• Journal of Korean Society of Water and Wastewater
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• v.30 no.5
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• pp.481-489
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• 2016

Method of characteristic(MOC) has been widely used as a transient analysis technique for pressurized pipeline systems. There are substantial studies using MOC for the water hammer triggered through instantaneous valve closures, pump stoppage and pump startup for pipelines systems equipped with a centrifugal pump. Considering restrictions of MOC associated with courant number condition for complicated pipeline systems, an impulse response method(IRM) was developed in the frequency domain. this study implements the impact of centrifugal pump using transfer function in frequency domain approach. Using pump performance curve and the affinity law, this study formulated transfer functions which relate complex pressure head at upstream of pump system to that of downstream location. Simulations of simple reservoir-pump-valve system using IRM with formulated transfer function were similar to those obtained through MOC.

• The Journal of Industrial Distribution & Business
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• v.8 no.1
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• pp.5-13
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• 2017

Purpose - In this article, a dynamic model like a VAR is an appropriate choice for estimating the possible interrelationship between ownership structure and firm performance as a dynamic process. Research design, data, and methodology - Data of this work are collected from Chinese stock exchange including 350 Chinese-listed firms during the period of 1999-2012. We hypothesize that this interrelationship dynamically exists between ownership structure and firm performance. To examine the correlation, a panel Vector Auto-regression (PVAR) approach generated by GMM method is utilized to test the possible dynamic relation embedded in corporate governance. Another two dynamic analysis solutions such as orthogonalized impulse-response function and variance decomposition are also used simultaneously. Results - Findings of this study indicate the evidence that dynamically endogenous relationship exists between ownership structure and firm performance. Further, there is a dynamical correlation between investment and performance. Impulse response and variance decomposition illustrate that impact of a shock to variables themselves is the main source for their variability. Conclusions - The conclusion in this study is that there is a bidirectional and inter-temporal effect between proportion of ownership and corporate performance for a long run in accordance with impulse response function. Overall, our results suggest that corporate governance in China is more market oriented.

• Journal of the Korea Academia-Industrial cooperation Society
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• v.17 no.12
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• pp.670-677
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• 2016

Laboratory and meta-analyses were done for 9% NI Steel for use in a liquefied natural gas carrier. The meta-analysis is based on a previous study. The laboratory analysis examines the effects of a single pass and multiple passes on the tensile strength through an impulse-response test. The tensile strength increased from pass one to pass three and decreased from pass four to pass ten. The pass and multi-pass welding had a positive effect on the tensile strength. Lastly, the welding and tensile time had a positive effect on the tensile strength.

• 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.

• Ocean and Polar Research
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• v.40 no.1
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• pp.49-58
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• 2018

This study aimed to analyze the causality of hairtail prices among import and domestic distribution channels using a Vector Error Correction Model(VECM). The results are as follows. First, since the ADF unit-root test suggests that each of the price variables, apart from retail price, has a unit root, the price variables should be 1st-differenced to secure the stability of the prices. Next, through the Johansen co-integration test, it was discovered that there are long-term relationships among the price variables. On the basis of the co-integration test, VECM analysis shows that the producer price has a long-run balance with the import and wholesale prices. In particular, when the prices deviate from the balance, the producer price dynamically adjusts to return to the long-term relationship among prices. It also indicates that the producer price has an impact on the import, wholesale, and retail prices in the short-term, and the import price has an influence on the producer and wholesale prices. In addition, the impulse response analysis demonstrates that the impulse of import and producer prices has a lasting impact on each of the prices.

• The Journal of Fisheries Business Administration
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• v.46 no.1
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• pp.93-107
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• 2015

This study aims to analyze causalities among Hairtail prices by distribution channel using a vector autoregressive model. This study applies unit-root test for stability of data, uses Granger causality test to know interaction among Hairtail Prices by distribution channel, and employes the vector autoregressive model to estimate statistical impacts among t-2 period variables used in model. Analyzing results of this study are as follows. First, ADF, PP, and KPSS tests show that the change rate of Hairtail price by distribution channel differentiated by logarithm is stable. Second, a Granger causality test presents that the producer price of Hairtail leads the wholesale price and then the wholesale price leads the consumer price. Third, the vector autoregressive model suggests that the change rate of Hairtail producer price of t-2 period variables statistically, significantly impacts change rates of own, wholesale, and consumer prices at current period. Fourth, the impulse response analysis indicates that impulse responses of the structural shocks with a respectively distribution channel of the Hairtail prices are relatively more powerful in own distribution channel than in other distribution channels. Fifth, a forecast error variance decomposition of the Hairtail prices points out that the own price has relatively more powerful influence than other prices.

• Transactions of the Korean Society for Noise and Vibration Engineering
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• v.23 no.11
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• pp.951-956
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• 2013

This paper describes techniques used to analyze the sweet spot of sound field reproduced by ear-level linear arrays of loudspeakers by geometrical approach method. Previous researches have introduced various sweet spot definitions in their own way. In general, sweet spot is defined as an area whose stereophonic sound effect is valid. Its size is affected by the geometrical arrangement of the system. In this paper, a case when plane waves are generated by linear arrays of loudspeakers in the horizontal plane is considered. So the sweet spot is defined as an area in which the listener can perceive the desired azimuth angle. Because there are many loudspeakers, impulse responses at listener's ears are in the form of pulse-train and the time-duration of the pulse-train affects the localization performance of the listener. So we calculated the maximum time duration of pulse-train by geometrical approach method and identified with the results of impulse response simulation. This paper also includes parameter analysis with respect to aperture size, so it suggests a tool for sound engineers to expect the sweet spot size and listener's sound perception.

• Proceedings of the Korean Society for Noise and Vibration Engineering Conference
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• 2002.05a
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• pp.241-246
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• 2002

Usually vibration properties are obtained from frequency response functions or impulse response functions of a system. Since the contact type sensors can affect the characteristics of vibrating systems, the non-contact type sensors such as laser Doppler vibrometer (LDV) are being widely used. Currently researches are being carried out in terms of modal analysis using a scanning vibrometer. For the continuous scan; the Chebyshev demodulation (or polynomial) is apparently suggested to extract the mode shapes. With single frequency sinusoidal excitation, this approach is well fitted. In this research, the Chebyshev demodulation technique has been applied to the impact excitation case. The vibration of the tested structure is modeled using impulse response functions. The technique is also adopted to the random excitation case. In order to verify the technique, a simply supported beam was chosen as the test rig. The calculation modules are developed by using MATLAB$\^$(R)/ in WindowsNT$\^$(R)/ environment.

• KSII Transactions on Internet and Information Systems (TIIS)
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• v.6 no.9
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• pp.2218-2230
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• 2012

In this paper, we propose an efficient channel delay estimation method for orthogonal frequency-division multiplexing (OFDM) systems, especially over doubly-selective fading channels which are selective in both the symbol time domain and subcarrier frequency domain. For the doubly-selective fading channels in single frequency network (SFN), long and strong echoes exist and thus the conventional discrete Fourier Transform (DFT) based channel delay estimation system often fails to produce the exact channel delay profile. Based on the analysis of the discrete-time frequency response of the channel impulse response (CIR) coefficients in the DFT-based channel delay estimation system, we develop a method to effectively extract the true CIR from the aliased signals by employing a simple narrow-band low-pass filter (NB-LPF). The performance of the proposed system is verified using the COST207 TU6 SFN channel model.

• Journal of Biosystems Engineering
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• v.23 no.6
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• pp.621-628
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• 1998

In order to develop an inspection algorithm for an automatic eggshell inspection system, acoustic impulse response with neural network method was studied. An improved error backpropagation algorithm was selected as a loaming rule of neural network, and three layer network was chosen for the neural network architecture. Acoustic signals in time domain and theirs power spectrum were studied as the input to the neural network. The classification feasibility and success rate were investigated in terms of statistical analysis and neural network approach. As a result, the success rate was 95% with the statistical model having five independent variables. Among the neural network models studied, the power spectrum of acoustic signal as the input with 64 input neurons and the two impact data showed the success rate of 95.5% which was slightly higher than of statistical analysis.