• Title/Summary/Keyword: 비선형함수

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Comovements between Nonlinear Markov Processes and Security Pricing (비선형(非線型) 마코브과정 간의 공시운동(共時運動)과 증권의 가격결정(價格決定))

  • Rhee, Il-King
    • The Korean Journal of Financial Management
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    • v.17 no.2
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    • pp.125-141
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    • 2000
  • 이 논문에서는 비선형 마코브과정에 의하여 주가가 생성되며 비선형 마코브과정간에 공시운동이 존재하고 이 공시운동에 의하여 주가가 생성되고 있는지의 여부를 검토하는데 목적이 있다. 공시운동은 벡터시계열을 구성하고 있는 단일시계열들의 작용에 의하여 형성되는 관계이다. 종합주가지수를 비롯한 산업별 주가지수가 모두 41개인데 이 지수들의 수익률 시계열들이 비선형 마코브과정을 데이터 생성함수로하여 생성된다고 할 때 정상성 어고딕성이 성립하고 있는 지수수익률시계열이 있고 그렇지 않은 시계열도 있다. 종합주가지수와 대기업, 소기업은 정상적 어고딕 비선형 마코브과정을 따르고 있다. 비선형 마코브과정의 공시운동은 두 시계열간의 관계이다. 종합주가지수의 수익률 시계열과 각 산업주가지수의 수익률시계열간의 공시운동은 시장 1부, 시장 2부 등을 비롯한 산업에서는 존재하고 있지 않으며, 중기업 산업 등을 비롯한 산업에서는 존재하고 있다.

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Layer Interface and Approximated Nonlinear Analysis Method for Consolidation Prediction (압밀현상 예측을 위한 경계면 및 근사 비선형 해석기법)

  • Lee, Kyuhwan;Jeon, Jesung;Kim, Kiyoung;Jung, Daeesuk
    • Journal of the Korean GEO-environmental Society
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    • v.8 no.6
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    • pp.37-43
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    • 2007
  • The interface layer having different consolidation properties and nonlinear material function with permeability needs to be considered to predict consolidation behavior. In this study, interface equation between different layers has been derived and then applied to existing finite difference scheme for conducting consolidation analysis. These results have been compared with those by conventional method in which different layers are converted to single layer having conversion value of properties. Also, although the conventional consoilidation analysis is used to consider non-linearity of the permeability with effective stress, an approximated nonlinear method as a function of consoilidation coefficient with effective stress have been developed and applied to the consoilidation analysis for various cases.

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헤도닉 가격모형의 함수형태 - 시장특성을 감안한 변환함수들의 적용 및 검증 -

  • Heo, Se-Rim;Gwak, Seung-Jun
    • Environmental and Resource Economics Review
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    • v.5 no.2
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    • pp.291-302
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    • 1996
  • 환경질 개선의 편익추정에 사용되는 헤도닉 가격모형에서 제1단계 헤도닉 함수 추정시 그 함수형태에 따라 결과가 편의를 가질 수 있다. 본 논문에서는 13가지의 각기 다른 비선형 및 선형 헤도닉 함수 등을 한국 주택시장에 적용하여 그 적합성을 이론 및 실증적 방법을 병행하여 검증하였다. 그 결과, 고전적으로 종속변수만을 변환시키는 Box-Cox 함수형태나 Box-Cox 변형계수가 사전적으로 0과 1사이에 있음을 가정하는 오목한(concave) 한 함수형태가 기존 연구와는 달리 한국시장에는 적합한 함수형태가 아니라는 결과를 이끌어 냈다. 나아가 서울 주택시장에 가장 적합한 함수형태는 종속 및 독립변수를 각각 다르게 변환시키는 헤도닉 함수형태임을 보여 주었다. 아울러 본 연구는 간접적으로 헤도닉 가격모형 적용시 그 지역의 주택시장 특성에 관한 연구가 선행되어야 함을 시사하고 있다.

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On-line Nonlinear Principal Component Analysis for Nonlinear Feature Extraction (비선형 특징 추출을 위한 온라인 비선형 주성분분석 기법)

  • 김병주;심주용;황창하;김일곤
    • Journal of KIISE:Software and Applications
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    • v.31 no.3
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    • pp.361-368
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    • 2004
  • The purpose of this study is to propose a new on-line nonlinear PCA(OL-NPCA) method for a nonlinear feature extraction from the incremental data. Kernel PCA(KPCA) is widely used for nonlinear feature extraction, however, it has been pointed out that KPCA has the following problems. First, applying KPCA to N patterns requires storing and finding the eigenvectors of a N${\times}$N kernel matrix, which is infeasible for a large number of data N. Second problem is that in order to update the eigenvectors with an another data, the whole eigenspace should be recomputed. OL-NPCA overcomes these problems by incremental eigenspace update method with a feature mapping function. According to the experimental results, which comes from applying OL-NPCA to a toy and a large data problem, OL-NPCA shows following advantages. First, OL-NPCA is more efficient in memory requirement than KPCA. Second advantage is that OL-NPCA is comparable in performance to KPCA. Furthermore, performance of OL-NPCA can be easily improved by re-learning the data.

Nonlinear Dynamic Characteristics of Antisymmetric Laminated Shells (역대칭 적층쉘의 비선형 동적 특성에 관한 연구)

  • Park, Sung Jin;Mikami, Takashi;Kim, Young Jin
    • Journal of Korean Society of Steel Construction
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    • v.10 no.4 s.37
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    • pp.691-700
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    • 1998
  • Based on Von Karman-Donnell kinematic assumptions for laminated shells, the nonlinear vibration behaviour of antisymmetrically or asymmetrically laminated cross-ply circular cylindrical shells with clamped and simply-supported ends are studied by a multi-mode approach. A equation is formulated and satisfies the associated compatibility equation and all boundary conditions. The displacement function is assumed to take the form of the lowest linear vibration mode and to satisfy continuity of the circumferential displacement. The nonlinear vibration equation is derived by the Galerkin's method. And nonlinear frequency is obtained by using the harmonic balance method as a function of lamination parameters, material constants, aspect ratio and amplitude of vibration. The effect of initial imperfection is also included. Results of the non-linear vibration are presented for different amplitudes of initial imperfection and four sets of boundary conditions. Present results are compared well with existing analysis results.

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Comparison of Limit Strength of Steel Cable-Stayed Bridges using Nonlinear Inelastic Displacement and Buckling Analyses (비선헝 비탄성 유한변위 해석 및 좌굴해석에 의한 강사장교의 극한강도 비교)

  • Kim Sung-Eock;Choi Dong-Ho;Ma Sang-Soo;Song Weon-Keun
    • Journal of the Computational Structural Engineering Institute of Korea
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    • v.18 no.3
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    • pp.277-289
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    • 2005
  • The study examines the limit strength for steel cable-stayed bridges. A case studies have been performed in order to evaluate the limit strength lot steel cable-stayed bridges using nonlinear inelastic analysis approach and bifurcation point instability analysis approach, effective tangent modulus $(E_f)$ method. To realize it, a practical nonlinear inelastic analysis condoling the initial shape is developed. In the initial shape analysis, updated structural configuration is introduced instead of initial member forces for beam-column members at every iterative step. Geometric and material nonlinearities of beam-column members are accounted by using stability function, and by using CRC tangent modulus and parabolic function, respectively Besides, geometric nonlinearity of cable members is accounted by using secant value of equivalent modulus of elasticity. The load-displacement relationships obtained by the proposed method are compared well with those given by other approaches. The limit strengths evaluated by the proposed nonlinear inelastic analysis for the proposed cable-stayed bridges with tee dimensional configuration compared with those by the inelastic bifurcation point instability analyses.

Nonlinear Analysis in Love Dynamics with Triangular Membership Function as External Force (삼각 퍼지 소속 함수를 외력으로 가진 사랑 동력학에서의 비선형 해석)

  • Bae, Young-Chul
    • Journal of Digital Contents Society
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    • v.18 no.1
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    • pp.217-224
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    • 2017
  • Recently, we have been continued effort that chaotic theory apply into love model which is an area of social science. To make the chaotic behaviors in the differential equation that represent as Romeo and Juliet, we apply an external force to the differential equation. However, this external force have disadvantage that cannot exactly represent for emotion of human. In this paper, to solve these advantage, we introduce triangular fuzzy membership function to provide the external force that can describe most similar status for action and word of human in the love model of Romeo and Juliet. Also, to confirm the chaotic behaviors in the love model of Romeo and Juliet with proposed fuzzy membership function, we use time series and phase plane.