• Journal of the Korean Data Analysis Society
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• v.20 no.6
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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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• v.21 no.2
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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.

• Transactions of the Korean Society of Automotive Engineers
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• v.14 no.6
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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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• v.19 no.6
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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.

• Transactions of the Korean Society for Noise and Vibration Engineering
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• v.26 no.7
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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.

• Research in Community and Public Health Nursing
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• v.31 no.3
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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.

• Korean Journal of Remote Sensing
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• v.29 no.4
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• pp.389-397
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• 2013

Recently high spatial resolution space-borne Synthetic Aperture Radar (SAR) systems have launched and have been operated successfully. Interferometric SAR (InSAR) processing with the space-based high resolution observations acquired by these systems can provide more detail information for various geodetic applications. Coherence is regarded as a critical parameter in the evaluating the quality of an InSAR pair. In this study, we evaluate the coherence characteristics of high-resolution data acquired by TerraSAR-X (X-band) and ALOS PALSAR (L-band) and intermediate-resolution data acquired by Envisat ASAR (C-band) over western Texas, U.S.A. Our coherence analysis reveals that the high-resolution X-band TSX (3.1 cm) data has a high coherence level (0.3-0.6), similar to that of the L-band ALOS PALSAR data (23.5 cm) in short temporal baselines. Further more, the TSX coherence values are significantly higher than those of the C-band (5.6 cm) Envisat ASAR data. The higher coherence of the TSX dataset is a surprising result, because common scattering theories suggest that the longer wavelength SAR data maintain better coherence. In vegetated areas the shorter wavelength radar pulse interacts mostly with upper sections of the vegetation and, hence, does not provide good correlation over time in InSAR pairs. Thus, we suggest that the higher coherence values of the TSX data reflect the data's high-resolution, in which stable and coherent scatters are better maintained. Although, however, the TSX data show a very good coherence with short temporal baseline (11-33 days), the coherences are significantly degraded as the temporal baselines are increased. This result confirms previous studies showing that the coherence has a strong dependency on the temporal baseline.

• Transactions of the Korean Society of Mechanical Engineers A
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• v.36 no.11
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• pp.1371-1379
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• 2012

This paper presents a method for estimating the contribution of vibration sources in gasoline direct injection engine parts with a multiple-input system. A partial coherence function was used to identify the cause of the linear dependence indicated by an ordinary coherence function. To apply the partial coherence function to vibration source identification in the powertrain system of a gasoline direct injection engine, a virtual model of a two-input and single-output system is simulated. For the validation of this model, the vibration of the powertrain parts was measured by using triaxial accelerometers attached to the selected vibration sources-a high-pressure pump, fuel rail, injector, and pressure sensor. After calculating the partial coherence between each source based on the virtual model, the vibration contribution of the powertrain system is calculated. This virtual model based on the partial coherence function is implemented to determine the quantitative vibration contribution of each powertrain part.

• Proceedings of the Korean Society for Noise and Vibration Engineering Conference
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• 2003.11a
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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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• v.28 no.4
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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.