• Communications for Statistical Applications and Methods
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• 제15권6호
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• pp.825-835
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• 2008

계량경제학 분야에서 널리 쓰이는 MGARCH(multivariate GARCH)모형은 여러개의 시계열자료들의 변동성을 함께 모형화한다. 그러나 변수가 많아질수록 추정해야 할 모수의 수가 급격하게 늘어나는 문제점이 있다. 본 연구에서는 인자 모형을 통해 자료의 차원을 축소시킴로써 이러한 문제를 해결하고자 하였다. 국내의 주가수익률 자료에 통계적 인자 모형과 fundamental factor model을 적용하여 각각의 의미 있는 인자들을 얻은 후 이를 MGARCH모형에 적합시켰다. 또한 두 인자모형을 바탕으로 얻어진 최종 모형들의 MSE, MAD와 VaR(Value at Risk)를 계산하여 예측력을 비교하고자 한다.

• Earthquakes and Structures
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• 제3권1호
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• pp.17-35
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• 2012

Simplified equations for fundamental period of vibration of skeletal structures provided by most seismic design provisions suffer from the absence of any associated confidence levels and of any reference to their empirical basis. Therefore, such equations may typically give a sector of designers the false impression of yielding a fairly accurate value of the period of vibration. This paper, although not addressing simplified codes equations, introduces a set of mathematical equations utilizing the theory of error propagation and First-Order Second-Moment (FOSM) techniques to determine bounds on the relative error in theoretically calculated fundamental period of vibration of skeletal structures. In a complementary step, and for verification purposes, Monte Carlo simulation technique has been also applied. The latter, despite involving larger computational effort, is expected to provide more precise estimates than FOSM methods. Studies of parametric uncertainties applied to reinforced concrete frame bents - potentially idealized as SDOF systems - are conducted demonstrating the effect of randomness and uncertainty of various relevant properties, shaping both mass and stiffness, on the variance (i.e. relative error) in the estimated period of vibration. Correlation between mass and stiffness parameters - regarded as random variables - is also thoroughly discussed. According to achieved results, a relative error in the period of vibration in the order of 19% for new designs/constructions and of about 25% for existing structures for assessment purposes - and even climbing up to about 36% in some special applications and/or circumstances - is acknowledged when adopting estimates gathered from the literature for relative errors in the relevant random input variables.

• Advances in nano research
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• 제8권4호
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• pp.265-276
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• 2020

A study that primarily focuses on nonlocal strain gradient plate model for the sole purpose of vibration examination, for graphene sheets under linearly variable in-plane mechanical loads. To study a better or more precise examination on graphene sheets, a new advance model was conducted which carries two scale parameters that happen to be related to the nonlocal as well as the strain gradient influences. Through the usage of two-variable shear deformation plate approach, that does not require the inclusion of shear correction factors, the graphene sheet is designed. Based on Hamilton's principle, fundamental expressions in regard to a nonlocal strain gradient graphene sheet on elastic half-space is originated. A Galerkin's technique is applied to resolve the fundamental expressions for distinct boundary conditions. Influence of distinct factors which can be in-plane loading, length scale parameter, load factor, elastic foundation, boundary conditions, and nonlocal parameter on vibration properties of the graphene sheets then undergo investigation.

• Nuclear Engineering and Technology
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• 제52권7호
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• pp.1557-1564
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• 2020

In this paper, 3D model-based interactive gamma ray shielding package (MIGSHIELD) is developed in virtual reality platform for windows operating system. In MIGSHIELD, the computational methodology is based on point kernel algorithm (PK), several key parameters of PK are obtained using new technique and new methods. MIGSHIELD has interactive capability with virtual world. The main features made in the MIGSHIELD are (i) handling of physical information from virtual world, (ii) handling of arbitrary shapes radioactive source, (iii) calculating the mean free path of gamma ray, (iv) providing interactive function between PK and virtual world, (v) making better use of PK for virtual simulation, (vi) plug and play. The developed package will be of immense use for calculations involving radiation dose assessment in nuclear safety and contributing to fast radiation simulation for virtual nuclear facilities.

• 음성과학
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• 제7권2호
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• pp.113-126
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• 2000

A comparative phonetic analysis of Yodel singing and Belcanto singing by the electroglottographic(EGG) measurement was done in three singers. One professional tenor singer(SDI) who is also well trained in Yodel singing, another yodler(KWS) who is not so trained in Belcanto singing, and the other training tenor singer(CSK) who is not well trained both yodel and Belcanto singing. Closed quotient(CQ), speed quotient(SQ) and fundamental frequency (F0) at the initial modal part(I) , middle falsetto part(M), and final modal part(F) of the same phrase were measured by EGG machine and program(Kay model 4338). In the middle part, not only CQ but also SQ of the Yodel singing were much smaller than that of Belcanto singing in all three singers. However, accuracy of parameters in Belcanto singing of the yodler(KWS) and both Yodel singing and Belcanto singing of the training singer(CSK) were inferior to that of trained tenor singer(SDI). Possible advantages of utilizing Yodel singing training under the guidance of feedback control by the EGG for hyperfunctional voice disorders such as vocal nodules were discussed.

• 말소리와 음성과학
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• 제5권3호
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• pp.55-60
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• 2013

The purpose of this study was to investigate the acoustic characteristics of crying infants according to the communication intents such as hunger and pain in terms of acoustic differences in the fundamental frequency ($F_0$), jitter, shimmer, noise-to-harmonic ratio(NHR), habitual pitch, and intensity. The subjects were 20 healthy, normal infants, less than seven days old, from the city of Seoul and were born after 38 to 42 weeks(full term) of pregnancy. The sound of crying was recorded for three minutes. The crying due to pain was induced by means of the inborn metabolism error test, whereas the crying due to hunger was verified by means of the rooting reflex by waiting for the designated eating time. The results were as follows: (1) the fundamental frequency, noise-to-harmonic ratio(NHR), and intensity of the infants' crying due to pain was higher than that by hunger, showing a significant difference between the mean values. (2) the infants' crying due to hunger and that by pain did not have a significant difference in the mean jitter and shimmer values but both of them were largely outside of the normal threshold values(jitter by 1.04% and shimmer by 3.81%). This study was significant in the sense that it showed the acoustic characteristics of infants' crying from hunger and pain were very different from each other according to the communication intents in terms of the six acoustic parameters.

• 신재생에너지
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• 제5권2호
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• pp.3-8
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• 2009

Tidal current power system is one of ocean renewable energies that can minimize the environmental impact with many advantages compared to other energy sources. Not like others, the produced energy can be precisely predicted without weather conditions and also the operation rate is very high. To convert the current into power, the first device encountered to the incoming flow is the rotor that can transform into rotational energy. The performance of rotor can be determined by various design parameters including numbers of blade, sectional shape, diameter, and etc. The stream lines near the rotating rotor is very complex and the interference effects around the system is also difficult to predict. The paper introduces the experiment of rotor performance and also the fundamental study on the characteristics of three different rotors and flow near the rotor by CFD.

• Earthquakes and Structures
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• 제18권5호
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• pp.543-553
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• 2020

Past earthquakes experience shows that serious damage or collapse of buildings have dramatically accrued when sufficient separation distance has not been provided between two adjacent structures. The majority of past studies related to the pounding topic indicate that obtaining the gap size between two buildings is able to prevent collision and impact hazards during seismic excitations. Considering minimization of building collisions, some relationships have been suggested to determine the separation distance between adjacent buildings. Commonly, peak lateral displacement, fundamental period and natural damping as well as structural height of two adjacent buildings are numerically considered to determine the critical distance. Hence, the aim of present study is to focus on all mentioned parameters and also utilizing the main characteristic of earthquake record i.e. PGA to examine the lateral displacement of irregular structures close to each other and also estimate the sufficient separation distance between them. Increasing and decreasing the separation distance is inherently caused economical problems due to the land ownership from a legal perspective and pounding hazard as well. Therefore, a new equation is proposed to determine the optimum critical distance. The accuracy of the proposed formula is validated by different models and various earthquake records.

• Advances in nano research
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• 제9권4호
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• pp.251-261
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• 2020

In this article, vibration attributes of single walled carbon nanotubes based on Galerkin's method have been investigated. The influence of power law index subjected to different end supports has been overtly examined. Application of the Hamilton's variational principal leads to the formation of partial differential equations. The effects of different physical and material parameters on the fundamental frequencies are investigated for armchair and zigzag carbon nanotubes with clamped-clamped, simply supported and clamped-free boundary conditions. By using volume fraction for power law index, the fundamental natural frequency spectra for two forms of Single-Walled Carbon Nanotubes (SWCNTs) are calculated. The influence of frequencies against length-to-diameter ratios with varying power law index are investigated in detail for these tubes. MATLAB software package has been utilized for extracting tube frequency spectra. The obtained results are confirmed by comparing with available literature.

• 대한토목학회논문집
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• 제12권2호
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• pp.123-130
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• 1992

Geogakakos와 Bras의 일차원 지점 강수량 모형이 전주지점 호우모형으로 적합한지를 검토하였다. 구름 물리학을 토대로 한 이 모형의 기본변수는 운정의 압력, 평균 상승 기류 속도, 운저의 평균 운적직경의 역수값 등인데, 입력변수에 의하여 매개상수화 된다. 매개상수는 Hooke와 Jeeves의 직접 탐색 알고리즘에 의하여 평가되었다. 그 결과 계산 강우량과 실측 강우량과의 평균 자승 오차를 최소화 하는데 평균 상승 기류 속도와 운저 운적직경에 관계된 매개상수가 크게 기여하였다. 이러한 수치실험에서, 계산 총강우량과 실측 총강우량의 편차는 크지 않았으나 시간분포는 상당한 차이를 보였다.