• Title/Summary/Keyword: Case-series

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A Study on the Series Arc Detection in Low-voltage Wiring Systems (저압배선계통에서 직렬아크의 검출에 관한 연구)

  • Kim, Il-Kwon;Park, Dae-Won;Choi, Su-Yeon;Park, Chan-Yong;Kim, Hwang-Kuk;Kil, Gyung-Suk
    • Journal of the Korean Institute of Electrical and Electronic Material Engineers
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    • v.21 no.2
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    • pp.182-187
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    • 2008
  • This paper dealt with the detection algorithm of series arcing, which is a cause of electric fires in low-voltage wiring systems. To find the distinguished electrical features of series arc, we simulated series arcing by the arc generator specified in UL1699. An electric heater, an inverter-controlled vacuum cleaner, and a phase-controlled incandescent lamp were used as loads to generate series arcing. A high-pass filter (HPF) with the low cut-off frequency of 3 kHz at -3 dB was fabricated and applied to separate the series arc signal from the AC voltage source. The experiment showed that the high frequency signal generates randomly during series arcing, and the phase-controlled incandescent lamp produces high frequency pulses even in normal state. In this case, the magnitude, the width, and the randomness of high frequency signal should be analyzed to estimate series arcing precisely.

Random Central Limit Theorem of a Stationary Linear Lattice Process

  • Lee, Sang-Yeol
    • Journal of the Korean Statistical Society
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    • v.23 no.2
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    • pp.504-512
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    • 1994
  • A simple proof for the random central limit theorem is given for a family of stationary linear lattice processes, which belogn to a class of 2 dimensional random fields, applying the Beveridge and Nelson decomposition in time series context. The result is an extension of Fakhre-Zakeri and Fershidi (1993) dealing with the linear process in time series to the case of the linear lattice process with 2 dimensional indices.

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A Study on the Loss Rate Determination for Evaluating the Safety of Aircraft Series (항공기의 안전도 평가를 위한 손실률 산정 연구)

  • Choe Jeong-Sang
    • Journal of the military operations research society of Korea
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    • v.15 no.2
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    • pp.160-169
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    • 1989
  • This study is concerned with the loss rate calculation for evaluating the safety of aircraft series. The objective of this study is to provide the estimation method of safety for the determination of aircraft series, when the aircraft is directly purchased off-the-shelf or co-produced. Especially, in case the initial operation capabilities of alternative aircrafts are substantially different, this research proposes the modified cumulative average method which can effectively estimate the safety of aircraft.

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APPLICATIONS OF TAYLOR SERIES FOR CARLEMAN'S INEQUALITY THROUGH HARDY INEQUALITY

  • IDDRISU, MOHAMMED MUNIRU;OKPOTI, CHRISTOPHER ADJEI
    • Korean Journal of Mathematics
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    • v.23 no.4
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    • pp.655-664
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    • 2015
  • In this paper, we prove the discrete Hardy inequality through the continuous case for decreasing functions using elementary properties of calculus. Also, we prove the Carleman's inequality through limiting the discrete Hardy inequality with applications of Taylor series.

ON THE SPECIAL VALUES OF TORNHEIM'S MULTIPLE SERIES

  • KIM, MIN-SOO
    • Journal of applied mathematics & informatics
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    • v.33 no.3_4
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    • pp.305-315
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    • 2015
  • Recently, Jianxin Liu, Hao Pan and Yong Zhang in [On the integral of the product of the Appell polynomials, Integral Transforms Spec. Funct. 25 (2014), no. 9, 680-685] established an explicit formula for the integral of the product of several Appell polynomials. Their work generalizes all the known results by previous authors on the integral of the product of Bernoulli and Euler polynomials. In this note, by using a special case of their formula for Euler polynomials, we shall provide several reciprocity relations between the special values of Tornheim's multiple series.

IGARCH and Stochastic Volatility : Case Study

  • Hwang, S.Y.;Park, J.A.
    • Journal of the Korean Data and Information Science Society
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    • v.16 no.4
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    • pp.835-841
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    • 2005
  • IGARCH and Stochastic Volatility Model(SVM, for short) have frequently provided useful approximations to the real aspects of financial time series. This article is concerned with modeling various Korean financial time series using both IGARCH and stochastic volatility models. Daily data sets with sample period ranging from 2000 and 2004 including KOSPI, KOSDAQ and won-dollar exchange rate are comparatively analyzed using IGARCH and SVM.

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Taylor Series Discretization Method for Input-Delay Nonlinear Systems

  • Zhang, Zheng;Chong, Kil-To
    • Proceedings of the KIEE Conference
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    • 2007.04a
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    • pp.152-154
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    • 2007
  • Anew discretization method for the input-driven nonlinear continuous-time system with time delay is proposed. It is based on the combination of Taylor series expansion and first-order hold assumption. The mathematical structure of the new discretization scheme is explored. The performance of the proposed discretization procedure is evaluated by case studies. The results demonstrate that the proposed discretization scheme can assure the system requirements even though under a large sampling period. A comparison between first order hold and zero-order hold is simulated also.

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The Change Point Analysis in Time Series Models

  • Lee, Sang-Yeol
    • Proceedings of the Korean Statistical Society Conference
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    • 2005.11a
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    • pp.43-48
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    • 2005
  • We consider the problem of testing for parameter changes in time series models based on a cusum test. Although the test procedure is well-established for the mean and variance in time series models, a general parameter case has not been discussed in the literature. Therefore, here we develop a cusum test for parameter change in a more general framework. As an example, we consider the change of the parameters in an RCA(1) model and that of the autocovariances of a linear process. We also consider the variance change test for unstable models with unit roots and GARCH models.

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ANOTHER METHOD FOR PADMANABHAM'S TRANSFORMATION FORMULA FOR EXTON'S TRIPLE HYPERGEOMETRIC SERIES X8

  • Kim, Yong-Sup;Rathie, Arjun Kumar;Choi, June-Sang
    • Communications of the Korean Mathematical Society
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    • v.24 no.4
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    • pp.517-521
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    • 2009
  • The object of this note is to derive Padmanabham's transformation formula for Exton's triple hypergeometric series $X_8$ by using a different method from that of Padmanabham's. An interesting special case is also pointed out.

Osseous outgrowth on the buccal maxilla associated with piezosurgery-assisted en-masse retraction: A case series

  • Tuncer, Nilufer Irem;Arman-Ozcirpici, Ayca;Oduncuoglu, Bahar Fusun;Kantarci, Alpdogan
    • The korean journal of orthodontics
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    • v.48 no.1
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    • pp.57-62
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    • 2018
  • Piezoelectric surgery is a novel surgical approach used in orthodontic treatment for rapid tooth movement. This paper presents a case series wherein osseous outgrowths were observed in response to piezosurgery-assisted en-masse retraction. Sixteen patients requiring upper premolar extractions were treated with miniscrew-supported en-masse retraction and received minimally invasive decortication via piezosurgery. Computed tomography (CT) of the maxillary anterior region was performed to investigate the nature of the outgrowths. In 8 of the 16 patients, hemispheric or disc-shaped osseous outgrowths were observed on the sites where piezosurgery was performed during retraction. CT images revealed that these outgrowths were alveolar bone. This case series presents a previously unreported osseous response to piezosurgery-assisted tooth movement during orthodontic treatment. The response is mostly transient and is observed in 50% of the treated patients, suggesting a bone turnover that can be assessed clinically and radiographically.