• Journal of the Korean Data and Information Science Society
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• v.26 no.4
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• pp.791-799
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• 2015

In random walk hypothesis, we assume that current change of financial time series is independent of past values. It is interpreted as an existency of a unit root in ARMA models and many researches have been focused on whether ${\rho}$ < 1 or not. If some financial data are generated from an explosive autoregressive model, the chance of a bubble economy increases. We have to find the symptoms of it in advance. Since some well-known parameter estimators contain the parameter itself and other statistic is constructed under a specific parameter structure assumption, those are difficut to be adopted. In this paper we investigate a test for explosive autoregressive models using slope signs. We found the properties of the slope sign test statistic under both independent error and correlated error conditions, mainly by simulations.

• Journal of the Korea Institute of Military Science and Technology
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• v.23 no.6
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• pp.533-541
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• 2020

This study using ABAQUS investigates the nonlinear vibration responses when thermal and random acoustic loads are applied simultaneously to the stiffened composite panels. The nonlinear vibration analyses are performed with changing the number of stiffeners, and layup condition of the skin panel. The panel and stiffeners both are modeled using shell elements. Thermal load (ΔT) is assumed to have the temperature gradient through the thickness direction of the stiffened composite panel. The random acoustic load is represented as stationary white-Gaussian random pressure with zero mean and uniform magnitude over the panels. The thermal postbuckling analysis is conducted using RIKS method, and the nonlinear dynamic analysis is performed using Hilber-HughesTaylor time integration method. When ΔT = 25.18 ℃ and SPL = 105 dB are applied to the stiffened composite panel, the effect of the number of stiffener is investigated, and the snap-through responses are observed for composite panels without stiffeners and with 1 and 3 stiffeners. For investigation of the effect of layup condition of the skin panel, when ΔT = 38.53 ℃ and SPL = 110 dB are applied to the stiffened composite panel, the snap-through responses are shown when the fiber angle of the skin panel is 0°, 30°, and 60°.

• The Journal of the Institute of Internet, Broadcasting and Communication
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• v.16 no.3
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• pp.65-71
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• 2016

Cooperative relaying systems have been studied actively to improve the system performance effectively in wireless fading channels. Most of the cooperative relay studies are assumed fixed relay, recently the performance analysis of the cooperative relaying systems with spatially random relays considering the practical mobile environment are introduced. However the comparative studies for relay selection methods of incremental cooperative relay systems, the performance of which is influenced by the selection methods, have not been studied. Therefore we derive the performance of the system which has MRC(Maximal-ratio combining) with Max SNR(signal-to-noise ratio) selection or Max-min SNR selection, respectively. And the outage performances of the system with Max or Max-min selection method are compared for different transmit power allocation to the source and to the relays. The analytical results serve as useful tools for relay selection and power allocation to transmit nodes for opportunistic incremental relaying systems.

• Tunnel and Underground Space
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• v.26 no.6
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• pp.516-523
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• 2016

Roughness of a joint surface is one of the most important parameters that affects the mechanical and hydraulic behavior of rock mass. Therefore, various studies on making constitutive model and/or roughness quantification have been conducted in experimental and empirical manners. Advances in recent 3D printing technology can be utilized to generate a joint surface with a specific roughness. In this study, a reliable technique to generate a rough joint surface was introduced and its quantitative assessment was made. Random midpoint displacement method was applied to generate a joint surface and the distribution of $Z_2$ was investigated to assess its roughness. As a result, a certain roughness can be embodied by controlling input parameters and furthermore it was able to generate a joint surface with specific roughness anisotropy.

• Transactions of the Korean Society for Noise and Vibration Engineering
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• v.18 no.3
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• pp.323-334
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• 2008

According to the delivery condition, the breakage of a product occurs when it is delivered to the customers. Therefore product's makers evaluate the durability under the delivery process by accelerated life testing. In order to conduct this accelerated life testing accurately, it is very important to identify the acceleration-factor exactly between on-road and accelerated life test condition. In this paper, the acceleration-factor is identified by applying linear damage summation law, rain-flow cycle counting and Dirlik theory under the conditions of the random vibration. And approximated FEM model of the connecting-pipe to the compressor is developed for fatigue analysis. This model is finally verified by comparing the experiment results to the numerical analysis results.

• The Journal of Korean Institute of Communications and Information Sciences
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• v.23 no.5
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• pp.1270-1281
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• 1998

Frequency offset in an orthogonal frequency division multiplexing (OFDM) system is known to cause the inter-channel interference (ICI), amplitude and phase distortion of a received signal, resulting in a severe performance degradation of the total system. In this paper, we propose an improved pilot-based masimum likelihood frequency offset estimation technique, which uses the predefined sync-subchannels, and derive the error performance of the proposed frequency offset estimator analytically. The proposed technique improves the performance of the frequency offset estimator by adding up the frequency offset caused by coherent phase changes and averaging out the effect caused by random phase error. It is confirmed by computer simulations that the upper bound of error variance for the proposed frequency offset estimator analytically derived in this paper is correct, and that the proposed estimator has better performance than the previous ones in terms of error variance, tracking range, and time-varying characteristics of a channel.

• Journal of the Korean Society for Aeronautical & Space Sciences
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• v.33 no.11
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• pp.95-105
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• 2005

The HAUSAT-2 nanosatellite which is scheduled to launch in 2008 is being developed by SSRL(Space System Research Lab.). The HAUSAT-2 STM(Structural-Thermal Model) was developed as the first system model to verify structural and thermal design margin. The qualification level vibration and thermal tests have been conducted on STM. This paper addresses the comparison of structural analysis and test results of HAUSAT-2 STM. It was shown that the natural frequency of HAUSAT-2 STM satisfies the stiffness requirements without structural damage in the random vibration test. The assembly and integration validity were also checked out through STM.

• Proceedings of the KIEE Conference
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• 2000.07a
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• pp.55-57
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• 2000

대규모의 전력을 사용하며 전력 수요가 일정하지 않고 변동하는 제철소의 전기아크로 (electric arc furnace) 부하는 전압 플릭커 (voltage flicker) 등 전력품질을 저하시키는 현상의 주 원인이 되고 있다. 따라서, 전력품질의 향상을 위한 전력계통의 계획과 운용에 있어서 이러한 부하들의 비선형적인 전압-전류 특성을 해석하고 모델링하는 것이 우선 되어야 한다. 특히 전기아크로 부하의 비선형적이고 랜덤 신호에 가까운 특성은 stochastic 접근법에 의해 주로 모델링되어 왔으나, 전기아크로 부하에 의한 전력계통에서의 영향을 평가를 위해서는 deterministic 접근법에 의한 모델링이 필요하며 전기아크로 부하가 가지는 chaos 특성을 Lorenz 시스템으로 표현한 부하모델이 개발되었다[1]. 개발된 모델에 의해 하나의 chaos 시스템으로 예측된 전기아크로 부하 패턴은 전 동작 범위에서 부하 특성을 정확하게 반영하는데 문제가 있다. 따라서, 전기아크로 부하 패턴을 표현할 수 있는 복수의 chaos 시스템을 이용하여 보다 나은 예측 특성을 가진 부하 모델의 개발이 필요하다. 본 논문에서는 기존의 Lorenz 시스템과 전기아크로 부하의 고주파영역 특성을 보다 적절하게 반영할 수 있는 Logistic 시스템을 혼합한 형태의 chaos 모델을 개발하고, 전력 계통에서의 전력품질 저하현상을 정량화하는 지수를 통해 모델의 유용성과 정확성을 검증하고자 한다.

• Journal of the Korea Institute of Information and Communication Engineering
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• v.7 no.6
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• pp.1153-1160
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• 2003

In this paper, the performance of the UWB communication systems is analyzed in the presence of the Narrow Band Interference(NBI). UWB communication systems are modeled as using the Pulse Position Modulation(PPM). In this system, a Gaussian monocycle is used as the received pulses. The NBI is considered as a zero-mean random process with a constant spectral power density over its whole bandwidth. We obtain the mathematical expressions for describing the effect of the NBI on the UWB system. And it can be shown that the suppression of the effect of NBI on the UWB systems is available by adjusting the PPM related parameter.

• Journal of the Korea Institute of Military Science and Technology
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• v.23 no.3
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• pp.229-236
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• 2020

A crush switch assembly(CSA) connected to an impact fuze provides electrical signal for detonation of the loaded main charge when an impact with the target is detected. Because the CSA experiences continuous changes in flight environment such as changes in velocity, vibration, and stresses, it is necessary to accurately predict the behavior of the fuze to maintain functionality during flight and to detonate when necessary. In this paper, random vibration analysis for flight environment and impact analysis on target hit are performed using FEA. Then, high speed impact tests are performed with the original and scaled down models to ensure operation validation of the manufactured products. The test results are then compared with M&S results to verify the capability of currently modeled CSA.