• Title/Summary/Keyword: series model

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Experimental Study of VIV Characteristics of Free Hanging PVC Pipe under Forced Oscillation Conditions (강제가진조건에서 자유롭게 매달린 PVC 파이프의 와류유기진동 특성에 관한 시험 연구)

  • Kwon, Yong-Ju;Jung, DongHo;Park, Byeong-Won;Jung, Jae-Hwan;Oh, Seunghoon
    • Journal of Ocean Engineering and Technology
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    • v.32 no.5
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    • pp.341-350
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    • 2018
  • A series of model tests was carried out to investigate the vortex-induced vibration (VIV) characteristics of a free hanging PVC pipe under forced oscillation conditions. The prescribed displacement with a period and amplitude was forced at the top of the riser. The motion of the riser along its length was measured with underwater cameras in three dimensions. The top-excited responses in the inline direction and vortex-induced vibration in the cross-flow direction were examined in the time and frequency domains. Multi-peak frequencies in the VIV were demonstrated to be strongly dependent upon the Keulegan-Carpenter number, corresponding with the results of Blevin. It was found that the Reynolds numbers (excitation period) was a critical parameter for the dominant VIV characteristics, even under the condition of using the same Keulegan-Carpenter number, under the top-excited condition. In the resonance at the nth natural frequency by the forced-motion induced VIV frequency, the riser responded with a large amplitude and forced frequency, dominantly in the VIV CF direction.

A numerical study on portfolio VaR forecasting based on conditional copula (조건부 코퓰라를 이용한 포트폴리오 위험 예측에 대한 실증 분석)

  • Kim, Eun-Young;Lee, Tae-Wook
    • Journal of the Korean Data and Information Science Society
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    • v.22 no.6
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    • pp.1065-1074
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    • 2011
  • During several decades, many researchers in the field of finance have studied Value at Risk (VaR) to measure the market risk. VaR indicates the worst loss over a target horizon such that there is a low, pre-specified probability that the actual loss will be larger (Jorion, 2006, p.106). In this paper, we compare conditional copula method with two conventional VaR forecasting methods based on simple moving average and exponentially weighted moving average for measuring the risk of the portfolio, consisting of two domestic stock indices. Through real data analysis, we conclude that the conditional copula method can improve the accuracy of portfolio VaR forecasting in the presence of high kurtosis and strong correlation in the data.

Wind-induced self-excited vibrations of a twin-deck bridge and the effects of gap-width

  • Qin, X.R.;Kwok, K.C.S.;Fok, C.H.;Hitchcock, P.A.;Xu, Y.L.
    • Wind and Structures
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    • v.10 no.5
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    • pp.463-479
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    • 2007
  • A series of wind tunnel sectional model dynamic tests of a twin-deck bridge were conducted at the CLP Power Wind/Wave Tunnel Facility (WWTF) of The Hong Kong University of Science and Technology (HKUST) to investigate the effects of gap-width on the self-excited vibrations and the dynamic and aerodynamic characteristics of the bridge. Five 2.9 m long models with different gap-widths were fabricated and suspended in the wind tunnel to simulate a two-degrees-of-freedom (2DOF) bridge dynamic system, free to vibrate in both vertical and torsional directions. The mass, vertical frequency, and the torsional-to-vertical frequency ratio of the 2DOF systems were fixed to emphasize the effects of gap-width. A free-vibration test methodology was employed and the Eigensystem Realization Algorithm (ERA) was utilized to extract the eight flutter derivatives and the modal parameters from the coupled free-decay responses. The results of the zero gap-width configuration were in reasonable agreement with the theoretical values for an ideal thin flat plate in smooth flow and the published results of models with similar cross-sections, thus validating the experimental and analytical techniques utilized in this study. The methodology was further verified by the comparison between the measured and predicted free-decay responses. A comparison of results for different gap-widths revealed that variations of the gap-width mainly affect the torsional damping property, and that the configurations with greater gap-widths show a higher torsional damping ratio and hence stronger aerodynamic stability of the bridge.

Comparative studies for the performance of a natural gas steam reforming in a membrane reactor (분리막 반응기를 이용한 천연가스 개질반응의 성능에 관한 비교 분석)

  • Lee, Boreum;Lim, Hankwon
    • Journal of the Korean Institute of Gas
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    • v.20 no.6
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    • pp.95-101
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    • 2016
  • For a natural gas steam reforming, comparative studies of the performance in a conventional packed-bed reactor and a membrane reactor, a new conceptual reactor consisting of a reactor with series of hydrogen separation membranes, have been performed. Based on experimental kinetics reported by Xu and Froment, a process simulation model was developed with Aspen $HYSYS^{(R)}$, a commercial process simulator, and effects of various operating conditions like temperature, $H_2$ permeance, and Ar sweep gas flow rate on the performance in a membrane reactor were investigated in terms of reactant conversion and $H_2$ yield enhancement showing improved $H_2$ yield and methane conversion in a membrane reactor. In addition, a preliminary cost estimation focusing on natural gas consumption to supply heat required for the system was carried out and feasibility of possible cost savings in a membrane reactor was assessed with a cost saving of 10.94% in a membrane reactor.

Identification of DEA Determinant Input-Output Variables : an Illustration for Evaluating the Efficiency of Government-Sponsored R&D Projects (DEA 효율성을 결정하는 입력-출력변수 식별 : 정부지원 R&D 과제 효율성 평가를 위한 실례)

  • Park, Sungmin
    • Journal of Korean Institute of Industrial Engineers
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    • v.40 no.1
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    • pp.84-99
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    • 2014
  • In this study, determinant input-output variables are identified for calculating Data Envelopment Analysis (DEA) efficiency scores relating to evaluating the efficiency of government-sponsored research and development (R&D) projects. In particular, this study proposes a systematic framework of design and analysis of experiments, called "all possible DEAs", for pinpointing DEA determinant input-output variables. In addition to correlation analyses, two modified measures of time series analysis are developed in order to check the similarities between a DEA complete data structure (CDS) versus the rest of incomplete data structures (IDSs). In this empirical analysis, a few DEA determinant input-output variables are found to be associated with a typical public R&D performance evaluation logic model, especially oriented to a mid- and long-term performance perspective. Among four variables, only two determinants are identified : "R&D manpower" ($x_2$) and "Sales revenue" ($y_1$). However, it should be pointed out that the input variable "R&D funds" ($x_1$) is insignificant for calculating DEA efficiency score even if it is a critical input for measuring efficiency of a government-sonsored R&D project from a practical point of view a priori. In this context, if practitioners' top priority is to see the efficiency between "R&D funds" ($x_1$) and "Sales revenue" ($y_1$), the DEA efficiency score cannot properly meet their expectations. Therefore, meticulous attention is required when using the DEA application for public R&D performance evaluation, considering that discrepancies can occur between practitioners' expectations and DEA efficiency scores.

The State Estimation by Unknown Disturbance Observer of Underwater Vehicle System for Robust Control (강인한 제어를 위한 수중이동시스템의 상태추정에 대한 연구)

  • Lee, Jin-Woo;Kim, Hwan-Seong;An, Young-Joo
    • Journal of the Korean Society of Safety
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    • v.18 no.4
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    • pp.169-175
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    • 2003
  • In this paper, and estimation method for estimating the states of underwater vehicle systems with external unknown disturbance is proposed. First, the dynamics of underwater vehicle are induced by Taylor series expansion in the vertical plane and horizontal plane, respectively. For constructing the system model, the external efforts, i.e., the sea surface disturbances, the current, wave and etc., are regarded as external unknown disturbances. Thus the disturbance is added as external input into state-space form of underwater vehicle system. To estimate the state of systems with unknown disturbance, a disturbance observer which does not effected the external unknown input is proposed, and the existence condition for the observer is given. Finally, the effectiveness of the proposed disturbance observer for robust control of underwater vehicle systems is verified by using numerical simulation.

Feature Analysis of Multi-Channel Time Series EEG Based on Incremental Model (점진적 모델에 기반한 다채널 시계열 데이터 EEG의 특징 분석)

  • Kim, Sun-Hee;Yang, Hyung-Jeong;Ng, Kam Swee;Jeong, Jong-Mun
    • The KIPS Transactions:PartB
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    • v.16B no.1
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    • pp.63-70
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    • 2009
  • BCI technology is to control communication systems or machines by brain signal among biological signals followed by signal processing. For the implementation of BCI systems, it is required that the characteristics of brain signal are learned and analyzed in real-time and the learned characteristics are applied. In this paper, we detect feature vector of EEG signal on left and right hand movements based on incremental approach and dimension reduction using the detected feature vector. In addition, we show that the reduced dimension can improve the classification performance by removing unnecessary features. The processed data including sufficient features of input data can reduce the time of processing and boost performance of classification by removing unwanted features. Our experiments using K-NN classifier show the proposed approach 5% outperforms the PCA based dimension reduction.

Forecasting Technique of Line Utilization based on SNMP MIB-II Using Time Series Analysis (시계열 분석을 이용한 SNMP MIB-II 기반의 회선 이용률 예측 기법)

  • Hong, Won-Taek;An, Seong-Jin;Jeong, Jin-Uk
    • The Transactions of the Korea Information Processing Society
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    • v.6 no.9
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    • pp.2470-2478
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    • 1999
  • In this paper, algorithm is proposed to forecast line utilization using SNMP MIB-II. We calculate line utilization using SNMP MIB-II on TCP/IP based Internet and suggest a method for forecasting a line utilization on the basis of past line utilization. We use a MA model taking difference transform among ARIMA methods. A system for orecasting is proposed. To show availability of this algorithm, some results are shown and analyzed about routers on real environments. We get a future line utilization using this algorithm and compare it ot real data. Correct results are obtained in case of being few data deviating from mean value. This algorithm for forecasting line utilization can give effect to line c-apacity plan for a manager by forecasting the future status of TCP/IP network. This will also help a network management of decision making of performance upgrade.

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Evaluation Using Dynamic Characteristic of Steel Structures under Periodical Impact Loads (주기적 충격하중을 받는 강 구조물의 구조건전성 평가)

  • Kim, Kang Seok;Nah, Hwan Seon;Lee, Hyeon Ju;Lee, Kang Min;Yoo, Kyung Seok
    • Journal of the Korea institute for structural maintenance and inspection
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    • v.15 no.1
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    • pp.120-128
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    • 2011
  • Recently, safety diagnosis of the existing structures has been emerged as important issue. In particular, systematical and precise safety diagnostics for steel structures for power substation, have been required. Steel structures for power substation are under the periodical impact loads from operations of gas insulated switchgear. These loading condition accelerates damage and aging of structure. The objective of this research is to evaluate damage of structure under periodical impact loads. To evaluate the integrity of structures as organizing mathematical models including the dynamic characteristics of structures, Frequency Domain Decomposition method was choiced and an algorism was proposed. For verifying this methods and algorism, a mathematical model is composed of the development of a variety of reverse analysis and a signal processing technology reflecting physical damage of structures. A series of analysis and test results indicatge that proposed method has a confidence for applying a filed test. Therefore, it is expected to be able to take advantage of system identification to detect damage for the maintenance and management of steel structures under periodical impact loads such as power substation.

Improving the Standoff Compensation in a Density Log (밀도검층 이격보정에 있어서의 기법 개선에 관한 연구)

  • Kim, Jongman;Park, Sung Geun;Jung, Dabin;Kim, Yeonghwa
    • The Journal of Engineering Geology
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    • v.25 no.4
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    • pp.525-532
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    • 2015
  • After comparing the effectiveness of standoff compensation between current techniques using data obtained from a series of borehole model experiments for standoff compensation in 2007, 2008, and 2009, a follow-up study was conducted to find a more effective standoff compensation algorithm, Comparing the results of the application of the conventional spine and ribs technique, and the spine and ribs technique in terms of apparent density shows that the standoff compensation error obtained from the latter method is more than twice that obtained from the former. The larger size of the compensation error from the spine and ribs plot using the radioactive decay equation indicates that there are no benefits in using this equation in standoff compensation. Based on these results, we propose a reverse transform spine and ribs technique by essentially combining the conventional spine and ribs technique and the spine and ribs technique in terms of apparent density.