• Journal of the Korean Society for Precision Engineering
• /
• v.18 no.10
• /
• pp.101-108
• /
• 2001

In this study, the static and dynamic characteristics of endmilling process were modelled and the analytic realization of chatter mechanism was discussed. In this reward, We have discussed on the comparative assessment of recursive time series modeling algorithms that cal represent time machining process and detect the abnormal machining behaviors in precision endmilling operation. In this study, simulation and experimental works were performed to show the malfunctional behaviors. For this purpose, new recursive algorithm(RLSM) was adopted for the oil-line system identification and monitoring of a machining process, we can apply these new algorithms in real process for detection of abnormal chatter. Also, The stability lobe of chatter was analysed by varying parameter of cutting dynamics in regenerative chatter mechanics.

• Proceedings of the Korea Water Resources Association Conference
• /
• 2004.05b
• /
• pp.1208-1212
• /
• 2004

다목적댐을 효율적이고 체계적으로 운영하기 위해서는 수문순환에 대한 지역별, 기간별 이해와 더불어 댐저수지로의 정확한 유입량 산정이 필요하다. 수문모델링을 비교하기 위해서는 개념적 모형과 추계학적 모형으로 나눌 수 있는데 개념적 모형은 상당히 많은 입력요소로 말미암아 사용자로 하여금 이해를 하는데 있어서 어려움을 겪을 수 밖에 없는 실정이나 추계학적 모형은 확률적 철상 및 기초적 예측이론을 습득하게 되면 쉽고 간단하여 검토를 용이하게 할 수 있는 장점이 있다. 수자원시스템의 설계, 계획, 운영에 있어서 핵심적인 수문변수의 미래거동의 보다 나은 추정치가 필요하다. 예를 들어, 수력발전, 레크리에이션 이용과 하류지역의 오염희석과 같은 다중 목적을 유지하기 위하여 다목적댐을 운영할 때에, 다가오는 미래시간에 대한 계획된 유입량의 예측이 요구된다. 예측의 목적은 미래에 발생한 정확한 예측을 제공하는 것이다. 따라서 월유입량 예측을 위해 추계학적 모형(ARMA(1,1), ARMAX, TFN, SARIMA)과 신경망 모형(BP, CASCADE 등)의 적용을 통해 한강수게 주요 다목적댐에 가장 적합한 방법을 선정하고자 하는데 본 연구의 목적이 있다.

• The Journal of Asian Finance, Economics and Business
• /
• v.7 no.11
• /
• pp.45-53
• /
• 2020

Past literatures have not studied the impact of real-world events or information on the return and volatility of virtual currencies, particularly on the COVID-19 event, day-of-the-week effect, daily high-low price spreads and information flow rate. The study uses the ARMA-GARCH model to capture Bitcoin's return and conditional volatility, and explores the impact of information flow rate on conditional volatility in the Bitcoin market based on the Mixture Distribution Hypothesis (Clark, 1973). There were 3,064 samples collected during the period from 1^st of January 2012 to 20^th April, 2020. Empirical results show that in the Bitcoin market, a daily high-low price spread has a significant inverse relationship for daily return, and information flow rate has a significant positive relationship for condition volatility. The study supports a significant negative relationship between information asymmetry and daily return, and there is a significant positive relationship between daily trading volume and condition volatility. When Bitcoin trades on Saturday & Sunday, there is a significant reverse relationship for conditional volatility and there exists a day-of-the-week volatility effect. Under the impact of COVID-19 event, Bitcoin's condition volatility has increased significantly, indicating the risk of price changes. Finally, the Bitcoin's return has no impact on COVID-19 events and holidays (Saturday & Sunday).

• The Journal of Asian Finance, Economics and Business
• /
• v.7 no.11
• /
• pp.95-100
• /
• 2020

Nifty Bank Index has started trading in futures and options (F&O) segment from 13^th June 2005 in National Stock Exchange. The purpose of the study is to enhance the literature by examining expiration effect on the price volatility and price reversal of Underlying Index in India. Historical data used for the current study primarily comprise of daily close prices of Nifty Bank which is the only equity sectoral index in India which is traded in derivatives market and its Future contract value is derived from the underlying CNX Bank Index during the period 1^st January 2010 till 31^st March 2020. To check stationarity of the data, Augmented Dicky Fuller test was used. The study employed ARMA- EGARCH model for analysing the data. The empirical results revealed that there is no effect on the mean returns of underlying Index and EGARCH (1,1) model furthermore shows there is existence of leverage effect in the Bank Index i.e., negative shocks causes more fluctuations in the Index than positive news of similar magnitude. The outcome of the study specifies that there is no effect on volatility on the underlying sectoral index due to expiration days and also observed no price reversal effect once the expiration days are over.

• Advances in Energy Research
• /
• v.6 no.2
• /
• pp.131-143
• /
• 2019

Global Solar Radiation (GSR) is the key element for performance estimation of any Solar Power Plant (SPP). Its forecasting may help in estimation of power production from a SPP well in advance, and may also render help in optimal use of this power. Seasonal Auto-Regressive Moving Average (SARMA) and Artificial Neural Network (ANN) models are combined in order to develop a hybrid model (SARMA-ANN) conceiving the characteristics of both linear and non-linear prediction models. This developed model has been used for prediction of GSR at Gorakhpur, situated in the northern region of India. The proposed model is beneficial for the univariate forecasting. Along with this model, we have also used Auto-Regressive Moving Average (ARMA), SARMA, ANN based models for 1 - 6 day-ahead forecasting of GSR on hourly basis. It has been found that the proposed model presents least RMSE (Root Mean Square Error) and produces best forecasting results among all the models considered in the present study. As an application, the comparison between the forecasted one and the energy produced by the grid connected PV plant installed on the parking stands of the University shows the superiority of the proposed model.

• Nuclear Engineering and Technology
• /
• v.49 no.4
• /
• pp.825-837
• /
• 2017

Due to the severe impacts of recent earthquakes, the use of seismic isolation is paramount for the safety of nuclear structures. The diversity observed in seismic events demands ongoing research to analyze the devastating attributes involved, and hence to enhance the sustainability of base-isolated nuclear power plants. This study reports the seismic performance of a seismically-isolated nuclear reactor containment building (NRCB) under strong short-period ground motions (SPGMs) and long-period ground motions (LPGMs). The United States Nuclear Regulatory Commission-based design response spectrum for the seismic design of nuclear power plants is stipulated as the reference spectrum for ground motion selection. Within the period range(s) of interest, the spectral matching of selected records with the target spectrum is ensured using the spectral-compatibility approach. NRC-compliant SPGMs and LPGMs from the mega-thrust Tohoku earthquake are used to obtain the structural response of the base-isolated NRCB. To account for the lack of earthquakes in low-to-moderate seismicity zones and the gap in the artificial synthesis of long-period records, wavelet-decomposition based autoregressive moving average modeling for artificial generation of real ground motions is performed. Based on analysis results from real and simulated SPGMs versus LPGMs, the performance of NRCBs is discussed with suggestions for future research and seismic provisions.

• The Korean Journal of Applied Statistics
• /
• v.30 no.1
• /
• pp.103-117
• /
• 2017

In longitudinal data analysis, the serial correlation of repeated outcomes must be taken into account using covariance matrix. Modeling of the covariance matrix is important to estimate the effect of covariates properly. However, It is challenging because there are many parameters in the matrix and the estimated covariance matrix should be positive definite. To overcome the restrictions, several Cholesky decomposition approaches for the covariance matrix were proposed: modified autoregressive (AR), moving average (MA), ARMA Cholesky decompositions. In this paper we review them and compare the performance of the approaches using simulation studies.

• Animal Systematics, Evolution and Diversity
• /
• v.12 no.4
• /
• pp.313-329
• /
• 1996

The present study was based on the specimens collected from the Yellow Sea between Sept. 17 and Oct. 2, 1992 within the framework of Korea-China Yellow Sea Research Joint Program. Additional materials were also provided from the benthic samples collected from the tidal mud flats surrounding Inchon, Korea and from the subtidal shallow waters of the Kwang-yang Bay in the southern coast of Korea. Paraonid polychaetes have not been previously reported form Korea waters. Here, a total of six species in two genera are described and illustrated, and they are newly recorded in Korea polychaetous fauna : Cirrophorus furcatus, Cirrophorus armatus, Cirrophorus branchiatus, Aricidea (Aedicira) pacifica, Aricidea (Aricidea) wassi, adn Aficidea (Acesta) assimilis.

• Proceedings of the Korea Water Resources Association Conference
• /
• 2016.05a
• /
• pp.91-91
• /
• 2016

본 연구는 대규모 대기환경패턴 변화에 따른 극한 기후발생 및 극치 수문사상의 지역적 변동 특성을 분석하였고, 통계기법을 이용한 기후지수와 수문변량간의 원격상관관계 분석결과를 이용하여 한반도 중 장기 수문변량 예측의 가능성을 진단하였다. 또한 경남 지자체를 대상으로 다양한 통계예측모형(AR, MA, ARMA, ARIMA, VAR)을 구축하여 그 예측능력을 평가하고 적용성을 검토하였고, 중 장기 통합홍수위험 평가를 위한 인덱스를 개발하였다. 서로 다른 엘니뇨 시기별 홍수 위험도 평가결과 전형적인 엘니뇨(Cold Tongue El Nino)해에는 남해안 일부 지역(거제시, 남해군)에서 위험도가 높게 산정되었으며, 경남 북부지역에서는 위험도가 매우 낮게 산정되었다. 중앙태평양 엘니뇨(Warm Pool El Nino) 해에는 경남 남부 지역을 중심으로 홍수위험지수가 높게 나타나 중앙태평양 엘니뇨가 발달 시 경남지역의 홍수위험 발생 가능성 평년에 비하여 큰 것으로 분석된다. 또한 라니냐(La Nina) 해에는 경남 서쪽일부 지역(남해군, 하동군, 산청군)에서 통합홍수위험지수가 높게 나타났으며, 나머지 지역에서는 홍수위험도가 작거나 중간 값을 보이는 것으로 분석되었다. 본 연구는 중 장기적 관점에서 수자원 예측 및 효율적인 물 관리와 안정적인 용수공급에 도움을 줄 것으로 사료되며, 한반도 대상 특정 엘니뇨 해의 지자체별 홍수위험 취약성 평가에 활용이 가능할 것이다.

• Structural Engineering and Mechanics
• /
• v.29 no.3
• /
• pp.311-325
• /
• 2008

Noting that damage occurrence of offshore jacket platforms is concentrated in two structural regions that are in the vicinity of still water surface and close to the seabed, a damage detection method by using only partial measurement of vibration in a suspect region was presented in this paper, which can not only locate damaged members but also evaluate damage severities. Then employing an experiment platform model under white-noise ground excitation by shaking table and using modal parameters of the first three modes identified by a scalar-type ARMA method on undamaged and damaged structures, the feasibility of the damage detection method was discussed. Modal parameters from eigenvalue analysis on the structural FEM model were also used to help the discussions. It is demonstrated that the damage detection algorithm is feasible on damage location and severity evaluation for broken slanted braces and it is robust against the errors of baseline FEM model to real structure when the principal errors is formed by difference of modal frequencies. It is also found that Z-value changes of modal shapes also play a role in the precise detection of damage.