• Title/Summary/Keyword: Functional applications

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Volatility for High Frequency Time Series Toward fGARCH(1,1) as a Functional Model

  • Hwang, Sun Young;Yoon, Jae Eun
    • 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.

Novel graphene-based optical MEMS accelerometer dependent on intensity modulation

  • Ahmadian, Mehdi;Jafari, Kian;Sharifi, Mohammad Javad
    • ETRI Journal
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    • v.40 no.6
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    • pp.794-801
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    • 2018
  • This paper proposes a novel graphene-based optical microelectromechanical systems MEMS accelerometer that is dependent on the intensity modulation and optical properties of graphene. The designed sensing system includes a multilayer graphene finger, a laser diode (LD) light source, a photodiode, and integrated optical waveguides. The proposed accelerometer provides several advantages, such as negligible cross-axis sensitivity, appropriate linearity behavior in the operation range, a relatively broad measurement range, and a significantly wider bandwidth when compared with other important contributions in the literature. Furthermore, the functional characteristics of the proposed device are designed analytically, and are then confirmed using numerical methods. Based on the simulation results, the functional characteristics are as follows: a mechanical sensitivity of 1,019 nm/g, an optical sensitivity of 145.7 %/g, a resonance frequency of 15,553 Hz, a bandwidth of 7 kHz, and a measurement range of ${\pm}10g$. Owing to the obtained functional characteristics, the proposed device is suitable for several applications in which high sensitivity and wide bandwidth are required simultaneously.

Linear and Nonlinear Dielectric Ceramics for High-Power Energy Storage Capacitor Applications

  • Peddigari, Mahesh;Palneedi, Haribabu;Hwang, Geon-Tae;Ryu, Jungho
    • Journal of the Korean Ceramic Society
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    • v.56 no.1
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    • pp.1-23
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    • 2019
  • Dielectric materials with inherently high power densities and fast discharge rates are particularly suitable for pulsed power capacitors. The ongoing multifaceted efforts on developing these capacitors are focused on improving their energy density and storage efficiency, as well as ensuring their reliable operation over long periods, including under harsh environments. This review article summarizes the studies that have been conducted to date on the development of high-performance dielectric ceramics for employment in pulsed power capacitors. The energy storage characteristics of various lead-based and lead-free ceramics belonging to linear and nonlinear dielectrics are discussed. Various strategies such as mechanical confinement, self-confinement, core-shell structuring, glass incorporation, chemical modifications, and special sintering routes have been adopted to tailor the electrical properties and energy storage performances of dielectric ceramics. In addition, this review article highlights the challenges and opportunities associated with the development of pulsed power capacitors.

Development of Microwave Extraction Method for the Active Ingredients and Functional Constituents of Paeonia Root (마이크로웨이브 추출방법을 이용한 작약의 유효성분 추출 및 생리활성 측정)

  • Lee, Hyojin;Jang, Kyoung won
    • Korean Journal of Pharmacognosy
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    • v.52 no.3
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    • pp.157-162
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    • 2021
  • The heat-mediated reflux apparatus extraction of Paeonia lactiflora Pall. has been widely used as a traditional extraction method. In this paper, the microwave apparatus extraction method of Paeonia Radix was performed and the active ingredients and functional constituents were compared with the reference extraction method. The most effective extraction condition of albiflorin using the microwave was 120℃ in 50% methanol, and paeoniflorin was maximally extracted at 60℃. The reduced level of paeoniflorin molecule at high-pressure and high-temperature extraction condition was caused by the molecular instability. Additionally, the microwave extraction of 50% methanol extracts at 150℃ showed the highest functional constituents determined by in vitro DPPH radical scavenging activity, polyphenol concentration, and tyrosinase inhibition assay. The microwave apparatus was adapted as a rapid, low-cost, and environmentally friendly method to extract active ingredients and the practical extraction conditions of Paeonia Radix can be used in industrial applications.

3D Weaving Process : Development of Near Net Shape Preforms and Verification of Mechanical Properties

  • Klapper, Vinzenz;Jo, Kwang-Hoon;Byun, Joon-Hyung;Song, Jung-Il;Joe, Chee-Ryong
    • Composites Research
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    • v.34 no.2
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    • pp.96-100
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    • 2021
  • The lightweight industry continuously demands reliable near-net-shape fabrication where the preform just out-of-machine is close to the final shape. In this study, different half-finished preforms are made π-beams. Then the preforms are unfolded to make a 3D shape with integrated structure of fibers, providing easier handling in the further processing of composites. Several 3D textile preforms are made using weaving technique and are examined after resin infusion for mechanical properties such as inter-laminar shear strength, compressive strength and tensile strength. Considering that the time and labor are important parameters in modern production, 3D weaving technique reduces the manufacturing steps and therefore the costs, such as hand-lay up of textile layers, cutting, and converting into preform shape. Hence this 3D weaving technique offers many possibilities for new applications with efficient composite production.

APPROXIMATION OF FIXED POINTS AND THE SOLUTION OF A NONLINEAR INTEGRAL EQUATION

  • Ali, Faeem;Ali, Javid;Rodriguez-Lopez, Rosana
    • Nonlinear Functional Analysis and Applications
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    • v.26 no.5
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    • pp.869-885
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    • 2021
  • In this article, we define Picard's three-step iteration process for the approximation of fixed points of Zamfirescu operators in an arbitrary Banach space. We prove a convergence result for Zamfirescu operator using the proposed iteration process. Further, we prove that Picard's three-step iteration process is almost T-stable and converges faster than all the known and leading iteration processes. To support our results, we furnish an illustrative numerical example. Finally, we apply the proposed iteration process to approximate the solution of a mixed Volterra-Fredholm functional nonlinear integral equation.

SOLVABILITY AND ASYMPTOTIC BEHAVIOR OF SOLUTIONS FOR SOME NONLINEAR INTEGRAL EQUATIONS RELATED TO CHANDRASEKHAR'S INTEGRAL EQUATION ON THE REAL HALF LINE

  • Mahmoud Bousselsal;Daewook Kim;Jong Kyu Kim
    • Nonlinear Functional Analysis and Applications
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    • v.28 no.1
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    • pp.57-79
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    • 2023
  • We investigate the existence and uniform attractivity of solutions of a class of functional integral equations which contain a number of classical nonlinear integral equations as special cases. Using the technique of measures of noncompactness and a fixed point theorem of Darbo type we prove the existence of solutions of these equations in the Banach space of continuous and bounded functions on the nonnegative real half axis. Our results extend and improve some known results in the recent literature. An example illustrating the main result is presented in the last section.

NEW PROOFS OF SOME FIXED POINT THEOREMS FOR MAPPINGS SATISFYING REICH TYPE CONTRACTIONS IN MODULAR METRIC SPACES

  • Godwin Amechi Okeke;Daniel Francis;Jong Kyu Kim
    • Nonlinear Functional Analysis and Applications
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    • v.28 no.1
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    • pp.1-9
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    • 2023
  • Our aim in this paper is to give some new proofs to fixed point theorems due to Abdou [1] for mappings satisfying Reich type contractions in modular metric spaces. We removed the restriction that ω satisfies the ∆2-type condition imposed on the results of [1]. Furthermore, Lemma 2.6 of [1] which was crucial in the proofs of the results of [1] is not needed in the proofs of our results. Our method of proof is simpler and interesting.

Simulation studies to compare bayesian wavelet shrinkage methods in aggregated functional data

  • Alex Rodrigo dos Santos Sousa
    • Communications for Statistical Applications and Methods
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    • v.30 no.3
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    • pp.311-330
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    • 2023
  • The present work describes simulation studies to compare the performances in terms of averaged mean squared error of bayesian wavelet shrinkage methods in estimating component curves from aggregated functional data. Five bayesian methods available in the literature were considered to be compared in the studies: The shrinkage rule under logistic prior, shrinkage rule under beta prior, large posterior mode (LPM) method, amplitude-scale invariant Bayes estimator (ABE) and Bayesian adaptive multiresolution smoother (BAMS). The so called Donoho-Johnstone test functions, logit and SpaHet functions were considered as component functions and the scenarios were defined according to different values of sample size and signal to noise ratio in the datasets. It was observed that the signal to noise ratio of the data had impact on the performances of the methods. An application of the methodology and the results to the tecator dataset is also done.

Rotary CVD Process for Surface Treatment of Powders (분말소재의 표면처리를 위한 회전형 CVD 공정)

  • Jong-Hwan Lee;Goo-Hwan Jeong
    • Journal of the Korean institute of surface engineering
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    • v.56 no.6
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    • pp.341-352
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    • 2023
  • This paper reviews the potentials of a rotary chemical vapor deposition (RCVD) process for nanomaterial synthesis and coating on powder-based materials. The rotary reactor offers a significant improvement over traditional CVD methods having horizontal and fixed reaction chambers. The RCVD system yields enhanced productivity and surface coating uniformity of nanoparticles applied in various purposes, such as efficient heat dissipation, surface hardness enhancement, and enhanced energy storage performances. The effectiveness of the RCVD system would open up new possibilities in various applications because uniform coating on powder-based materials with massive productivity is inevitable to develop multi-functional materials with high reliability.