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Estimation of Fracture Toughness Using Flat‑Ended Cylindrical Indentation
Woojoo Kim,Seunghun Choi,Junyeong Kim,Seung‑won Jeon,Min‑Jae Choi,Dongil Kwon 대한금속·재료학회 2021 METALS AND MATERIALS International Vol.27 No.9
A method is proposed to predict the fracture toughness of in-service structures using the instrumented indentation test. Whileprevious studies have attempted to predict fracture toughness using spherical indenters, we propose the method to predictfracture toughness using flat-ended cylindrical indenters. Using the geometric similarity of a cylindrical indentation testand the Cracked Round Bar (CRB) fracture toughness test, fracture toughness values were derived from a single indentationtest by assuming that the load–depth curve of the indentation test is the same as the load–displacement curve of the CRBfracture toughness test. To determine the crack initiation point, the concept of limit load in CRB testing is adopted, and anew load–depth curve is obtained using a suggestion in the standard of fracture toughness test. In order to apply the proposedmethod directly to in-service structures, the model uses mechanical parameters that can be obtained by indentation testing. The model was verified on metallic materials primarily used in nuclear power plants.
Choi, Kwang-Hyun,Jang, Youngjin,Chung, Dong Young,Seo, Pilseon,Jun, Samuel Woojoo,Lee, Ji Eun,Oh, Myoung Hwan,Shokouhimehr, Mohammadreza,Jung, Namgee,Yoo, Sung Jong,Sung, Yung-Eun,Hyeon, Taeghwan The Royal Society of Chemistry 2016 Chemical communications Vol.52 No.3
<P>The synthesis of urchin-like Pt-Ni bimetallic nanostructures is achieved by a controlled one-pot synthesis. Pt-Ni nanostructures have superior oxygen reduction reaction activities in both with and without specific anion adsorption electrolytes due to the geometric and alloying effects.</P>
최창현(Choi, Changhyun),김종성(Kim, Jongsung),김정환(Kim, Jeonghwan),김한용(Kim, Hanyong),이우주(Lee, Woojoo),김형수(Kim, Hung Soo) 한국방재학회 2017 한국방재학회논문집 Vol.17 No.3
본 연구에서는 한강권역을 대상으로 선형회귀모형, 일반화선형모형, 주성분 회귀모형, 인공신경망 모형과 같은 통계적 모형을 적용하여 호우피해예측함수를 개발하였다. 학습용 데이터(1994∼2011년)로부터 개발된 함수를 평가용 데이터(2012∼2015년)에 적용하고, 실제 호우피해액과 예측 호우 피해액을 비교하여 예측력을 평가하였다. 평가결과 NRMSE는 10.61∼13.89%로 나타났으며, 일반화선형모형에 벌점화를 통한 축소추정법을 적용한 함수에서 가장 좋은 예측력을 나타냈다. 본 연구에서 개발된호우피해예측함수를 활용하여 재난 피해 발생 전 피해규모와 영향을 신속하게 추정한다면, 예방 및 대비 차원의 재난관리에 유용하게 활용될 수 있을 것이다. In this study, we develop heavy rain damage prediction functions for Han river basin by using statistical models such as linear regression model, generalized linear model, principal component regression model, artificial neural network model. The prediction functions were estimated from the training data (1994 to 2011) and evaluated by the test data (2012 to 2015). Their performances were assessed by comparing observed heavy rain damages and predicted damages. Specifically, the NRMSE was 10.61~13.89%. A generalized linear model based on penalized likelihood method showed the best prediction performance. This heavy rain damage prediction function developed in this study can be used not only for estimati
A case study for intercontinental comparison of herd behavior in global stock markets
Lee, Woojoo,Choi, Yang Ho,Kim, Changki,Ahn, Jae Youn The Korean Statistical Society 2018 Communications for statistical applications and me Vol.25 No.2
Measuring market fear is an important way of understanding fundamental economic phenomena related to financial crises. There have been several approaches to measure market fear or panic level in a financial market. Recently, herd behavior has gained its popularity as important economic phenomena explaining the fear in the financial market. In this paper, we investigate herd behavior in global stock markets with a focus on intercontinental comparison. While various risk measures are available for the detection of herd behavior in the market, we use the standardized herd behavior index in Dhaene et al. (Insurance: Mathematics and Economics, 50, 357-370, 2012b) and Lee and Ahn (Dependence Modeling, 5, 316-329, 2017) for the comparison of herd behaviors in global stock markets. A global stock market data from Morgan Stanley Capital International is used to study herd behavior especially during periods of financial crises.