• Journal of KSNVE
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• v.9 no.2
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• pp.317-323
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• 1999

Dynamic characteristics of catenary that supplies electrical power to high-speed trains are investigated. A simple catenary is composed of the contact and messenger wires connected by droppers possessing bi-directional stiffness properties. For slender, repeating structures such as catenary, both the wave propagation and vibration properties need to be understood. The influence of parameters that determine catenary dynamics are investiaged through numerical simulations involving finite element models. The effects of the tension and flexural rigidity of the contact wire is first investigated. The effects of dropper characteristics are then investigated. For linear droppers wave propagation as well as modal properties are determined. For large catenary motion, droppers can be modeled as bi-directional elements possessing low stiffness in compression and high stiffness in tension. For this case, impulse response is computed and compared with the cases of linear droppers. It is found that the catenary dynamics are primarily determined by contact wire tension and dropper properties, with large responses observed in 5∼40 Hz frequency range. In particular, the dropper stiffness and spacing are found to have dominant influence on the response frequency and the wave transmission characteristics.

• The Korean Journal of Financial Management
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• v.22 no.2
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• pp.189-212
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• 2005

This study examines the interactions between KTB spot and futures markets using the daily prices from March 4, 2002 to January 31, 2005. We use Granger causality test, impulse Response Analysis and Variance Decomposition through vector autoregressive analysis (VAR). However, considering the long-term relationships between the level variables of KTB spot and futures, we introduced Vector Error Correction Model. The main results are as follows. According to the results of Granger-causality test and impulse response analysis, we find that the yields of KTB forward have a great influence on the change of KTB spot but not vice versa. In terms of volatility analysis, there is no inter-dependence between KTB forward and spot markets. In the variance decomposition analysis we find that the short-term KTB forward has much more impact on the KTB spot market than the long-term KTB forward does. We think these results are meaningful for bond investors who are in charge of capital asset pricing valuation, risk management and international portfolio management.

• Journal of Biomedical Engineering Research
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• v.23 no.2
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• pp.109-117
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• 2002

Electrogastrography(EGG) is a noninvasive method for measuring gastric electrical activity on the abdomen resulting from gastric muscle. EGG signals have a very low frequency range (0.0083 ~0.15 Hz) and extremely low amplitude(10~100 uV). Consequently, EGG signal is easily influenced by other noises. Both finite impulse response(FIR) and infinite impulse response (IIR) filters need high orders or have phase distortions for passing very narrow bandwidth of the EGG signal. In this study, we decomposed EGG signals using a wavelet multiresolution method with Daubechies mother wavelet. The EGG signals were decomposed to seven levels. We reconstructed signal by summing the decomposed signals from level four to seven. To evaluate the performance of the wavelet multiresolution filter(WMF) with simulated EGG signal using two kinds of FIR and four kinds of IIR filters., we used two indices; signal to noise ratio(SNR) and reconstruction squared error(RSE). The SNR of WMF had 9.5, 6.9, and 4.7 dB bigger than that of the other filters at different noise levels, respectively. Also, The RSE of WMF had $1.22{\times}10^6, 1.16{\times}10^6, 1.02{\times}10^6$ smaller than that of the other filters at different noise levels, respectively. The WMF performed better in the SNR and RSE than two kinds of FIR and four kinds of IIR filters.

• Korean Journal of Remote Sensing
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• v.24 no.2
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• pp.99-106
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• 2008

A synthetic aperture radar (SAR) system is of great interest in many fields of civil and military applications because of all-weather and luminance free imaging capability. SAR image quality parameters such as spatial resolution, peak to sidelobe ratio (PSLR), and integrated sidelobe ratio (ISLR) can be normally estimated by modeling of impulse response function (IRF) which is obtained from various system design parameters such as altitude, operational frequency, PRF, etc. In modeling of IRF, however, background clutter environment surrounding the IRF is generally neglected. In this paper, analysis method for SAR mage quality is proposed in the real background clutter environment. First of all, SAR raw data of a point scatterer is generated based on various system parameters. Secondly, the generated raw data can be focused to ideal IRF by range Doppler algorithm (RDA). Finally, background clutter obtained from image of currently operating SAR system is applied to IRF. In addition, image quality is precisely analyzed by zooming and interpolation method for effective extraction of IRF, and then the effect of proposed methodology is presented with several simulation results under the assumption of estimation error of Doppler rate.

• Journal of Distribution Science
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• v.11 no.10
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• pp.73-79
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• 2013

Purpose - This study examines the impact of oil price volatility on economic activities in Korea. The new millennium has seen a deregulation in the crude oil market, which invited immense capital inflow into Korea. It has also raised oil price levels and volatility. Drawing on the recent theoretical literature that emphasizes the role of volatility, this paper attends to the asymmetric changes in economic growth in response to the oil price movement. This study further examines several key macroeconomic variables, such as interest rate, production, and inflation. We come to the conclusion that oil price volatility can, in some part, explain the structural changes. Research design, data, and methodology - We use two methodological frameworks in this study. First, in regards to the oil price uncertainty, we use an Exponential-GARCH (Exponential Generalized Autoregressive Conditional Heteroskedasticity: EGARCH) model estimate to elucidate the asymmetric effect of oil price shock on the conditional oil price volatility. Second, along with the estimation of the conditional volatility by the EGARCH model, we use the estimates in a VECM (Vector Error Correction Model). The study thus examines the dynamic impacts of oil price volatility on industrial production, price levels, and monetary policy responses. We also approximate the monetary policy function by the yield of monetary stabilization bond. The data collected for the study ranges from 1990: M1 to 2013: M7. In the VECM analysis section, the time span is split into two sub-periods; one from 1990 to 1999, and another from 2000 to 2013, due to the U.S. CFTC (Commodity Futures Trading Commission) deregulation on the crude oil futures that became effective in 2000. This paper intends to probe the relationship between oil price uncertainty and macroeconomic variables since the structural change in the oil market became effective. Results and Conclusions - The dynamic impulse response functions obtained from the VECM show a prolonged dampening effect of oil price volatility shock on the industrial production across all sub-periods. We also find that inflation measured by CPI rises by one standard deviation shock in response to oil price uncertainty, and lasts for the ensuing period. In addition, the impulse response functions allude that South Korea practices an expansionary monetary policy in response to oil price shocks, which stems from oil price uncertainty. Moreover, a comparison of the results of the dynamic impulse response functions from the two sub-periods suggests that the dynamic relationships have strengthened since 2000. Specifically, the results are most drastic in terms of industrial production; the impact of oil price volatility shocks has more than doubled from the year 2000 onwards. These results again indicate that the relationships between crude oil price uncertainty and Korean macroeconomic activities have been strengthened since the year2000, which resulted in a structural change in the crude oil market due to the deregulation of the crude oil futures.

• Journal of Service Research and Studies
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• v.6 no.1
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• pp.83-95
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• 2016

We examine the information transmission between the Service Industrial Production Index and the Service Industrial Wholesale and Retail Index, based on the returns data offered by the Korea Bank. The data includes daily return data from January 2000 to September 2015. Utilizing a dynamic analytical tool-the VAR model, Granger Causality test, Impulse Response Function and Variance Decomposition have been implemented. The results of the analysis are as follows. Firstly, results of Granger Causality test suggests the existence of mutual causality the Service Industrial Production Index precede and have explanatory power the Service Industrial Wholesale and Retail Index However the results also identified a greater causality and explanatory power of the Service Industrial Wholesale and Retail Index over the Service Industrial Production Index. Secondly, the results of impulse response function suggest that the Service Industrial Production Index show immediate response to the Service Industrial Wholesale and Retail Index and are influenced by till time 5 From time 2, the impact gradually disappears. Also the Service Industrial Wholesale and Retail Index show immediate response to the Service Industrial Production Index and are influenced by till time 2.5, the impact gradually disappears. Lastly, the variance decomposition analysis shows that the changes of return of Service Industrial Production Index are dependent on those of the Service Industrial Wholesale and Retail Index. This implies that returns on the Service Industrial Production Index have a significant influence over returns on the Service Industrial Wholesale and Retail Index. It contributes to the understanding of market price formation function through analysis of detached the Service Industrial Production Index and Service Industrial Wholesale and Retail Index. Finally, our results can be used as a guide by the Korea Bank and Republic of Korea and as well as Statistics Korea.

• Proceedings of the Korean Society of Precision Engineering Conference
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• 2002.10a
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• pp.725-728
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• 2002

In this Paper, a mathematical model describing the dynamics of pilot operated pressure control valve was derived. A attempt to analyze the Parameters(seat diameter, cone angle, spring stiffness, control volume) which relate to the performance of the object valve was carried out. Simulation using AMESim as a simulation tool was operated, and verified the validity of our simulation by means of comparison our simulation results with an experimental results of the pilot operated pressure control valve.

• Journal of the Korean Institute of Telematics and Electronics
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• v.23 no.4
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• pp.571-577
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• 1986

In this paper, we have investigated pole-zero shifting due to variable stopband frequency Ws and passband ripple Ap of elliptic function filters. Also we have studied the phase, group-delay, unit step response and impulse response of elliptic filters. We show that in the passband the phase linearity improves as Ws increases, and eventually it approaches that of a chebyshev function filter.

• Journal of Korea Port Economic Association
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• v.33 no.1
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• pp.47-59
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• 2017

The objective of this study is to determine the short run and long run dynamics between maritime import volume (IMV), industrial production (IP), and real effective exchange rate (REER) of the Korean Won over the REER of certain major currencies (US Dollar, Chinese Yuan, and Japanese Yen) in Korea's Jeonnam province. The Johansen and Juselius cointegration results reveal that at least one cointegration vector or long-run relationship exists. Hence, this study estimated the long run equilibrium equation, which indicates that both IP and REER are inelastic, although the former is bigger than the latter. Moreover, the dynamic causality analysis reveals short and long-run unidirectional causality from IP and REER to IMV in all three models. Further, in all the models, the results indicate short run unidirectional causality from REER to IP. In addition, the impulse response (IR) results show that the impulse of IP and REER decayed after four months. Additionally, the IR analysis results indicate that the REER of the Korean Won over the REER of Japanese Yen is the biggest with respect to the impact of relative REER on IP, which is the proxy variable of regional real income. Thus, empirical results indicated that real income and REER play an important role in determining the Jeonnam's maritime import demand behavior in the short run and long run. More importantly, substantial actions reducing unexpected fluctuation of the REER and real income based on micro and macro economic policies will increase the imported volume in the ports of the Jeonnam province.

• Proceedings of the Korean Society of Precision Engineering Conference
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• 2008.11a
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• pp.97-98
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• 2008