• Title/Summary/Keyword: 비대칭계수

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Investigation on the Correlation between the Housing and Stock Markets (주택시장과 주식시장 사이의 상관관계에 관한 연구)

  • Kim, Sang Bae
    • Korea Real Estate Review
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    • v.28 no.2
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    • pp.21-34
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    • 2018
  • The purpose of this study is to investigate the effect of macro-finance variables on the correlation between the housing and stock markets because understanding the nature of time-varying correlations between different assets has important implications on portfolio allocation and risk management. Thus, we adopted the AG-DCC GARCH model to obtain time-varying, conditional correlations. Our sample ranged from January 2004 to November 2017. Our empirical result showed that the coefficients on asymmetric correlation were significantly positive, implying that correlations between the housing and stock markets were significantly higher when changes in the housing price and stock returns were negative. This finding suggested that the housing market has less hedging potential during a stock market downturn, when such a hedging strategy might be necessary. Based on the regression analysis, we found that the term spread had a significantly negative effect on correlations, while the credit spread had a significantly positive effect. This result could be interpreted by the risk premium effect.

Effects of Strength Reduction Factors for Capacity Spectrum Analysis of Bridge Structures using Inelastic Demand Spectrum (비탄성 요구도 스펙트럼을 이용한 교량구조물의 역량스펙트럼 해석에 대한 강도감소계수의 영향)

  • Song, Jong-Keol;Jin, He-Shou;Jang, Dong-Hui
    • KSCE Journal of Civil and Environmental Engineering Research
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    • v.28 no.1A
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    • pp.25-37
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    • 2008
  • The capacity spectrum method (CSM) is a simple and graphical seismic analysis procedure. Originally, it has been developed for buildings, but now its applicability has been extended to bridge structures. It is based on the capacity curve estimated by pushover analysis and demand spectrum reduced from linear elastic design spectrum by using effective damping or strength reduction factor. In this paper, the inelastic demand spectrum as the reduced demand spectrum is calculated from the linear elastic design spectrum by using the several formulas for the strength reduction factor. The effects of the strength reduction factor for the capacity spectrum analysis are evaluated for 3 types of symmetric and asymmetric bridge structures. To investigate an accuracy of the CSM which several formulas for strength reduction factor were applied, the maximum displacements estimated by the CSM are compared with the results obtained by nonlinear time history analysis for 8 artificially generated earthquakes. The maximum displacements estimated by the CSM using the SJ formula among the several strength reduction factors provide the most accurate agreement with those calculated by the inelastic time history analysis.

Fiber Orientation and Warpage of Film Insert Molded Parts with Glass Fiber Reinforced Substrate (유리섬유가 강화된 필름 삽입 사출품의 섬유배향 및 휨)

  • Kim, Seong-Yun;Kim, Hyung-Min;Lee, Doo-Jin;Youn, Jae-Ryoun;Lee, Sung-Hee
    • Composites Research
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    • v.25 no.4
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    • pp.117-125
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    • 2012
  • Warpage of the film insert molded (FIM) part is caused by an asymmetric residual stress distribution. Asymmetric residual stress and temperature distribution is generated by the retarded heat transfer in the perpendicular direction to the attached film surface. Since warpage was not prevented by controlling injection molding conditions, glass fiber (GF) filled composites were employed as substrates for film insert molding to minimize the warpage. Distribution of short GFs was evaluated by using micro-CT equipment. Proper models for micro mechanics, anisotropic thermal expansion coefficients, and closure approximation should be selected in order to calculate fiber orientation tensor and warpage of the FIM part with the composite substrate. After six kinds of micro mechanics models, three models of the thermal expansion coefficient and five models of the closure approximation had been considered, the Mori-Tanaka model, the Rosen and Hashin model, and the third orthotropic closure approximation were selected in this study. The numerically predicted results on fiber orientation tensor and warpage were in good agreement with experimental results and effects of GF reinforcement on warpage of the FIM composite specimen were identified by the numerical results.

이온빔 식각을 통한 저마찰용 표면 구조 제어 연구

  • Lee, Seung-Hun;Yun, Seong-Hwan;Choe, Min-Gi;Gwon, Jeong-Dae;Kim, Do-Geun;Kim, Jong-Guk
    • Proceedings of the Korean Vacuum Society Conference
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    • 2010.02a
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    • pp.370-370
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    • 2010
  • 최근 자연모사를 통한 초저마찰 연구가 활발히 진행되고 있으며 리소그라피, 레이져 가공법 등의 다양한 방법을 통해 표면구조 제어가 시도되고 있다. 본 연구에서는 자장여과 아크 플라즈마 이온 소스를 이용한 WC-Co 및 SCM 415 금속소재의 표면구조 형상제어를 통해 저마찰 특성을 시도하였다. 자장여과 아크 소스는 90도 꺽힘형이며 5개의 자장 코일을 통해 아크 음극에서 발생된 고밀도($10^{13}\;cm^{-3}$ 이상) 플라즈마를 표면처리 대상 기판까지 확산시켰다. 공정 압력은 알곤가스 1 mTorr, 아크 방전 전류는 25 A, 플라즈마 수송 덕트 전압은 10 V이다. 기판 전압은 비대칭 펄스 (-80 %/+5 %)로 -600 V에서 -800 V까지 인가되었으며 -600 V 비대칭 펄스 인가시기판으로 입사하는 알곤 이온 전류 밀도는 약 $4.5\;mA/cm^2$ 이다. WC-Co 시편의 경우 -600 V 전압 인가시, 이온빔 처리 전 46.4 nm(${\pm}12.7\;nm$)의 조도를 갖는 시편이 5분, 10분, 20분동안 이온빔 처리함에 따라 72.8 nm(${\pm}3\;nm$), 108.2 nm(${\pm}5.9\;nm$), 257.8 nm(${\pm}24.4\;nm$)의 조도를 나타내었다. SCM415 시편의 경우 -800 V 인가시, 이온빔 처리 전 20.4 nm(${\pm}2.9\;nm$)의 조도를 갖는 시편이 20분동안 이온빔 처리함에 따라 275.1 nm(${\pm}43\;nm$)의 조도를 나타내었다. 또한 주사전자현미경을 통한 표면 형상 관찰 결과, 이온빔 식각을 통해 생성된 거친 표면에 $3-5\;{\mu}m$ 직경의 돌기들이 산발적으로 생성됨을 확인했다. 마찰계수 측정 결과 SCM415 시편의 경우, 이온빔 처리전 마찰계수 0.65에서 조도 275.1 nm 시편의 경우 0.48로 감소하였다. 본 연구를 통해 이온빔 식각을 이용한 금속표면 제어 및 저마찰 특성 향상의 가능성을 확인하였다.

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Automatic Interpretation of F-18-FDG Brain PET Using Artificial Neural Network: Discrimination of Medial and Lateral Temporal Lobe Epilepsy (인공신경회로망을 이용한 뇌 F-18-FDG PET 자동 해석: 내.외측 측두엽간질의 감별)

  • Lee, Jae-Sung;Lee, Dong-Soo;Kim, Seok-Ki;Park, Kwang-Suk;Lee, Sang-Kun;Chung, June-Key;Lee, Myung-Chul
    • The Korean Journal of Nuclear Medicine
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    • v.38 no.3
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    • pp.233-240
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    • 2004
  • Purpose: We developed a computer-aided classifier using artificial neural network (ANN) to discriminate the cerebral metabolic pattern of medial and lateral temporal lobe epilepsy (TLE). Materials and Methods: We studied brain F-18-FDG PET images of 113 epilepsy patients sugically and pathologically proven as medial TLE (left 41, right 42) or lateral TLE (left 14, right 16). PET images were spatially transformed onto a standard template and normalized to the mean counts of cortical regions. Asymmetry indices for predefined 17 mirrored regions to hemispheric midline and those for medial and lateral temporal lobes were used as input features for ANN. ANN classifier was composed of 3 independent multi-layered perceptrons (1 for left/right lateralization and 2 for medial/lateral discrimination) and trained to interpret metabolic patterns and produce one of 4 diagnoses (L/R medial TLE or L/R lateral TLE). Randomly selected 8 images from each group were used to train the ANN classifier and remaining 51 images were used as test sets. The accuracy of the diagnosis with ANN was estimated by averaging the agreement rates of independent 50 trials and compared to that of nuclear medicine experts. Results: The accuracy in lateralization was 89% by the human experts and 90% by the ANN classifier Overall accuracy in localization of epileptogenic zones by the ANN classifier was 69%, which was comparable to that by the human experts (72%). Conclusion: We conclude that ANN classifier performed as well as human experts and could be potentially useful supporting tool for the differential diagnosis of TLE.

Reinterpretation of Okun's law on Korean Economy (오쿤의 법칙(Okun's law)에 대한 재해석)

  • Yoo, Gyeongjoon;Ryu, Deockhyun
    • Journal of Labour Economics
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    • v.35 no.1
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    • pp.89-109
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    • 2012
  • This paper evaluate the robustness of the Okun relationship based on Korean data for 1979~2008. For estimating a natural unemployment rate, this study uses time series econometric methodologies. This paper finds some interesting results; first of all, a bench mark estimates of Okun's ${\beta}$ range from 2 to 4 with different methodologies. This is a little bit higher scale than that of Lee(2000)'s results, which estimated the Okun's coefficient on the advanced countries' 1955~1996. Secondly, we test an asymmetric behavior of unemployment rate on business cycle. But the results are mixed. Finally we cannot find the evidence of structural break for the periods of 1979~80 and 1997~98 crises.

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On Computation of the Stress Intensity Factors in the V-Notched Plates using a contour integral method (경로적분법 을 이용한 V-노치 평판 의 응력확대계수 계산)

  • 김진우;김선덕;홍창선
    • Transactions of the Korean Society of Mechanical Engineers
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    • v.8 no.3
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    • pp.232-240
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    • 1984
  • The plane elastostatic boundary value problem with the sharp V-notched singularity is formulated by a contour integral method for determining numerically the stress intensity factors. The integral formula is based on Somigliana type of reciprocal work in terms of displacement and traction vectors on the plate boundary. The characteristic singular solutions can be identified on the basis of traction free boundary conditions of two radial notch edges. Two numerical example examples are treated in detail; a symmetric mode-I type of notched plate with various interior angles and a mixed mode type of cantilever subjected to end shear.

A NUMERICAL STUDY ON THE CHARACTERISTICS OF ASYMMETRIC VORTICES AND SIDE FORCES ON SLENDER BODIES AT HIGH ANGLES OF ATTACK (세장형 물체 주위 고앙각 유동의 비대칭 와류 및 측력 특성에 관한 수치적 연구)

  • Jung S.K.;Jung J.H.;Myong R.S.;Cho T.H.
    • Journal of computational fluids engineering
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    • v.11 no.3 s.34
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    • pp.22-27
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    • 2006
  • Flow around a guided missile in high maneuver, i.e. at a high angle of attack, shows complex phenomena. It is well known that even in geometrically symmetric conditions the flow around a missile at high angles of attack can generate unexpected large side forces and yaw moments due to asymmetric vortices. In this paper, a CFD code (FLUENT) based on the Navier-Stokes equations was used for the numerical analysis to find a suitable numerical mechanism for generation of asymmetric vortices. It is shown that a numerical technique of applying different surface roughness to a specific area of the missile nose surface gives the best fit in comparison with the experimental results. In addition, a numerical investigation of variations of side forces and pressure distributions with angle of attack and roll angle was conducted for the purpose of identifying the source of vortex asymmetries.

An Adaptive Partial Response Equalizer Using Branch Metrics of Viterbi Trellis for Optical Recording Systems (고밀도 광 기록 장치에서 비터비 트렐리스의 가지 메트릭을 이용한 부분 응답 적응 등화기)

  • Lee, Kyu-Suk;Lee, Joo-Hyun;Lee, Jae-Jin
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.30 no.9C
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    • pp.871-876
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    • 2005
  • In this paper, we propose an improved partial response maximum likelihood (PRML) detection scheme that has an adaptive equalizer and can be applied in the asymmetric optical recording system with high-density. We confirmed that the proposed PRML detector improves detection performance. In addition, we implemented the detector by Verilog HDL. The adaptive equalizer is composed of tap coefficient updating unit using LMS algorithn and FIR filter. FIR filter is implemented by the transposed direct form architecture for high speed operation. Viterbi detector is implemented by the register exchange method.

Optimum Balancing Using Ggenetic Algorithm (유전 알고리즘을 이용한 최적 평형잡이에 관한 연구)

  • 최원호;양보석;주호진;임동수;노철웅
    • Proceedings of the Korean Society for Noise and Vibration Engineering Conference
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    • 1995.04a
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    • pp.137-141
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    • 1995
  • 회전기계에서 발생하는 진동 원인 중 약 60% 이상이 불평형(unbalance)에 의한 진동이다. 불평형은 기계의 과도한 진동을 유발시킬 뿐 아니라 베어링의 수명 단축 및 소음을 발생시킨다. 따라서, 기게의 수명을 연장시키고, 기계의 성능을 향상시키며 부드럽고 진동이 없는 운전을 위하여 평형잡이(balancing)는 절대적으로 중요하다. 불평형은 축 중심선에 대하여 회전체의 질량 분포가 비대칭이기 때문에 발생하는데 그 원인으로는 부품 자체가 비대칭에서 오는 설계 또는 제도 오차, 주물의 기포 및 용접의 불균일 등에 의한 재질상의 결함, 그리고 부품조립시 형상누적공차 등에 의한 가공.조립오차 등이 있다. ISO의 정의에 따르면 평형잡이는 회전체의 질량 분포를 조사하고 필요하다면 저널의 진동과 베어링의 작용력들이 운전속도에 대응하는 주파수에서 특정한 한계내에 있도록 보증하게 하기 위한 조정을 하는 과정이다. 불평형 상태에 대한 조사도 평형잡이로 표현된다. 그러나 수정이 필요하다고 간주된다면 수행된다. 모든 회전체는 초기 불평형(initial unbalance)이라 불리는 임의의 불평형을 가지고 출발한다. 완벽하게 평형이 잡힌 회전체를 달성하는 것이 평형잡이 작업의 목적은 아니다. 임의의 잔류 불평형(residual unbalance)은 항상 허용된다. 경제적인 이유에서 회전체는 일반적으로 요구되는 적절한 허용치보다 더 이상 평형잡이를 하지 않는다. 현장에서 현장 평형잡이를 수행하게 될 경우, 가끔 계산된 수정질량이 매우 클 경우가 있다. 이때 기게의 조건상 큰 수정질량을 부착하기가 곤란한 경우가 자주 발생한다. 작은 수정질량으로 평형잡이를 할 수 있다면 기계의 안정성 면에서 매우 유리하다. 따라서 본 연구에서는 영향계수법(Influence Coefficient Method : ICM)의 기본 개념과 유전 알고리즘(Genetic Algorithm : GA)을 이용하여 회전기계의 안정성을 보장할 수 있는 허용진동 내에서의 최적 수정질량 계산법을 제시한다.

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