• The Korean Journal of Applied Statistics
• /
• v.33 no.6
• /
• pp.805-812
• /
• 2020

High-frequency data are now prevalent in financial time series. As a functional data arising from high-frequency financial time series, we are concerned with the intraday volatility to which functional principal component analysis (FPCA) is applied in order to achieve a dimension reduction. A review on FPCA and R function is made and high-frequency KOSPI volatility is analysed as an application.

• Proceedings of the KIEE Conference
• /
• 2001.07e
• /
• pp.80-85
• /
• 2001

Frequency is an important operating parameter of a power system. Frequency of a power system remains constant if sum of all the loads plus losses equals total generation in the system. However, the frequency starts to decrease if total generation is less than the sum of loads and tosses. On the other hand, the system frequency increases if total generation exceeds the sum of loads and losses. Electric power systems sustain transient frequency swings whenever the balance between generation and load does not no longer hold. To cope with this Constraints, it requires an accurate and high speedy frequency deviation estimation technique and suitable adjustment to obtain the power system energy balance. The fundamental frequency component of 3-phase signal is first extracted by using an algorithm based on FIR(finite duration impulse response) filter, a phase angle of a voltage. The rate change of the phase angle is used for estimation and speed in its process. Also, to confirm the validity of the proposed algorithm, the simulation results obtained by using EMTP(electro magnetic transients program) are shown.

• Journal of the Korean Institute of Electrical and Electronic Material Engineers
• /
• v.32 no.1
• /
• pp.40-46
• /
• 2019

To study the frequency response characteristics of alternating-current-driven organic light-emitting diodes (OLEDs), we fabricated blue-fluorescent OLEDs and analyzed their electroluminescent characteristics according to the alternating current voltage and frequency. The luminance-frequency characteristics of alternating-current-driven OLED was similar to that of a low-pass filter, and the luminance of high-voltage OLED decreased at higher frequency than low-voltage OLED. The luminance characteristics of the OLED according to the frequency is due to the capacitive reactance in the OLED, generated during the alternating current driving. The frequency response characteristics of the OLED according to the voltage is due to the decrease in internal resistance of the organic layer. In addition, the negative voltage component of the alternating current did not affect the frequency response of the OLED. Therefore, the electroluminescent characteristics of OLED with an alternating current power of 60 Hz are not influenced by the frequency.

• The Journal of the Acoustical Society of Korea
• /
• v.20 no.1E
• /
• pp.25-30
• /
• 2001

The unstable signature that is defined as frequency change with respect to the time or frequency modulation, is caused by the external loading variation in specific machinery component and Doppler shift etc. In this study, we analyze the generation mechanism of the unstable signature and apply the Extended Kalman filter (EKF) algorithm for its detection. The performance of Extended Kalman Filter is examined for numerical and measured signals and the results show its validity for unstable signature detection.

• Proceedings of the Korean Institute of IIIuminating and Electrical Installation Engineers Conference
• /
• 2002.11a
• /
• pp.303-306
• /
• 2002

This paper presents a novel method for measuring the ground impedance in grounding systems. A square wave current was injected to the main grounding grid through auxiliary electrode, and the test current and ground potential rise(GPR) were measured using the band-pass filter. Ground impedance was calculated from the sinusoidal waveforms of the test current and GPR in frequency range of 20~2100Hz. Also the resistance and reactance component of ground impedance were analyzed.

• Proceedings of the KIEE Conference
• /
• 2004.07e
• /
• pp.30-32
• /
• 2004

In this paper, as the preceding research for development of Intelligent Electronic Device(IED) for digital based substation automation system(SAS), we tried to selection of the most suitable digital filter by comparison of frequency response characteristic. performance of wanted frequency component extraction.

• Proceedings of the Korean Operations and Management Science Society Conference
• /
• 2004.10a
• /
• pp.582-586
• /
• 2004

The purpose of this study is to examine the lead-lag relationship between volatility and returns in high frequency stock market data to see the validity of two hypotheses that explain volatility asymmetry. Specifically, wavelet analysis is applied to decompose the volatility process into permanent and transitory components and then each component is investigated in conjunction with returns. The results from cross-correlation analysis between volatility and returns support the leverage effect hypothesis rather than the volatility feedback hypothesis in all cases.

• ETRI Journal
• /
• v.27 no.6
• /
• pp.788-797
• /
• 2005

This paper describes the design and realization of an extra high frequency band $8{\times}8$ microstrip Butler matrix. Operation at 36 GHz is achieved with a frequency bandwidth exceeding 400 MHz. The circuit is implemented on a bi-layer microstrip structure using conventional manufacturing processes. This planar implementation of a Butler matrix is a key component of a switched beam smart antenna with printed antenna elements integrated on-board. Conception details, simulation results, and measurements are also given for the components (hybrid couplers, cross-couplers, and vertical inter-connections) used to implement the matrix.

• International Journal of Safety
• /
• v.5 no.1
• /
• pp.1-4
• /
• 2006

The safety performance of the current collection system is evaluated by conducting a test run in which accelerometer and load cell signals are analyzed. It has been found that the current collection performance is strongly influenced by the train speed, with the major frequency components arising from the train traversing the span spacing and the 8.5 Hz component originating from the panhead resonance. The train acceleration is found to have significant influence on the span passing frequency but negligible effect on the resonant response.

• Proceedings of the Earthquake Engineering Society of Korea Conference
• /
• 1999.04a
• /
• pp.41-48
• /
• 1999

Small earthquake records with magnitude 2.7-4.8 recorded in Kyungsang Basin during 1995-1997 were analysed. Total of 87 records consisted of 16 events instrumented at 11 stations,. Mean dominant period at each station mean zero period acceleration of each component and the acceleration response spectra were analysed. Spectral value increases as magnitude increases and the predominant frequency band expands to low frequency zone as magnitude increases.