• Title/Summary/Keyword: Impulse response function

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Analysis of a force reconstruction problem

  • Jacquelin, E.;Bennani, A.;Massenzio, M.
    • Structural Engineering and Mechanics
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    • v.21 no.3
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    • pp.237-254
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    • 2005
  • This article deals with the reconstruction of an impact force. This requires to take measurements from the impacted structures and then to deconvolve those signals from the impulse response function. More precisely, the purpose of the work described here is to analyse the method of deconvolution and the problems that it implies. Thus, it is highlighted that the associated deconvolution problem depends on the location of the measurement points: it is possible or not to reconstruct the force of impact in function of the location of this point. Then, the role of the antiresonances is linked up with this problem. The singular value decomposition is used to understand these difficulties. Numerical predictions are compared and validated with experiments.

A new Robust Wavelet Shift Keying System Using Scaling and Wavelet Functions (스케일링 함수와 웨이브릿을 이용한 잡음에 강인한 새로운 웨이브릿 편이 변조 시스템)

  • Jeong, Tae-Il
    • Journal of the Institute of Convergence Signal Processing
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    • v.9 no.2
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    • pp.98-103
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    • 2008
  • There are the frequency shift keying(FSK), phase shift keying(PSK) and amplitude shift keying(ASK) in the conventional digital communications method. In this paper, We proposed a new robust wavelet shift keying system using scaling and wavelet function in the digital communication. Wavelet Transform consist of a low frequency and high frequency coefficient. When the input signal is one, if it finds the impulse response, the signal is separated from the scaling and wavelet function. The binary data is encoded by modulator which assigned the scaling function to 1(one), and wavelet to zero(0). It was demonstrated by experiment that the proposed algorithm can be a robust noise.

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FRF Analysis of a Vehicle Passing the Bump Barrier (둔턱 진행 차량의 주파수응답 분석)

  • Kim, Jong-Do;Yoon, Moon-Chul
    • Journal of Convergence for Information Technology
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    • v.12 no.3
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    • pp.151-157
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    • 2022
  • The purpose of this study was to investigate the frequency characteristics of forced vibration considering the vehicle progress. And the vibration characteristics in frequency domain that occur, when vehicle passes the bump, were analyzed. The responses such as displacement, velocity and acceleration were obtained through numerical analysis, and FFT processing was performed to analyze the frequency response function(FRF) characteristics. In particular, the location of vehicle eigenmodes and external excitation modes was clearly shown and analyzed. In the forced vibration model by external force, the behavior of the eigenmode in power spectrum and real and imaginary parts were also analyzed. The mode characteristics were also analyzed in each FRF. It was approximated by assuming total excitation force by considering the exciting frequency using impulse and sine wave forces, which can give the amplitude and frequencies. The response characteristics of forced oscillations having different mass, damping and stiffness have been systematically discussed.

Foreign Uncertainty and Housing Distribution Market in Korea

  • Jeon, Ji-Hong
    • Journal of Distribution Science
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    • v.16 no.12
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    • pp.5-11
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    • 2018
  • Purpose - We investigate the relationship between economic policy uncertainty (EPU) of the US and China and housing distribution economy in Korea using EPU indexes of two countries and the economic indicators in Korea. Research design, data, and methodology - We use the data such as the Korean housing price stability index (HPSI), housing purchase price index (HPPI), housing lease price index (HLPI), banking stock index (BSI), and consumer price index (CPI) with EPU indexes from January 1999 to December 2017. As an empirical methodology, we select the vector error correction model (VECM) due to the existence of cointegration. Result - As results of the impulse response function, the impact of the US EPU index has initially a negative response on the Korean HPSI, HPPI, and HLPI referring the housing distribution market including the economic variables, BSI, and CPI. Likewise, the impact of index in China has initially a negative response on economic indicators except the BSI in Korea. Conclusions - This study shows that the EPU index of the US has significantly negative relationships on all economic indicators in Korea. In this study, we reveal EPU of the US and China has dynamic impact on housing distribution economy returns in Korea.

How Vulnerable is Indonesia's Financial System Stability to External Shock?

  • Pranata, Nika;Nurzanah, Nurzanah
    • The Journal of Asian Finance, Economics and Business
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    • v.4 no.2
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    • pp.5-17
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    • 2017
  • The main objective of the study is to measure the vulnerability of Indonesia's financial system stability in response to external shocks, including from regional economies namely three biggest Indonesia major trading partners (China, the U.S and Japan) and other external factors (oil price and the federal funds rate). Using Autoregressive Distributed Lag (ARDL) model and Orthogonalized Impulse Response Function (OIRF) with quarterly data over the period Q4 2002 - Q1 2016, results confirm that, 1) oil price response has the largest effect to Indonesia financial stability system and the effect period is the longest compared to others, represented by NPL and IHSG; 2) among those three economies, only China's economic growth has significantly positive effect to Indonesia financial stability system. Based on the findings it is better for the authorities to: 1) Diversify international trade commodities by decreasing share of oil, gas, and mining export and boosting other potential sectors such as manufacture, and fisheries; 2) Ensure the survival of Indonesia large coal exporter companies without neglecting burden of national budget; and 3) Create buffer for demand shock from specific countries by diversifying and increasing share of trading from other countries particularly from ASEAN member states.

On the extended period of a frequency domain method to analyze transient responses

  • Chen, Kui Fu;Zhang, Qiang;Zhang, Sen Wen
    • Structural Engineering and Mechanics
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    • v.31 no.2
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    • pp.211-223
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    • 2009
  • Transient response analysis can be conducted either in the time domain, or via the frequency domain. Sometimes a frequency domain method (FDM) has advantages over a time domain method. A practical issue in the FDM is to find out an appropriate extended period, which may be affected by several factors, such as the excitation duration, the system damping, the artificial damping, the period of interest, etc. In this report, the extended period of the FDM based on the Duhamel's integral is investigated. This Duhamel's integral based FDM does not involve the unit impulse response function (UIRF) beyond the period of interest. Due to this fact, the ever-lasting UIRF can be simply set as zero beyond the period of interest to shorten the extended period. As a result, the preferred extended period is the summation of the period of interest and the excitation duration. This conclusion is validated by numerical examples. If the extended period is too short, then the front portion of the period of interest is more prone to errors than the rear portion, but the free vibration segment is free of the wraparound error.

Probabilistic Time Series Forecast of VLOC Model Using Bayesian Inference (베이지안 추론을 이용한 VLOC 모형선 구조응답의 확률론적 시계열 예측)

  • Son, Jaehyeon;Kim, Yooil
    • Journal of the Society of Naval Architects of Korea
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    • v.57 no.5
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    • pp.305-311
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    • 2020
  • This study presents a probabilistic time series forecast of ship structural response using Bayesian inference combined with Volterra linear model. The structural response of a ship exposed to irregular wave excitation was represented by a linear Volterra model and unknown uncertainties were taken care by probability distribution of time series. To achieve the goal, Volterra series of first order was expanded to a linear combination of Laguerre functions and the probability distribution of Laguerre coefficients is estimated using the prepared data by treating Laguerre coefficients as random variables. In order to check the validity of the proposed methodology, it was applied to a linear oscillator model containing damping uncertainties, and also applied to model test data obtained by segmented hull model of 400,000 DWT VLOC as a practical problem.

A Study on the Relation Exchange Rate Volatility to Trading Volume of Container in Korea (환율변동성과 컨테이너물동량과의 관계)

  • Choi, Bong-Ho
    • Journal of Korea Port Economic Association
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    • v.23 no.1
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    • pp.1-18
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    • 2007
  • The purpose of this study is to examine the effect of exchange rate volatility on Trading Volume of Container of Korea, and to induce policy implication in the contex of GARCH and regression model. In order to test whether time series data is stationary and the model is fitness or not, we put in operation unit root test, cointegration test. And we apply impulse response functions and variance decomposition to the structural model to estimate dynamic short run behavior of variables. The major empirical results of the study show that the increase in exchange rate volatility exerts a significant negative effect on Trading Volume of Container in long run. The results Granger causality based on an error correction model indicate that uni-directional causality between trading volume of container and exchange rate volatility is detected. This study applies impulse response function and variance decompositions to get additional information regarding the Trading Volume of Container to shocks in exchange rate volatility. The results indicate that the impact of exchange rate volatility on Trading Volume of Container is negative and converges on a stable negative equilibrium in short-run. Th exchange rate volatility have a large impact on variance of Trading Volume of Container, the effect of exchange rate volatility is small in very short run but become larger with time. We can infer policy suggestion as follows; we must make a stable policy of exchange rate to get more Trading Volume of Container

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Analysis of R&D Time Lag in impacting Firm Value: GMM- PVAR Study (GMM Panel VAR를 이용하여 R&D가 기업 가치에 영향을 미치기까지의 시간 측정 연구)

  • Yang, Insun
    • Journal of the Korea Academia-Industrial cooperation Society
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    • v.17 no.7
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    • pp.63-76
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    • 2016
  • Most previous studies found a positive relationship between the value of a firm and its R&D investments. This research measures the impact of the timescale of the R&D investment of a firm on its value using panel vector autoregression. By measuring the time required for R&D to impact the value of a firm, this study demonstrates that the lead time is an essential factor in the analysis of the effect of R&D investment on a firm's value. Our study finds that the length of the lead time varies according to the firm's size, industry concentration, and book to market ratio. Firms with a higher industry concentration show a shorter lead time. Also, firms with a larger size and higher book to market ratio generally show a shorter lead time.

Causal Relationships between Vessel Export and Economic Growth in Korean Shipbuilding Industry (우리나라 조선산업에서 선박수출과 경제성장의 인과성)

  • Kim, Chang-Beom
    • Journal of Korea Port Economic Association
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    • v.24 no.1
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    • pp.1-10
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    • 2008
  • This paper analyses the dynamic causal relationship between vessel export and economic growth using annual data over the period from 1977 to 2006. Tests for ADF unit-roots, the dynamic vector using Johansen's multiple cointegration procedure, dynamic vector error correction model and impulse response function are presented. The findings of the Granger test suggest that vessel export Granger-causes economic growth in the short-run and economic growth Granger-causes exports in the short and long-run. The empirical results of impulse-response analysis show that the vessel export to a shock in real GDP responds positively and the real GDP responds positively to the shocks in vessel export. Also, the results indicate that the impact of vessel export shock on the real GDP is short-lived.

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