• Title/Summary/Keyword: properties prediction

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A Bayesian Extreme Value Analysis of KOSPI Data (코스피 지수 자료의 베이지안 극단값 분석)

  • Yun, Seok-Hoon
    • The Korean Journal of Applied Statistics
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    • v.24 no.5
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    • pp.833-845
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    • 2011
  • This paper conducts a statistical analysis of extreme values for both daily log-returns and daily negative log-returns, which are computed using a collection of KOSPI data from January 3, 1998 to August 31, 2011. The Poisson-GPD model is used as a statistical analysis model for extreme values and the maximum likelihood method is applied for the estimation of parameters and extreme quantiles. To the Poisson-GPD model is also added the Bayesian method that assumes the usual noninformative prior distribution for the parameters, where the Markov chain Monte Carlo method is applied for the estimation of parameters and extreme quantiles. According to this analysis, both the maximum likelihood method and the Bayesian method form the same conclusion that the distribution of the log-returns has a shorter right tail than the normal distribution, but that the distribution of the negative log-returns has a heavier right tail than the normal distribution. An advantage of using the Bayesian method in extreme value analysis is that there is nothing to worry about the classical asymptotic properties of the maximum likelihood estimators even when the regularity conditions are not satisfied, and that in prediction it is effective to reflect the uncertainties from both the parameters and a future observation.

Numerical Comparisons of Flow Properties Between Indivisual and Comprehensive Consideration of River Inundation and Inland Flooding (하천범람과 내수침수의 개별적·복합적 고려에 따른 흐름 특성의 수치적 비교)

  • Choi, Sang Do;Eum, Tae Soo;Shin, Eun Taek;Song, Chang Geun
    • Journal of Convergence for Information Technology
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    • v.10 no.10
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    • pp.115-122
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    • 2020
  • Due to the climate change, torrential rain downpours unprecedentedly, and urban areas repeatedly suffer from the inundation damages, which cause miserable loss of property and life by flooding. Two major reasons of urban flooding are river inundation and inland submergence. However, most of previous studies ignored the comprehensive mechanism of those two factors, and showed discrepancy and inadequacy due to the linear summation of each analysis result. In this study, river inundation and inland flooding were analyzed at the same time. Petrov-stabilizing scheme was adopted to capture the shock wave accurately by which river inundation can be modularized. In addition, flux-blocking alrotithm was introduced to handle the wet and dry phenomena. Sink/source terms with EGR (Exponentially Growth Rate) concept were incorporated to the shallow water equations to consider inland flooding. Comprehensive simulation implementing inland flooding and river inundation at the same time produced satisfactory results because it can reflect the counterbalancing and superposition effects, which provided accurate prediction in flooding analysis.

Material Properties and Structural Characteristics on Flexure of Steel Fiber-Reinforced Ultra-High-Performance Concrete (강섬유 보강 초고성능 콘크리트의 재료특성 및 휨 거동 역학적 특성)

  • Kim, Kyoung-Chul;Yang, In-Hwan;Joh, Chang-Bin
    • Journal of the Korea Concrete Institute
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    • v.28 no.2
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    • pp.177-185
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    • 2016
  • This paper concerns the flexural behavior of steel fiber-reinforced ultra-high-performance concrete (UHPC) beams with compressive strength of 150 MPa. It presents experimental research results of hybrid steel fiber-reinforced UHPC beams with steel fiber content of 1.5% by volume and steel reinforcement ratio of less than 0.02. This study aims at investigating of compressive and tensile behavior of UHPC to perform a reasonable prediction for flexural capacity of UHPC beams. Tensile behavior modeling was performed using load-crack mouth opening displacement relationship obtained from bending test. The experimental results show that steel fiber-reinforced UHPC is in favor of cracking resistance and ductility of beams. The ductility indices range from 1.6 to 3.0, which means high ductility of hybrid steel fiber-reinforced UHPC. Test results and numerical analysis results for the moment-curvature relationship are compared. Though the numerical analysis results for the bending capacity of the UHPC beam without rebar is larger than test result, the overall comparative results show that the bending capacity of steel fiber-reinforced UHPC beams with compressive strength of 150 MPa can be predicted by using the established method in this paper.

Prediction of Long-term Viscoelastic Performance of PET Film Using RH-DMA (RH-DMA를 적용한 PET 필름의 장기 점탄성 성능 예측)

  • Choi, Sun Ho;Yoon, Sung Ho
    • Composites Research
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    • v.32 no.6
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    • pp.382-387
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    • 2019
  • A single frequency strain mode test, a stress relaxation mode test, and a creep test using RH-DMA were performed to investigate the effects of relative humidity and temperature on the viscous properties of PET film. The relative humidity was 10%, 30%, 50%, 70%, and 90%. The temperature was considered to be 30~95℃ for single frequency strain mode tests, 30℃ and 70℃ for stress relaxation mode test, and 5~95℃ for creep test. According to the results, higher relative humidity results in lower storage modulus and loss modulus, but the maximum value of the loss modulus is not significantly affected by changes in relative humidity and is almost constant. Relaxation modulus decreases rapidly at the beginning and becomes constant, and as the temperature increases, it is susceptible to changes in relative humidity. Strain recovery also increases rapidly at the beginning and is susceptible to changes in relative humidity as the temperature increases. In addition, as the temperature increases, the degree of increase in creep compliance increases, and as the temperature rises above the glass transfer temperature, the degree of increase becomes very large. The master curve determined by the time-temperature superposition provides the information to predict the long-term performance under operating conditions such as relative humidity and temperature.

Prediction of Phase Behavior of ε-caprolactam Derivatives and Carbon Dioxide using a Group Contribution Method (그룹 기여 방법을 이용한 ε-caprolactam 유도체와 이산화탄소의 상거동 예측에 관한 연구)

  • Kwon, Soyoung;Bae, Won;Lee, Kyoungwon;Kim, Hwayong
    • Clean Technology
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    • v.11 no.3
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    • pp.117-122
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    • 2005
  • N-vinyl caprolactam (NVCL), a kind of N-vinyl amide monomer, must be dissolved in continuous phase ($scCO_2$) for dispersion polymerization in supercritical carbon dioxide. Phase behavior of $CO_2$+NVCL is very important and necessary for determining initial polymerization condition and for monomer extraction from final polymer. There is the limitation of experimental method for obtaining pure properties of the monomer because of the possibility of polymerization. And N-methyl caprolactam (NMCL) is the useful solvent for the gas treating process. In the viewpoint of molecular thermodynamics, NVCL and NMCL have same functional group i.e. ${\varepsilon}$-caprolactam. In the case of NVCL, hydrogen of amide group is substituted with vinyl group and for NMCL, hydrogen of amide group is substituted with methyl group. We suggested modified group contribution method for this ${\varepsilon}$-caprolactam derivatives. This new group contribution parameter was applied to correlate $CO_2$ + N-vinyl caprolactam or N-methyl caprolactam system.

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The Prediction of Self-life on Functional Beverage (기능성 음료의 유통기간 예측)

  • Lee Gee-Dong;Kim Jung-Ok;Kim Min-Sun;Lee Kang-Pyo
    • Food Science and Preservation
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    • v.13 no.2
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    • pp.154-160
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    • 2006
  • Shelf-life of functional beverage for the purpose of body fat reduction during storage was estimated at different temperatures. To estimate quality change of functional beverage, vacuum gauge, sugar concentration pit acidify, Hunter's color value, browning color intensity, total cell count and sensory evaluation were measured periodically. Vacuum gauge, sugar concentration pH and acidity were little changed and total cell count was not detected. By using the correlation coefficient between sensory evaluation and physicochemical properties, b-value was chosen for quality index of functional beverage. $Q_{10}-values$ for shelf-life were in the range of $2.13{\sim}2.59$. When sensory evaluation was 2.5 at $50^{\circ}C$, storage period was 6.83 weeks. And shelf-life calculated by $Q_{10}-values$ were 73.89, 34.21 and 13.21 weeks in $20^{\circ}C,\;30^{\circ}C\;and\;40^{\circ}C$, respectively.

Evaluation of the Energy Dissipation Capacity of an Unstiffened Extended End-plate Connection (비보강 확장단부판 접합부의 에너지소산능력 평가)

  • Lee, Soo Kueon;Yang, Jae Guen
    • Journal of Korean Society of Steel Construction
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    • v.27 no.2
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    • pp.243-250
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    • 2015
  • An extended end-plate connection displays different behavioral properties and energy dissipation capacity based on the thickness and length of the end-plate comprising the connection in the form of a beam-to-column moment connection, the number and diameter of the high strength bolt, the gauge distance of the high strength bolt, and the size and length of the welds. Such extended end-plate is applied to beam-to-column connections in various geometric forms in the US and European regions. Currently in Korea, however, the extended end-plate beam-to-column connection is not actively applied due to the lack of proper design formulas, the evaluation of the energy dissipation capacity, and the provision of construction guidelines. Accordingly, this study was conducted to provide the basic data for the proposal of a prediction model of energy dissipation capacity by evaluating the energy dissipation capacity of unstiffened extended end-plate connections with relatively thin end plate thicknesses. To achieve this, a three-dimensional nonlinear finite element analysis has been conducted on unstiffened extended end-plate connections, with the thickness of the end plate as the set variable.

Analytical Study on the Prying Action Force and Axial Tensile Stiffness of High-Strength Bolts Used in an Unstiffened Extended End-Plate Connection (비보강 확장단부판 접합부에 체결된 고장력볼트의 지레작용력 및 축방향 인장강성에 대한 해석적 연구)

  • Kim, Hee Dong;Yang, Jae Guen;Lee, Hyung Dong
    • Journal of Korean Society of Steel Construction
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    • v.27 no.2
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    • pp.251-260
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    • 2015
  • The end plate connection is applied to beam-column moment connections in various forms. Such end plate connection displays changes in the behavioral characteristics, strength and stiffness, and energy dissipation capacity based on the thickness and length of the end plate, the number and diameter of the high strength bolt, the gauge distance of the high strength bolt, prying action force of the high strength bolt, and dimensions and length of the welds. Accordingly, this study has apprehended the axial tensile stiffness and prying action force of the high strength bolt connected on the tensile side based on the difference in thickness of the end plate, and was conducted to propose an analysis model for the prediction of such variables that affect the operating properties of the end plate. To achieve this, this study has conducted a three-dimensional non-linear finite-element analysis of the unstiffened expanding end plate connection by selecting only the thickness of the end plate as the variable.

Flexural Strength of Composite HSB Girders in Positive Moment (HSB 강합성거더 정모멘트부의 휨저항강도)

  • Cho, Eun-Young;Shin, Dong-Ku
    • Journal of Korean Society of Steel Construction
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    • v.22 no.4
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    • pp.389-398
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    • 2010
  • The flexural strength of composite HSB I-girders under a positive moment was investigated using the moment-curvature analysis method to evaluate the applicability of the current AASHTO LRFD design specifications to such girders. A total of 2,391 composite I-girder sections that satisfied the section proportion limits of the AASHTO LRFD specifications was generated by the random sampling technique to consider a wide range of section properties. The flexural capacities of the sections were calculated inthe nonlinear moment-curvature analysis in which the HSB600 and HSB800 steels were modeled as an elasto-plastic strain-hardening material, and the concrete, as a CEB-FIP model. The effects of the ductility ratio and the compressive strength of the concrete slab on the flexural strength of the composite girders made of HSB and SM520-TMC steels were analyzed. The numerical results indicated that the current AASHTO LRFD equation can be used to calculate the flexural strength of composite girders made of HSB600 steel. In contrast, the current AASHTO LRFD equation was found to be non-conservative in its prediction of the flexural strength of composite HSB800 girders. Based on the numerical results of this study for 2,391 girders, a new design equation for the flexural strength of composite HSB800 girders in a positive moment was proposed.

Effect of Green Tea Content on Dynamic Modulus of Elasticity of Hybrid Boards Composed of Green Tea and Wood Fibers, and Prediction of Static Bending Strength Performances by Flexural Vibration Test (녹차-목재섬유복합보드의 동적탄성률에 미치는 녹차배합비율의 영향 및 휨 진동법에 의한 정적 휨 강도성능 예측)

  • Park, Han-Min;Lee, Soo-Kyeong;Seok, Ji-Hoon;Choi, Nam-Kyeong;Kwon, Chang-Bea;Heo, Hwang-Sun;Byeon, Hee-Seop;Yang, Jae-Kyung;Kim, Jong-Cheol
    • Journal of the Korean Wood Science and Technology
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    • v.39 no.6
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    • pp.538-547
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    • 2011
  • In this study, eco-friendly hybrid composite boards were manufactured from green tea and wood fibers for application as interior materials with various functionalities of green tea and strong strength properties of wood fibers. In this relation, the effect of green tea content on dynamic MOEs (modulus of elasticity) of these green tea and wood fibers composite boards were investigated. The dynamic MOEs of hybrid composite boards were lower than those of control boards without green tea, and the values decreased with the increase of green tea content. Also, the dynamic MOEs appeared to be somewhat different by resin type used for board manufacture. The hybrid composite boards manufactured from $E_1$ grade urea resin, which has higher molar ratio of formaldehyde to urea than that of $E_0$ grade one, were 1.06~1.54 times higher than that manufactured from $E_0$ grade. And, the differences between hybrid composite boards manufactured from both adhesive increased with the increase of green tea content. On the other hand, high correlations were found between dynamic MOE and static bending strength performances, it was concluded that static bending strength performances could be estimated from the dynamic MOE, except for a few hybrid board types with large variations.