• Journal of the Korean Data Analysis Society
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• 제20권6호
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• pp.2771-2779
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• 2018

The recent financial crises cause the co-movement and transmit the risk across different markets and assets. It is well known that market fear affects the quality of credit in the financial markets. In this context, this study examines the co-movement between the volatility index (VIX) of the Chicago Board Options Exchange (CBOE), or VIX, and six emerging countries' credit default swaps (CDSs), by implementing wavelet coherence. Our research aims at revealing whether the VIX can be used to hedge against the bubble behavior of the CDS market in different investment holding periods (short-run, medium-run, and long-run), as well as whether either market can be used to manage and hedge overall market downside risks. The wavelet coherence results show a high degree of co-movement between the VIX and CDS during the 2007-2009 global financial crisis, across the 16-64 weeks' frequency band. In addition, we observe that the positive correlation between the VIX and the CDS markets, implying that the market turmoil intensifies the co-movement between the VIX and CDS markets.

• Wind and Structures
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• 제21권2호
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• pp.119-158
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• 2015

The characteristics of the coherence functions of X axial, Y axial, and RZ axial (i.e., body axis) wind forces on the Shanghai World Trade Centre - a 492 m super-tall building with section varying along height are studied via a synchronous multi-pressure measurement of the rigid model in wind tunnel simulating of the turbulent, and the corresponding mathematical expressions are proposed there from. The investigations show that the mathematical expressions of coherence functions in across-wind and torsional-wind directions can be constructed by superimposition of a modified exponential decay function and a peak function caused by turbulent flow and vortex shedding respectively, while that in along-wind direction need only be constructed by the former, similar to that of wind speed. Moreover, an inductive analysis method is proposed to summarize the fitted parameters of the wind force coherence functions of every two measurement levels of altitudes. The comparisons of the first three order generalized force spectra show that the proposed mathematical expressions accord with the experimental results well. Later, the influences of coherence functions on wind-induced dynamic responses are analyzed in detail based on the proposed mathematical expressions and the frequency-domain method of random vibration theory.

• 한국자동차공학회논문집
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• 제14권6호
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• pp.120-126
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• 2006

Vehicle dynamic simulation has been carried out using the coherence of road roughness between left and right wheels. The generated twin tracks with the coherence of road roughness between left and right wheels are in good agreements with the measured coherence relation of left and right wheels. And these tracks reflect well on the roughness characteristics of real roads. Using the generated roads and multibody dynamic simulation program, vehicle dynamic simulation is performed. The vertical and roll motion analysis of a vehicle are carried out using the realistic road profiles with the coherence between left and right wheels and the results are in good agreements with the dynamic characteristics of a vehicle.

• Journal of the Optical Society of Korea
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• 제19권6호
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• pp.555-559
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• 2015

Coherence length (time) is a key parameter in many classical and quantum optical applications. Two interferometers – Michelson and Young’s double-slit – are used to characterize the temporal coherence of single photons emitted from single terrylene molecules. For quantitative analysis, a dispersion-related distortion in the interference pattern of a Michelson interferometer is carefully corrected by a simple dispersion compensation. Additionally, it has been demonstrated that Young’s interferometer can be used in temporal coherence studies at the single photon level with high accuracy. The pros and cons of the two systems are discussed. The measured coherence lengths in the two systems are consistent with one another under the self-interference interpretations.

• 한국소음진동공학회논문집
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• 제26권7호
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• pp.774-780
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• 2016

In this paper noise source and transfer path of tactical vehicle are analyzed with partial coherence function and spectrum analysis. Engine, transmission, structure panel and aerodynamic are main source of cabin noise. To reduce cabin noise, identifying transfer path of sources and analyzing their contribution is important. With modeling of transfer path and partial coherence function, transfer path and principal noise source can be identified. Engine/transmission and structural resonance are principal source of low frequency noise and by adding stiffener and sound absorbing material, resonance of vibration and inflow air problem can be solved.

• 지역사회간호학회지
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• 제31권3호
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• pp.269-278
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• 2020

Purpose: The study was conducted to identify the relationship between subjective family class and suicidal ideation and to determine the double mediating effect of social support and sense of coherence on their relationship. Methods: Secondary analysis of data from 2015 Korean Psycho-social Anxiety which was a population-based representative was performed. Double mediating effects of social support and sense of coherence on suicidal ideation were analyzed using the PROCESS macro (model 6) with bootstrapping methods. Results: Subjective family class directly influenced social support (β=.20, p<.001) and sense of coherence (β=.10, p<.001). Subjective family class directly influenced suicide ideation (β=-.08, p<.001). Sense of coherence was directly influenced by social support (β=.28, p<.001). Suicide ideation was indirectly influenced by subjective family class through social support (β=-.22, p<.001) and sense of coherence (β=-.36, p=.001). The size of direct effect of subjective family class on suicide ideation was 0.24 and the total size of indirect effect was 0.12. Conclusion: Intervention to improve social support and sense of coherence is needed to prevent the suicide among adolescents.

• 대한원격탐사학회지
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• 제29권4호
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• pp.389-397
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• 2013

최근 고해상도 영상레이더를 탑재한 위성이 성공적으로 발사, 운용되고 있다. 이들 위성에서 획득된 자료를 이용한 위상간섭기법의 활용은 다양한 지구과학적 분야에서 보다 자세한 정보를 제공하고 있다. 위상간섭기법 적용에서 긴밀도는 영상레이더 자료로부터 생성된 위상간섭도 질을 평가하는 매우 중요한 요소이다. 본 연구에서는 미국 서부 텍사스에 위치한 엘파소 지역에 대한 고해상도 X-밴드 TerraSAR-X(TSX), L-밴드 ALOS PALSAR와 중해상도 C-밴드 Envisat ASAR 위성 영상레이더 자료의 긴밀도 특성을 분석 평가하고자 한다. 짧은 시간기선거리(temporal baseline) 조건에서 X-밴드 TSX 자료의 긴밀도는 0.3~0.6으로 L-밴드 ALOS PALSAR 자료와 유사한 정도의 높은 긴밀도를 나타내었다. 이 수치는 C-밴드 Envisat ASAR 자료에 비해서는 상당히 높은 것이며 영상레이더 신호의 파장이 길수록 위상간섭도의 긴밀도 유지에 있어 보다 유리하다는 일반적인 산란 이론을 고려해 볼 때 의미있는 결과라 할 수 있다. TSX 자료가 높은 긴밀도를 갖는 이유는 안정적인 산란 특성을 잘 반영할 수 있는 높은 공간 해상력이 하나의 원인일 것으로 추정된다. 하지만 11~33일 정도의 짧은 시간기선거리에서는 비교적 높은 긴밀도를 유지하는 반면에 시간기선거리가 다소 길어질 경우 긴밀도가 크게 저하된다. 본 연구 결과를 통해 긴밀도가 시간기선거리와 매우 밀접한 관계에 있음을 확인할 수 있었다.

• 대한기계학회논문집A
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• 제36권11호
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• pp.1371-1379
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• 2012

본 논문에서는 직접분사 가솔린엔진 부품에 의해서 발생하는 진동에 대한 기여도를 분석하는 방법을 제시한다. 본 연구에서는 부분기여도함수를 적용하여 부품 상호간의 관련성에 대한 진동원을 규명 하는데 사용하였다. 직접분사 가솔린 엔진 부품의 진동원을 규명하는데 부분기여도함수 방법을 사용하기 위해서는 시스템의 모델링이 필요하며 본 연구에서는 진동 발생 경로를 2 입력과 단일 출력계로 시스템을 모델링하였다. 이 모델링을 증명 하기 위해서, 직접분사가솔린 엔진의 진동원인 고압펌프, 연료레일, 인젝터, 고압센서에 3 축 가속도계 센서로 각 부품의 진동을 측정했다. 이 모델링을 바탕으로 각각의 진동원에 대한 부분기여도 함수를 구했으며, 직접분사 부품들의 각각의 진동 기여도를 계산하였다. 부분기여도 함수를 바탕으로 한 모델링을 통해 각 부품들에서 발생되는 진동 출력 기여 값을 정량적으로 도출하였다.

• 한국소음진동공학회:학술대회논문집
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• 한국소음진동공학회 2003년도 추계학술대회논문집
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• pp.298-303
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• 2003

The eccentric rotor system has various problems by vibration of unbalance mass. Specially, it is difficult to analyze vibration problem for the drum washing machine due to correlation of transmission paths. We analyze the mechanical structure by multidimensional spectral density to identify the maximum vibration magnitude at the frequency domain. It estimates the coherence function of the signals to pass the transmission paths. In case of the drum washing machine, because the transmission paths are correlated partially it needs to determinate the priority ranking. And the correlated parts are eliminated using conditioned spectral density function. Finally the shielding effect method confirms the reasonability of the modeling.

• Bulletin of the Korean Chemical Society
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• 제28권4호
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• pp.607-612
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• 2007

Relationship between charge transfer mechanism and quantum coherence has been investigated using a realtime quantum dynamics approach. In the on-the-fly filtered propagator functional path integral simulation, by separating paths that belong to different mechanisms and by integrating contributions of correspondingly sorted paths, it was possible to accurately obtain quantitative contribution of different transport mechanisms. For a 5'-GAGGG-3' DNA sequence, we analyze charge transfer processes quantitatively such that the governing mechanism alters from coherent to incoherent charge transfer with respect to the friction strength arising from dissipative environments. Although the short DNA sequence requires substantially strong dissipation for completely incoherent hopping transfer mechanism, even a weak system-environment interaction markedly destroys the coherence within the quantum mechanical system and the charge transfer dynamics becomes incoherent to some degree. Based on the forward-backward path deviation analysis, the coherence variation depending on the environment is investigated numerically.