• Proceedings of the KIEE Conference
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• 2008.07a
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• pp.1345-1347
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• 2008

This paper described a method of determining whether arcing is present in a low-voltage wiring system. We simulated the series arcing that generated in electrical loads and fabricated a arc detection module which can discriminate between normal and arcing state. The module consists of a high-pass filter with a low cut-off frequency of 3 kHz to attenuate power frequency voltage and an active band-pass filter with a frequency of 4 kHz ${\sim}$ 8 kHz to detect series arc signals only. We tested an Incandescent lamp that was controlled by a dimmer and analysed. The module consists of a high-pass filter with a low cut-off frequency of 3 kHz to attenuate power frequency voltage by 80 dB and an active band-pass filter with a frequency of 4 kHz to detect series arc signals only. From the experimental results, we could detect series arc signals without an influence of non-linear loads.

• The Korean Journal of Applied Statistics
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• v.33 no.6
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• pp.805-812
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• 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
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• 2006.04b
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• pp.226-228
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• 2006

This paper presents the two lossless auxiliary inducors-assisted voltage source type half bridge(single ended push pull:SEPP) series resonant high frequency inverter for induction heated fixing roller in copy and printing machines. The simple high-frequency inverter treated here can completely achieve stable zero current soft switching (ZCS) commutation forwide its output power regulation ranges and load variations under constant high frequency pulse density modulation (PDM) scheme. Its transient and steady state operatprinciple is originally described and discussed for a constant high-frequency PDM control strategy under a stable ZCS operation commutation, together with its output effective power regulation charactertics-based on the high frequency PDM strategy. The experimenoperating performances of this voltage source SEPP ZCS-PDM series resonant high frequency inverter using IGBTs are illustrated as compared with computer simulation results and experimenones. Its power losses analysis and actual efficiency are evaluated and discussed on the basis of simulation and experimental results. The feasible effectiveness of this high frequency inverter appliimplemented here is proved from the practical point of view.

• The Transactions of the Korean Institute of Electrical Engineers
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• v.39 no.6
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• pp.557-567
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• 1990

This paper describes the static and dynamic characteristic analysis of the Series Resonant DC to DC Converter with frequency control. The natural commutation of all switch element is realized when the switching frequency is below the resonant frequency of the tank circuit, and the analysis is limited to only this region. For the analysis method, state plane technique is adopted, and each operation mode is defined from normalized switching frequency Fsn. Under this condition, circuit performance is analyzed ideally. The physical characteristics of the series resonant converter is easily grasped by this analysis method with frequency control and this analytical results are directly applicable to the actual converter design. The validity of the analysis is verified by comparing with experimental results and the stability of the converter is confirmed against small variations around the operating point by conventional frequency domain analysis.

• Korean Journal of Hydrosciences
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• v.4
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• pp.51-63
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• 1993

This study is to verify the applicability of statistical models in predicting flood frequency at the stage gaging stations of which the flow is under natural condition in the Han River basin. The results of the study show that the statistical flood frequency models were proven to be fairly reasonable to apply in practice, and also were compared with sampling variance to calibrate the statistical efficiency of the estimators of the T year floods Q(T) by two different flood frequency models. As a result, it was showed that for return periods greater than about T = 10 years the annual exceedance series estimators of Q(T) has smaller sampling variance than the annual maximum series estimators. It was showed that for the range of return periods the partial duration series estimators of !(T) has smaller sampling variance than the annual maximum series estimate only if the POT model contains at least 2N(N : record length) items or more in order to estimate Q(T) more efficiently than the ANNMAX model.

• Proceedings of the KSR Conference
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• 2010.06a
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• pp.41-45
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• 2010

In this paper, we analyzed the frequency spectrum of radiated electromagnetic waves generated by series arc- and corona- discharges as a basic study to develop an online diagnostic technique for power facilities installed inside switchboards. To simulate corona and series arc discharges, an arc generator specified in UL1699 and a corona generator were fabricated. The experiment was carried out in an electromagnetic shielding room, and the measurement system consists of an Ultra Log Antenna and an EMI Test Receiver. The frequency spectrum exists in ranges from 30 to 500 [MHz] for series arc discharge and 30 [MHz] to 2 [GHz] depending on defects for corona discharge. The peak frequency of series arc discharge and corona were 40 [MHz], 80 [MHz] and 35 [MHz]~160 [MHz], respectively.

• The Korean Journal of Applied Statistics
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• v.30 no.1
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• pp.169-180
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• 2017

Multivariate GARCH models are interested in conditional variances (volatilities) as well as conditional correlations between return time series. This paper is concerned with high-frequency multivariate financial time series from which realized volatilities and realized conditional correlations of intra-day returns are calculated. Existing multivariate GARCH models are reviewed comparatively with the realized volatility via canonical correlations and value at risk (VaR). Korean stock prices are analysed for illustration.

• Proceedings of the KSR Conference
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• 2008.06a
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• pp.316-320
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• 2008

This paper described the design and fabrication of a series arc detection module to monitor electrical insulation in low-voltage system. The module consists of a passive high-pass filter with a low cut-off frequency of 3 kHz to attenuate power frequency voltage by 80 dB and an active band-pass filter with a frequency of 4 kHz to detect series arc signals only. For the application experiment, we simulated series arcing phenomena on various loads such as incandescent lamp controlled by dimmer and inverter fed induction motors by an arc generator specified in UL1699. From the experimental results, we could detect series arc signals without an influence of noises.

• The Korean Journal of Applied Statistics
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• v.29 no.3
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• pp.505-512
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• 2016

The paper is concerned with high frequency financial time series. A weighted hybrid volatility is suggested to compute daily volatilities based on high frequency data. Various realized volatility (RV) computations are reviewed and the weights are chosen by minimizing the differences between the hybrid volatility and the realized volatility. A high frequency time series of KOSPI200 index is illustrated via QLIKE and Theil-U statistics.

• Quantitative Bio-Science
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• v.37 no.2
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• pp.73-79
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• 2018

As high frequency (HF, for short) time series is now prevalent in the presence of real time big data, volatility computations based on traditional ARCH/GARCH models need to be further developed to suit the high frequency characteristics. This article reviews realized volatilities (RV) and multivariate GARCH (MGARCH) to deal with high frequency volatility computations. As a (functional) infinite dimensional models, the fARCH and fGARCH are introduced to accommodate ultra high frequency (UHF) volatilities. The fARCH and fGARCH models are developed in the recent literature by Hormann et al. [1] and Aue et al. [2], respectively, and our discussions are mainly based on these two key articles. Real data applications to domestic UHF financial time series are illustrated.