• Title/Summary/Keyword: series model

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Neural Network Modeling supported by Change-Point Detection for the Prediction of the U.S. Treasury Securities

  • Oh, Kyong-Joo;Ingoo Han
    • Proceedings of the Korean Operations and Management Science Society Conference
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    • 2000.10a
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    • pp.37-39
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    • 2000
  • The purpose of this paper is to present a neural network model based on change-point detection for the prediction of the U.S. Treasury Securities. Interest rates have been studied by a number of researchers since they strongly affect other economic and financial parameters. Contrary to other chaotic financial data, the movement of interest rates has a series of change points due to the monetary policy of the U.S. government. The basic concept of this proposed model is to obtain intervals divided by change points, to identify them as change-point groups, and to use them in interest rates forecasting. The proposed model consists of three stages. The first stage is to detect successive change points in the interest rates dataset. The second stage is to forecast the change-point group with the backpropagation neural network (BPN). The final stage is to forecast the output with BPN. This study then examines the predictability of the integrated neural network model for interest rates forecasting using change-point detection.

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The chaotic motion analysis by hardware implementation of Bonhoeffer Van der Pol oscillation model (Bonhoeffer Van der Pol 오실레이터 모델의 하드웨어 구현에 의한 카오스 운동 해석)

  • Bae, Yeong-Cheol;Seo, Sam-Mun;Im, Hwa-Yeong
    • The Transactions of the Korea Information Processing Society
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    • v.3 no.4
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    • pp.877-882
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    • 1996
  • The effects of periodic and chaotic behaviour in the Bonhoeffer-Van der Pol (BVP) oscillation of the nerve membrane driven by a periodic stimulating current A1 coswtare investigated through hardware implementation.For hardware implementation of the BVP model. real element values were escaled with computer simulation results to determine the parameter real value.As the parameter A1 varied in the range 0 to 1.3, the BVP model showed an ordinary and reversed period-doubling cascade and a chaotic state. At the low driving amplitude ofa1 the period-doubling showed and at the high driving amplitude of A1 the chaotic state occured. To analyse the BVP model for chaotic behaviour Phase Plane, Time series are used to verify that properties.

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An Experimental Study on Ship-Bank Hydrodynamic Interaction Forces (선박에 작용하는 측벽영향에 관한 실험적 연구)

  • Lee, Chun-Ki
    • Journal of Navigation and Port Research
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    • v.37 no.3
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    • pp.251-256
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    • 2013
  • This paper is mainly concerned with the ship-bank interaction by model test. The experiments for the characteristics of hydrodynamic interaction forces and moments between vessel and bank with a mound were carried out in the seakeeping and maneuvering basin. A series of tests were carried out with ship model in parallel course along a vertical sidewall with a mound with varying lateral spacing between model ship and sidewall, length of sidewall and water depth. From the experimental results, it indicated that the hydrodynamic interaction effects increase as length of sidewall with a mound increases. Furthermore, for lateral spacing less than about 0.2L between vessel and bank, it can be concluded that the bank effects increase largely as the lateral spacing between vessel and bank decreases. However, for spacing between vessel and bank more than about 0.3L, the interaction effects increase slowly as lateral spacing decreases. Also, for the water depth to draft ratio(h/d) less than about 1.5, the hydrodynamic interaction effects increase dramatically as h/d decreases.

The Near-field Behavior of Effluent discharged from Confined Disposal Facility (제한투기시설에서 배출되는 여수의 근역거동)

  • 정대득;이중우
    • Proceedings of the Korean Institute of Navigation and Port Research Conference
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    • 2000.11a
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    • pp.95-107
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    • 2000
  • The primary purpose of dredging work is to maintain navigational readiness and to increase environmental amenity, so that the dredging project which is composed of excavating, removing, transporting, storing and disposing dredged material must be carefully managed to insure that dredging works are completed in a cost-effective and environmentally safe manner. The most important point in dumping operations is an estimating and reducing the impacts of discharges at the dumping area. One of the most effective method for the reduction of ecological impacts at dumping area is using the schematic process composed of the sophisticated plan, precise work and predicting/reducing the impacts based on the numerical model and field observation. In this study, the numerical model is used to predict the near-field spatial fate and begavior of effluent discharged from Confined Dumping Facility(CDF) located near coastal area. To to this purpose, reappearing of tidal current was preceded. The model is then applied to Mokpo harbor, where capital dredging and maintenance dredging are conducted simultaneously and the CDF is under construction;. In the series of model case study, we found that the near-field behavior of effluent discharged from CDF was governed by the receiving water condition, outfall geometry, characteristics of efflent and CDF operating conditions.

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A New Rigid Rod Model for the Discrete Element Method to Analyze the Dynamic Behavior of Needle-shaped Powder (침상형 입자의 동적 거동 해석을 위한 강체 막대형 이산요소법 모델 개발)

  • An, Seong-Hae;Park, Junyoung
    • Journal of the Korean Society of Manufacturing Process Engineers
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    • v.16 no.2
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    • pp.149-154
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    • 2017
  • Numerous studies of the dynamic behavior of powders have been performed by Discrete Element Method (DEM). The behavior of powders can be analyzed using the DEM assuming that the powder is composed of spherical particles. Moreover, the assumption of spherical particle reduces the computing time significantly. However, the biggest problem with this assumption is the real shape of the particles. Some types of particles, such as calcium carbonate and colloidal copper, are needle shaped. Thus, analysis based on spherical particles can produce errors because of the incorrect assumption. In this research, we developed a new model to simulate needle-shaped particles using the DEM. In the model, a series of particles are connected and regarded as a rod. There is no relative motion among the particles. Thus, the behavior of the rod is rigid motion. To validate the developed model, we carried out the drop-and-bounce test with different initial angles. The results showed negligible error of less than 2%.

Shake-table responses of a low-rise RC building model having irregularities at first story

  • Lee, Han Seon;Jung, Dong Wook;Lee, Kyung Bo;Kim, Hee Cheul;Lee, Kihak
    • Structural Engineering and Mechanics
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    • v.40 no.4
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    • pp.517-539
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    • 2011
  • This paper presents the seismic responses of a 1:5-scale five-story reinforced concrete building model, which represents a residential apartment building that has a high irregularity of weak story, soft story, and torsion simultaneously at the ground story. The model was subjected to a series of uni- and bi-directional earthquake simulation tests. Analysis of the test results leads to the following conclusions: (1) The model survived the table excitations simulating the design earthquake with the PGA of 0.187 g without any significant damages, though it was not designed against earthquakes; (2) The fundamental mode was the torsion mode. The second and third orthogonal translational modes acted independently while the torsion mode showed a strong correlation with the predominant translational mode; (3) After a significant excursion into inelastic behavior, this correlation disappeared and the maximum torsion and torsion deformation remained almost constant regardless of the intensity of the two orthogonal excitations; And, (4) the lateral resistance and stiffness of the critical columns and wall increased or decreased significantly with the large variation of acting axial forces caused by the high bi-directional overturning moments and rocking phenomena under the bi-directional excitations.

A case study of reinforced concrete short column under earthquake using experimental and theoretical investigations

  • Chen, Chen-Yuan;Liu, Kuo-Chiang;Liu, Yuh-Wehn;Huang, Wehn-Jiunn
    • Structural Engineering and Mechanics
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    • v.36 no.2
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    • pp.197-206
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    • 2010
  • The purpose of this paper is to carry out both experimental and theoretical investigations of R.C. short column subjected to horizontal forces under constant compressive loading. Eight specimens with section of 40 cm ${\times}$ 40 cm, height 40 cm and 50 cm and different type hoop were used of the steel cage to detect the seismic behavior of reinforced concrete short columns. Hoop spacing of column, strength of concrete, and the axial load of experiments were the three main parameters in this test. A series of equations were derived to reveal the theory could be used on analysis short column, too. Through test failure model of R.C short column being established, the type of hoop affects the behavior R.C short column in ductility rather than in strength. And the effect of analysis by Truss Model is evident and reliable in shear failure model of short column.

Meso-scale model for calculating the stiffness of filament wound composites considering fiber undulations

  • Shen, Chuangshi;Han, Xiaoping
    • Structural Engineering and Mechanics
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    • v.62 no.3
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    • pp.273-279
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    • 2017
  • A meso-scale model is proposed to study filament-wound composites with fiber undulations and crossovers. First, the crossover and undulation region is classified as the circumferential undulation and the helical undulation. Next, the two undulations are separately regarded as a series of sub-models to describe the meso-structure of undulations by using meso-parameters such as fiber orientation, fiber inclination angle, resin rich area, fiber volume fraction and bundle cross section. With the meso-structure model and the classic laminate theory, a method for calculating the stiffness of filament wound composites is eventually established. The effects of the fiber inclination angle, the fiber and resin volume fraction and the resin rich area on the stiffness are studied. The numerical results show that the elastic moduli for the circumferential undulation region decrease to a great extent as compared with that of the helical undulation region. Moreover, significant decrease in the elastic and shear moduli and increase in the Poisson's ratio are also found for the resin rich area. In addition, thickness and bundle section have evident effect on the equivalent stiffness of the fiber crossover and the undulation region.

Experimental study on vacuum preloading with flocculation for solid-liquid separation in waste slurry

  • Wu, Yajun;Kong, Gangqiang;Lu, Yitian;Sun, De'an
    • Geomechanics and Engineering
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    • v.13 no.2
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    • pp.319-331
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    • 2017
  • This vacuum preloading combined with polyacrylamide (PAM) flocculation was proposed to separating solid-liquid in waste slurry and to improving bearing capacity of soft soil ground. By using waste slurry taken from drilled shaft construction site in Shanghai, China, a series of settling column tests with four typical flocculants and one normal for waste slurry were carried out for comparative analysis. The optimal amounts for each flocculant were obtained from the column tests. Then, model tests on vacuum preloading with anionic polyacrylamide (APAM) flocculation and without flocculants were carried out. The out of water and the settlement of slurry surface ground were monitored during the model tests, and the changes in water content, particle-size and pore-size distributions in different positions after the model tests were measured and discussed. It is found that water content of the waste slurry without APAM flocculation changed from 204 to 195% by 24 hours standing and 15 hours vacuum preloading, while the water content of the waste slurry with APAM flocculation was declined from 163 to 96% by 24 hours standing, and was further reduced into 37% by 136 hours vacuum preloading, which shows that the combined method is feasible and effective.

Numerical Analysis of A Compressor Type of Dehumidifier : (II) Heat Transfer (압축식 제습기에 대한 수치해석 연구 : (II) 열전달)

  • Duong, Xuan Quang;Nguyen, Huy Hai;Kim, Kyu-Mok;Chung, Jae Dong
    • Korean Journal of Air-Conditioning and Refrigeration Engineering
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    • v.30 no.2
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    • pp.92-99
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    • 2018
  • A numerical analysis of a compressor dehumidifier has been conducted focusing on the air side heat transfer, which is a part of a series research on the dehumidifier. The moving reference frame was applied to the fan modeling, and the porous model was used for the evaporator and condenser modeling. Curve fitting obtained the inertial and viscous resistances parameters to the results of the physical model of the unit cell with actual shape of a fin tube. The porous model was validated within a reasonable computation time for the range of practical inlet velocity of a dehumidifier. A parametric study has been conducted for fin number, fan speed (i.e., air flow rate), and evaporator/condenser tube arrangement. ANOVA analysis showed the dependency of each parameter on the velocity and temperature uniformity, which are desirable for high performance of the dehumidifier.