Robust finite element model updating of a large-scale benchmark building structure

Matta, E.,De Stefano, A. Techno-Press 2012 Structural Engineering and Mechanics, An Int'l Jou Vol.43 No.3

Accurate finite element (FE) models are needed in many applications of Civil Engineering such as health monitoring, damage detection, structural control, structural evaluation and assessment. Model accuracy depends on both the model structure (the form of the equations) and the model parameters (the coefficients of the equations), and can be generally improved through that process of experimental reconciliation known as model updating. However, modelling errors, including (i) errors in the model structure and (ii) errors in parameters excluded from adjustment, may bias the solution, leading to an updated model which replicates measurements but lacks physical meaning. In this paper, an application of ambient-vibration-based model updating to a large-scale benchmark prototype of a building structure is reported in which both types of error are met. The error in the model structure, originating from unmodelled secondary structural elements unexpectedly working as resonant appendages, is faced through a reduction of the experimental modal model. The error in the model parameters, due to the inevitable constraints imposed on parameters to avoid ill-conditioning and under-determinacy, is faced through a multi-model parameterization approach consisting in the generation and solution of a multitude of models, each characterized by a different set of updating parameters. Results show that modelling errors may significantly impair updating even in the case of seemingly simple systems and that multi-model reasoning, supported by physical insight, may effectively improve the accuracy and robustness of calibration.

Structural modal identification and MCMC-based model updating by a Bayesian approach

F.L. Zhang,Y.P. Yang,X.W. Ye,J.H. Yang,B.K. Han 국제구조공학회 2019 Smart Structures and Systems, An International Jou Vol.24 No.5

Finite element analysis is one of the important methods to study the structural performance. Due to the simplification, discretization and error of structural parameters, numerical model errors always exist. Besides, structural characteristics may also change because of material aging, structural damage, etc., making the initial finite element model cannot simulate the operational response of the structure accurately. Based on Bayesian methods, the initial model can be updated to obtain a more accurate numerical model. This paper presents the work on the field test, modal identification and model updating of a Chinese reinforced concrete pagoda. Based on the ambient vibration test, the acceleration response of the structure under operational environment was collected. The first six translational modes of the structure were identified by the enhanced frequency domain decomposition method. The initial finite element model of the pagoda was established, and the elastic modulus of columns, beams and slabs were selected as model parameters to be updated. Assuming the error between the measured mode and the calculated one follows a Gaussian distribution, the posterior probability density function (PDF) of the parameter to be updated is obtained and the uncertainty is quantitatively evaluated based on the Bayesian statistical theory and the Metropolis-Hastings algorithm, and then the optimal values of model parameters can be obtained. The results show that the difference between the calculated frequency of the finite element model and the measured one is reduced, and the modal correlation of the mode shape is improved. The updated numerical model can be used to evaluate the safety of the structure as a benchmark model for structural health monitoring (SHM).

Robust finite element model updating of a large-scale benchmark building structure

E. Matta,A. De Stefano 국제구조공학회 2012 Structural Engineering and Mechanics, An Int'l Jou Vol.43 No.3

Accurate finite element (FE) models are needed in many applications of Civil Engineering such as health monitoring, damage detection, structural control, structural evaluation and assessment. Model accuracy depends on both the model structure (the form of the equations) and the model parameters (the coefficients of the equations), and can be generally improved through that process of experimental reconciliation known as model updating. However, modelling errors, including (i) errors in the model structure and (ii) errors in parameters excluded from adjustment, may bias the solution, leading to an updated model which replicates measurements but lacks physical meaning. In this paper, an application of ambient-vibration-based model updating to a large-scale benchmark prototype of a building structure is reported in which both types of error are met. The error in the model structure, originating from unmodelled secondary structural elements unexpectedly working as resonant appendages, is faced through a reduction of the experimental modal model. The error in the model parameters, due to the inevitable constraints imposed on parameters to avoid ill-conditioning and under-determinacy, is faced through a multi-model parameterization approach consisting in the generation and solution of a multitude of models, each characterized by a different set of updating parameters. Results show that modelling errors may significantly impair updating even in the case of seemingly simple systems and that multimodel reasoning, supported by physical insight, may effectively improve the accuracy and robustness of calibration.

마인드풀니스, 정서조절, 지각된 배우자지지, 결혼만족간의 구조적 관계

정문경,김병석 한국상담학회 2014 상담학연구 Vol.15 No.1

본 연구는 개인의 내적특성이 배우자지지에 대한 긍정적인 지각이라는 대인간변인을 통해 결혼만족에 어떠한 영향을 미치는지를 탐구하고자 이루어졌다. 이를 위하여 긍정적인 개인내적 변인인 마인드풀니스와 정서조절이 대인간 변인인 지각된 배우자지지를 매개로 결혼만족에 영향을 미치는 구조적 관계를 통합하는 맥락모델을 구성하였고, 이를 구조방정식 모형을 통해 분석하였다. 이를 위해 총 284쌍의 부부들에게 마인드풀니스 척도, 정서조절 척도, 지각된 배우자지지 척도, 결혼 만족도 척도로 구성된 설문지를 실시하였고, 변인들 간의 구조적 관계를 구조방정식 모형 분석을 통해 확인하였다. 연구결과 마인드풀니스와 정서조절이 결혼만족도에 직접적인 영향을 미치는 부분매개모형에 비해 간접적인 영향을 미치는 완전매개모형이 보다 적합한 것으로 나타났다. 이는 부부체계가 개인과 관계의 상호의존적인 관계로 구성이 되어 있는 것이기 때문에 부부관계에 대한 연구는 개인의 심리적 특징과 부부간 상호작용 과정 등을 통합하여 연구해야 한다는 맥락모델의 타당함을 입증한 것이라 할 수 있다. 이러한 결과를 바탕으로 본 연구의 시사점과 제한점 및 추후 연구방향을 논의하였다. The purpose of this study was to closely examine the structural relationship of having influence upon marital satisfaction with the contextual model of integrating intra-personal model and interpersonal model. Based on this, the contextual model was formed, which integrates the structural relationship among mindfulness, emotional regulation, perceived spousal support and marital satisfaction. For this, it carried out questionnaire, which was composed of mindfulness scale, emotional regulation scale, perceived spousal support scale, and marital satisfaction scale, targeting totally 284 couples. The structural relationship among variables was confirmed through analyzing the structural equation model. In consequence of verifying research model 1, which is partial mediation model, and research model 2, which is complete mediation model, as for whether the mindfulness and the emotional regulation have indirect influence by having the perceived spousal support as medium, the more concise complete mediation model was confirmed to be more proper. This result proved the validity of contextual model as saying that a research on conjugal relations needs to be performed by integrating an individual's psychological characteristics and the marital interaction process. In conclusion, the importance and limitations of the study are discussed.

e-PBL 교수학습 설계모형이 ARCS모형을 매개로 한 동기요인과 학생성과에 미치는 구조방정식 모형 분석

류은수(Ryu, Eun Su),서민원(Seo, Min Won) 한국교육평가학회 2014 교육평가연구 Vol.27 No.3

본 연구의 목적은 e-PBL(Problem Based Learning) 교수학습 설계모형이 J.M Keller의 ARCS 동기모형을 매개로 학습만족도와 학습성과에 미치는 영향을 분석하고 구성요인들 간의 구조적인 관계를 탐색하고자 하는 것이다. 이를 위해 대학생의 문제해결능력 향상 및 협동적 지식구성 과정을 촉진할 수 있는 e-PBL 교수-학습 설계모형과 ARCS 학습동기 모형 그리고 학생성과의 구성요인을 개념화하고, 측정척도를 개발하였다. 그리고 이들 간의 인과관계 검증을 위해 구조방정식 모형을 중심으로 관련 변인들 간의 유의미한 효과를 규명하였다. 이 연구를 달성하기 위하여 부산에 소재한 I-의과대학 의학과 1, 2학 년 198명을 연구대상으로 표집을 하였으며, 측정도구는 개인배경(6개 문항) 이외에 10개의 하위영역에 대해 5점 척도로 작성된 58개 문항을 개발하였다. 이후 구조방정식 모형의 확인적 요인분석을 통해 연구모형의 적합도 분석과 표준화 경로구조도 분석을 하였으며, 이를 토대로 수정․보완하여 관측변수로 사용된 문항은 최종 29개이다. 분석결과, 측정도구의 구인타당도는 양호하게 나타났으며, 신뢰도 검증결과 Cronbach’s α도 0.934로 매우 높게 나타났다. 또한, 측정모형의 타당화를 위한 개념신뢰도와 분산추출지수 역시 기준값을 충족하였다. 제안한 연구모형의 요인구조를 검증하기 위한 확인적 요인분석결과, 10개요인(학습목표 인지도, 협동학습능력, 문제해결력, 비판적사고, 주의력, 관련성, 자신감, 만족감, 학습만족도, 학습성과)으로 구성된 구조방정식 모형은 적합한 것으로 나타났다. The purpose of the study is to analyze e-PBL teaching-learning design model affecting the learning satisfaction and the learning outcome through the medium of J. M. Keller’s ARCS learning motivation model and to investigate the structural relationship among the factors. To achieve this, it is conducted to search for the constructs of the student outcome, ARCS learning motivation model, and e-PBL teaching-learning design model to facilitate the medical college students’ problem-solving ability improvement and collaborative knowledge construction process, and develop the measurement scale, investigating the meaningful effect of the related variables based on the appropriate Structural Equation Model: SEM. For this study, 198 medical subjects in the first and second grade at I-Medical College in Busan were sampled. As the measurement scale, we developed 58 items with 5-point scale regarding 10 sub-domain except for the individual background(6 items). Then, we analyzed the goodness of fit in the research model and the standardized path structure map through the Confirmatory Factor Analysis of the Structural Equation Model. After modifying and supplementing based on the prior analysis, the total 29 items were used as the final observed variables. Consequently, the construct validity for the validation of the measurement tool was showed appropriate. The reliability verification result, Cronbach’s α was 0.934. Both the Construct Reliability of the measurement model and the Variance Extracted Index also met the base value. Through the Confirmatory Factor Analysis for verifying the factor structure, the adequacy of the Structural Equation Model: SEM composed of 10 factors (Define problem & learning objective recognition, Cooperative learning competence, Problem solving competence, Critical thinking, Attention, Relevance, Confidence, Satisfaction, Learning satisfaction, Learning outcome) was verified.

구조실험정보를 위한 데이터 모델의 특성평가 요소

이창호(Lee Chang-Ho) 대한건축학회 2010 大韓建築學會論文集 : 構造系 Vol.26 No.8

The information involved in the structural experiments can be formally organized using the date models before the computer systems are implemented. A number of data models have been developed by the previous research efforts, such as the NEES data model for general information of structural experiments and the Lehigh Model for the large-scale and hybrid structural experiments. The comparisons and evaluations for the data models have been made only by the descriptive way, not by the numerical way. This paper proposes some numerical criteria for evaluating characteristics of data models for structural experiments. The criteria for the classes in a data model includes the total number of classes, the number of attributes in class, and the average number of attributes in class to describe the size and volume of the data model. The criteria for the objects includes the ratio of objects to classes, the ratio of attribute value existence in class, and the number of selections for value to describe the use of the data models for a specific project and to describe the complexity of the paths for specific information in the data model. These criteria are applied for the Lehigh model and the NEES data model, and the numerical values for the criteria are used for describing the characteristics of the two date models.

인문,사회과학편 : 골프 관람행도 구조 모형 개발

신규리(ShinKyuLee),원형중(WonHyungJoong) 한국체육학회 2007 한국체육학회지 Vol.46 No.2

본 연구의 목적은 스포츠 관람행동에 영향을 미치는 요인으로 파악된 관여도, 정체성 현출성, 관람만족의 측정도구 개발 및 검증 작업을 거쳐 이들 변수들 간의 인과관계를 통한 골프 관람행동 구조모형을 개발하고 이를 구조 방정식 모형분석을 통하여 실증적으로 검증하는 데 있다. 이러한 목적을 달성하기 위하여 본 연구는 골프 관람행동을 설명하기 위한 연구모형 설정, 연구모형에 포함된 주요 변수의 측정도구 개발 및 적합도 검증, 골프 관람행동 구조모형의 추정 및 적합적 검증, 경쟁모형 비교를 통한 최종 모형 선택의 절차로 진행되었다. 연구대상은 2005년 국내 프로 골프경기를 직접 관람하러 온 남녀 관람객을 모집단으로 하여 측정도구 검중과 골프 관람행동 구조모형 검증 과정에 총 476명이 추출되었다. 골프 관람행동 구조모형은 1개의 외생 잠재변수(골프 관여도)와 3개의 내생 잠재변수(골프정체성 현출성, 골프 관람만족도, 직·간접적 골프 참가의도)로 구성되며, 경쟁모형 간 비교를 통하여 최종 골프 관람행동 구조모형이 채택되었다[CFI=.955, NFI=.925, TLI=.940, RMSEA=.069] The primary purpose of this study was to verify the model presumed to explain the causal relationships among golf spectator variables of involvement, identity, satisfaction through structural equation Modeling analyses. Prior to model verification, the researcher developed golf spectatorship scale that measured sport spectator’s aforementioned three major variables. In order meet the purpose of the study, the researcher conducted series of statistical analyses on following sequence. These were theoretical model proposal of golf spectatorship, measurement scale development and statistical verification, estimation of structural equation modeling of golf spectatorship, and selection of the model after a model comparison with competitive model. The subjects participated in those analyses were 476 respondents for the estimation of golf spectator behavior structural model and overall fit. Within its limitations, the researcher found the following results from this study. First, Golf spectator behavior structural model had one exogenous variable, 3 endogenous variables, namely, golf involvement, golf identity salience, direct/indirect golf participation intention. The researcher set up comparative model 1 and model 2 and did a comparison between these two models and came to draw a final golf spectator behavior structural model[CFI=.955/ NFI= .925, TU= .940, RMSEA= .069].

동적 소셜네트워크 구조 변수를 적용한 가상 재화 구매 모형 연구

이희태,배정호 한국유통과학회 2019 유통과학연구 Vol.17 No.3

Purpose – The existing marketing studies using Social Network Analysis have assumed that network structure variables are time-invariant. However, a node’s network position can fluctuate considerably over time and the node’s network structure can be changed dynamically. Hence, if such a dynamic structural network characteristics are not specified for virtual goods purchase model, estimated parameters can be biased. In this paper, by comparing a time–invariant network structure specification model(base model) and time-varying network specification model(proposed model), the authors intend to prove whether the proposed model is superior to the base model. In addition, the authors also intend to investigate whether coefficients of network structure variables are random over time. Research design, data, and methodology – The data of this study are obtained from a Korean social network provider. The authors construct a monthly panel data by calculating the raw data. To fit the panel data, the authors derive random effects panel tobit model and multi-level mixed effects model. Results – First, the proposed model is better than that of the base model in terms of performance. Second, except for constraint, multi-level mixed effects models with random coefficient of every network structure variable(in-degree, out-degree, in-closeness centrality, out-closeness centrality, clustering coefficient) perform better than not random coefficient specification model. Conclusion – The size and importance of virtual goods market has been dramatically increasing. Notwithstanding such a strategic importance of virtual goods, there is little research on social influential factors which impact the intention of virtual good purchase. Even studies which investigated social influence factors have assumed that social network structure variables are time-invariant. However, the authors show that network structure variables are time-variant and coefficients of network structure variables are random over time. Thus, virtual goods purchase model with dynamic network structure variables performs better than that with static network structure model. Hence, if marketing practitioners intend to use social influences to sell virtual goods in social media, they had better consider time-varying social influences of network members. In addition, this study can be also differentiated from other related researches using survey data in that this study deals with actual field data.

다요인 이자율 기간구조 모형의 SMM 추정을 통한 실증 분석

박준규 ( Jun-kyu Park ),김배호 ( Baeho Kim ),강대일 ( Daeil Kang ) 한국금융연구원 2018 금융연구 Vol.32 No.2

본고는 연금기금 등에서 필요한 자산부채 종합관리(Asset Liability Management, ALM)를 위한 이자율 기간구조 모형에 대해 고찰한다. 기존의 국내 이자율 관련 연구가 주로 단기 동태성 추정에 한정되어 왔으나, 종합적인 ALM를 위해서는 중장기적 관점의 분석이 필요하다는 점에서 무차익조건 및 균형 이자율 등의 이론적 평형 조건을 기반으로 한 다요인 이자율 기간구조 모형을 개발하여 이를 추정하는 모듈을 구현하고, 결과를 통계적인 방식으로 검증하였다. 본 연구에서 사용된 이자율 기간구조 모형은 국내 채권 자료를 이용하여 거래되는 모든 만기의 이자율 기간구조 자료를 기반으로 기존의 Black and Karasinski(1991) 모형을 확장한 형태로, 모형의 유연성을 확보한 대신, 무차익 채권 가격의 닫힌 해가 더 이상 존재하지 않아 모수 추정을 위해 SMM (Simulated Method of Moments) 기법을 적용하였다. 특히, 본 연구에서 새롭게 제안한 일반화된 형태의 Black and Karasinski(1991) 2요인 모형은 추정된 모수를 이용하여 쉽고 직관적으로 이자율 기간구조의 동태적인 움직임에 대한 시나리오를 시계열 측면과 횡단면 측면에 대해 일관성 있게 생성할 수 있다는 커다란 장점이 있다. 실증 분석 결과, 추정된 모형이 중장기적으로도 높은 통계적인 적합도를 보여 중장기 영역까지 고려한 ALM 분석에 더욱 적절하게 사용될 수 있음을 확인하였다. Term structure of interest rates, also known as yield curve, shows the market-driven trend of risk-free bond yields across different time-to-maturities. Its shape contains crucial information towards mid- and long-term asset allocation strategies as well as their ex-post performance evaluation. The selected term structure model is the main toolkit in terms of the asset liability managements (ALM) of financial institutions and funds along with their market, credit, and operational risk management standard. In line with the introduction of Solvency Ⅱ, global financial institutions are supposed to be equipped with a more sophisticated ALM system based on reliable interest rate models. In Korea, unfortunately, little attention has been paid to the related research topics on the mid- and long-term ALM analysis with domestic bond market data. The practical interest rate models employed in domestic financial industry tend to focus on the statistical goodness-of-fit to the short-term market data, even if there is no guarantee that the same model is suitable for a long-term ALM strategy. More importantly, many of those myopic models generally fail to satisfy the requirements suggested by Ziemba and Mulvey (2004): theoretical balance conditions such as the economic equilibrium within the arbitrage-free constraint, the reality of the shape of model-implied term structure, and its integration capacity with sufficient explanatory power of historical data and the exogenous economic anecdotes. For example, the Nelson-Siegel (1994) one-factor model is a widely-used statistical model, which neglects the theoretical balance conditions. It is also known to be difficult to construct sufficiently flexible shapes of term structures; thereby the ensuing scenarios implied by the theoretically unfounded single-factor model become less realistic in that they are limited in reflecting economic intuitions from the ad-hoc numerical approximation without careful economic justification. Therefore, a multi-factor term structure model is suitable for satisfying the conditions to capture market-wide environments as long as one can verify the procedure of its estimation methods. This paper proposes a theoretically motivated multi-factor model for ALM analysis across various risk horizons to illustrate the time-series behavior of term structures extracted from the domestic bond market data. Our proposed term structure model respects theoretical requirements as a basis of simulation-based analysis with statistical accuracy. For this purpose, we adopt the Black and Karasinski (1991) model as a primitive of our multi-factor interest rate model. Specifically, we extend the Black & Karasinski (1991) model as a two-factor model with the square-root stochastic volatility process instead of a constant long-term mean parameter. We further propose the simulated method of moments (SMM) to estimate the model-based term structure by fitting the two-factor model to the real bond market data. Our extended Black and Karasinski (1991) two-factor model contributes to the related literature in many aspects. We estimated our proposed model by SMM using Monte-carlo simulations with domestic interest data. Our findings confirm that the newly proposed model is more appropriate for the ALM analysis across different risk horizons. The generalized form of the extended Black & Karasinski (1991) two-factor model can intuitively generate realistic scenarios of the dynamics in the shape of term structures implied by the calibrated parameters in a consistent manner. Our methodology is applicable to the estimation of more advanced but complicated models. For instance, Johannes (2004) and Das (2001) finds that including a jump-risk factor is necessary to represent the fat-tailed distribution of interest rate movements in the U.S. bond market. In fact, the empirical observation exhibits substantial evidence in favor of jump-risk component in the form of regime-changing policy decisions or systemic shocks. We suggest our future research topics in this direction.

사회과학분야의 구조방정식모형에서 매개효과 검정 방법에 대한 논의

지성호,강영순 한국자료분석학회 2014 Journal of the Korean Data Analysis Society Vol.16 No.6

This article discusses about the difference of mediation procedures, in regression and in structural equation model, which universally applied in social science field. And then, we review both limitations in previous mediation studies applied structural equation model and give an alternative suggested by Holmbeck so as to improve reliability of mediation studies analyzed by structural equation model. The procedure for mediation test in the previous studies was mostly applied in the approach suggested by Baron, Kenny (1986). In addition, in the structural equation model, the mediation tests was proved on the basis of approach by Baron, Kenny (1986), but both limitations of previous studies in structural equation model are 1) non-consideration of mediation types (full, partial) which will evokes the importance of mediator's under or over-estimation, 2) non-test of total effects which are enable to make a bias of mediation results. With regard to the non-test of total effects, there are both issues; validity of fit index in comparison of non-nested model, and non-consideration of significance on total effects in structural equation model. The implication of this study contribute to advance the reliability of research results in structural equation model. 본 연구는 사회과학 연구에서 보편적으로 활용되는 있는 매개효과 검정 과정에 있어 회귀분석을 활용한 접근과 구조방정식모형을 활용한 접근에 있어 차이점을 논의한 후, 특히 구조방정식모형을 활용한 매개효과 검정 과정에서 나타나는 문제점과 이에 대한 보완방법으로 Holmbeck (1997)에 의해 제안된 매개효과 검정과정에 대해 고찰하고 있다. 기존연구에서 회귀분석을 활용한 매개효과 검정은 Baron, Kenny(1986)의 3단계 검증 과정을 통해 주로 이루어지고 있다. 또한 구조방정식모형의 매개효과 검정에서도 Baron, Kenny(1986)의 3단계 과정에 기초하여 분석이 이루어지고 있으나, 검증과정에 있어 매개효과 유형 미고려로 인한 매개변인의 중요성에 대한 과소 및 과대평가, 매개효과 검증 과정에서 총효과 검증 부재로 인한 매개효과 연구결과에 대한 편의 가능성이 내포되는 한계가 있다. 따라서 본 연구에서는 구조방정식모형에서 매개효과 검증시 위계적 chi^2검증과 Holmbeck(1997)의 매개효과 검정단계를 제안한다. 특히 총효과 검증과 관련하여 총효과 검증 부재 및 총효과 유의성 검증 미고려와 매개변인 배제모형과 매개변인 추가모형 비교에 활용되는 적합도 지수의 타당성에 대해 논의하고 있다. 이러한 논의는 향후 구조방정식모형을 활용한 매개효과 연구에 있어 연구결과의 편의 가능성을 사전에 보완하여 연구의 신뢰성 확보에 기여한다는 점에서 의미가 있다.