• Communications for Statistical Applications and Methods
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• v.16 no.1
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• pp.21-29
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• 2009

Engle and Russell (1998) proposed the ACD(Autoregressive Conditional Duration) model to explain the relationship between the prices and the duration times of the stocks. In this paper, we first introduce the various types of the ACD models such as the linear ACD, log ACD and Box-Cox ACD models and we evaluate the performance of the models for analysing the transaction data of the stocks in Korea.

• The Korean Journal of Applied Statistics
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• v.29 no.1
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• pp.221-230
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• 2016

This paper investigates volatilities of stock returns based on high frequency data from stock market. Incorporating the price duration as one of the factors in volatility, we employ the autoregressive conditional duration (ACD) model for the price duration in addition to the GARCH model to analyze stock volatilities. A combined ACD-GARCH model is analyzed in which a double-threshold is introduced to accommodate asymmetric features on stock volatilities.

• The Journal of Asian Finance, Economics and Business
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• v.7 no.4
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• pp.59-70
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• 2020

The purpose of this study is to construct the ACD model for the block trading volume duration. The ACD model based on the block trading volume duration is referred to as Volume ACD (VACD) in this study. By integrating with GARCH-type models, the VACD based GARCH type models, which include VACD-GARCH, VACD-IGARCH and VACD-FIGARCH models, are set up. This study selects Chunghwa Telecom (CHT) Inc., offering the America Depository Receipt (ADR) in NYSE, to investigate the block trading volume duration in Taiwanese equity market. The empirical results indicate that the long memory in volume duration series increases dependence at level of volatility clustering by VACD (2,1)-FIGARCH (3,d,1) model. Moreover, the VACD (2,1)-IGARCH (1,1) exhibits relatively better performance of prediction on capturing block trading volume duration. This volatility model is more appropriate in this study to portray the change of the CHT Inc. prices and provides more information about the volatility process for investment strategy, which can be a reference indicator of financial asset pricing, hedging strategy and risk management.

• Structural Engineering and Mechanics
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• v.81 no.2
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• pp.205-217
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• 2022

The thermodynamic properties of shaft lining concrete (SLC) are important evidence for the design and construction, and the spatial variability of concrete materials can directly affect the stochastic thermal analysis of the concrete structures. In this work, an array of field experiments of the concrete materials are carried out, and the statistical characteristics of thermophysical parameters of SLC are obtained. The coefficient of variation (COV) and scale of fluctuation (SOF) of uncertain thermophysical parameters are estimated. A three-dimensional (3-D) stochastic thermal model of concrete materials with heat conduction and hydration heat is proposed, and the uncertain thermodynamic properties of SLC are computed by the self-compiled program. Model validation with the experimental and numerical temperatures is also presented. According to the relationship between autocorrelation functions distance (ACD) and SOF for the five theoretical autocorrelation functions (ACFs), the effects of the ACF, COV and ACD of concrete materials on the uncertain thermodynamic properties of SLC are analyzed. The results show that the spatial variability of concrete materials is subsistent. The average temperatures and standard deviation (SD) of inner SLC are the lowest while the outer SLC is the highest. The effects of five 3-D ACFs of concrete materials on uncertain thermodynamic properties of SLC are insignificant. The larger the COV of concrete materials is, the larger the SD of SLC will be. On the contrary, the longer the ACD of concrete materials is, the smaller the SD of SLC will be. The SD of temperature of SLC increases first and then decreases. This study can provide a reliable reference for the thermodynamic properties of SLC considering spatial variability of concrete materials.

• Advances in Computational Design
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• v.4 no.3
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• pp.211-221
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• 2019

Numerical modeling of reinforced concrete structures is a difficult engineering problem, primarily because of the material inhomogeneity. The behaviour of a concrete element with reinforcement can be analyzed using, for example, the Barcelona model, which according to the literature, is one of the most suitable models for this purpose. This article compares the experimental data obtained for an orthotropic concrete slab band system with those predicted numerically using Concrete Damage Plasticity model. Abaqus package was used to perform the calculations.

• Advances in Computational Design
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• v.5 no.3
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• pp.291-304
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• 2020

In this paper, we develop models to design the airfoil using Multilayer Feed-forward Artificial Neural Network (MFANN) and Support Vector Regression model (SVR). The aerodynamic coefficients corresponding to series of airfoil are stored in a database along with the airfoil coordinates. A neural network is created with aerodynamic coefficient as input to produce the airfoil coordinates as output. The performance of the models have been evaluated. The results show that the SVR model yields the lowest prediction error.

• Journal of the Korean Society of Food Science and Nutrition
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• v.35 no.5
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• pp.543-548
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• 2006

After allergic contact dermatitis (ACD) elicited by application of 1 mL of 2.5% 1-chloro-2,4-dinitrochloro-benzene (DNCB) onto dorsal skin, Sprague Dawley male rats fed Scutellaria baicalensis water extract were observed to investigate the mitigative effect of Scutellaria baicalensis water extract on ACD. The Scutellaria baicalensis water extract (100 mg/kg/day) was daily administered to rats suffered from ACD. Concentrations of TBARS in plasma and liver were increased in rats with ACD. The concentrations of TBARS in liver were significantly decreased in Scutellaria baicalensis-fed group (SBFG) compared to control group (CG), but not in plasma. Liver SOD activity was significantly increased in SBFG compared to that of normal group and CG. Serum Ig E level was significantly increased in CG compared to normal group, while that of SBFG was significantly decreased. The epidermal thickness of CG was significantly increased compared to that of normal group, while that of SBFG was significantly decreased compared to that of CG. These results indicated that the Scutellaria baicalensis water extract administration was effective for antioxidative activity in liver, serum Ig E level and epidermal thickness of rats with ACD.

• Journal of the Korea Institute of Military Science and Technology
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• v.17 no.5
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• pp.620-628
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• 2014

This paper describes the analysis results of channel characteristics in the operating area of satellite OTM (On-The-Move) terminal. The communication channel between the Koreasat-5 and OTM terminal on a test car was measured and recorded in downtown of Daejeon, using the received beacon signal of around 20 GHz. And the measurement data were statistically analyzed and then compared with highway and national road environments. The statistical evaluation of satellite channel was conducted by using probability density function and Markov model and then presented average connection duration(ACD), average fade duration(AFD), and level crossing rate(LCR) of downtown environment.

• BMB Reports
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• v.46 no.8
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• pp.383-390
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• 2013

Mammalian neural stem cells (NSCs) are of particular interest because of their role in brain development and function. Recent findings suggest the intimate involvement of programmed cell death (PCD) in the turnover of NSCs. However, the underlying mechanisms of PCD are largely unknown. Although apoptosis is the best-defined form of PCD, accumulating evidence has revealed a wide spectrum of PCD encompassing apoptosis, autophagic cell death (ACD) and necrosis. This mini-review aims to illustrate a unique regulation of PCD in NSCs. The results of our recent studies on autophagic death of adult hippocampal neural stem (HCN) cells are also discussed. HCN cell death following insulin withdrawal clearly provides a reliable model that can be used to analyze the molecular mechanisms of ACD in the larger context of PCD. More research efforts are needed to increase our understanding of the molecular basis of NSC turnover under degenerating conditions, such as aging, stress and neurological diseases. Efforts aimed at protecting and harnessing endogenous NSCs will offer novel opportunities for the development of new therapeutic strategies for neuropathologies.

• Advances in Computational Design
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• v.5 no.4
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• pp.381-396
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• 2020

This study aimed to develop an optimal model of transportation for people with disabilities. To achieve this goal, powers of research and design should be involved, including CAD software. This paper investigates both: the concept of optimal model of transportation for people with disabilities (functional, ergonomic, constructive, technological and aesthetic solutions included); and its implementation as a fully-fledged 3D-model designed in SolidWorks environment. The optimal model of transportation is complex and consists of two objects. The first object is for indoors that is a wheelchair, the second one is for street driving that is an individual vehicle. The optimal model of transportation is universal and multifunctional, which have become possible with parametric feature-based approach utilized in SolidWorks.