• Journal of the Korean Data and Information Science Society
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• 제15권4호
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• pp.783-791
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• 2004

In this paper we review recent developments in nonlinear time series modeling on both conditional mean and conditional variance. Traditional linear model in conditional mean is referred to as ARMA(autoregressive moving average) process investigated by Box and Jenkins(1976). Nonlinear mean models such as threshold, exponential and random coefficient models are reviewed and their characteristics are explained. In terms of conditional variances, ARCH(autoregressive conditional heteroscedasticity) class is considered as typical linear models. As nonlinear variants of ARCH, diverse nonlinear models appearing in recent literature including threshold ARCH, beta-ARCH and Box-Cox ARCH models are remarked. Also, a class of unified nonlinear models are considered and parameter estimation for that class is briefly discussed.

• Communications for Statistical Applications and Methods
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• 제11권2호
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• pp.323-327
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• 2004

In this paper, we investigate the limiting distribution of the Ljung-Box test statistic in the unit root AR models with ARCH errors. We show that the limiting distribution is approximately chi-square distribution with the degrees of freedom only depending on the number of autocorrelation lags appearing in the test. Some simulation results are provided for illustration.

• Journal of the Korean Data and Information Science Society
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• 제15권2호
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• pp.413-422
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• 2004

Box-Cox power transformation is employed for analyzing volatilities in Korean financial time series such as KOSPI, KOSDAQ index and interest rates. Statistical procedures for Box-Cox transformed ARCH models are presented. For illustration, diverse financial time series data are analyzed and appropriate power transformations are suggested for each data.

• 한국전산구조공학회:학술대회논문집
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• 한국전산구조공학회 2007년도 정기 학술대회 논문집
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• pp.688-693
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• 2007

Nowadays various studies related with superstructure of bridges are developed and they pursuit more effective section of bridges superstructure, material and economical application of composite materials. CFT structure(Concrete Filled Steel Tubular Structure) is developed type of composite structure that concrete is filled with steel box, and the deformation of the member, stiffness and internal force will be improved by confinement effect of steel box and concrete. This paper introduces new type of girder, CFTA girder( Concrete- Filled and Tied Steel Tubular Arch Girder) which is combined with traditional CFT structure,arch effect and prestress through carrying out the structural analysis by computer programs. The computer programs which is used are ABAQCS and MIDAS, and the 12.2m girder which is applied same load and prestresses is analyzed and compared the results respectively.

• 응용통계연구
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• 제15권2호
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• pp.311-321
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• 2002

시계열 자료의 전이함수분석에 있어서 조건부 이분산성을 도입하고 기존의 선형 이분산모형인 Engle(1982)의 ARCH 모형과 더불어 비선형 모형인 베타-ARCH 및 분계점-ARCH모형을 고려하였다. 모형적합절차를 간략히 소개하였으며 제안된 모형을 미국 나스닥지수와 국내 종합주가지수에 적용시켜본 결과 비선형 ARCH 모형이 우수함을 알 수 있었다.

• Journal of the Korean Statistical Society
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• 제34권1호
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• pp.61-71
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• 2005

A class of asymmetric ARCH processes is proposed via binary random power transformations. This class accommodates traditional nonlinear models such as threshold ARCH (Rabemanjara and Zacoian (1993)) and Box-Cox type ARCH models(Higgins and Bera (1992)). Stationarity condition of the model is addressed. Iterative least squares(ILS) and pseudo maximum like-lihood(PML) methods are discussed for estimating parameters and related algorithms are presented. Illustrative analysis for Korea Stock Prices Index (KOSPI) data is conducted.

• 한국전산구조공학회:학술대회논문집
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• 한국전산구조공학회 2006년도 정기 학술대회 논문집
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• pp.581-588
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• 2006

Now, a long span and special types of steel deck bridges like as suspention or cable state bridges are increasing and Guss Asphalt used in pavement. But Guss Asphalt may caused severe stress and displacement of the bridge as it is treated using very high temperature ranging from $220^{\circ}C\;to\;260^{\circ}C$. In this paper, a series of numerical tests of a steel deck box arch bridge were conducted to estimate the thermal effect of a steel deck bridge according to temperature changes.

• Structural Engineering and Mechanics
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• 제47권1호
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• pp.59-73
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• 2013

The Xiaolan channel super large bridge is unique in style and with greatest span in the world with a total length of 7686.57 m. The main bridge with spans arranged as 100m+220m+100m is a combined structure composed of prestressed concrete V-shape rigid frame and concrete-filled steel tubular flexible arch. First of all, the author compiles APDL command flow program by using the unit birth-death technique and establishes simulation calculation model in the whole construction process. The creep characteristics of concrete are also taken into account. The force ratio of the suspender, arch and beam is discussed. The authors conduct studies on the three-plate webs's rule of shear stress distribution, the box girder's longitudinal bending normal stress on every construction stage, meanwhile the distribution law of longitudinal bending normal stress and transverse bending normal stress of completed bridge's box girder. Results show that, as a new combined bridge, it is featured by: Girder and arch resist forces together; Moment effects of the structure are mainly presented as compressed arch and tensioned girder; The bridge type brings the girder and arch on resisting forces into full play; Great in vertical stiffness and slender in appearance.

• Structural Engineering and Mechanics
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• 제9권2호
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• pp.169-180
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• 2000

An optimization procedure has been prescribed for the minimum weight design of symmetrical parabolic arches subjected to arbitrary loading. The cross section is assumed to be a symmetrical box section with variable depth and flange areas. The webs are unstiffened and have constant thickness. The proposed sequential, iterative search technique determines the optimum geometrical configuration of the parabolic arch which includes the optimum depth profile and the optimum lengths and areas of the required flange plates corresponding to the prescribed number of curtailments. The study shows that the optimum value of rise to span ratio (h/L) of a parabolic arch is maximum at 0.41 for uniformly distributed loading over the entire span. For any other loading, the optimum value of h/L is less than 0.41.

• Journal of the Korean Data and Information Science Society
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• 제16권2호
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• pp.271-281
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• 2005

Zokian(1993) and Li and Li(1996) developed TARCH(Threshold ARCH) model, considering the asymmetries in volatility. The models are based on Engle(1982)'s ARCH model and Bollerslev(1986)'s GARCH model. However, two TARCH models can be expressed a common model through Box Cox Power transformation, which was used by Higgins and Bera(1992) for developing NARCH(nonlinear ARCH) model. This article shows the PTARCH(Power transformation TARCH) model is necessary in some condition, and it checks the fact that PTARCH model has better performance comparing estimates and RMSE(Root Mean Square Error) with those of Zakoian's TARCH model and Li and Li's TARCH model. PTARCH model would give contribution in asymmetric study as well as heteroscedastic study.