• Title/Summary/Keyword: expansion model

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Case Deletion Diagnostics for Intraclass Correlation Model

  • Kim, Myung Geun
    • Communications for Statistical Applications and Methods
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    • v.21 no.3
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    • pp.253-260
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    • 2014
  • The intraclass correlation model has a long history of applications in several fields of research. Case deletion diagnostic methods for the intraclass correlation model are proposed. Based on the likelihood equations, we derive a formula for a case deletion diagnostic method which enables us to investigate the influence of observations on the maximum likelihood estimates of the model parameters. Using the Taylor series expansion we develop an approximation to the likelihood distance. Numerical examples are provided for illustration.

PRICING OF QUANTO OPTION UNDER THE HULL AND WHITE STOCHASTIC VOLATILITY MODEL

  • Park, Jiho;Lee, Youngrok;Lee, Jaesung
    • Communications of the Korean Mathematical Society
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    • v.28 no.3
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    • pp.615-633
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    • 2013
  • We use a power series expansion method to get an analytic approximation value for the quanto option price under the Hull and White stochastic volatility model, which turns out to be accurate enough by comparing with the simulation prices using Monte Carlo method.

Reliability Estimation of Ball Grid Array 63Sn-37Pb Solder Joint (Ball Grid Array 63Sn-37Pb Solder joint 의 건전성 평가)

  • 명노훈;이억섭;김동혁
    • Proceedings of the Korean Society of Precision Engineering Conference
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    • 2004.10a
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    • pp.630-633
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    • 2004
  • Generally, component and FR-4 board are connected by solder joint. Because material properties of components and FR-4 board are different, component and FR-4 board show different coefficients of thermal expansion (CTE) and thus strains in component and board are different when they are heated. That is, the differences in CTE of component and FR-4 board cause the dissimilarity in shear strain and BGA solder joint s failure. The first order Taylor series expansion of the limit state function incorporating with thermal fatigue models is used in order to estimate the failure probability of solder joints under heated condition. A model based on plastic-strain rate such as the Coffin-Manson Fatigue Model is utilized in this study. The effects of random variables such as frequency, maximum temperature, and temperature variations on the failure probability of the BGA solder joint are systematically investigated by using a failure probability model with the first order reliability method(FORM).

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Enhancement of Internal Control by expanding Security Information Event Management System

  • Im, DongSung;Kim, Yongmin
    • Journal of the Korea Society of Computer and Information
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    • v.20 no.8
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    • pp.35-43
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    • 2015
  • Recently, internal information leaks is increasing rapidly by internal employees and authorized outsourcing personnel. In this paper, we propose a method to integrate internal control systems like system access control system and Digital Rights Managements and so on through expansion model of SIEM(Security Information Event Management system). this model performs a analysis step of security event link type and validation process. It develops unit scenarios to react illegal acts for personal information processing system and acts to bypass the internal security system through 5W1H view. It has a feature that derives systematic integration scenarios by integrating unit scenarios. we integrated internal control systems like access control system and Digital Rights Managements and so on through expansion model of Security Information Event Management system to defend leakage of internal information and customer information. We compared existing defense system with the case of the expansion model construction. It shows that expanding SIEM was more effectively.

Hydrodynamic performance of a vertical slotted breakwater

  • George, Arun;Cho, Il Hyoung
    • International Journal of Naval Architecture and Ocean Engineering
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    • v.12 no.1
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    • pp.468-478
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    • 2020
  • The wave interaction problem with a vertical slotted breakwater, consisting of impermeable upper, lower parts and a permeable middle part, has been studied theoretically. An analytical model was presented for the estimation of reflection and transmission of monochromatic waves by a slotted breakwater. The far-field solution of the wave scattering involving nonlinear porous boundary condition was obtained using eigenfunction expansion method. The empirical formula for drag coefficient in the near-field, representing energy dissipation across the slotted barrier, was determined by curve fitting of the numerical solutions of 2-D channel flow using CFD code StarCCM+. The theoretical model was validated with laboratory experiments for various configurations of a slotted barrier. It showed that the developed analytical model can correctly predict the energy dissipation caused by turbulent eddies due to sudden contraction and expansion of a slotted barrier. The present paper provides a synergetic approach of the analytical and numerical modelling with minimum CPU time, for better estimation of the hydrodynamic performance of slotted breakwater.

Generation Expansion Planning Model Supporting Diverse Environmental Policies for Reduction of Greenhouse Gases

  • Lee, Jeong-In;Lee, Il-Woo;Kim, Bal-Ho
    • ETRI Journal
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    • v.37 no.2
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    • pp.295-305
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    • 2015
  • The purpose of this paper is to a develop model for generation expansion planning that can support diverse environmental policies for the reduction of greenhouse gases (GHGs) of South Korea. South Korea is required to reduce its GHG emissions by 30% from the BAU level by 2020. The Wien Automatic System Planning Package currently used in South Korea has limitations in terms of the application of renewable energy policies and GHG targets; this paper proposes the use of an equipment planning model named generation and transmission expansion program, which has been developed to resolve such limitations. For verification of the model, a case study on the 6th Basic Plan of Long-Term Electricity Supply and Demand has been conducted. The results show that for the year 2020 South Korea's annual GHG emissions will be 36.6% more than the GHG Target Management System (GHG TMS) target set for the same year (30%). To achieve the GHG TMS target, the costs involved amount to about 72 trillion KRW (70 billion USD). Consequently, the South Korean government needs to review the performability of this target.

A Study on the Development of 25.8kV 25kA Gas Circuit Breaker Using Thermal-Expansion Principle (I) (25.8kV 25kA 열팽창분사식 가스차단기 개발에 관한 연구 (I))

  • Song, K.D.;Park, K.Y.;Shin, Y.J.;Chang, K.C.;Kim, K.S.;Kim, J.G.
    • Proceedings of the KIEE Conference
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    • 1995.07a
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    • pp.160-164
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    • 1995
  • In order to develop a medium voltage class gas circuit breaker by our own technology, we designed and manufactured the model interrupters using the hybrid arc extinguishing principle which adopts the thermal expansion principle in the large current region and the arc rotation principle by permanent magnet in the small current region. As the results of the first year research out of three years' research period, the main design parameters such as the volume of thermal expansion chamber, the distance between fixed contact and nozzle, the length of nozzle throat, the nozzle expansion angle and the magnitude of permanent magnet etc. have been determined. 4 types of model interrupters have been designed and manufactured considering the main design parameters. The 25kA short-circuit test and capacitive current breaking test have been performed for the model interrupters and the test results analyzed to improve the model interupters.

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Capacity Expansion Modeling of Water-distribution Network using GIS, VE, and LCC (GIS와 VE, LCC 개념에 의한 동적 상수도관망 대안 결정)

  • Kim, Hyeng-Bok
    • Proceedings of the Korean Association of Geographic Inforamtion Studies Conference
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    • 1999.12a
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    • pp.21-25
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    • 1999
  • Planning support systems(PSS) add more advanced spatial analysis functions than Geographic information systems(GIS) and intertemporal functions to the functions of spatial decision support systems(SDSS). This paper reports the continuing development of a PSS providing a framework that facilitates urban planners and civil engineers in conducting coherent deliberations about planning, design and operation & maintenance(O&M) of water-distribution networks for urban growth management. The PSS using dynamic optimization model, modeling-to-generate-alternatives, value engineering(VE) and life-cycle cost(LCC) can generate network alternatives in consideration of initial cost and O&H cost. Users can define alternatives by the direct manipulation of networks or by the manipulation of parameters in the models. The water-distribution network analysis model evaluates the performance of the user-defined alternatives. The PSS can be extended to include the functions of generating sewer network alternatives, combining water-distribution and sewer networks, eventually the function of planning, design and O&H of housing sites. Capacity expansion by the dynamic water-distribution network optimization model using MINLP includes three advantages over capacity expansion using optimal control theory(Kim and Hopkins 1996): 1) finds expansion alternatives including future capacity expansion times, sizes, locations, and pipe types of a water-distribution network provided, 2) has the capabilities to do the capacity expansion of each link spatially and intertemporally, and 3) requires less interaction between models. The modeling using MINLP is limited in addressing the relationship between cost, price, and demand, which the optimal control approach can consider. Strictly speaking, the construction and O&M costs of water-distribution networks influence the price charged for the served water, which in turn influence the. This limitation can be justified in rather small area because price per unit water in the area must be same as that of neighboring area, i.e., the price is determined administratively. Planners and engineers can put emphasis on capacity expansion without consideration of the relationship between cost, price, and demand.

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Pile tip grouting diffusion height prediction considering unloading effect based on cavity reverse expansion model

  • Jiaqi Zhang;Chunfeng Zhao;Cheng Zhao;Yue Wu;Xin Gong
    • Geomechanics and Engineering
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    • v.37 no.2
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    • pp.97-107
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    • 2024
  • The accurate prediction of grouting upward diffusion height is crucial for estimating the bearing capacity of tip-grouted piles. Borehole construction during the installation of bored piles induces soil unloading, resulting in both radial stress loss in the surrounding soil and an impact on grouting fluid diffusion. In this study, a modified model is developed for predicting grout diffusion height. This model incorporates the classical rheological equation of power-law cement grout and the cavity reverse expansion model to account for different degrees of unloading. A series of single-pile tip grouting and static load tests are conducted with varying initial grouting pressures. The test results demonstrate a significant effect of vertical grout diffusion on improving pile lateral friction resistance and bearing capacity. Increasing the grouting pressure leads to an increase in the vertical height of the grout. A comparison between the predicted values using the proposed model and the actual measured results reveals a model error ranging from -12.3% to 8.0%. Parametric analysis shows that grout diffusion height increases with an increase in the degree of unloading, with a more pronounced effect observed at higher grouting pressures. Two case studies are presented to verify the applicability of the proposed model. Field measurements of grout diffusion height correspond to unloading ratios of 0.68 and 0.71, respectively, as predicted by the model. Neglecting the unloading effect would result in a conservative estimate.

Development of Uncertainty Evaluation Model for Vacuum Measurement Standards (진공측정표준의 불확도 평가모델 개발)

  • Hong, S.S.;Lim, J.Y.;Shin, Y.H.
    • Journal of the Korean Vacuum Society
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    • v.20 no.5
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    • pp.313-321
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    • 2011
  • The Korea Research Institute of Standards and Science (KRISS) has three major vacuum systems: an ultrasonic interferometer manometer (UIM), a static volume expansion system (SVES), and an orifice-type dynamic expansion system (ODES). For each system explict measurement model equations with multiple variables are respectively given. According to ISO standards, all these system variables errors were used to calculate the expanded uncertainty (U).