(R)}$ show that the proposed ICC is effective in improving maneuverability and lateral stability.

Predicting the moment capacity of RC slabs with insulation materials exposed to fire by ANN

  • Erdem, Hakan
    • Structural Engineering and Mechanics
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    • v.64 no.3
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    • pp.339-346
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    • 2017
  • Slabs prevent harmful effects of fire that may occur in any floor. However, it is necessary to protect the slabs from fire. Insulation materials may be appropriate to protect reinforced concrete (RC) slab from elevated temperature. In the present study, a model has been developed in artificial neural network (ANN) to predict the moment capacity ($M_r$) of RC slabs exposed to fire with insulation material. 672 data were obtained for ANN model through author's prepared program. Input layer in model consisted of seven input parameters; such as effective depth (d), ratio of d'/d, thermal conductivity coefficient ($k_{insulation}$), insulation materials thickness ($L_{insulation}$), reinforcement area ($A_{st}$), fire exposure time ($t_{\exp}$), and concrete compressive strength ($f_c$). The predicted $M_r$ by ANN was consistent with the obtained $M_r$ by author. It is proposed to ease computational complexity in determining $M_r$ using ANN. The effects of using insulation material on the moment capacity in RC slabs were also investigated. Insulating material with low thermal conductivity has been found to be more effective for durability to high temperature.

Derivation of Optimal Distribution for the Frequency Analysis of Extreme Flood using LH-Moments (LH-모멘트에 의한 극치홍수량의 빈도분석을 위한 적정분포형 유도)

  • Maeng, Sung-Jin;Lee, Soon-Hyuk
    • Proceedings of the Korean Society of Agricultural Engineers Conference
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    • 2002.10a
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    • pp.229-232
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    • 2002
  • This study was conducted to estimate the design flood by the determination of best fitting order of LH-moments of the annual maximum series at six and nine watersheds in Korea and Australia, respectively. Adequacy for flood flow data was confirmed by the tests of independence, homogeneity, and outliers. Gumbel (GUM), Generalized Extreme Value (GEV), Generalized Pareto (GPA), and Generalized Logistic (GLO) distributions were applied to get the best fitting frequency distribution for flood flow data. Theoretical bases of L, L1, L2, L3 and L4-moments were derived to estimate the parameters of 4 distributions. L, L1, L2, L3 and L4-moment ratio diagrams (LH-moments ratio diagram) were developed in this study.

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Estimation of Design Flood by the Determination of Best Fitting Order of LH-Moments ( I ) (LH-모멘트의 적정 차수 결정에 의한 설계홍수량 추정 ( I ))

  • 맹승진;이순혁
    • Magazine of the Korean Society of Agricultural Engineers
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    • v.44 no.6
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    • pp.49-60
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    • 2002
  • This study was conducted to estimate the design flood by the determination of best fitting order of LH-moments of the annual maximum series at six and nine watersheds in Korea and Australia, respectively. Adequacy for flood flow data was confirmed by the tests of independence, homogeneity, and outliers. Gumbel (GUM), Generalized Extreme Value (GEV), Generalized Pareto (GPA), and Generalized Logistic (GLO) distributions were applied to get the best fitting frequency distribution for flood flow data. Theoretical bases of L, L1, L2, L3 and L4-moments were derived to estimate the parameters of 4 distributions. L, L1, L2, L3 and L4-moment ratio diagrams (LH-moments ratio diagram) were developed in this study. GEV distribution for the flood flow data of the applied watersheds was confirmed as the best one among others by the LH-moments ratio diagram and Kolmogorov-Smirnov test. Best fitting order of LH-moments will be derived by the confidence analysis of estimated design flood in the second report of this study.