• Communications for Statistical Applications and Methods
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• v.17 no.2
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• pp.255-261
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• 2010

A class of threshold-asymmetric GRACH(TGARCH, hereafter) models has been useful for explaining asymmetric volatilities in the field of financial time series. The cumulative impulse response function of a conditionally heteroscedastic time series often measures a degree of unstability in volatilities. In this article, a general form of the cumulative impulse response function of the TGARCH model is discussed. In particular, We present formula in their closed forms for the first two lower order models, viz., TGARCH(1, 1) and TGARCH(2, 2).

• 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.

• Wind and Structures
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• v.7 no.6
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• pp.421-447
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• 2004

This paper presents a time domain approach for predicting buffeting response of long suspension bridges under skew winds. The buffeting forces on an oblique strip of the bridge deck in the mean wind direction are derived in terms of aerodynamic coefficients measured under skew winds and equivalent fluctuating wind velocities with aerodynamic impulse functions included. The time histories of equivalent fluctuating wind velocities and then buffeting forces along the bridge deck are simulated using the spectral representation method based on the Gaussian distribution assumption. The self-excited forces on an oblique strip of the bridge deck are represented by the convolution integrals involving aerodynamic impulse functions and structural motions. The aerodynamic impulse functions of self-excited forces are derived from experimentally measured flutter derivatives under skew winds using rational function approximations. The governing equation of motion of a long suspension bridge under skew winds is established using the finite element method and solved using the Newmark numerical method. The proposed time domain approach is finally applied to the Tsing Ma suspension bridge in Hong Kong. The computed buffeting responses of the bridge under skew winds during Typhoon Sam are compared with those obtained from the frequency domain approach and the field measurement. The comparisons are found satisfactory for the bridge response in the main span.

• Journal of the Korean Regional Science Association
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• v.14 no.1
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• pp.143-161
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• 1998

This paper applies dynamic versions of shift share models to a simple regional employment model. It tests for the existence of a long run interregional employment equilibrium and then estimates the impulse response functions for each employment series to determine which shocks are temporary and which are permanent.

• Proceedings of the Korean Society for Noise and Vibration Engineering Conference
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• 2007.11a
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• pp.1430-1436
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• 2007

A principal components analysis (PCA) of the median head-related impulse responses (HRIRs) in the CIPIC HRTF database reveals that the individual HRIRs can be adequately reconstructed by a linear combination of 12 orthonormal basis functions. These basis functions can be used generally to model arbitrary HRIRs, which are not included in the process to obtain the basis functions. To clarify whether these basis functions can be used to model other set of arbitrary HRIRs, an numerical error analysis for modeling and a series of subjective listening tests were carried out using the measured and modeled HRIRs. The results showed that the set of individual HRIRs, which were measured in our lab using different measurement conditions, techniques, and source positions, can be well modeled with reasonable accuracy. Furthermore, all subjects reported not only the accurate vertical perception but also the front-back discrimination with the modeled HRIRs based on 12 basis functions. However, as less basis functions were used for HRIR modeling, the modeling accuracy and localization performance deteriorated.

• Journal of the Korean Society for Nondestructive Testing
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• v.3 no.1
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• pp.5-11
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• 1983

The impulse response function are studied using time domain Born approximation in two cases; firstly when the material parameters of a flaw are constant, secondly when the parameters are varying with positions. From the impulse response functions, characteristics can be learned about a flaw with high symmetry.

• Journal of Korea Port Economic Association
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• v.19 no.2
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• pp.55-67
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• 2003

The purpose of this study is to estimate and forecast the marine trading volumes based on the structural model. We employ GPH cointegration test since the structural model must be stationary to get the accurate predicted values. The empirical results show that our model is stationary. This paper also applies variance decompositions and impulse-response functions to the structural model composed of exchange rate, domestic industrial activity, and world business. The results indicate that while both loading and unloading volumes respond positively to the shocks in income and then decay very slowly, their responses are different to the shocks in exchange tate.

• Journal of Mechanical Science and Technology
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• v.20 no.3
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• pp.426-434
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• 2006

The impact of leakage was incorporated into the transfer functions of the complex head and discharge. The impedance transfer functions for the various leaking pipeline systems were also derived. Hydraulic transients could be efficiently analyzed by the developed method. The simulation of normalized pressure variation using the method of characteristics and the impulse response method shows good agreement to the condition of turbulent flow. The leak calibration could be performed by incorporation of the impulse response method with Genetic Algorithm (GA) and Harmony Search (HS). The objective functions for the leakage detection can be made using the pressure-head response at the valve, or the pressure-head or the flow response at a certain point of the pipeline located upstream from the valve. The proposed method is not constrained by the Courant number to control the numerical dissipation of the method of characteristics. The limitations associated with the discreteness of the pipeline system in the inverse transient analysis can be neglected in the proposed method.

• Transactions of the Korean Society for Noise and Vibration Engineering
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• v.18 no.4
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• pp.448-457
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• 2008

A principal components analysis (PCA) of the median-plane head-related impulse responses (HRIRs) in the CIPIC HRTF database reveals that the individual HRIRs in the median plane can be adequately reconstructed by a linear combination of 12 orthonormal basis functions. These basis functions can be used to model arbitrary median-plane HRIRs, which are not included in the process to obtain the basis functions. Memory size can be reduced up to 5-fold depending on the number of HRIRs to be modeled. To clarify whether these basis functions can be used to model other set of arbitrary median plane HRIRs, a numerical error analysis for modeling and a series of subjective listening tests were carried out using the measured and modeled HRIRs. The results showed that the set of individual HRIRs in the median plane, which were measured in our lab using different measurement conditions, techniques, and source positions, can be modeled with reasonable accuracy. All subjects, involved in the subjective listening test, reported not only the accurate vertical perception but also the front-back discrimination with the modeled HRIRs based on 12 basis functions.

• The Journal of the Acoustical Society of Korea
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• v.15 no.1E
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• pp.45-58
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• 1996

This paper addresses the problem of identifying the class of all stable system transfer functions that interpolate the given partial impulse response sequence. In this context, classical Pade approximations that are also stable, are shown to be a special case of this general formulation. The theory developed in this connection is utilized to obtain a new criterion for determining the model order and system parameters for rational systems, and, further, to generate nonminimum phase optimal stable rational approximatinos of nonrational systems from its impulse response sequence.