• Journal of the Earthquake Engineering Society of Korea
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• v.24 no.1
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• pp.9-17
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• 2020

The stochastic point-source model has been widely used in generating artificial ground motions, which can be used to develop a ground motion prediction equation and to evaluate the seismic risk of structures. This model mainly consists of three different functions representing source, path, and site effects. The path effect is used to emulate decay in ground motion in accordance with distance from the source. In the stochastic point-source model, the path attenuation effect is taken into account by using the geometrical attenuation effect and the inelastic attenuation effect. The aim of this study is to develop accurate equations of ground motion attenuation in the Korean peninsula. In this study, attenuation was estimated and validated by using a stochastic point source model and observed ground motion recordings for the Korean peninsula.

• Journal of the Korean Operations Research and Management Science Society
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• v.34 no.4
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• pp.91-112
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• 2009

The bullwhip effect means the phenomenon of increasing demand variation as moving UP to the upstream in the supply chain. Therefore, it is recognized that the bullwhip effect is problematic for effective supply chain operations. In this paper, we exactly quantifies the bullwhip effect for the case of stochastic lead time and seasonal demand in two-echelon supply chain where retailer employs a base-stock policy considering SARMA demand processes and stochastic lead time. We also investigate the behavior of the proposed measurement for the bullwhip effect with autoregressive and moving average coefficient, stochastic lead time, and seasonal factor.

• Communications for Statistical Applications and Methods
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• v.29 no.3
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• pp.353-371
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• 2022

This paper analyzes death counts after World War II of several countries to identify and to compare their stochastic structures. The stochastic structures that this paper entertains are three structural time series models, a local level with a random walk model, a fixed local linear trend model and a local linear trend model. The structural time series models assume that a time series can be formulated directly with the unobserved components such as trend, slope, seasonal, cycle and daily effect. Random effect of each unobserved component is characterized by its own stochastic structure and a distribution of its irregular component. The structural time series models use the Kalman filter to estimate unknown parameters of a stochastic model, to predict future data, and to do filtering data. This paper identifies the best-fitted stochastic model for three types of death counts (Female, Male and Total) of each country. Two diagnostic procedures are used to check the validity of fitted models. Three criteria, AIC, BIC and SSPE are used to select the best-fitted valid stochastic model for each type of death counts of each country.

• Journal of Electrical Engineering and Technology
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• v.13 no.3
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• pp.1110-1122
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• 2018

This paper proposes an alternative method to evaluate the effect of wind power to the power system stability with small disturbance. Alternatively, available techniques for stability analysis of a power system based on deterministic methods are less accurate for high penetration of wind power. Numerical simulations of random behaviors are computationally expensive. A stochastic stability index (SSI) is proposed for the power system stability evaluation based on the theory of stochastic stability and energy function, specifically the stochastic derivative of the relative well-defined energy function and the critical energy. The SSI is implemented on the modified nine-bus system including wind turbines under different conditions. A doubly-fed induction generator (DFIG) wind turbine is characterized and modeled using measured wind data from several sites in Thailand. Each of the obtained wind power data is analyzed. The wind power effect is modeled considering the aggregated effect of wind turbines. With the proposed method, the system behavior is properly predicted and the stability is quantitatively evaluated with less computational effort compared with conventional numerical simulation methods.

• Structural Engineering and Mechanics
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• v.39 no.4
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• pp.541-558
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• 2011

This paper presents an analysis of stochastic eigenvalue problem of plane bar structures. Particular attention is paid to the effect of spatial variations of the flexural properties of the structure on the first four eigenvalues. The problem of spatial variations of the structure properties and their effect on the first four eigenvalues is analyzed in detail. The stochastic eigenvalue problem was solved independently by stochastic finite element method (stochastic FEM) and Monte Carlo techniques. It was revealed that the spatial variations of the structural parameters along the structure may substantially affect the eigenvalues with quite wide gap between the two extreme cases of zero- and full-correlation. This is particularly evident for the multi-segment structures for which technology may dictate natural bounds of zero- and full-correlation cases.

• Structural Engineering and Mechanics
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• v.65 no.6
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• pp.771-784
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• 2018

This study aims to investigate the stochastic response of isolated and non-isolated highway bridges subjected to spatially varying earthquake ground motion model. This model includes wave passage, incoherence and site response effects. The wave passage effect is examined by using various wave velocities. The incoherency effect is investigated by considering the Harichandran and Vanmarcke coherency model. The site response effect is considered by selecting homogeneous firm, medium and soft soil types where the bridge supports are constructed. The ground motion is described by power spectral density function and applied to each support point. Triple concave friction pendulum (TCFP) bearing which is more effective than other seismic isolation systems is used for seismic isolation. To implement seismic isolation procedure, TCFP bearing devices are placed at each of the support points of the deck. In the analysis, the bridge selected is a five-span featuring cast-in-place concrete box girder superstructure supported on reinforced concrete columns. Foundation supported highway bridge is regarded as three regions and compared its different situation in the stochastic analysis. The stochastic analyses results show that spatially varying ground motion has important effects on the stochastic response of the isolated and non-isolated bridges as long span structures.

• Journal of Korea Port Economic Association
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• v.38 no.4
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• pp.13-23
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• 2022

In this study, from January 2015 to April 2020, we propose a stochastic volatility model to capture the leverage effect on daily freight yields in the dry cargo market and analyze the freight yields. Estimation involving the Bayesian Markov Chain Monte Carlo method for the leverage effect based on the negative correlation that exists between returns and volatility in stochastic volatility analysis yields similar estimates, and the statistcs indicates significant. That is, the results of the empirical analysis show that the degree of correlation between returns and volatility, and the magnitude and sign of fluctuations differ, which suggests that taking into account the leverage effect in the SV model improves the goodness of fit of the estimates. In addition to the statistical significance of the estimated model's leverage effect, the analysis by log predictive power score presents the estimated results with improved predictive power of the model considering the leveraged effect. These astatistically significant empirical results show that the stochastic volatility model considering the leverage effect is important for freight rate risk modeling in the marine industry.

• Structural Engineering and Mechanics
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• v.43 no.6
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• pp.835-845
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• 2012

This paper focuses on the stochastic response analysis of industrial masonry chimneys to surface blast-induced random ground motions by using a three dimensional finite element model. Underground blasts induce ground shocks on nearby structures. Depending on the distance between the explosion centre and the structure, masonry structures will be subjected to ground motions due to the surface explosions. Blast-induced random ground motions can be defined in terms of the power spectral density function and applied to each support point of the 3D finite element model of the industrial masonry system. In this paper, mainly a parametric study is conducted to estimate the effect of the blast-induced ground motions on the stochastic response of a chimney type masonry structure. With this purpose, different values of charge weight and distance from the charge centre are considered for the analyses of the chimney. The results of the study underline the remarkable effect of the surface blast-induced ground motions on the stochastic behaviour of industrial masonry type chimneys.

• Computers and Concrete
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• v.9 no.3
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• pp.195-213
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• 2012

This paper presents the investigation of the stochastic responses of seismically isolated bridges subjected to spatially varying earthquake ground motions including incoherence, wave-passage and site-response effects. The incoherence effect is examined by considering Harichandran and Vanmarcke coherency model. The effect of the wave-passage is dealt with various wave velocities in the response analysis. Homogeneous firm, medium and soft soil conditions are selected for considering the site-response effect where the bridge supports are constructed. The ground motion is described by filtered white noise and applied to each support points. For seismic isolation of the bridge, single and double concave friction pendulum bearings are used. Due to presence of friction on the concave surfaces of the isolation systems, the equation of motion of is non-linear. The non-linear equation of motion is solved by using equivalent linearization technique of non-linear stochastic analyses. Solutions obtained from the stochastic analyses of non-isolated and isolated bridges to spatially varying earthquake ground motions compared with each other for the special cases of the ground motion model. It is concluded that friction pendulum systems having single and double concave surfaces have important effects on the stochastic responses of bridges to spatially varying earthquake ground motions.

• Structural Engineering and Mechanics
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• v.33 no.4
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• pp.407-428
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• 2009

The effects of the uniform and spatially varying ground motions on the stochastic response of fluid-structure interaction system during an earthquake are investigated by using the displacement based fluid finite elements in this paper. For this purpose, variable-number-nodes two-dimensional fluid finite elements based on the Lagrangian approach is programmed in FORTRAN language and incorporated into a general-purpose computer program SVEM, which is used for stochastic dynamic analysis of solid systems under spatially varying earthquake ground motion. The spatially varying earthquake ground motion model includes wave-passage, incoherence and site-response effects. The effect of the wave-passage is considered by using various wave velocities. The incoherence effect is examined by considering the Harichandran-Vanmarcke and Luco-Wong coherency models. Homogeneous medium and firm soil types are selected for considering the site-response effect where the foundation supports are constructed. A concrete gravity dam is selected for numerical example. The S16E component recorded at Pacoima dam during the San Fernando Earthquake in 1971 is used as a ground motion. Three different analysis cases are considered for spatially varying ground motion. Displacements, stresses and hydrodynamic pressures occurring on the upstream face of the dam are calculated for each case and compare with those of uniform ground motion. It is concluded that spatially varying earthquake ground motions have important effects on the stochastic response of fluid-structure interaction systems.