• Title/Summary/Keyword: Impulse response function

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A Comparison on the Resistance and characteristics of Transient response of Grounding Systems under Surge Currents (서지 전류에 의한 접지계의 과도응답 특성 및 접지저항 비교)

  • Shin, D.H.;Kim, Y.;Jung, Chul-Hee;Cho, Dae-Hoon;Kim, Pil-Soo
    • Proceedings of the KIEE Conference
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    • 1999.11b
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    • pp.222-225
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    • 1999
  • This paper presents the surges response of the grounding systems using frequency domain electromagnetic field analysis software package. The frequency and time domain performance of a building grounding systems subjected to a lighting strike is described and discussed. The computed scalar potentials is presented graphically as a function of spatial coordinates. A double exponential lighting surge current is injected at one corner or the building grounding systems. Time-variant response of rod, mesh and kit grounding systems under impulse currents have been obtained. This paper deals with the results of studies on the time variation of ground resistance in three grounding systems.

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Modeling and Analysis the Competition Dynamics among Container Transshipment Ports : East-Asian Ports as a Case Study (컨테이너 환적 항만 간의 동태적 경쟁에 관한 연구 : 동아시아 항만을 중심으로)

  • Abdulaziz, Ashurov;Kim, Jae-bong;Park, Nam-ki
    • Journal of Korea Port Economic Association
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    • v.32 no.4
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    • pp.165-182
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    • 2016
  • This study examines the competitiveness and cooperativeness among the container ports in East Asia by analyzing their monthly dynamics in eight years (2008-2015). Time series data on container throughput divided into origin and destination (O/D), such as the top six Chinese ports and the transshipment (T/S) ports such as Hong Kong, Busan, and Singapore, are computed with two methods based on the Vector Error Correction Model (VECM). The first Granger causality test results show that Busan T/S has significant bilateral relations with three Chinese O/D ports; and significant unidirectional relations with three other O/D ports. Shenzhen port has significant bilateral relations with Singapore, and has a significant unidirectional relation with Hong Kong port. Co-integrating test results showed that Busan holds negative co-integration with all Chinese O/D ports. Impulse response function (IRF) results show an opposite direction between paired ports. The ratios of the impulse from T/S ports are significantly high to one another in the short-run, but its power declines as time passes. The ratio of the impulse from the Chinese ports to T/S ports is less significant in the short-run period, however, it becomes more significant as time passes. The significance of most shocks was high in the second period, but was diluted after the sixth period.

A Study on the Impact of Oil Price Volatility on Korean Macro Economic Activities : An EGARCH and VECM Approach (국제유가의 변동성이 한국 거시경제에 미치는 영향 분석 : EGARCH 및 VECM 모형의 응용)

  • Kim, Sang-Su
    • 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.

Application of Minimum Phase Condition to Acoustic Impedance Measurement (최소 위상 조건을 적용한 음향 임피던스 측정)

  • Lim, Byoung-Duk;Heo, Jun-Hyeok
    • Proceedings of the Korean Society for Noise and Vibration Engineering Conference
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    • 2005.05a
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    • pp.855-860
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    • 2005
  • For the accurate measurement of acoustic properties of a surface, efforts have been made to reduce errors caused by external disturbance. If the reflection coefficient is considered as a transfer function between reflected wave and incident wave, causality is required between them and the reflection coefficient should be of minimum phase. In this thesis, the minimum phase condition is applied to measure correct reflection coefficient. The reflection coefficient is approximated as a rational function in the Z domain by minimizing the sum square error. Then the minimum phase reflection coefficient is reconstructed using the distribution of poles and zeros of the reflection coefficient model. The incident wave, the reflected wave and the impulse response function of causality are recalculated from the minimum phase reflection coefficient for further applications.

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Computer Simulation on the Modelling of OSS Equalizer for the Reproduction of Original Sound Field (원음장 재생을 위한 OSS 등화기의 모델링에 관한 컴퓨터시뮬레이션)

  • 임정빈;김천덕
    • Journal of the Korean Institute of Navigation
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    • v.16 no.4
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    • pp.55-63
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    • 1992
  • This computer simulation is the basic research for realize a real-time hardware of the reproduction system in original sound field with two loudspeakers based on the OSS(Ortho Stereophonic System) method which was proposed by Hamada of Japan in 1983. Through the computer simulation, presumed the system function of OSS equalizer using HRTF(Head Related Transfer Function), constructed the model of OSS equalizer and , evaluated the modelling OSS equalizer by evaluation formula. The obtained results are summarized as follows : 1) By the modelling OSS equalize operate as inverse filter of HRTF, an input signal reproduced effectively. 2) Known that the real-time hardware of OSS equalizer can be made by the fast convolution between the impulse response of OSS equalizer and input speech signal. 3) Since the system function of OSS equalizer presumed from HRTF, the study on the measuring of HRTF have to proceed.

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Modeling and Simulation Techniques for Performance Analysis of High Resolution SAR System (고해상도 영상레이더 성능 분석을 위한 모델링 및 시뮬레이션 기법)

  • Sung, Jin-Bong;Kim, Se-Young;Lee, Hyeon-Ik;Jeon, Byeong-Tae
    • The Journal of Korean Institute of Electromagnetic Engineering and Science
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    • v.24 no.5
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    • pp.558-565
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    • 2013
  • In this paper, modeling and simulation for performance analysis of high resolution SAR system has been carried out in the time, frequency and numeric domain using ADS Ptolemy simulation tool of Agilent corporation. SAR system consists of antenna, controller and transceiver. Error parameters affecting SAR system performances have been defined, modeled and simulated such as phase noise of frequency synthesizer, amplitude and phase characteristic of TWTA, sampling frequency of waveform generator and I/Q imbalance. Finally, the development requirements of SAR system based on the impulse response function have been derived.

An Empirical Study on Mutual Influence between Economic Index and Distribution Industry in Korean (한국 유통산업이 한국 경제에 미치는 상호영향력에 관한 실증적 연구)

  • YIM, Byung-Jin
    • The Journal of Industrial Distribution & Business
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    • v.10 no.9
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    • pp.53-60
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    • 2019
  • Purpose - The objective of this paper is to discover if there exists a relationship between the economic index and distribution industry index in Korean. Because of the distribution industry boom in the recent years, a lot of interest in the relationship between the economic index and distribution industry index in Korean and the economy has been generated. This article examine on the mutual influence between economic index and distribution industry index in Korean. Research design, data, and methodology - For this purpose, we use the vector-auto regression model, impulse response function and variance decomposition of the economic index and distribution industry index, Granger causality test using weekly data on the economic index and distribution industry price index in korea. The sample period is covering from January 2, 2010 to August 31, 2019. The VAR model can also be linked to cointegration analysis. Cointegration Analysis makes possible to find a mechanism causing x and y to move around a long-run equilibrium (Engle and Granger, 1987). This equilibrium means that external shocks may separate the series temporarily at any particular time, but there will be an overall tendency towards some type of long-run equilibrium. If variables are found to have this tendency they are said to be cointegrated and a long-run relationship between these series is established. These econometric tools have been applied widely into economics and business areas to analyze intertemporal linkages between different time series. Results - This research showed following main results. First, from the basic statistic analysis of the economic index and distribution industry index in Korean, the economic index and the distribution industry index in korea have unit roots. Second, there is at least one cointegration between the economic index and distribution industry index in Korean. Finally, the correlation between of the economic index and the distribution industry index in korea is (+) 0.528876. Conclusions - We find that the distribution industry price index Granger cause the economic index in korea. As a consequence, the distribution industry index affect the economic index in Korean. The distribution industry index to the economic index is stronger than that from the economic index to the distribution industry index.

A Study on Causality among Trading Volume of Pyeongtaek Port, Incheon Inner Harbor and Incheon North Harbor (인천내항, 인천북항, 평택항간 물동량의 인과관계 분석)

  • Yoo, Heonjong;Ahn, Seung-Bum
    • Journal of Korea Port Economic Association
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    • v.30 no.4
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    • pp.255-273
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    • 2014
  • The purpose of this paper is to examine the causal relationship among the trading volume of Pyeongtaek port, Incheon Inner Harbor, Incheon North Harbor. Methodologically, Granger causality, impulse response function, and variance decomposition based on VAR are used. The results indicate that Pyeongtaek port trading volume positive shock has positive effects on Incheon North Harbor. In addition, Incheon Inner Harbor trading volumes positive shock has negative effects on Pyeongtaek port. The results also suggest that the volume of Pyeongtaek port Granger-causes the volume of Incheon North Harbor, but not vice versa. The volume of Incheon Inner Harbor Granger-causes the volume of Pyeongtaek port. Based on these results, we suggest that port authorities have to focus on policies that would promote copetition between port of Pyeongtaek and Incheon in the world harbor industry.

Analysis of a fixed source-to-receiver underwater acoustic communication channel parameters in shallow water (송수신기가 고정된 천해 수중음향통신 채널 매개변수 해석)

  • Bae, Minja;Park, Jihyun;Yoon, Jong Rak
    • The Journal of the Acoustical Society of Korea
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    • v.38 no.5
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    • pp.494-510
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    • 2019
  • Underwater acoustic communication channel parameters consist of impulse response, delay spreading, scattering function, coherence bandwidth, frequency selective fading, coherence time and time variant magnitude fading statistics on which communication system modem and channel coding are designed. These parameters are influenced by sound velocity profile, platform motion and sea surface roughness in given acoustical oceanography condition. In this paper, channel model based on phasor, channel simulator, measurement and analysis method of channel parameters are given in a fixed source-to-receiver system and the parameters are analyzed using shallow water experimental data. For two different source-to-receiver ranges of 300 m and 600 m, the parameters are characterized by three multipaths such as a direct, a surface reflection path with time variant scattering and a bottom reflection path. The results present a channel modelling method of a fixed source source-to-receiver system, channel parameters measurement and analysis methods and a system design and performance assessment method in shallow water.

A Study on Korean FDI in China by Industries and Intra Industry Trade between Two Countries (한국의 대 중국 업종별 FDI와 산업내무역에 관한 연구)

  • Kim, Seong Ki;Kang, Han Gyoun
    • International Area Studies Review
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    • v.13 no.3
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    • pp.759-780
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    • 2009
  • The purpose of this paper is to analyse the effect of Korean FDI(1990-2008) in China by industries on exports and imports between two countries. We use time series regression, Vector Error Correction Model and Impulse Response Function as methodologies. Our findings through empirical tests are as follows. First Korean FDI in China increases Korean exports with China but shows a tendency to decrease due to the local content of China. Second Korean FDI in China increases Korean imports in SITC 8 with China. Finally Korean trade surplus caused by Korean FDI in China shrinks due to the decreasing of exports and increasing of imports in Korea. Korean FDI in China should be oriented host country's market oriented rather than production efficiency oriented because of unfriendly foreign investment environments in China.