• 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.

• Journal of Korea Trade
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• v.23 no.5
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• pp.87-101
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• 2019

Purpose - This paper examines the effectiveness of the foreign exchange risk insurance system in the promotion of SME exports in Korea. The purpose of this study is to analyze the short-term and long-term responses of SME exports to foreign exchange risk insurance support policies. Based on these empirical studies, we would like to present some operational improvements to the operation of the foreign exchange risk insurance system. Design/methodology - In order to analyze the effect of exchange risk insurance on the exports of SMEs, a VAR model consisting of foreign exchange risk insurance underwriting values, export relative price, and domestic demand pressure, including export volume, was established. The study began with tests of the stationarity of time series data. The unit root tests showed that all concerned variables were non-stationary. Accordingly, the results of the cointegration test showed that the tested variables are not cointegrated. Finally, an impulse response function and variance decomposition analysis were conducted to analyze the impulse of foreign exchange risk insurance on exports of SMEs. Findings - As a result of estimating the VAR (1) model, foreign exchange risk insurance was found to be significant at a 1% significance level for SME' export promotion. In the impulse response analysis, SMEs' export response to the impulse of foreign exchange risk insurance showed that exports gradually increased until the third quarter, and then slowed down. However, the impulse did not disappear, and appeared continuously. Originality/value - This study analyzed the effect of foreign exchange insurance on exports of SMEs by applying the VAR model. In particular, this study is the first to analyze the short-term and long-term effects of foreign exchange risk insurance on exports of SMEs. The empirical evidence in the current study have a policy implication for the policy authority to support and promote the foreign exchange risk insurance in the effect of exchange rate volatility on Korea' export SMEs.

• Proceedings of the KIEE Conference
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• 2003.07c
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• pp.1744-1746
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• 2003

This paper represents the development of national standard (NS) for lightning impulse (LI) voltage measuring system rated 400 kV. A traceability of the NS to the international standard could be achieved by the intercomparison test with Helsinki University. According to the IEC 60060-2, a measurement uncertainty was assessed. As a result of the tests, a measurement uncertainty and step response characteristics were satisfied with the requisite for NS.

• 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.

• Proceedings of the Korean Institute of Information and Commucation Sciences Conference
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• v.9 no.2
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• pp.443-446
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• 2005

As modern society needs to process of acquisition, storage and transmission of much information, the importance of signal processing is increasing and various digital filters are used in the two-dimensional signal such as image. And kinds of these digital filters are IIR(infinite impulse response) filter and FIR(finite impulse response) filter. And FIR filter which has the phase linearity, the easiness of creation and stability is applied to many fields. In design of this FIR filter, flatness property is a important factor in pass-band and stop-band. In this paper, we designed a 2-D Circular FIR filter using the Bernstein polynomial, it is presented flatness property in pass-band and stop-band. And we simulated the designed filter with noisy test image and compared the results with existing methods.

• KSCE Journal of Civil and Environmental Engineering Research
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• v.28 no.6D
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• pp.905-913
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• 2008

Recently, concrete tracks are introduced into high-speed railroads as an alternative to ballast tracks. Concrete tracks are superior to ballast tracks in the aspect of durability, maintenance and safety. However, deteriorated stiffness of railroad bed and settlement of soft ground induced by trapped or seepage water lead to problems in safety of train operation. In this research, flexural rigidity of concrete tracks was employed as an index of track displacement and a new seismic technique called FRACTAL (Flexural-Rigidity Assessment of Concrete Tracks by Antisymmetric Lamb Waves) method was proposed to delineate flexural rigidity of concrete tracks in a 2-D image. In this paper, to establish theoretical background, parametric research was performed using numerical simulations of stress-wave tests at concrete tracks. Feasibility of the FRACTAL technique was proved at a real concrete track for Korean high-speed trains. Validity of the FRACTAL technique was also verified by comparing the results of impulse-response tests performed at the same measurement array and the results of DC resistivity survey performed at a shoulder nearby the track.

• The Journal of Fisheries Business Administration
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• v.37 no.1 s.70
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• pp.95-110
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• 2006

Japan's frozen shrimp future market is the only fisheries future commodity market in the world. This empirical study examines the lead and lag relationship between Japan frozen shrimp spot and future markets using the daily prices from August 1, 2002 to December 31, 2005. Frozen shrimp future contract is listed on Japan Kansai Commodities Exchange. Japan imports approximately 250,000 tons of frozen shrimp annually, of which just under 70,000 tons, nearly 30%, are black tiger shrimp. Approximately 90% of black tiger shrimp are caught in Indonesia, India, Thailand and Vietnam, and the two largest consumers of these shrimp are Japan and the U.S.A. Kansai Commodities Exchange adopts the India black tiger shrimp as standard future commodity. We use unit root test, Johansen cointegration test, Granger causality test, Vector autoregressive analysis and Impulse response analysis. However, considering the long - term relationships between the level variables of frozen shrimp spot and futures, we introduced Vector Error Correction Model. We find that the price change of frozen shrimp futures with next 1, 2, 3, 4, 5 month maturity have a strong predictive power to the change of frozen shrimp spot and the change of frozen shrimp spot also have a predictive power to the change of frozen shrimp with next 1, 2, 3 month maturity. But, the explanatory power of the frozen shrimp futures is relatively greater than that of frozen shrimp spot.

• Journal of Service Research and Studies
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• v.6 no.1
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• pp.83-95
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• 2016

We examine the information transmission between the Service Industrial Production Index and the Service Industrial Wholesale and Retail Index, based on the returns data offered by the Korea Bank. The data includes daily return data from January 2000 to September 2015. Utilizing a dynamic analytical tool-the VAR model, Granger Causality test, Impulse Response Function and Variance Decomposition have been implemented. The results of the analysis are as follows. Firstly, results of Granger Causality test suggests the existence of mutual causality the Service Industrial Production Index precede and have explanatory power the Service Industrial Wholesale and Retail Index However the results also identified a greater causality and explanatory power of the Service Industrial Wholesale and Retail Index over the Service Industrial Production Index. Secondly, the results of impulse response function suggest that the Service Industrial Production Index show immediate response to the Service Industrial Wholesale and Retail Index and are influenced by till time 5 From time 2, the impact gradually disappears. Also the Service Industrial Wholesale and Retail Index show immediate response to the Service Industrial Production Index and are influenced by till time 2.5, the impact gradually disappears. Lastly, the variance decomposition analysis shows that the changes of return of Service Industrial Production Index are dependent on those of the Service Industrial Wholesale and Retail Index. This implies that returns on the Service Industrial Production Index have a significant influence over returns on the Service Industrial Wholesale and Retail Index. It contributes to the understanding of market price formation function through analysis of detached the Service Industrial Production Index and Service Industrial Wholesale and Retail Index. Finally, our results can be used as a guide by the Korea Bank and Republic of Korea and as well as Statistics Korea.

• Proceedings of the KIEE Conference
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• 1991.07a
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• pp.281-285
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• 1991

In this paper, response characteristics by applying impulse into transformer windings in order to precaution diagonosis of power electric instrument are studied. A sample oilless transformer, an aging transformer and a good transformer are slected for models. The experimented results show that for testing the windings distortion and impedanced change of transformer the LVI method are suitable. Also, variation characteristic of output waveforms at time and frequency domain in order to efficient analysis is discussed. The results response that waveforms at frequency domain is very higher resolution at time domain.

• International Commerce and Information Review
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• v.10 no.3
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• pp.459-474
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• 2008

Under violent competition to secure international raw materials, safe supply and demand of crude oil that only relies on import among main raw materials is an important task for Korean economic development. Therefore, this study aims to analyze the impact of price change of international crude oil on merchandise balance. It also presents political suggestions in preparation for national economic development and safety and develops an organized and long-term overseas resources development program. As the time-series data which had the 1st difference contribute to dismissal of the null hypothesis successfully, we carry out a multivariate cointegration test developed by Johansen (1988) and find that at least one cointegration vector exists. And, when Impulse Response Function is introduced, as the crude oil import price shows a negative impact from Step 2, then an extreme change, a positive impact since Step 13, is maintained and a safe result appears.