• Proceedings of the Korean Society Of Semiconductor Equipment Technology
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• 2003.12a
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• pp.200-206
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• 2003

Identification method is formulated to evaluate the dynamic characteristics of air bearings under NFR (Near Field Recording) sliders. Using dynamic analysis, impulse responses and frequency response functions of NFR sliders are obtained on numerical non-linear models including rigid motion of slider and fluid motion of air bearing under the slider. System parameters are identified by modal analysis method and instrumental variable method. The identified system parameters of sliders are utilized to evaluate the dynamic characteristics of air bearings.

• Journal of Korean Society for Atmospheric Environment
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• v.23 no.E2
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• pp.66-73
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• 2007

The introduction of tracer gas techniques to ventilation studies in indoor environments provides valuable information that used to be unattainable from conventional testing environments. Data acquisition systems (DASs) containing analogue-to-digital (A/D) converters are usually used to function the key role that records signals to storage in digital format. In the testing process, there exist a number of components in the measuring equipment which may produce system-based inference to the monitored results. These unwanted fluctuations may cause significant error in data analysis, especially when non-linear algorithms are involved. In this study, a pre-processor is developed and applied to separate the unwanted fluctuations (noise or interference) in raw measurements and to reduce the uncertainty in the measurement. Moving average, notch filter, FIR (Finite Impulse Response) filters, and IIR (Infinite Impulse Response) filters are designed and applied to collect the desired information from the raw measurements. Tracer gas concentrations are monitored during leakage and ventilation tests in the model test room. The signal analysis functions are introduced to carry out the digital signal processing (DSP) work. Overall the FIR filters process the $CO_2$ measurement properly for ventilation rate and mean age of air calculations. It is found that, the Kaiser filter was the most applicable digital filter for pre-processing the tracer gas measurements. Although the IIR filters help to reduce the random noise in the data, they cause considerable changes to the filtered data, which is not desirable.

• Journal of the Korean Institute of Intelligent Systems
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• v.11 no.6
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• pp.563-567
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• 2001

We generalize the widebane P0-weyl symbol (P0WS) and the widebane spreading function (WSF) using the generalized warping function . The new generalized P0WS and WSF are useful for analyzing system and communication channels producing generalized time shifts. We also investigated the relationship between the affine Wey1 symbol(AWS) and the P0WS. By using specific warping functions, we derive new P0WS and WSF as analysis tools for systems and communication channels with non-linear group delary characteristics. The new P0WS preserves specific types of changes imposed on random processes. The new WSF provides a new interpretation of output of system and communication channel as weighted superpositions of non-linear time shifts on the input. It is compared to the conventional method obtaining output of system and communication channel as a convention integration of the input with the impulse response of the system and the communication channel. The convolution integration can be interpreted as weighted superpositions of liner time shifts on the input where the weight is the impulse response of the system and the communication channel. Application examples in analysis and detection demonstrate the advantages of our new results.

• Journal of the Society of Naval Architects of Korea
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• v.52 no.3
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• pp.187-197
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• 2015

This study aims the development of a semi-analytic method for the parametric roll of large containerships advancing in longitudinal waves. A 1.5 Degree-of-Freedom(DOF) model is proposed to account the change of transverse stability induced by wave elevations and vertical motions (heave and pitch). By approximating the nonlinearity of restoring moment at large heel angles, the magnitude of roll amplitude is predicted as well as susceptibility check for parametric roll occurrence. In order to increase the accuracy of the prediction, the relationship between righting arm(GZ) and metacentric height(GM) is examined in the presence of incident waves, and then a new formula is proposed. Based on the linear approximation of the mean and first harmonic component of GM, the equation of parametric roll in irregular wave excitations is introduced, and the computational results of the proposed model are validated by comparing those of weakly nonlinear simulation based on an impulse-response-function method combined with strip theory. The present semi-analytic doesn’ t require heavy computational effort, so that it is very efficient particularly when numerous sea conditions for the analysis of parametric roll should be considered.

• The Journal of Asian Finance, Economics and Business
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• v.7 no.8
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• pp.41-49
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• 2020

This study investigates the short-run and long-run causal behavior of the Philippine stock market index volatility under vector error correction environment. The variables were tested first for stationarity and then long-run equilibrium relationship. Moreover, an impulse response function was estimated to examine the extent of innovations in the independent variables in explaining the Philippine stock market index volatility. The results reveal that the volatility of the Philippine stock market index exhibit long-run equilibrium relationship with Peso-Dollar exchange rate, London Interbank Offered Rate, and crude oil prices. The short-run dynamics-based VECM estimates indicate that in the short-run, increases (i.e., depreciation) in Peso-Dollar exchange rate cause PSEI volatility to increase. As for the London Interbank Offered Rate, it causes increases in PSEI volatility in the short-run. The adjustment coefficients used with the long-run dynamics validates the presence of unidirectional causal long-run relationship from Peso-Dollar exchange rate, London Interbank Offered Rate, and crude oil prices to PSEI volatility, and bidirectional causal long-run relationship between PSEI volatility and London Interbank Offered Rate. The impulse response functions developed within the VECM framework demonstrate the positive and negative reactions of PSEI volatility to unanticipated Peso-Dollar exchange rate, London Interbank Offered Rate, and crude oil price shocks.

• Journal of KSNVE
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• v.11 no.3
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• pp.455-460
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• 2001

An exact spectrum wish no leakage error could be obtained when the period of the signal coincides perfectly with the record length. However, the record length will be determined regardless of the period of signal. The Leakage error due to this problem will gibe a distorted spectrum. In the conventional research, the method was proposed to estimate the three parameters, frequency, amplitude and phase angle, from the spectrum data for anundamped sinusoidal signal. In this paper, some techniques are proposed to estimate frequency, amplitude and damping ratios from the frequency response functions for damped signals. The validation of the proposed techniques is verified by several numerical examples.

• The Journal of the Korea Contents Association
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• v.12 no.9
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• pp.357-368
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• 2012

The purpose of this study is to empirically examine the impact of enterprise R&D investment on international trade in Korea under the new Normal Era. In order to test whether the time series data of trade variables are stationary or not, we put in operation unit root test and cointegration test. Based on VECM (Vector Error Correction Model), we also apply impulse response functions and variance decomposition to estimate the dynamic effects in the short-run and long-run. The results show that the relationship between enterprise R&D investment and international trade (export and import) exists in the long-run as well as in the short-run. The results of applying impulse response functions and variance decomposition also indicate that the impact of enterprise R&D investment on international trade is positive, and a significant portion of fluctuations in the trade variable is explained by enterprise R&D investment. Therefore, enterprise R&D investment must be continuously increased to improve economic growth with promoting trading competition power in Korea under the new Normal Era.

• The Journal of Asian Finance, Economics and Business
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• v.6 no.3
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• pp.103-113
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• 2019

The effectiveness of monetary policy critically depends upon how well the transmission mechanism functions, so that the desired impact on output and inflation is achieved. The purpose of this paper is to study the transmission mechanism of monetary policy by analyzing the impact on inflation and output during multiple indicator regime (1998-99 to 2014) in an emerging economy-India. The Inflation Targeting Regime is also briefly outlined alongwith the impact on output and inflation. Using quarterly data for the period 1997 to 2017, the paper uses weighted average call money market rate as a proxy for the policy rate and evaluates the strength of the interest rate channel. We use a conventional Structural vector auto regression (SVAR) methodology to evaluate the efficacy and show the impluse response functions. Our results find that changes in the policy rate impact output growth steeply with a lag of about two quarters and the impact on inflation is maximized after three quarters. The study concludes that the monetary policy in India has a significant impact on output and inflation in the short-to-medium-run. After the policy shock, the fall in the output growth rate is of greater magnitude than the fall in inflation.

• 제어로봇시스템학회:학술대회논문집
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• 2003.10a
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• pp.2298-2303
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• 2003

In this paper, very simple methods based on the exponential analysis are presented by which transfer function models for processes can easily be obtained. These methods employ step responses or impulse responses of the processes. These can also give a more precise transfer function model compared to the well-known graphical methods. Transfer functions are determined based on Prony method, which is one of the oldest and the most representative methods in the exponential analysis. Here, the method is reformed and applied to obtain the so-called low-order transfer function with pure time delay from the data of the step response. The effectiveness of the proposed method is examined through several numerical examples and experiments of the 2-tank level control process.

• Environmental and Resource Economics Review
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• v.11 no.3
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• pp.397-414
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• 2002

This paper presents an empirical analysis of exchange rate volatility, petroleum's import price and industrial production on petroleum imports. The GARCH framework is used to measure the exchange rate volatility. One of the most appealing features of the GARCH model is that it captures the volatility clustering phenomenon. We found one long-run relationship between petroleum imports, import price, industrial production, and exchange rate volatility using Johansen's multivariate cointegration methodology. Since there exists a cointegrating vector, therefore, we employ an error correction model to examine the short-run dynamic linkage, finding that the exchange rate volatility performs a key role in the short-run. This paper also apply impulse-response functions to provide the dynamic responses of energy consumption to the exchange rate volatility. The results show that the response of energy consumption to exchange rate volatility declines at the first month and dies out very quickly.