• Title/Summary/Keyword: non-linear time series

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Forced vibrations of an elastic rectangular plate supported by a unilateral two-parameter foundation via the Chebyshev polynomials expansion

  • Zekai Celep;Zeki Ozcan
    • Structural Engineering and Mechanics
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    • v.90 no.6
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    • pp.551-568
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    • 2024
  • The present study deals with static and dynamic behaviors including forced vibrations of an elastic rectangular nano plate on the two-parameter foundation. Firstly, the rectangular plate is assumed to be subjected to uniformly distributed and eccentrically applied concentrated loads. The governing equations of the problem are derived by considering the dynamic response of the plate, employing a series of the Chebyshev polynomials for the displacement function and applying the Galerkin method. Then, effects of the non-essential boundary conditions of the plate, i.e., the boundary conditions related to the shearing forces, the bending moments and the corner forces, are included in the governing equation of motion to compensate for the non-satisfied boundary conditions and increase the accuracy of the Galerkin method. The approximate numerical solution is accomplished using an iterative process due to the non-linearity of the unilateral property of the two-parameter foundation. The plate under static concentrated load is investigated in detail numerically by considering a wide range of parameters of the plate and the foundation stiffnesses. Numerical treatment of the problem in the time domain is carried out by assuming a stepwise variation of the concentrated load and the linear acceleration procedure is employed in the solution of the system of governing differential equations derived from the equation of motion. Time variations of the contact region and those of the displacements of the plate are presented in the figures for various numbers of the two-parameter of the foundation, as well as the classical and nano parameters of the plate particularly focusing on the non-linearity of the problem due to the plate lift-off from the unilateral foundation. The effects of classical and nonlocal parameters and loading are investigated in detail. Definition of the separation between the plate and the two-parameter foundation is presented and applied to the given problem. The effect of the lift-off on the static and dynamic behavior of the rectangular plate is studied in detail by considering various loading conditions. The numerical study shows that the effect of nonlocal parameters on the behavior of the plate becomes significant, when nonlinearity becomes more profound, due to the lift-off of the plate. It is seen that the size effects are significant in static and dynamic analysis of nano-scaled rectangular plates and need to be included in the mechanical analyses. Furthermore, the corner displacement of the plate is affected more significantly from the lift-off, whereas it is less marked in the time variation of the middle displacement of the plate. Several numerical examples are presented to examine the sensibility of various parameters associated with nonlocal parameters of the plate and foundation. Both stiffening and softening nonlocal parameters behavior of the plate are identified in the numerical solutions which show that increasing the foundation stiffness decreases the extent of the contact region, whereas the stiffness of the shear layer increases the contact region and reduces the foundation settlement considerably.

A Hybrid Method to Improve Forecasting Accuracy Utilizing Genetic Algorithm: An Application to the Data of Processed Cooked Rice

  • Takeyasu, Hiromasa;Higuchi, Yuki;Takeyasu, Kazuhiro
    • Industrial Engineering and Management Systems
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    • v.12 no.3
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    • pp.244-253
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    • 2013
  • In industries, shipping is an important issue in improving the forecasting accuracy of sales. This paper introduces a hybrid method and plural methods are compared. Focusing the equation of exponential smoothing method (ESM) that is equivalent to (1, 1) order autoregressive-moving-average (ARMA) model equation, a new method of estimating the smoothing constant in ESM had been proposed previously by us which satisfies minimum variance of forecasting error. Generally, the smoothing constant is selected arbitrarily. However, this paper utilizes the above stated theoretical solution. Firstly, we make estimation of ARMA model parameter and then estimate the smoothing constant. Thus, theoretical solution is derived in a simple way and it may be utilized in various fields. Furthermore, combining the trend removing method with this method, we aim to improve forecasting accuracy. This method is executed in the following method. Trend removing by the combination of linear and 2nd order nonlinear function and 3rd order nonlinear function is executed to the original production data of two kinds of bread. Genetic algorithm is utilized to search the optimal weight for the weighting parameters of linear and nonlinear function. For comparison, the monthly trend is removed after that. Theoretical solution of smoothing constant of ESM is calculated for both of the monthly trend removing data and the non-monthly trend removing data. Then forecasting is executed on these data. The new method shows that it is useful for the time series that has various trend characteristics and has rather strong seasonal trend. The effectiveness of this method should be examined in various cases.

Prediction of pollution loads in the Geum River upstream using the recurrent neural network algorithm

  • Lim, Heesung;An, Hyunuk;Kim, Haedo;Lee, Jeaju
    • Korean Journal of Agricultural Science
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    • v.46 no.1
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    • pp.67-78
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    • 2019
  • The purpose of this study was to predict the water quality using the RNN (recurrent neutral network) and LSTM (long short-term memory). These are advanced forms of machine learning algorithms that are better suited for time series learning compared to artificial neural networks; however, they have not been investigated before for water quality prediction. Three water quality indexes, the BOD (biochemical oxygen demand), COD (chemical oxygen demand), and SS (suspended solids) are predicted by the RNN and LSTM. TensorFlow, an open source library developed by Google, was used to implement the machine learning algorithm. The Okcheon observation point in the Geum River basin in the Republic of Korea was selected as the target point for the prediction of the water quality. Ten years of daily observed meteorological (daily temperature and daily wind speed) and hydrological (water level and flow discharge) data were used as the inputs, and irregularly observed water quality (BOD, COD, and SS) data were used as the learning materials. The irregularly observed water quality data were converted into daily data with the linear interpolation method. The water quality after one day was predicted by the machine learning algorithm, and it was found that a water quality prediction is possible with high accuracy compared to existing physical modeling results in the prediction of the BOD, COD, and SS, which are very non-linear. The sequence length and iteration were changed to compare the performances of the algorithms.

A New Bootstrap Simulation Method for Intermittent Demand Forecasting (간헐적 수요예측을 위한 부트스트랩 시뮬레이션 방법론 개발)

  • Park, Jinsoo;Kim, Yun Bae;Lee, Ha Neul;Jung, Gisun
    • Journal of the Korea Society for Simulation
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    • v.23 no.3
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    • pp.19-25
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    • 2014
  • Demand forecasting is the basis of management activities including marketing strategy. Especially, the demand of a part is remarkably important in supply chain management (SCM). In the fields of various industries, the part demand usually has the intermittent characteristic. The intermittent characteristic implies a phenomenon that there frequently occurs zero demands. In the intermittent demands, non-zero demands have large variance and their appearances also have stochastic nature. Accordingly, in the intermittent demand forecasting, it is inappropriate to apply the traditional time series models and/or cause-effect methods such as linear regression; they cannot describe the behaviors of intermittent demand. Markov bootstrap method was developed to forecast the intermittent demand. It assumes that first-order autocorrelation and independence of lead time demands. To release the assumption of independent lead time demands, this paper proposes a modified bootstrap method. The method produces the pseudo data having the characteristics of historical data approximately. A numerical example for real data will be provided as a case study.

Dynamic forecasts of bankruptcy with Recurrent Neural Network model (RNN(Recurrent Neural Network)을 이용한 기업부도예측모형에서 회계정보의 동적 변화 연구)

  • Kwon, Hyukkun;Lee, Dongkyu;Shin, Minsoo
    • Journal of Intelligence and Information Systems
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    • v.23 no.3
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    • pp.139-153
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    • 2017
  • Corporate bankruptcy can cause great losses not only to stakeholders but also to many related sectors in society. Through the economic crises, bankruptcy have increased and bankruptcy prediction models have become more and more important. Therefore, corporate bankruptcy has been regarded as one of the major topics of research in business management. Also, many studies in the industry are in progress and important. Previous studies attempted to utilize various methodologies to improve the bankruptcy prediction accuracy and to resolve the overfitting problem, such as Multivariate Discriminant Analysis (MDA), Generalized Linear Model (GLM). These methods are based on statistics. Recently, researchers have used machine learning methodologies such as Support Vector Machine (SVM), Artificial Neural Network (ANN). Furthermore, fuzzy theory and genetic algorithms were used. Because of this change, many of bankruptcy models are developed. Also, performance has been improved. In general, the company's financial and accounting information will change over time. Likewise, the market situation also changes, so there are many difficulties in predicting bankruptcy only with information at a certain point in time. However, even though traditional research has problems that don't take into account the time effect, dynamic model has not been studied much. When we ignore the time effect, we get the biased results. So the static model may not be suitable for predicting bankruptcy. Thus, using the dynamic model, there is a possibility that bankruptcy prediction model is improved. In this paper, we propose RNN (Recurrent Neural Network) which is one of the deep learning methodologies. The RNN learns time series data and the performance is known to be good. Prior to experiment, we selected non-financial firms listed on the KOSPI, KOSDAQ and KONEX markets from 2010 to 2016 for the estimation of the bankruptcy prediction model and the comparison of forecasting performance. In order to prevent a mistake of predicting bankruptcy by using the financial information already reflected in the deterioration of the financial condition of the company, the financial information was collected with a lag of two years, and the default period was defined from January to December of the year. Then we defined the bankruptcy. The bankruptcy we defined is the abolition of the listing due to sluggish earnings. We confirmed abolition of the list at KIND that is corporate stock information website. Then we selected variables at previous papers. The first set of variables are Z-score variables. These variables have become traditional variables in predicting bankruptcy. The second set of variables are dynamic variable set. Finally we selected 240 normal companies and 226 bankrupt companies at the first variable set. Likewise, we selected 229 normal companies and 226 bankrupt companies at the second variable set. We created a model that reflects dynamic changes in time-series financial data and by comparing the suggested model with the analysis of existing bankruptcy predictive models, we found that the suggested model could help to improve the accuracy of bankruptcy predictions. We used financial data in KIS Value (Financial database) and selected Multivariate Discriminant Analysis (MDA), Generalized Linear Model called logistic regression (GLM), Support Vector Machine (SVM), Artificial Neural Network (ANN) model as benchmark. The result of the experiment proved that RNN's performance was better than comparative model. The accuracy of RNN was high in both sets of variables and the Area Under the Curve (AUC) value was also high. Also when we saw the hit-ratio table, the ratio of RNNs that predicted a poor company to be bankrupt was higher than that of other comparative models. However the limitation of this paper is that an overfitting problem occurs during RNN learning. But we expect to be able to solve the overfitting problem by selecting more learning data and appropriate variables. From these result, it is expected that this research will contribute to the development of a bankruptcy prediction by proposing a new dynamic model.

Suggestion of a Groundwater Quality Management Framework Using Threshold Values and Trend Analysis (문턱값과 추세분석을 이용한 지하수 수질관리체계 구축을 위한 연구)

  • An, Hyeonsil;Jee, Sung-Wook;Lee, Soo Jae;Hyun, Yunjung;Yoon, Heesung;Kim, Rak-Hyeon
    • Journal of Soil and Groundwater Environment
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    • v.20 no.7
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    • pp.112-120
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    • 2015
  • Statistical trend analysis using the data from the National Groundwater Quality Monitoring Network (NGQMN) of Korea was conducted to establish a new groundwater quality management framework. Sen’s test, a non-parametric statistical method for trend analysis, was used to determine the linear trend of the groundwater quality data. The analysis was conducted at different confidence levels (i.e., at 70, 80, 90, 95, and 99% confidence levels) for three of groundwater quality parameters, i.e., nitrate-nitrogen, chloride, and pH, which have sufficient time series of the NGQMN data between 2007 and 2013. The results showed that different trends can be determined for different depths even for the same monitoring site and the numbers of wells having significant trends vary with different confidence levels. The wells with increasing or decreasing trends were far less than the wells with no trend. Chloride had more wells with increasing trend than other parameters. On the other hand, nitrate-nitrogen had the most wells with increasing trend and concentration exceeding 75% of the threshold values (TVs). Based on the methodology used for this study, we suggest including groundwater TVs and trend analysis to evaluate groundwater quality and to establish an advanced groundwater quality management framework.

Comparison of various structural damage tracking techniques based on experimental data

  • Huang, Hongwei;Yang, Jann N.;Zhou, Li
    • Smart Structures and Systems
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    • v.6 no.9
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    • pp.1057-1077
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    • 2010
  • An early detection of structural damages is critical for the decision making of repair and replacement maintenance in order to guarantee a specified structural reliability. Consequently, the structural damage detection, based on vibration data measured from the structural health monitoring (SHM) system, has received considerable attention recently. The traditional time-domain analysis techniques, such as the least square estimation (LSE) method and the extended Kalman filter (EKF) approach, require that all the external excitations (inputs) be available, which may not be the case for some SHM systems. Recently, these two approaches have been extended to cover the general case where some of the external excitations (inputs) are not measured, referred to as the adaptive LSE with unknown inputs (ALSE-UI) and the adaptive EKF with unknown inputs (AEKF-UI). Also, new analysis methods, referred to as the adaptive sequential non-linear least-square estimation with unknown inputs and unknown outputs (ASNLSE-UI-UO) and the adaptive quadratic sum-squares error with unknown inputs (AQSSE-UI), have been proposed for the damage tracking of structures when some of the acceleration responses are not measured and the external excitations are not available. In this paper, these newly proposed analysis methods will be compared in terms of accuracy, convergence and efficiency, for damage identification of structures based on experimental data obtained through a series of laboratory tests using a scaled 3-story building model with white noise excitations. The capability of the ALSE-UI, AEKF-UI, ASNLSE-UI-UO and AQSSE-UI approaches in tracking the structural damages will be demonstrated and compared.

Short-term Effect of Ambient Air Pollution on Emergency Department Visits for Diabetic Coma in Seoul, Korea

  • Kim, Hyunmee;Kim, Woojin;Choi, Jee Eun;Kim, Changsoo;Sohn, Jungwoo
    • Journal of Preventive Medicine and Public Health
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    • v.51 no.6
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    • pp.265-274
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    • 2018
  • Objectives: A positive association between air pollution and both the incidence and prevalence of diabetes mellitus (DM) has been reported in some epidemiologic and animal studies, but little research has evaluated the relationship between air pollution and diabetic coma. Diabetic coma is an acute complication of DM caused by diabetic ketoacidosis or hyperosmolar hyperglycemic state, which is characterized by extreme hyperglycemia accompanied by coma. We conducted a time-series study with a generalized additive model using a distributed-lag non-linear model to assess the association between ambient air pollution (particulate matter less than $10{\mu}m$ in aerodynamic diameter, nitrogen dioxide [$NO_2$], sulfur dioxide, carbon monoxide, and ozone) and emergency department (ED) visits for DM with coma in Seoul, Korea from 2005 to 2009. Methods: The ED data and medical records from the 3 years previous to each diabetic coma event were obtained from the Health Insurance Review and Assessment Service to examine the relationship with air pollutants. Results: Overall, the adjusted relative risks (RRs) for an interquartile range (IQR) increment of $NO_2$ was statistically significant at lag 1 (RR, 1.125; 95% confidence interval [CI], 1.039 to 1.219) in a single-lag model and both lag 0-1 (RR, 1.120; 95% CI, 1.028 to 1.219) and lag 0-3 (RR, 1.092; 95% CI, 1.005 to 1.186) in a cumulative-lag model. In a subgroup analysis, significant positive RRs were found for females for per-IQR increments of $NO_2$ at cumulative lag 0-3 (RR, 1.149; 95% CI, 1.022 to 1.291). Conclusions: The results of our study suggest that ambient air pollution, specifically $NO_2$, is associated with ED visits for diabetic coma.

Trend Analysis of Extreme Precipitation Using Quantile Regression (Quantile 회귀분석을 이용한 극대강수량 자료의 경향성 분석)

  • So, Byung-Jin;Kwon, Hyun-Han;An, Jung-Hee
    • Journal of Korea Water Resources Association
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    • v.45 no.8
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    • pp.815-826
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    • 2012
  • The underestimating trend using existing ordinary regression (OR) based trend analysis has been a well-known problem. The existing OR method based on least squares approximate the conditional mean of the response variable given certain values of the time t, and the usual assumption of the OR method is normality, that is the distribution of data are not dissimilar form a normal distribution. In this regard, this study proposed a quantile regression that aims at estimating either the conditional median or other quantiles of the response variable. This study assess trend in annual daily maximum rainfall series over 64 weather stations through both in OR and QR approach. The QR method indicates that 47 stations out of 67 weather stations are a strong upward trend at 5% significance level while OR method identifies a significant trend only at 13 stations. This is mainly because the OR method is estimating the condition mean of the response variable. Unlike the OR method, the QR method allows us flexibly to detect the trends since the OR is designed to estimate conditional quantiles of the response variable. The proposed QR method can be effectively applied to estimate hydrologic trend for either non-normal data or skewed data.

Managerial Share Ownership and Capital Structure: Evidence from Panel Data (소유경영자지분율과 자본구조: 외환위기 이후기간 패널자료분석)

  • Kim, Byoung-Gon;Kim, Dong-Wook
    • The Korean Journal of Financial Management
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    • v.24 no.2
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    • pp.81-111
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    • 2007
  • The agency relationship between managers and shareholders has the potential to influence decision-making in the firm which in turn potentially impacts on firm characteristics such as value and leverage. Using an agency framework, we examine the relation between ownership structure and capital structure during post-IMF period. We used the balanced panel data for 378 korean listed companies during the 1999-2005. The panel data sets consist of time-series observation on each of 378 cross-sectional units. The results indicate a non-linear U-shaped relation between the level of managerial share ownership and leverage with the relation reaching a minimum at 58.48 per cent of management share ownership. As managerial share ownership increase from a low level, managers have incentive to reduce the debt level for decreasing the financial risk, resulting in a lower lever of debt. However, when corporate managers hold a significant proportion of a firm's shares, managers have incentive to increase the debt level for leverage effects, resulting in a higher lever of debt.

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