• Title/Summary/Keyword: Constant Correlation Model

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A Study on Price Volatility and Properties of Time-series for the Tangerine Price in Jeju (제주지역 감귤가격의 시계열적 특성 및 가격변동성에 관한 연구)

  • Ko, Bong-Hyun
    • Journal of the Korea Academia-Industrial cooperation Society
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    • v.21 no.6
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    • pp.212-217
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    • 2020
  • The purpose of this study was to analyze the volatility and properties of a time series for tangerine prices in Jeju using the GARCH model of Bollerslev(1986). First, it was found that the time series for the rate of change in tangerine prices had a thicker tail rather than a normal distribution. At a significance level of 1%, the Jarque-Bera statistic led to a rejection of the null hypothesis that the distribution of the time series for the rate of change in tangerine prices is normally distributed. Second, the correlation between the time series was high based on the Ljung-Box Q statistic, which was statistically verified through the ARCH-LM test. Third, the results of the GARCH(1,1) model estimation showed statistically significant results at a significance level of 1%, except for the constant of the mean equation. The persistence parameter value of the variance equation was estimated to be close to 1, which means that there is a high possibility that a similar level of volatility will be present in the future. Finally, it is expected that the results of this study can be used as basic data to optimize the government's tangerine supply and demand control policy.

A Study on Time Series Analysis of Membrane Fouling by using Genetic Algorithm in the Field Plant (유전자알고리즘을 이용한 막오염 시계열 예측 연구)

  • Lee, Jin Sook;Kim, Jun Hyun;Jun, Yong Seong;Kwak, Young Ju;Lee, Jin Hyo
    • Journal of Korean Society of Environmental Engineers
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    • v.38 no.8
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    • pp.444-451
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    • 2016
  • Most research on membrane fouling models in the past are based on theoretical equations in lab-scale experiments. But these studies are barely suitable for applying on the full-scale spot where there is a sequential process such as filtration, backwash and drain. This study was conducted in submerged membrane system which being on operation auto sequentially and treating wastewater from G-water purification plant in Incheon. TMP had been designated as a fouling indicator in constant flux conditions. Total volume of inflow and SS concentration are independent variables as major operation parameters and time-series analysis and prediction of TMP were conducted. And similarity between simulated values and measured values was assessed. Final prediction model by using genetic algorithm was fully adaptable because simulated values expressed pulse-shape periodicity and increasing trend according to time at the same time. As results of twice validation, correlation coefficients between simulated and measured data were $r^2=0.721$, $r^2=0.928$, respectively. Although this study was conducted limited to data for summer season, the more amount of data, better reliability for prediction model can be obtained. If simulator for short range forecast can be developed and applied, TMP prediction technique will be a great help to energy efficient operation.

The Search of Pig Pheromonal Odorants for Biostimulation Control System Technologies: Prediction of Pig Pheromonal Tetrahydrofuran-2-yl Family Compounds by Means of Ligand Based Approach (생물학적 자극 통제 수단으로 활용하기 위한 돼지 페로몬성 냄새 물질의 탐색: Ligand Based Approach에 의한 돼지 페로몬성 Tetrahydrofuran-2-yl 계 화합물의 예측)

  • Soung, Min-Gyu;Cho, Yun-Gi;Park, Chang-Sik;Sung, Nack-Do
    • Reproductive and Developmental Biology
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    • v.32 no.3
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    • pp.141-146
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    • 2008
  • To search a new porcine pheromonal odorant, the models of four type (2D-QSAR, HQSAR, CoMFA & CoMSlA) were derived from quantitative structure-activity relationship (QSAR) between tetrahydrofuran-2-yl family compounds and their observed binding affinity constants (Obs.p$[Od]_{50}$). The optimized CoMFA model (predictability; $r^{2}_{cv.}(q^2)$=0.886 & correlation coefficient: $r^{2}_{ncv.}$=0.984) from ligand based approaches was confirmed as the best model among them. The $N^{1}$-allyl-$N^{2}$-(tetrahydrofuran-2-yl)methyl)oxalamide (P1), 2-(4-trimethylammoniummethylcyclohexyloxy)tetrahydrofurane (P5) and 2-(3-trimethylammoniummethylcyclohexyloxy)tetrahydrofurane (P6) molecules predicted as porcine pheromonal odorant by the CoMFA model were showed relatively high binding affinity constant values (Pred.p$[Od]_{50}=8{\sim}10$) and very lower toxicity values against some sorts of toxicity.

A Study on the Ozone Consumption Rate for Drinking Water Treatment Process with Ozone Application (오존의 정수처리 적용을 위한 오존소비인자에 관한 연구)

  • Kang, Tae-Hee;Oh, Byung-Soo;Kwon, Soon-Buhm;Sohn, Byeong-Yong;Kang, Joon-Wun
    • Journal of Korean Society of Environmental Engineers
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    • v.27 no.6
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    • pp.663-669
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    • 2005
  • The aim of this study was to investigate the ozone decay pattern for the effective application of ozone in drinking water treatment. In order to measure the ozone decomposition in water, ozone measuring instrument was developed with flow injection analysis (FIA) method. From the result of continuous residual ozone concentration in water, it was confirmed that the ozone decay pattern was divided with instantaneous ozone demand(I.D) and pseudo first-order rate($k_c$) phases, which were influenced by the variation of ozone dose. The empirical model obtained from I.D and $k_c$ values enabled us to predict the residual ozone concentration according to the reaction time, showing the high correlation between model and experimental values. The concentration of OH radical and $R__{ct}$ could be indirectly measured by OH radical probe compound. In both I.D and $k_c$ phases, the production pattern of OH radical could be observed, which was also affected by the variation of ozone dose. Finally, it was confirmed that the ozone consumption rate was varied according to the each drinking water treatment process and seasoning. Therefore, the optimum position and dosage of ozone have to be selected by considering various factors.

Adsorption Equilibrium, Kinetics and Thermodynamic Parameters Studies of Bismarck Brown R Dye Adsorption on Granular Activated Carbon (입상 활성탄에 대한 비스마르크 브라운 R 염료의 흡착평형, 동력학 및 열역학 파라미터에 관한 연구)

  • Lee, Jong-Jib
    • Applied Chemistry for Engineering
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    • v.24 no.3
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    • pp.327-332
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    • 2013
  • Batch experiments were carried out for adsorption equilibrium, kinetics and thermodynamic parameters of the brilliant brown R onto granular activated carbon. The operating variables studied were the initial dye concentration, contact time and temperature. Experimental equilibrium adsorption data were fitted to Langmuir and Freundlich adsorption isotherm by linear regression method. The equilibrium process was well described by Freundlich isotherm model and from the determined separation factor (1/n), granular activated carbon could be employed as an effective treatment for the removal of bismarck brown R. From kinetic experiments, the adsorption processes were found to confirm the pseudo second order model with a good correlation and the adsorption rate constant ($k_2$) increased with increasing adsorption temperature. Thermodynamic parameters like the activation energy, change of Gibbs free energy, enthalpy, and entropy were also calculated to predict the nature of adsorption in the temperature range of 298~318 K. The activation energy was determined as 8.73 kJ/mol for 100 mg/L. It was found that the adsorption of bismarck brown R on the granular activated carbon was physical process. The negative Gibbs free energy change (${\Delta}G$ = -2.59~-4.92 kJ/mol) and the positive enthalpy change (${\Delta}H$ = +26.34 kJ/mol) are indicative of the spontaneous and endothermic nature of the adsorption process.

The Search of Pig Pheromonal Odorants for Biostimulation Control System Technologies: III. Comparative Molecular Field Analysis (CoMFA) on Binding Affinities between Ligands of 2-(Cyclohexyloxy) Tetrahydrofurane Derivatives and Porcine Odorant Binding Protein (생물학적 자극 통제 수단으로 활용하기 위한 돼지 페로몬성 냄새 물질의 탐색: III. 2-(Cyclohexyloxy) Tetrahydrofurane 유도체와 Porcine Odorant Binding Protein 사이의 결합 친화력에 관한 비교 분자장 분석)

  • Sung Nack-Do;Park Chang-Sik;Jung Hoon-Sung;Seong Min-Kyu
    • Reproductive and Developmental Biology
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    • v.30 no.1
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    • pp.13-19
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    • 2006
  • To search of new porcine pheromonal odorants for biostimulation control system technologies to improve reproductive efficiency in livestock species, the comparative molecular field analysis (CoMFA) for binding affinity constant $(p(Od)_{50})$ between porcine odorant binding protein (pOBP) and ligands of odorant 2-(cyclohexyloxy) tetrahydrofurane derivatives as substrate molecule was conducted and discussed. In the optimized CoMFA model AIV with chirality $(C_1'(R),\;C_2(S))$ in substrate molecule and atom based fit alignment (A) of odorants, the statistical results showed the best predictability of the binding affinities $(p(Od)_{50})$ based on the LOO cross-validated value $r^2_{cv}.\;(q^2=0.886)$ and non-cross-validated conventional coefficient $(r^2_{ncv}.=0.984)$. the binding affinity constants exhibited a good correlation with steric (40.8%), electrostatic (14.6%) and hydrophobic (44.6%) factors of the substrate molecules. from the analytical results of the contour maps, which may give us some valuable informations to the modification of odorants for effective binding affinity.

Correlation Analysis between Dynamic Wheel-Rail Force and Rail Grinding (차륜-레일 상호작용력과 레일연마의 상관관계 분석)

  • Park, Joon-Woo;Sung, Deok-Yong;Park, Yong-Gul
    • Journal of the Korean Society for Railway
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    • v.20 no.2
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    • pp.234-240
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    • 2017
  • In this study, the influences of rail surface roughness on dynamic wheel-rail forces currently employed in conventional lines were assessed by performing field measurements according to grinding of rail surface roughness. The influence of the grinding effect was evaluated using a previous empirical prediction model for dynamic wheel-rail forces; model includes first-order derivatives of QI (Quality Index) and vehicle velocity. The theoretical dynamic wheel-rail force determined using the previous prediction equation was analyzed using the QI, which decreased due to rail grinding as determined through field measurements. At a constant track support stiffness, an increase in the QI caused an increase in dynamic wheel-rail forces. Further, it can be inferred that the results of dynamic wheel-rail analysis obtained using the measured data, such as the variation of QI due to rail grinding, can be used to predict the peak dynamic forces. Therefore, it is obvious that the optimum amount of rail grinding can be determined by considering the QI, that was regarding an operation characteristics of the target track (vehicle velocity and wheel load).

Equilibrium, Kinetics and Thermodynamic Parameters Studies on Metanil Yellow Dye Adsorption by Granular Activated Carbon (입상활성탄에 의한 메타닐 옐로우 염료의 흡착에 대한 평형, 동력학 및 열역학 파라미터에 관한 연구)

  • Lee, Jong-Jib
    • Applied Chemistry for Engineering
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    • v.25 no.1
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    • pp.96-102
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    • 2014
  • Adsorption of metanil yellow onto granular activated carbon were studied in a batch system. Various operation parameters such as adsorbent dosage, pH, initial concentration, contact time and temperature were optimized. Experimental equilibrium adsorption data were analyzed by Langmuir and Freundlich adsorption isotherm. The equilibrium process was described well by Freundlich isotherm model. From determined separation factor (1/n), adsorption of metanil yellow by granular activated carbon could be employed as effective treatment method. By analysis of kinetic experimental data, the adsorption process were found to confirm to the pseudo second order model with good correlation and the adsorption rate constant ($k^2$) decreased with increasing initial concentration. Thermodynamic parameters like activation energy, change of free energy, enthalpy, and entropy were also calculated to predict the nature adsorption in the temperature range of 298~318 K. The activation energy was determined as 23.90 kJ/mol. It was found that the adsortpion of metanil yellow on the granular activated carbon was physical process. The negative Gibbs free energy change (${\Delta}G=-2.16{\sim}-6.55kJ/mol$) and the positive enthalpy change (${\Delta}H=+23.29kJ/mol$) indicated the spontaneous and endothermic nature of the adsorption process, respectively.

Modeling Paddlewheel-Driven Circulation in a Culture Pond (축제식 양식장에서 수차에 의한 순환 모델링)

  • KANG Yun Ho
    • Korean Journal of Fisheries and Aquatic Sciences
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    • v.34 no.6
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    • pp.643-651
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    • 2001
  • Paddlewheel-driven circulation in a culture pond has been simulated based on the depth integrated 2 dimensional hydrodynamic model. Acceleration by paddlewheel is expressed as shaft force divided by water mass discharged by paddlewheel blades. The model has been calibrated and applied to culture ponds as following steps:- i) The model predicted velocities at every 10 m along longitudinal direction from the paddlewheel. The model was calibrated comparing the results with the measured values at mass correction factor $\alpha$ and dimensionless eddy viscosity constant $\gamma$, respectively, in a range $15\~20$ and 6. ii) Wind shear stress was simulated under conditions of direction $0^{\circ}C,\;90^{\circ}C\;and\;180^{\circ}C$ and speed 0.0, 2.5, 5.0 and 7.5 m/s. Change rate of current speed was <$1\%$ at wind in parallel or opposite direction to the paddlewheel-driven jet flow, while $4\%$ at orthogonal angle. iii) The model was then applied to 2 culture ponds located at the Western coast of Korea. The measured and predicted currents for the ponds were compared using the regression analysis. Analysis of flow direction and speed showed correlation coefficients 0.8928 and 0.6782 in pond A, 0.8539 and 0.7071 in pond B, respectively. Hence, the model is concluded to accurately predict circulation driven by paddlewheel such that it can be a useful tool to provide pond management strategy relating to paddlewheel operation and water quality.

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Adsorption Kinetic and Thermodynamic Studies of Tricyclazole on Granular Activated Carbon (입상 활성탄에 대한 트리사이크라졸의 흡착동력학 및 열역학적 연구)

  • Lee, Jong-Jib;Cho, Jung-Ho;Kim, H.T.
    • Journal of Korean Society of Environmental Engineers
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    • v.33 no.9
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    • pp.623-629
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    • 2011
  • The adsorption characteristics of tricyclazole by granular activated carbon were experimently investigated in the batch adsorption. Kinetic studies of adsorption of tricyclazole were carried out at 298, 308 and 318 K, using aqueous solutions with 250, 500 and 1,000 mg/L initial concentration of tricyclazole. It was established that the adsorption equilibrium of tricyclazole on granular activated carbon was successfully fitted by Freundlich isotherm equation at 298 K. The pseudo first order and pseudo second order models were used to evaluate the kinetic data and the pseudo second order kinetic model was the best with good correlation. Values of the rate constant ($k_2$) have been calculated as 0.1076, 0.0531, and 0.0309 g/mg h at 250, 500 and 1,000 mg/L initial concentration of tricyclazole, respectively. Thermodynamic parameter such as activation energy, standard enthalpy, standard entropy and standard free energy were evaluated. The positive value for enthalpy, -66.43 kJ/mol indicated that adsorption interaction of tricyclazole on activated carbon was an exothermic process. The estimated values for standard free energy were -5.08~-8.10 kJ/mol over activated carbon at 200 mg/L, indicated toward a exothermic process.