• The Korean Journal of Financial Studies
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• v.11 no.1
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• pp.1-36
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• 2005

한 시계열의 원래 관찰치가 본래 가지고 있는 정보를 하나도 잃지 않고 또한 손상시키지 않고 그대로 보존되며 계산이 용이하고, 뿐만 아니라 가능도함수나 비모수 추정함수를 계산함에 있어 수치적 불안정 잠재성이 존재하지 않도록 변환된 시계열을 얻을 수 있으면, 다시 말해 각종 통계량의 계산에 용이하게 적용 가능하되 원래 시계열이 보유하고 있는 모든 성질들은 추호도 손상시킴이 없이 이 시계열을 변환시킬 수 있는 변환방법이 존재한다면, 모수의 추정치와 검정통계량을 정확히 얻을 수 있을 것이다. 이와 같은 변환방법이 웨이브렛 변환이다. 이 변환은 푸리에 분석의 결점을 극복하되 후리에 변환이 적용되는 분야에는 거의 모두 적용 가능한 변환방법이다. 이 논문에서는 시계열의 웨이브렛 변환을 소개하고 이 변환이 재무시계열의 모형화에 한몫을 단단히 할 수 있다는 점을 밝히고자 한다. 그리고 웨이브렛 변환을 성공적으로 적용할 수 있는 주가과정을 하나의 예로 제시하여 웨이브렛 변환의 구체적 적용방법을 탐구하고자 한다. 웨이브렛의 주가 시계열의 적용방법의 한 예로 주가의 장기기억과정을 분석한다. 한국과 외국의 일별 주가지수의 수익률 시계열들이 장기기억과정을 따르는 시계열임이 발견되었다. 여러 형태의 웨이브들을 사용하여 검정하였는데 이 모두가 한결같이 주가지수가 장기기억성과정임을 지지하고 있다.

• The Journal of Engineering Geology
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• v.31 no.2
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• pp.149-163
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• 2021

Damage characteristics of granite, marble and sandstone whose properties were different were investigated by uniaxial compression test and cyclic loading-unloading test. Strength, elastic constants and damage threshold stresses were measured by uniaxial compression test and were compared with those measured by cyclic loading-unloading test. Average rock strengths measured by cyclic loading-unloading test were either lower than or similar with those measured by uniaxial compression test. Rocks with high strength and low porosity were more sensitive to fatigue than that with low strength and high porosity. Although permanent strains caused by cyclic loading-unloading were different according to rock types, they could be good indicators representing damage characteristics of rock. Damage threshold stress of granite and marble might be measured from stress-permanent strain curves. Acoustic emissions were measured during both tests and felicity ratios which represented damage characteristics of rocks were calculated. Felicity ratio of sandstone which was weak in strength and highly porous could not be calculated because of very few measurements of acoustic emissions. On the other hand, damage threshold could be predicted from felicity ratios of granite and marble which were brittle and low in porosity. The deformation behaviors and damage characteristics of rock mass could be investigated if additional tests for various rock types were performed.

• Journal of Korean Tunnelling and Underground Space Association
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• v.26 no.1
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• pp.1-17
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• 2024

Analyzing the tunnel excavation behavior and its effect on the surrounding ground involves large deformation behavior. Therefore, in order to properly simulate the tunnel excavation process and rigorously investigate the actual effect of excavation on surrounding ground and tunnel structure large deformation analysis method is required. In this study, two major numerical approaches capable of considering large deformations behavior were applied to investigate the effect of tunnel boring machine excavation on the surrounding ground: coupled Eulerian-Lagrangian (CEL) and the automatic remeshing (AR) method. Relative performance of both approaches was evaluated through the ground response due to TBM excavation. The ground response will be quantified by estimating the range of the excavation damaged zone (EDZ). By comparing the results, the range of the EDZ will be suggested on the vertical and horizontal direction along the TBM excavation surface. Based on the computed results, it was found that the size of EDZ around the excavation surface and the tendencies was in good agreement among the two approaches. Numerical results clearly show that the size of the EDZ around the tunnel tends to be larger for rock with higher RMR rating. The size of the EDZ is found to be direct proportional to the tunnel diameter, whereas the depth of the tunnel is inversely proportional due to higher confinement stress around the excavation surface.

• Journal of the Korea Academia-Industrial cooperation Society
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• v.11 no.9
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• pp.3148-3154
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• 2010

This paper presents the probabilistic analysis for fatigue life of Glass/Epoxy laminates with impact-induced damage. For this, a series of impact tests were perfomed on the Glass/Epoxy laminates using instrumented impact testing machine. Then, tensile and fatigue tests carried out so as to generate post-impact residual strength and fatigue life. Two Parameter Weibull distribution was used to fit the residual strength and fatigue life data of Glass/Epoxy composite laminates. The residual strength was affected by impact energy and their variance decreased with increasing of impact energy. The fatigue life of impacted laminates was greatly reduced by impact energy and this trend depended on applied stress amplitude. Additionally, the variation of fatigue life was gradually decreased with the applied stress amplitude.

• Journal of the Society of Naval Architects of Korea
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• v.48 no.1
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• pp.33-41
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• 2011

For the assessment of ultimate longitudinal strengths of damaged hull girders, it is preliminarily necessary to determine the extents and locations of the damages due to severe accidents. This paper deals with the estimation of the damages from collisions and groundings of large-sized vessels where deterministic and probabilistic approaches are investigated. Deterministic damages estimated from MARPOL(or ICLL), ABS and DNV are compared with probabilistic damages from IMO guideline and some references including damage statistic data. Damages from MARPOL show largest one among all the investigated damage estimation, since it was developed not for the residual strength of hull girder but for the damage stability calculation. IMO guideline with high level probability of damage(eg. 95% probability level) also forecasts even severer damage extents than MARPOL. On the other hand, assuming average probability level of damage, the calculated damage sizes are around the one from deterministic approaches.

• Journal of the Korean Society for Aeronautical & Space Sciences
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• v.36 no.6
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• pp.550-557
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• 2008

Delamination damage at a bolt hole in a composite stiffened panel was detected using a built-in piezoelectric active sensor array. Various signal processing techniques were used to detect an invisible small scale delamination around a fastener hole due to localized transverse loading. A built-in piezoelectric sensor array was used to generate diagnostic signals and to measure response signals. Then, the response signals were processed to extract damage-sensitive features. Damage indexes were calculated to estimate the severity and location of the damage from the features.

• Journal of Korean Association for Spatial Structures
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• v.10 no.4
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• pp.16-22
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• 2010

• Magazine of the Korea Institute for Structural Maintenance and Inspection
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• v.17 no.4
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• pp.22-26
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• 2013

• Journal of the Korea institute for structural maintenance and inspection
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• v.12 no.1
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• pp.81-90
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• 2008

This study deals with a method to identify structural damage using the combined finite element method (FEM) and the advanced damage search technique. The novelty of this study is the application of plates with arbitrary damage shapes and their response due to the anomalies in a structure subjected to impact loading. The technique described in this paper may allow us not only to detect the stiffness distribution of the damaged areas but also to find locations and the extent of damage. To demonstrate the feasibility of the method, the algorithm is applied to a steel thin plate structures with an arbitrary damage shape. The results demonstrate the excellencies of the method from the standpoints of computation efficiency as well as its ability to investigate the arbitrary stiffness reductions.

• Proceedings of the Korean Society of Precision Engineering Conference
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• 1993.10a
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• pp.64-69
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• 1993

최근의 생산시스템은 FMS,FMC와 같은 고도로 자동화된 무인시스템으로 운용되고 있으며, 생산성 향상을 위한 무인운전의 필요성이 증대되고 있으나, 숙련된 작업자를 대신하여 작업상태를 감시하는 신뢰성 있는 감시 시스템의 부족으로 인해 곤란을 겪고 있다.따라서 작업자를 대신할수 있는 신뢰성있는 감시 시스템의 개발을 필요로 한다. 특히 공구파손,공구마멸과 같은 공구손상은 공작물 및 기계에 치명적 손상을 초래하고, 기계정지시간을 증가시키므로 공구파손 검출과 공구마멸의 실시간 센싱은 가공 프로세스의 자동화와 신뢰성을 증가시키는데 가장 중요한 역활을 수행한다. 본 연구에서는 드릴가공시 검출한 주축 및 Z축 모터전류를 기초로 하여 드릴마멸을 추정하는 모델을 개발하고자 한다.