• Title/Summary/Keyword: Stochastic Characteristics

검색결과 408건 처리시간 0.022초

제주지역 경기변동의 특성 연구 (A Study of Characteristics of Business Cycle in the Jeju Region)

  • 강민서;강기춘
    • 한국산학기술학회논문지
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    • 제19권1호
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    • pp.420-426
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    • 2018
  • 본 논문의 목적은 임의보행 확률추세를 고려하였을 때 제주지역의 경기변동이 어떻게 움직이며 전국과 어떤 차이점이 있는지, 확률추세요인과 순환요인의 상대적 중요도는 어떻게 되는 지, 그리고 그 원인이 무엇인지를 찾고 그 시사점을 도출하는데 있다. 실증분석을 통해 발견된 제주지역 경기변동의 특성은 다음과 같다. 첫째, 제주지역 경기변동에서 확률추세 요인이 차지하는 비중이 46.8%로 전국의 27.8%에 비해 큰 것으로 추론해 볼 때 기술발전, 자본축적 등과 같이 경제의 장기적인 성장 요소가 작용하는 제주지역의 높은 성장 가능성을 발견할 수 있었다. 둘째, 제주지역 고용 변동성은 모형에 따라 0.007에서 0.058로 다른 지표들의 변동성들과 비교하였을 때 가장 낮게 나타났다. 제주지역의 고용시장은 전체적으로 경직되어 있어 산업의 생산 증대에 따른 새로운 고용 창출이 원활하게 이루어지지 않고 있다는 것을 보여주고 있었다. 셋째, 3차 산업인 관광산업은 경기변동을 안정화시키는 요인으로 작용하고 있는 반면에 2차 산업인 광공업생산은 관광산업의 결과와 반대로 나타나 관광산업과 달리 광공업생산 분야는 기반이 약하다는 것을 추측할 수 있었다.

신뢰도 지수를 적용한 하천제방의 위험도 평가 (Risk Assessment of Levee Embankment Applying Reliability Index)

  • 안기홍;한건연;김병현
    • 한국수자원학회논문집
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    • 제42권7호
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    • pp.547-558
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    • 2009
  • 일반적인 하천제방의 안정성 평가는 확정론적 분석결과를 토대로 강우특성, 매개변수 등에 대한 불확실성을 안전 계수를 도입하여 실시하고 있다. 이러한 안전계수는 모형의 매개변수 및 재료 속성의 다양성을 다루는 공학에 폭넓게 이용되나 임의의 자연 현상의 모든 것을 설명해주지는 않는다. 특히 근래에 들어 발생되는 지구온난화에 따른 이상기후 현상과 사상 유래가 없는 홍수들의 발생은 확정론적인 방법에 의존하기보다는 추계학적 방법을 도입한 수문량 확충 및 매개변수의 불확실성 분석의 필요성이 증대되고 있다. 이에 전 세계적으로 매개변수와 특성인자의 불확실성을 고려하고 인자들 간의 상관관계를 고려한 추계학적 방법 기반의 대책 수립이 추진되고 있는 상황이다. 본 연구에서는 추계학적 강우변동 생성기법을 이용하여 태풍기와 장마기에 해당하는 6월, 7월과 8월, 9월에 발생 가능한 다양한 무차원 누가강우량곡선을 Monte Carlo 기법을 도입하여 생성하였고 신뢰도 지수를 이용하여 하천제방의 위험도를 평가하였다. 본 연구결과는 강우의 지역적 특성 및 시간적 특성을 반영할 수 있어 해당 유역의 홍수대책 수립, 수공구조물 설계 및 분석 등 활용성이 매우 클 것으로 판단된다.

Stochastic investigation on three-dimensional diffusion of chloride ions in concrete

  • Ye Tian;Yifei Zhu;Guoyi Zhang;Zhonggou Chen;Huiping Feng;Nanguo Jin;Xianyu Jin;Hongxiao Wu;Yinzhe Shao;Yu Liu;Dongming Yan;Zheng Zhou;Shenshan Wang;Zhiqiang Zhang
    • Computers and Concrete
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    • 제32권3호
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    • pp.247-261
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    • 2023
  • Due to the non-uniform distribution of meso-structure, the diffusion of chloride ions in concrete show the characteristics of characteristics of randomness and fuzziness, which leads to the non-uniform distribution of chloride ions and the non-uniform corrosion of steel rebar in concrete. This phenomenon is supposed as the main reason causing the uncertainty of the bearing capacity deterioration of reinforced concrete structures. In order to analyze and predict the durability of reinforced concrete structures under chloride environment, the random features of chloride ions transport in concrete were studied in this research from in situ meso-structure of concrete. Based on X-ray CT technology, the spatial distribution of coarse aggregates and pores were recognized and extracted from a cylinder concrete specimen. In considering the influence of ITZ, the in situ mesostructure of concrete specimen was reconstructed to conduct a numerical simulation on the diffusion of chloride ions in concrete, which was verified through electronic microprobe technology. Then a stochastic study was performed to investigate the distribution of chloride ions concentration in space and time. The research indicates that the influence of coarse aggregate on chloride ions diffusion is the synthetic action of tortuosity and ITZ effect. The spatial distribution of coarse aggregates and pores is the main reason leading to the non-uniform distribution of chloride ions both in spatial and time scale. The chloride ions concentration under a certain time and the time under a certain concentration both satisfy the Lognormal distribution, which are accepted by Kolmogorov-Smirnov test and Chi-square test. This research provides an efficient method for obtain mass stochastic data from limited but representative samples, which lays a solid foundation for the investigation on the service properties of reinforced concrete structures.

Optimal sensor placements for system identification of concrete arch dams

  • Altunisik, Ahmet Can;Sevim, Baris;Sunca, Fezayil;Okur, Fatih Yesevi
    • Advances in concrete construction
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    • 제11권5호
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    • pp.397-407
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    • 2021
  • This paper investigates the optimal sensor placements and capabilities of this procedure for dynamic characteristics identification of arch dams. For this purpose, a prototype arch dam is constructed in laboratory conditions. Berke arch dam located on the Ceyhan River in city of Osmaniye is one of the highest arch dam constructed in Turkey is selected for field verification. The ambient vibration tests are conducted using initial candidate sensor locations at the beginning of the study. Enhanced Frequency Domain Decomposition and Stochastic Subspace Identification methods are used to extract experimental dynamic characteristics. Then, measurements are repeated according to optimal sensor locations of the dams. These locations are specified using the Effective Independence Method. To determine the optimal sensor locations, the target mode shape matrices which are obtained from ambient vibration tests of the selected dam with a large number of accelerometers are used. The dynamic characteristics obtained from each ambient vibrations tests are compared with each other. It is concluded that the dynamic characteristics obtained from initial measurements and those obtained from a limited number of sensors are compatible with each other. This situation indicates that optimal sensor placements determined by the Effective Independence Method are useful for dynamic characteristics identification of arch dams.

대용특성을 이용한 예방정비모형 : 주기적으로 관측하는 경우 (Preventive Replacement Model Based on Substitutive Characteristics : the case of periodic observation)

  • 구자항;장중순;김원중
    • 품질경영학회지
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    • 제20권2호
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    • pp.33-43
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    • 1992
  • Items are assumed to fail by degradation. An appropriate stochastic model of such item is a cumulative process in which an item can fail only when the total amount of wear exceeds a prespecified failure level. This paper presents replacement policy in which an item is replaced at a certain level of wear before failure or at failure, whichever occurs first. Yet, when measuring the item wear level is very expensive, destructive or time-consuming, it may be economical to use substitutive characteristics that are correlated with the item wear level and relatively inexpensive to measure. The item's wear level could usually be estimated by monitoring such substitutive characteristics only except for a breakdown, which may be observed immediately at its occurrence. The purpose of this paper is to find an optimal periodic replacement policy based on such substitutive characteristics that balance the cost of replacement with the cost of failure and result in a minimum total long-run average cost per unit time. The optimal level of substitutive characteristics to replace the item is obtained. Numerical example illustrate how the model can be used to determine the optimal replacement policy.

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Finite element model updating of in-filled RC frames with low strength concrete using ambient vibration test

  • Arslan, Mehmet Emin;Durmus, Ahmet
    • Earthquakes and Structures
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    • 제5권1호
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    • pp.111-127
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    • 2013
  • This paper describes effects of infill walls on behavior of RC frame with low strength, including numerical modeling, modal testing and finite-element model updating. For this purpose full scaled, one bay and one story RC frame is produced and tested for plane and brick in-filled conditions. Ambient-vibration testis applied to identify dynamic characteristics under natural excitations. Enhanced Frequency Domain Decomposition and Stochastic Subspace Identification methods are used to obtain experimental dynamic characteristics. A numerical modal analysis is performed on the developed two-dimensional finite element model of the frames using SAP2000 software to provide numerical frequencies and mode shapes. Dynamic characteristics obtained by numerical and experimental are compared with each other and finite element model of the frames are updated by changing some uncertain modeling parameters such as material properties and boundary conditions to reduce the differences between the results. At the end of the study, maximum differences in the natural frequencies are reduced on average from 34% to 9% and a good agreement is found between numerical and experimental dynamic characteristics after finite-element model updating. In addition, it is seen material properties are more effective parameters in the finite element model updating of plane frame. However, for brick in-filled frame changes in boundary conditions determine the model updating process.

EXPERIMENTAL INVESTIGATION OF PRESSURE FLUCTUATIONS ON THE BED OF FLIP BUCKET SPILLWAYS

  • KAVIANPOUR M.R.;POURHASAN M.A.
    • 한국수자원학회:학술대회논문집
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    • 한국수자원학회 2005년도 학술발표회(1)
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    • pp.590-591
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    • 2005
  • Hydrodynamic pressure fluctuations and their roles on the design of hydraulic structures has been the subject of many investigations. The studies showed that turbulent pressure fluctuations may cause serious damages to hydraulic structures. In case of high velocity flows, separation of flow from the boundary also causes the local pressure to drop and as a result, the resultant pressure fluctuations may trigger cavitation. Sever hydrodynamic pressures are also associated with the vibration of structures. Therefore, in this work, experiments were performed to determine the intensity of pressure fluctuations and their distribution along the bed of a ski-jump flip bucket. Experiments were completed on a physical model at the Institution of Water Research of Iran. The results consist of the statistical characteristics of pressure fluctuations, its maximum, minimum, and r.m.s values along the bed of the bucket. The spectral analysis of pressure fluctuations which is useful for the instability analysis of such structures is also provided. It is hoped that the present results will help the designer of such structures.

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Application of chaos theory to simulation output analysis

  • Oh, Hyung-Sool;Lee, Young-Hae
    • 한국경영과학회:학술대회논문집
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    • 대한산업공학회/한국경영과학회 1994년도 춘계공동학술대회논문집; 창원대학교; 08월 09일 Apr. 1994
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    • pp.437-450
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    • 1994
  • The problem of testing for a change in the parameter of a stochastic process is particularly important in simulation studies. In studies of the steady state characteristics of a simulation model, it is important to identify initialization bias and to evaluate efforts to control this problem. A simulation output have the characteristics of chaotic behavior because of sensitive dependence on initial conditions. For that reason, we will apply Lyapunov exponent for diagnosis of chaotic motion to simulation output analysis. This paper proposes two methods for diagnosis of steady state in simulation output. In order to evaluate the performance and effectiveness of these methods using chaos theory, M/M/I(.inf.) queueing model is used for testing point estimator, average bias.

Vibration analysis of a uniform beam traversed by a moving vehicle with random mass and random velocity

  • Chang, T.P.;Liu, M.F.;O, H.W.
    • Structural Engineering and Mechanics
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    • 제31권6호
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    • pp.737-749
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    • 2009
  • The problem of estimating the dynamic response of a distributed parameter system excited by a moving vehicle with random initial velocity and random vehicle body mass is investigated. By adopting the Galerkin's method and modal analysis, a set of approximate governing equations of motion possessing time-dependent uncertain coefficients and forcing function is obtained, and then the dynamic response of the coupled system can be calculated in deterministic sense. The statistical characteristics of the responses of the system are computed by using improved perturbation approach with respect to mean value. This method is simple and useful to gather the stochastic structural response due to the vehicle-passenger-bridge interaction. Furthermore, some of the statistical numerical results calculated from the perturbation technique are checked by Monte Carlo simulation.

데이터 트래픽 Self-Similar 특성에 관한 연구 (Self-Similarity Characteristic in Data traffic)

  • 장우현;오행석
    • 한국정보통신학회:학술대회논문집
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    • 한국해양정보통신학회 2000년도 추계종합학술대회
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    • pp.272-277
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    • 2000
  • 본 논문에서는 Self-similar 확률과 정의 및 트래픽외 특성, 그리고 최근 논문들에서 보고된 사례에 대한 동향과 실제의 데이터 트래픽 특성에 대한 분석연구를 통하여 Self-similar 패턴에 대한 연구 결과를 제시하고자 한다.

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