• 제목/요약/키워드: dynamic factor

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동적요인모형에 기반한 한국의 GDP 성장률 예측 (Forecasting Korea's GDP growth rate based on the dynamic factor model)

  • 이경서;임예지
    • 응용통계연구
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    • 제37권2호
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    • pp.255-263
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    • 2024
  • GDP는 한 나라의 가계, 기업, 정부 등 모든 경제 주체가 일정 기간 동안 창출한 재화와 서비스의 시장 가치의 합을 나타낸다. GDP를 통하여 국가의 경제 규모를 파악할 수 있으며, 정부의 정책 방향에 영향을 미치는 대표적인 경제 지표이므로 이에 대한 연구가 다양하게 이루어지고 있다. 본 논문에서는 G20 국가들의 주요 거시경제 지표를 활용하여 dynamic factor model 기반의 GDP 성장률 예측 모델을 제시하였다. 추출된 factor를 다양한 회귀분석 방법론과 결합하여 그 결과들을 비교하였으며, 기존의 전통적인 시계열 예측방법인 ARIMA 모델, common component를 이용한 예측 등도 함께 비교하였다. COVID 이후 지표의 변동성이 큰 점을 고려하여 예측 시기를 COVID 전후로 나누었으며, 그 결과 factor에 대해 ridge regression과 lasso regression을 적용하여 예측한 경우 가장 좋은 성능을 나타내었다.

열차주행에 따른 강박스 철도교의 동적응답특성 (Dynamic Responses Characteristics of Steel Box Railway Bridges Subjected to Train Loading)

  • 박선준;강성후;조은평
    • 한국소음진동공학회:학술대회논문집
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    • 한국소음진동공학회 2009년도 추계학술대회 논문집
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    • pp.772-778
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    • 2009
  • By rising the interests of the railroad, It has been required the research about railroad structure. And since 2000, the study about railway bridges caused by steel box railway bridges has been only 0.2%. So I was hard to find out about steel box railway bridges. In this study, I evaluate and analyze 4 types(KTX, Saemaeul, Mugunghwa, Freight) of dynamic caused by train loading, natural frequency and damping ratio, verticality deflection and verticality acceleration, end slope deflection, impact factor for dynamic characteristics analysis. natural frequency was measured 2.45Hz~3.34Hz and damping ratio revealed for 1.26~2.84%. Maximum verticality deflection(4.86mm) was sufficiently satisfied the design criteria(30.1mm), but in the case of verticality acceleration's respond, design criteria BRDM(Bridge Design Manual) & CTRL presentation derive rail limit value 0.35g be more than value 6 time recorded, maximum was measured 0.49g in 3 kinds of train(KTX, Saemaeul, Mugunghwa), except for Freight. Survey impact factor of Experiment bridge was 0.20 which is measured when the KTX(15:04) was driving. impact factor is enough contended with design criteria 0.29 which is presented in domestic railway design criteria and thoroughly guarantee the dynamic stability.

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ANN based on forgetting factor for online model updating in substructure pseudo-dynamic hybrid simulation

  • Wang, Yan Hua;Lv, Jing;Wu, Jing;Wang, Cheng
    • Smart Structures and Systems
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    • 제26권1호
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    • pp.63-75
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    • 2020
  • Substructure pseudo-dynamic hybrid simulation (SPDHS) combining the advantages of physical experiments and numerical simulation has become an important testing method for evaluating the dynamic responses of structures. Various parameter identification methods have been proposed for online model updating. However, if there is large model gap between the assumed numerical models and the real models, the parameter identification methods will cause large prediction errors. This study presents an ANN (artificial neural network) method based on forgetting factor. During the SPDHS of model updating, a dynamic sample window is formed in each loading step with forgetting factor to keep balance between the new samples and historical ones. The effectiveness and anti-noise ability of this method are evaluated by numerical analysis of a six-story frame structure with BRBs (Buckling Restrained Brace). One BRB is simulated in OpenFresco as the experimental substructure, while the rest is modeled in MATLAB. The results show that ANN is able to present more hysteresis behaviors that do not exist in the initial assumed numerical models. It is demonstrated that the proposed method has good adaptability and prediction accuracy of restoring force even under different loading histories.

열차주행에 따른 강박스 철도교의 동적응답특성 (Dynamic Responses Characteristics of Steel Box Railway Bridges Subjected to Train Loading)

  • 박선준;강성후;조은평
    • 한국소음진동공학회논문집
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    • 제19권12호
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    • pp.1306-1314
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    • 2009
  • By rising the interests of the railroad, It has been required the research about railroad structure. And since 2000, the study about railway bridges caused by steel box railway bridges has been only 0.2 %. So I was hard to find out about steel box railway bridges. In this study, I evaluate and analyze 4 types(KTX, Saemaeul, Mugunghwa, Freight) of dynamic caused by train loading, natural frequency and damping ratio, verticality deflection and verticality acceleration, end slope deflection, impact factor for dynamic characteristics analysis. natural frequency was measured 2.45 Hz~3.34 Hz and damping ratio revealed for 1.26~2.84 %. Maximum verticality deflection(4.86 mm) was sufficiently satisfied the design criteria(30.1 mm), but in the case of verticality acceleration's respond, design criteria BRDM(bridge design manual) & CTRL presentation derive rail limit value 0.35 g be more than value 6 time recorded, maximum was measured 0.49 g in 3 kinds of train(KTX, Saemaeul, Mugunghwa), except for Freight. Survey impact factor of Experiment bridge was 0.20 which is measured when the KTX(15:04) was driving. impact factor is enough contended with design criteria 0.29 which is presented in domestic railway design criteria and thoroughly guarantee the dynamic stability.

면외변형하의 이방성 띠판에 대한 동적계면균열 (Dynamic Interfacial Crack in Bonded Anisotropic Strip Under Out-of-Plane Deformation)

  • 박재완;최성렬
    • 대한기계학회논문집A
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    • 제25권6호
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    • pp.949-958
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    • 2001
  • A semi-infinite interfacial crack propagated with constant velocity in two bonded anisotropic strips under out-of-plane clamped displacements is analyzed. Using Fourier integral transform the problem is formulated and the Wiener-Hopf equation is derived. By solving this equation the asymptotic stress and displacement fields near the crack tip are obtained, where the results get more general expressions applicable not only to isotropic/orthotropic materials but also to the extent of the anisotropic material having one plane of elastic symmetry for the interfacial crack. The dynamic stress intensity factor is obtained as a closed form, which is decreased as the velocity of crack propagation increases. The critical velocity where the stress intensity factor comes to zero is obtained, which agrees with the lower value between the critical values of parallel crack merged in the material 1 and 2 adjacent to the interface. Using the near tip fields of stresses and displacements, the dynamic energy release rate is also obtained as a form of the stress intensiy factor.

전류 제어 루프에 보상을 행하지 않는 능동 역률 제어 AC/DC 컴버터의 제어기 설계 (Design of active power factor control AC/DC converter having current control loop with no compensator)

  • 이인호;김성환;유지윤;박귀태
    • 대한전기학회논문지
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    • 제45권2호
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    • pp.216-223
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    • 1996
  • The active power factor control AC/DC converter needs a current loop compensator to obtain better dynamic characteristics and power factor performance, but the optimal design of a current loop compensator is difficult because the AC/DC converter is a nonlinear system having periodically varying poles and zeros. The predictive current control scheme generates a control input using the dynamic equations of the AC/DC converter so that the dynamic of the AC/DC converter is included in the controller and the necessary bandwidth and the gain characteristics of the current control loop are satisfied. And as a result, a compensator becomes unnecessary and the current loop shows the improved current loop characteristics. In this paper, a power factor controller without current loop compensator by adopting a predictive current control scheme is designed and the designed power factor controller is modelled by using a small signal perturbation modelling technique, and simulated to investigate its small signal characteristics. A 200 W power factor control AC/DC converter is built to verify the effectiveness of the proposed power factor controller.

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고유변동성, 조건부 유동성, 그리고 주식수익률의 횡단면에 관한 연구 (Idiosyncratic Volatility, Conditional Liquidity, and Cross-section of Stock Returns in Korea)

  • 윤상용;조성순;박순홍
    • 아태비즈니스연구
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    • 제12권1호
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    • pp.121-134
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    • 2021
  • Purpose - This study examines whether flight-to-liquidity (FTL) explains the dynamic liquidity risk on stock returns, and whether it has a significant influence on determinants the cross-section of stock returns. Design/methodology/approach - This study suggests a new risk factor, dynamic liquidity hedge portfolio (DLP), to reflect the dynamic impact of liquidity risk on stock returns and the Fama-MacBeth 2 stage regression analysis is employed in order to analyze the data. Findings - First, the DLP factor shows more positive and significant beta for the small or illiquidity stocks. Second, the DLP shows a different influence than SMB (size risk factor), HML (value risk factor), NMP (liquidity risk factor), FTVOL (total volatility factor) in determining the cross-section of stock returns. In addition, the DLP has a statistically significant risk premium of around 5%, which is relatively larger than other risk factors. Research implications or Originality - This study has academic value in terms of newly confirming that the DLP factor has a more significant impact on cross-sectional determination of stock returns than other risk factors by proposing a conditional liquidity factor that can explain the FTL phenomenon.

직교이방성체내의 진전 균열에 대한 동적 광탄성 실험의 Hybrid 법 개발 (Development of Dynamic Photoelastic Experimental Hybrid method for Propagating Cracks in Orthotropic Material)

  • 신동철;황재석
    • 대한기계학회:학술대회논문집
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    • 대한기계학회 2000년도 춘계학술대회논문집A
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    • pp.236-241
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    • 2000
  • In this paper, transparent dynamic photoelastic experimental hybrid method for propagating cracks in orthotropic material is developed. Using transparent dynamic photoelastic experimental hybrid method, we can obtain stress intensity factor and separate the stress components from only isochromatic fringe patterns without using isoclinics. It is certified that the dynamic photoelastic experimental hybrid method is very useful for the problems of the dynamic tincture mechanics.

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고무의 동탄성계수와 손실계수의 주파수 의존성을 평가하기 위한 양팔 샌드위치보 시험법의 개발 (Development of a double cantilever sandwich beam method for evaluating frequency dependence of dynamic modulus and damping factor of rubber materials)

  • 김광우;최낙삼
    • 한국복합재료학회:학술대회논문집
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    • 한국복합재료학회 2001년도 춘계학술발표대회 논문집
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    • pp.19-22
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    • 2001
  • This paper proposes a double cantilever sandwich-beam method for evaluating the frequency dependence of material dynamic characteristics. The flexural vibration of a double cantilever sandwich-beam specimen with a partially inserted rubber layer was studied using a finite element simulation in combination with the sine-sweep test. Quadratic relationships of dynamic elastic modulus and material loss factor of rubbers with frequency were quantitatively suggested employing the least square error method.

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침목 간격에 따른 자기부상 시험선로 가이드웨이의 동적응답분석 및 충격계수산정 (Impact factor and Dynamic response of Daejon Maglev Guideway under the Sleeper Conditions)

  • 홍유나;정원석;여인호
    • 한국철도학회:학술대회논문집
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    • 한국철도학회 2008년도 추계학술대회 논문집
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    • pp.846-853
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    • 2008
  • Maglev System is expected to be a new public transportation for future because of its special characteristics. Sleepers of railway role on transferring the lateral load to guideway for Maglev and controlling the distance between rails. Variation of distance of sleepers can affect dynamic responses for maglev guideway. In this paper, Daejon maglev guideway is analyzed to find proper tie spacing of a maglev system. The analysis included using a maglev trainload and also the dead load as the primary forces on bridges. Not only the dynamic behavior of bridges is investigated under sleeper conditions, but also impact factor about vertical displacement on the guideway is produced. This guideway is analyzed in four cases followed by changing spacing of sleeper and then obtained dynamic characteristics such as displacements, acceleration and impact factor by Finite Element Analysis.

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