• Title/Summary/Keyword: series model

Search Result 5,386, Processing Time 0.029 seconds

Two-dimensional numerical investigation of the effects of multiple sequential earthquake excitations on ancient multi-drum columns

  • Papaloizou, Loizos;Polycarpou, Panayiotis;Komodromos, Petros;Hatzigeorgiou, George D.;Beskos, Dimitri E.
    • Earthquakes and Structures
    • /
    • v.10 no.3
    • /
    • pp.495-521
    • /
    • 2016
  • Ancient monuments of Greek and Roman classical architecture usually consist of multi-drum columns that are constructed of stone blocks placed on top of each other. Several research studies deal with the seismic behaviour of such structures, since earthquakes are common causes of destruction of such monuments. This paper investigates the effect of multiple earthquakes on the seismic performance of multi-drum columns, through numerical simulations and parametric analyses. The Discrete Element Method and an appropriate contact model have been implemented in a specially developed software application that is able to efficiently perform the necessary simulations in two dimensions. Specifically, various strong ground excitations are used in series for the computation of the collective final deformation of multi-drum columns. In order to calculate this cumulative deformation for a series of ground motions, the individual deformation of the column for each excitation is computed and then used as initial conditions for the next earthquake excitation. Various multi-drum columns with different dimensions are also considered in the analyses in order to examine how the geometric characteristics of columns can affect their seismic sequence behaviour, in combination with the excitation frequency content.

Applicability Study of the Carson Model for the calculation of the series inductance of the power feeding lines in AC traction system (AC 전기철도 급전선 선로정수 산정시 Carson 모델 적용 검토)

  • Chung, Sang-Gi;Kwon, Sam-Young;Chang, Sang-Hoon;Chang, Dong-Uk
    • Proceedings of the KSR Conference
    • /
    • 2008.11b
    • /
    • pp.169-178
    • /
    • 2008
  • In this paper, it is shown that Carson's equation can still be applied for the calculation of the series reactance of transmission lines with no ground return current as well as the one with ground return. It is proved in the following method. First two voltage drop equations for three-phase three wire transmission line are derived, one without considering ground return and the other using Carson's equation. The impedance matrix of the two equations are different from each other. But if we put the condition of zero ground current, $I_a+I_b+I_c=0$, those two equations becomes the identical equations. Therefore even a transmission line is not grounded, its line parameters can still be obtained using the Carson's equation. It has been confused whether or not Carson's equation can be used for an ungrounded system. It is because where ever Carson's equation is shown in the book, it also says that the system has ground return current paths as a premise. It is also verified with EMTP studies on the test circuit.

  • PDF

Superconductivity for HTS GdBCO CC with heat treatment

  • You, Jong Su;Yang, Jeong Hun;Song, Kyu Jeong
    • Progress in Superconductivity and Cryogenics
    • /
    • v.23 no.1
    • /
    • pp.12-16
    • /
    • 2021
  • The magnetic properties of heat treated O-series high temperature superconducting (HTS) GdBCO coated conductor (CC) tapes which were formed of Ag/GdBCO/Buffer-layers/Stainless Steel (SS), were investigated by employing a Quantum Design PPMS-14. Using a modified Bean model, the critical current density Jc values have been estimated from the 𝚫mirr(H) data, which are obtained by measuring the magnetic moment m(H) loops. For a range of intermediate fields, which are interacting or collective flux pinning area, the magnetic flux behaviors were investigated from the relationship Jc ∝ H. In addition, the changes of irreversibility magnetic field Hirr line of heat-treated O-series HTS GdBCO CC tapes were analyzed, according as the annealing temperature under oxygen flowing increases. Both weak and strong break-downs were found by examining the changes of irreversibility magnetic field Hirr lines.

Time series analysis of the electricity demand in a residential building in South Korea (주거용 건물의 전력 사용량에 대한 시계열 분석 및 예측)

  • Park, Kyeongmi;Kim, Jaehee
    • The Korean Journal of Applied Statistics
    • /
    • v.32 no.3
    • /
    • pp.405-421
    • /
    • 2019
  • Predicting how much energy to use is an important issue in society. However, it is more difficult to capture the usage characteristics of residential buildings than other buildings. This paper provides time series analysis methods for electricity consumption in a residential building. Temperature is closely related to electricity demand. An error correction model, which is a method of adjusting the error with time, is applied when a cointegration relation is established between variables. Therefore, we analyze data via ECMs with consideration of the temperature effect.

The Impact of Monetary Policy on Household Debt in China

  • CANAKCI, Mehmet
    • The Journal of Asian Finance, Economics and Business
    • /
    • v.8 no.4
    • /
    • pp.653-663
    • /
    • 2021
  • There has been a massive increase in household debt in China, especially in the last five of years. Learning from past experiences, the country needs careful forecasting that may help to form new policies or make amendments to the existing ones. This research paper aims to highlight the impact of the monetary policy on household debt in China. The study covers the time period from 1996 to 2020 The study employs a cointegration test, Autoregressive Distributed Lag Bound Test (ARDL) approach, a Augmented Dicky Fuller (ADF) and PP test (PMG) and time series data. The findings suggest on a quantitative analysis using a time-series model in which gdp per capita and interest rate has a positive impact on household debt whereas, cpi doesn't have significant impact. In a short-term variables relationship, household debt responds more to an increase in income than in the long-term. Also, the impact of interest rate changes on household debt is lower than income in the short run.The research suggests that there should be some restrictions on household debt and consumer financing provided to citizens and for this, appropriate leverage measures should be taken in order for the central bank to sustain robust macroeconomic conditions.

Envisaging Macroeconomics Antecedent Effect on Stock Market Return in India

  • Sivarethinamohan, R;ASAAD, Zeravan Abdulmuhsen;MARANE, Bayar Mohamed Rasheed;Sujatha, S
    • The Journal of Asian Finance, Economics and Business
    • /
    • v.8 no.8
    • /
    • pp.311-324
    • /
    • 2021
  • Investors have increasingly become interested in macroeconomic antecedents in order to better understand the investment environment and estimate the scope of profitable investment in equity markets. This study endeavors to examine the interdependency between the macroeconomic antecedents (international oil price (COP), Domestic gold price (GP), Rupee-dollar exchange rates (ER), Real interest rates (RIR), consumer price indices (CPI)), and the BSE Sensex and Nifty 50 index return. The data is converted into a natural logarithm for keeping it normal as well as for reducing the problem of heteroscedasticity. Monthly time series data from January 1992 to July 2019 is extracted from the Reserve Bank of India database with the application of financial Econometrics. Breusch-Godfrey serial correlation LM test for removal of autocorrelation, Breusch-Pagan-Godfrey test for removal of heteroscedasticity, Cointegration test and VECM test for testing cointegration between macroeconomic factors and market returns,] are employed to fit regression model. The Indian market returns are stable and positive but show intense volatility. When the series is stationary after the first difference, heteroskedasticity and serial correlation are not present. Different forecast accuracy measures point out macroeconomics can forecast future market returns of the Indian stock market. The step-by-step econometric tests show the long-run affiliation among macroeconomic antecedents.

Multiple-threshold asymmetric volatility models for financial time series (비대칭 금융 시계열을 위한 다중 임계점 변동성 모형)

  • Lee, Hyo Ryoung;Hwang, Sun Young
    • The Korean Journal of Applied Statistics
    • /
    • v.35 no.3
    • /
    • pp.347-356
    • /
    • 2022
  • This article is concerned with asymmetric volatility models for financial time series. A generalization of standard single-threshold volatility model is discussed via multiple-threshold in which we specialize to twothreshold case for ease of presentation. An empirical illustration is made by analyzing S&P500 data from NYSE (New York Stock Exchange). For comparison measures between competing models, parametric bootstrap method is used to generate forecast distributions from which summary statistics of CP (Coverage Probability) and PE (Prediction Error) are obtained. It is demonstrated that our suggestion is useful in the field of asymmetric volatility analysis.

The Effectiveness of Monetary Policy in Fostering Investment in Jordan during the Period 1992-2020

  • ALNABULSI, Zaynab Hassan;ALRAWASHDEH, Salah Turki;LUTFI, Khalid Munther;SALAMEH, Rafat Salameh
    • The Journal of Asian Finance, Economics and Business
    • /
    • v.9 no.9
    • /
    • pp.39-47
    • /
    • 2022
  • This study explored the effectiveness of the measures taken by the Jordanian Central Bank embedded in its monetary policy in encouraging banks to support investment. It aimed to explore the impact of this monetary policy on supporting credit-related decisions and the monetary policies that aim to support investment in Jordan. The targeted tools of the monetary policy are: (Overnight Deposit Window Rate, money supply, and exports). The researchers carried out an analysis to measure the effectiveness of the monetary policy in fostering investment in Jordan during the period 1992-2020. They carried out the time series analysis. They explored the stationarity of the time series. They used the ARDL model. It was found that the Overnight Deposit Window Rate has a negative significant effect on the gross fixed capital formation. It was found that the money supply has a positive insignificant effect on gross fixed capital formation. The researcher recommends using Overnight Deposit Window Rate in a manner that is consistent with the intended investment-related goals.

Numerical Investigation of Countermeasure Effects on Overland Flow Hydrodynamic and Force Mitigation in Coastal Communities

  • Hai Van Dang;Sungwon Shin;Eunju Lee;Hyoungsu Park;Jun-Nyeong Park
    • Journal of Ocean Engineering and Technology
    • /
    • v.36 no.6
    • /
    • pp.364-379
    • /
    • 2022
  • Coastal communities have been vulnerable to extreme coastal flooding induced by hurricanes and tsunamis. Many studies solely focused on the overland flow hydrodynamic and loading mechanisms on individual inland structures or buildings. Only a few studies have investigated the effects of flooding mitigation measures to protect the coastal communities represented through a complex series of building arrays. This study numerically examined the performance of flood-mitigation measures from tsunami-like wave-induced overland flows. A computational fluid dynamic model was utilized to investigate the performance of mitigation structures such as submerged breakwaters and seawalls in reducing resultant forces on a series of building arrays. This study considered the effects of incident wave heights and four geometrically structural factors: the freeboard, crest width of submerged breakwaters, and the height and location of seawalls. The results showed that prevention structures reduced inundation flow depths, velocities, and maximum forces in the inland environment. The results also indicated that increasing the seawall height or reducing the freeboard of a submerged breakwater significantly reduces the maximum horizontal forces, especially in the first row of buildings. However, installing a low-lying seawall closer to the building rows amplifies the maximum forces compared to the original seawall at the shoreline.

Determinants of the Demand for Credit Facilities: Evidence from the Banking Sector in Jordan for the Period 2012-2021

  • ALRAWASHDEH, Salah Turki;ABKAL, Ahmad Mahmoud;ZYADAT, Ali Abdelh Fattah
    • The Journal of Asian Finance, Economics and Business
    • /
    • v.10 no.1
    • /
    • pp.181-187
    • /
    • 2023
  • The study aimed to study the effect of the inflation rate, the real domestic product, the interbank lending interest rate, and the total deposits on credit facilities in Jordan for 2012-2021 through quarterly data. The study adopted the ARDL model. The study used the time series analysis method, as the study tests the stationarity of the time series. The results showed that the impact of inflation on the total credit facilities was negative. In contrast, the impact of each of the total deposits, real GDP, and the interest rate of interbank loans on the total credit facilities was positive and significant. The study recommended the need for the banking sector in Jordan to develop risk management mechanisms in a way that allows it to adapt to economic cycles and crises by conducting stress tests and developing scenarios that ensure the formation of sufficient provisions to meet emergencies. The study also recommended that the macroeconomic policy should be based on creating a stable macroeconomic environment that allows the efficient employment of resources in all economic sectors in a way that achieves high economic growth rates, which contributes to the promotion of economic recovery and is reflected in income. Hence, individuals have a greater ability to repay loans.