• 한국기계연구소 소보
• /
• s.10
• /
• pp.35-48
• /
• 1983

When the hydrodynamic coefficients of the ship maneuvering equation are estimated by captive model test, it is difficult to take account of the scale effect between model and full scale ship. This scale effect problem can be overcome by processing the sea trial data with system identification. Extended Kalman filter is used as a system identification technique for the modification of the simulation equation as well as the estimation of hydrodynamic coefficients. The phenomena of simultaneous drifting of linear coefficients occur. It is confirmed that two coefficients in each pair-($Y_v$', $Y_r$' -m' u'), ($N_v$', $N_r$' )-are simultaneously drifting and all 4 coefficients are simultaneously drifting together. Particularly simultaneous drifting of 2 coefficients in each pair is more significant. It is also shown that the simultaneous drifting of 4 coefficients can be reduced by choosing the input data which have the random v'/r' curve and 4 coefficients are estimated within 2-4% error, which may be noise level. So, it is recommended to operate the rudder randomly in sea trial or model test for the application of system identification technique.

• Wind and Structures
• /
• v.19 no.1
• /
• pp.35-58
• /
• 2014

A numerical simultaneous solution involving a linear elastic model was applied to study the fluid-structure interaction (FSI) of membrane structures under wind actions, i.e., formulating the fluid-structure system with a single equation system and solving it simultaneously. The linear elastic model was applied to managing the data transfer at the fluid and structure interface. The monolithic equation of the FSI system was formulated by means of variational forms of equations for the fluid, structure and linear elastic model, and was solved by the Newton-Raphson method. Computation procedures of the proposed simultaneous solution are presented. It was applied to computation of flow around an elastic cylinder and a typical FSI problem to verify the validity and accuracy of the method. Then fluid-structure interaction analyses of a saddle membrane structure under wind actions for three typical cases were performed with the method. Wind pressure, wind-induced responses, displacement power spectra, aerodynamic damping and added mass of the membrane structure were computed and analyzed.

• Environmental and Resource Economics Review
• /
• v.12 no.4
• /
• pp.559-577
• /
• 2003

This paper analyzes household bottled water and water purifier expenditures, taking into account three important characteristics: expenditures may be censored at zero, may be interdependent across expenditure type, and may be endogenously and jointly determined. Censoring, interdependence, and endogeneity of the two expenditures are examined through simultaneous equation bivariate Tobit model. Expenditure function parameters are estimated using a 1997 household survey data collected in Seoul. The study detected interdependence between the two expenditures in the data. Moreover, the coefficient of one expenditure variable is statistically significant in the other expenditure equation. Thus, the overall results show that the simultaneous equation bivariate Tobit model employed here is appropriate for this analysis of the two expenditures. Finally estimated income and household size elasticities of the expenditures are presented.

• Communications for Statistical Applications and Methods
• /
• v.16 no.1
• /
• pp.115-125
• /
• 2009

Simultaneous equation models, which are widely used in business and economic areas, generally consist of endogenous variables determined within models and exogenous variables externally determined and in the simultaneous equations model framework there are rank and order conditions for the model identification and the existence of unique solutions. By contrast, their estimating results have less efficiencies and furthermore do not exist, since the most estimating procedures are performed under the assumptions for rank and order conditions. We propose the new statistical test for sufficiency of the rank condition under the order condition, and show the asymptotic properties for the test. The Monte Carlo simulation studies are achieved in order to evaluate its power and to suggest the baseline for satisfying the rank conditions.

• Wind and Structures
• /
• v.22 no.3
• /
• pp.349-368
• /
• 2016

A preconditioning technique is presented for a simultaneous solution to wind-membrane interaction. In the simultaneous equations, a linear elastic model was employed to deal with the fluid-structure data transfer at the interface. A Lagrange multiplier was introduced to impose the specified boundary conditions at the interface and strongly coupled simultaneous equations are derived after space and time discretization. An initial linear elastic model preconditioner and modified one were derived by treating the linearized elastic model equation as a saddle point problem, respectively. Accordingly, initial and modified fluid-structure interaction (FSI) preconditioner for the simultaneous equations were derived based on the initial and modified linear elastic model preconditioners, respectively. Wind-membrane interaction analysis by the proposed preconditioners, for two and three dimensional membranous structures respectively, was performed. Comparison was made between the performance of initial and modified preconditioners by comparing parameters such as iteration numbers, relative residuals and convergence in FSI computation. The results show that the proposed preconditioning technique greatly improves calculation accuracy and efficiency. The priority of the modified FSI preconditioner is verified. The proposed preconditioning technique provides an efficient solution procedure and paves the way for practical application of simultaneous solution for wind-structure interaction computation.

• Health Policy and Management
• /
• v.14 no.1
• /
• pp.89-120
• /
• 2004

The purpose of this empirical study is to test hypotheses in order to identify the cost drivers that drive indirect costs in general hospitals in Korea. In various cases' studies, it has been suggested that overhead costs are driven by volume and complexity variables, how they are structurally related and how the cost impacts of these variables can be A unique feature of the research is the treatment of complexity as an endogenous variable. It is hypothesized that level of hospital complexity in terms of the number of services provided(i.e., “breath" complexity) and the intensity of individual estimated in practice. overhead services(ie., “depth" complexity) are simultaneous determined with the level of costs needed to support the complexity. Data used in this study were obtained from the Database of Korean Health Industry Development Institute, Health Insurance Review Agency and analyzed using simultaneous equation model, path model. The results found those volume and complexity variables are all statistically signi-ficance drivers of general hospital overhead costs. This study has documented that the level of service complexity is a significant determinant of hospital overhead costs, caution should be exercised in interpreting this as supportive of the cost accounting procedures associated with ABC. with ABC.

• Journal of the Korea Academia-Industrial cooperation Society
• /
• v.15 no.11
• /
• pp.6565-6575
• /
• 2014

Hamilton's Markov-switching model [5] was extended to the simultaneous equations model. A framework for an instrumental variable interpretation of full information maximum likelihood (FIML) by Hausman [4] can be used to deal with the problem of simultaneous equations based on the Hamilton filter [5]. A comparison of the proposed FIML Markov-switching model with the LIML Markov-switching models [1,2,3] revealed the LIML Markov-switching models to be a special case of the proposed FIML Markov-switching model, where all but the first equation were just identified. Moreover, the proposed Markov-switching model is a general form in simultaneous equations and covers a broad class of models that could not be handled previously. Excess sensitivity of marginal propensity to consume with big shocks, such as housing bubble bursts in 2008, can be determined by applying the proposed model to Campbell and Mankiw's consumption function [6], and allowing for the possibility of structural breaks in the sensitivity of consumption growth to income growth.

• Bulletin of the Society of Naval Architects of Korea
• /
• v.21 no.4
• /
• pp.10-20
• /
• 1984

When the hydrodynamic coefficients of the ship maneuvering equation are estimated by captive model test, it is difficult to take account of the scale effect between model and full scale ship. This scale effect problem can be overcome by processing the sea trial data with system identification. Extended Kalman filter is used as a system identification technique for the modification of the simulation equation as well as the estimation of hydrodynamic coefficients The phenomena of simultaneous drifting of linear coefficients occur. It is confirmed that two coefficients in each pair-$(Y_v',\;Y_r'-m'u'),\;(N_v',\;N_r')$-are simultaneously drifting and all 4 coefficients are drifting together. Particularly simultaneous drifting and 2 coefficients in each pair is more significant. It is also shown that the simultaneous drifting of 4 coefficients can be reduced by choosing the input data which have the random v'/r' curve and 4 coefficients are estimated within $2{\sim}4%$ error, which may be noise level. So, it is recommended to operate the rudder randomly in sea trial or model test for the application of system identification technique.

• Journal of Distribution Research
• /
• v.11 no.3
• /
• pp.103-125
• /
• 2006

Recently, in-home shopping channel has become a popular shopping channel. This study develops and tests a model of the share and variety of in-home shopping channel. We explore the effects of demographic characteristics and shopping behavior characteristics to the share and variety of in-home shopping channel. As a research methodology, we choose the simultaneous equation model with selectivity to consider both sample selection and effects between dependent variables. The result of study can be summarized as follows. First, there are no effects between the share and variety of in-home shopping channel. Second, the share of in-home shopping channel decreases when consumers visit department store more than discount store. Third, the demographic characteristics and the shopping behavior characteristics don't affect the variety of in-home shopping channel. Some managerial implications for manufacturers and distributors are discussed.

• The Korean Journal of Applied Statistics
• /
• v.11 no.1
• /
• pp.65-81
• /
• 1998

Simultaneous equation models, increasingly used in many detailed analyses, tend to get larger and more sophisticated to describe the structure of the study area to be close to the actual situations. In setting up such a system of equations, statistical results and simulation performance of the model as a whole may be meaningless and unrepresentative of the real world due to a structural instability that is built into the model when the equations are combined and solved simultaneously. Even though the use and subsequent analysis of an unstable system are likely to mislead us, most of the studies that take the simultaneous equation approaches neglect such a serious problem. Thus it is necessary to illustrate how to check the stability problem and apply to the actual model, then investigate how such as analysis is able to provide useful information about the structural characteristics of the model from the dynamic viewpoint.