• Title/Summary/Keyword: Dynamic Correlation

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A novel time scale of dynamic heterogeneity in a supercooled liquid system

  • Mun, Seok-Jin;Park, Gye-Hyeon;Park, Sang-Won;Jeong, Yeon-Jun
    • Proceeding of EDISON Challenge
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    • 2015.03a
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    • pp.138-146
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    • 2015
  • 액체 상태의 물질이 매우 급속하게 냉각되면 일반적으로 과냉각액체(supercooled liquid) 상태에 도달한다. 과냉각액체는 더 낮은 온도에서 유리상(glass phase)으로 상전이를 일으킨다고 알려져 있는데, 이때 나타나는 동역학적 불균일성(dynamic heterogeneity)은 상전이를 기술하는데 중요한 역할을 한다. 그러나 일반적인 액체의 상전이를 연구할 때 주로 사용되던 상관함수(correlation function)으로는 이러한 불균일성을 정량적으로 표현하기 어렵기 때문에 동역학적 민감도(dynamic susceptibility)나 multi-time correlation function 등 동역학적 성질(dynamic property)로부터 특징적인 시간 개념 및 거리 개념을 도출하려는 연구가 많이 진행되어 왔다. 본 논문에서는 일반적으로 특징적인 거리 개념을 도출해 내는데 사용되는 4점 밀도 상관함수(four-point density correlation function)인 dynamic susceptibility(${\chi}^4$)가 입자 밀도의 요동(fluctuation)의 상관관계(correlation)가 지속되는 특징적인 시간 개념에 대한 정보 또한 포함하고 있다는 점에 주목하였다. 이에 따라 ${\chi}^4$의 시간에 대한 적분인 ${\tau}_4$를 새롭게 도입하였으며 그 결과로 ${\tau}_4$는 three-time density correlation function으로부터 도출한 ${\tau}_{Dh}$와 같은 축척(scaling)을 가지는 것을 확인하였다. 과냉각액체에 대한 장난감 모형(toy model)의 일종인 "Lennard-Jones potential 하에서 운동하는 서로 다른 두 종류의 입자들"을 연구에 사용하였다.

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Correlation between agility and balance (민첩성과 균형감각 간의 상호관계)

  • Bo ram Choi
    • Journal of Korean Physical Therapy Science
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    • v.30 no.1
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    • pp.23-30
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    • 2023
  • Background: While agility is a critical factor in the performance of sport in the court field, due to the diversity of agility occurrences, it is generally difficult to develop by strength and conditioning training. Previous study reported the correlation with the static balance and agility. However, the correlation between dynamic balance and agility is insufficient. It is necessary to study how static and dynamic balance affect agility respectively, for agility development. Design: Cross sectional correlational study design Methods: Twenty young women participated in the study. Three tests were used : one leg stance(static balance),Y-balance(dynamic balance), side-step(agility). One leg stance measured time, Y-balance measured distance, and side-step measured number of times. Correlation between balance and agility was used by Pearson Correlation. Results: One leg stance and side steps were shown to be not correlated. The Y balance and the side step showed with a moderate positive correlation. Conclusion: Agility is a decisive factor in fast-moving sports performance, which is generally difficult to improve with muscle strength and conditioning training. Since the correlation between dynamic balance and agility was found in this study, the importance of dynamic balance was found to improve agility to promote coordination.

A Study on the Limit of Dynamic Rrange Improvement of Complementary Con-elation OTDR Caused by the Increased Measurement Cycle at Long Code Length (Complementary Correlation OTDR에서의 긴 코드 길이에 따른 측정시간 증가에 의한 Dynamic Range 증가 제한에 대한 연구)

  • 김동선;박재홍
    • Journal of the Institute of Electronics Engineers of Korea SD
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    • v.40 no.11
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    • pp.19-28
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    • 2003
  • The limitation on the dynamic range improvement of the complementary correlation optical time domain reflectometer(CCOTDR) is presented. In CCOTDR, the improvement of dynamic range is function of both the averaging number of measurement cycles and the length of codes. The trade off between the averaging number and the code length restricts the improvement of the dynamic range and a very long code is not effective to improve the dynamic range. In this paper, the improvement limitation on dynamic range caused by the trade off between the averaging number and the code length is presented. For derivation of the trade off, the number of one measurement cycles employing a conventional single pulse method and employing a complementary code method are presented and compared. And the effective maximum code length is presented in addition.

Empirical Evidence of Dynamic Conditional Correlation Between Asian Stock Markets and US Stock Indexes During COVID-19 Pandemic

  • TANTIPAIBOONWONG, Asidakarn;HONGSAKULVASU, Napon;SAIJAI, Worrawat
    • The Journal of Asian Finance, Economics and Business
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    • v.8 no.9
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    • pp.143-154
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    • 2021
  • This study aims to explore the dynamic conditional correlation (DCC) between ten Asian stock indexes, the US stock index, and Bitcoin by using the dynamic conditional correlation model. The time span of the daily data is between January 2015 to May 2021, the total observation is 1,116. DCC(1,1)-EGARCH(1,1) with multivariate t and normal distributions for the DCC and EGARCH models, respectively, outperforms other models by the goodness of fit values. Except for Bitcoin, we discovered that the majority of the securities' volatilities have a very high volatility persistence. Furthermore, the negative shocks/news have more impact on the volatilities than positive shocks/news in most of the cases, except the stock index of China and Bitcoin. Most of the correlation pairs exhibit higher correlation during the COVID-19 pandemic compared to the pre-COVID-19, except Hong Kong-The US and Malaysia-Indonesia. Moreover, the correlation between Asian stock indexes during the COVID-19 pandemic is statistically higher than the pre-COVID-19 pandemic. However, there are a few instances where the Hong Kong stock index and a few countries are identical. The result of correlation size shows the connectedness between Asian stock markets, which are well-connected within the region, especially with South Korea, Singapore, and Hong Kong.

Measurement of Dynamic MOE of 3-Ply Laminated Woods by Flexural Vibration and Comparison with Blending Strength and Creep Performances

  • Park, Han-Min;Byeon, Hee-Seop
    • Journal of the Korean Wood Science and Technology
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    • v.34 no.2
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    • pp.46-57
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    • 2006
  • To estimate nondestructively strength performances of laminated woods, 3-ply parallel- and cross-laminated wood specimens exposed under atmosphere conditions after bending creep test were prepared for this study. The effects of density of species, arrangement of laminae and lamination types on dynamic MOE obtained by flexural vibration were investigated, and regression analyses were conducted in order to estimate static bending strength and bending creep performances. Dynamic MOE of parallel-laminated woods showed 1.0~1.2 times higher values than static bending MOE, and those of cross-laminated woods showed 1.0~1.4 times higher values than static bending MOE. The degree of anisotropy of dynamic MOE perpendicular to the grain of face laminae versus that parallel to the grain of face laminae was markedly decreased by cross-laminating. There were strong correlations between dynamic MOE by flexural vibration and static bending MOE (correlation coefficient r = 0.919~0.972) or bending MOR (correlation coefficient r = 0.811~0.947) of 3-ply laminated woods, and the correlation coefficient were higher in parallel-laminated woods than in cross-laminated woods. It indicated that static bending strength performances were able to be estimated from dynamic MOE by flexural vibration. Also, close correlations between the reciprocal of dynamic MOE by flexural vibration and initial compliance at 0.008 h of 3-ply laminated woods were found (correlation coefficient r = 0.873~0.991). However, the correlation coefficient between the reciprocal of dynamic MOE and creep compliance at 168 h of 3-ply laminated woods was considerably lower than those between dynamic MOE and initial compliance, and it was hard to estimate creep compliance with a high accuracy from dynamic MOE due to the variation of creep deformation.

An Analysis of Dynamic Conditional Correlation among International Carbon Emission Trading Prices (국제 탄소배출권 가격의 동태적 조건부 상관관계 분석)

  • Dan-Dan Luo;Yin-Hua Li
    • Korea Trade Review
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    • v.47 no.1
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    • pp.99-114
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    • 2022
  • This paper analyzed the dynamic conditional correlation between the carbon emission trading prices of Korea, China, EU, New Zealand. This paper was analyzed using the daily data of carbon emission trading prices of each country from January 12, 2015 to January 13, 2021 using the DCC-GARCH model. Summarizing the research results, first, the dynamic conditional correlation between carbon emission trading prices in the EU, Korea, and China, excluding New Zealand, was strong, indicating that there was a co-movement phenomenon. Second, it was found that carbon emission trading prices in major countries have a stronger tendency to co-movement due to global shocks. Third, it appears that the dynamic conditional correlation between the carbon emission trading prices of Korea and China is gradually strengthening. This study confirmed that the co-movement between carbon emission trading prices in Korea and other countries gradually intensified as time passed. In particular, it is meaningful in suggesting the implication that the phenomenon of co-movement between carbon emission trading prices in Korea and China is gradually intensifying.

Regression and Correlation Analysis via Dynamic Graphs

  • Kang, Hee Mo;Sim, Songyong
    • Communications for Statistical Applications and Methods
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    • v.10 no.3
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    • pp.695-705
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    • 2003
  • In this article, we propose a regression and correlation analysis via dynamic graphs and implement them in Java Web Start. For the polynomial relations between dependent and independent variables, dynamic graphics are implemented for both polynomial regression and spline estimates for an instant model selection. The results include basic statistics. They are available both as a web-based service and an application.

The Correlation between Static and Dynamic Balance Index according to the Virtual Reality-Based Squat and Conventional Squat Exercise (가상현실기반과 고전적 스쿼트 운동 방법에 따른 정적, 동적 균형지수 간 상관분석)

  • Yoon, Junggyu
    • Journal of The Korean Society of Integrative Medicine
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    • v.7 no.1
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    • pp.1-8
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    • 2019
  • Purpose : The purpose of this study was to examine the correlation between static and dynamic balance according to the virtual reality-based squat and conventional squat exercise. Methods : Twenty four participants were randomly assigned to the virtual reality-based squat (VRS) group (n=12) or conventional squat (CS) group (n=12). The static balance (C90 area, C90 angle, trace length, sway average velocity) and dynamic balance (forward, rearward, leftward, rightward) were measured using a force plate by BT4. The VRS group used the virtual reality system during 4 weeks, while the CS group underwent classical squat training. Independent t-test was used to test the homogeneity of the general characteristics of the subjects. The collected data was analyzed using the paired t-test for static and dynamic balance comparisons before and after exercise in both groups and Pearson's test for the correlation between static and dynamic balance according to the measured time. The significance level was set to 0.05. Results : There was no significant correlation between group and static and dynamic balance related variables (p>.05). There was a significant correlation between measurement time and static and dynamic balance related variables (p<.05). According to the measurement time, the static balance parameter C90 area in the VRS group after exercise was significantly decreased (p<.05). The values of forward, leftward and rightward in the VRS group were significantly increased after exercise (p<.05). Conclusion : It is suggested that 20 normal healthy adult men and women who have normal balance ability can improve their ability to control their posture by improving the balance ability when applying virtual reality-based squat exercise.

Analysis of Correlation between the Vibration Transmissions and the Dynamic Characteristics for Floor Impact Sound Insulation Materials through Model Test (모의실험을 통한 완충재별 진동전달량과 동적특성과의 상관성 분석에 관한 연구)

  • Kim, Heung-Sik;Joo, Si-Woong;Jin, Pil-Hwa
    • Proceedings of the Korean Society for Noise and Vibration Engineering Conference
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    • 2006.05a
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    • pp.1425-1431
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    • 2006
  • In this study, An analysis of correlation between the vibration transmissions and the dynamic characteristics for floor impact sound insulation materials through model test was carried out. As the results, the correlation coefficients between the vibration transmissions and the dynamic characteristics for floor impact sound insulation materials were over 0.8 at the heavy and light floor impact source and less dynamic stiffness was more effective in reducing the vibration transmission.

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A dynamic Bayesian approach for probability of default and stress test

  • Kim, Taeyoung;Park, Yousung
    • Communications for Statistical Applications and Methods
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    • v.27 no.5
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    • pp.579-588
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    • 2020
  • Obligor defaults are cross-sectionally correlated as obligors share common economic conditions; in addition obligors are longitudinally correlated so that an economic shock like the IMF crisis in 1998 lasts for a period of time. A longitudinal correlation should be used to construct statistical scenarios of stress test with which we replace a type of artificial scenario that the banks have used. We propose a Bayesian model to accommodate such correlation structures. Using 402 obligors to a domestic bank in Korea, our model with a dynamic correlation is compared to a Bayesian model with a stationary longitudinal correlation and the classical logistic regression model. Our model generates statistical financial statement under a stress situation on individual obligor basis so that the genearted financial statement produces a similar distribution of credit grades to when the IMF crisis occurred and complies with Basel IV (Basel Committee on Banking Supervision, 2017) requirement that the credit grades under a stress situation are not sensitive to the business cycle.