• 한국전산유체공학회:학술대회논문집
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• 2004.03a
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• pp.220-223
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• 2004

The initial conditions such as the film thickness and the void fraction at the onset of annular flow are required for the analytical dryout model. The Disturbance Wave Instability model(DWI model) is one of the model describing the Annular-to-Intermittent Flow regime Transition(AIFT). The experimental CHF conditions for the uniformly heated tube were compared with the predictions by the modified Levy model, for which the initial conditions at AIFT were estimated by the DWI model. For the flow through long tubes with small inlet subcooling, the effect of AIFT model on the dryout prediction was little. However, the use of DWI model gave better prediction of CHF in a short tube.

• The Journal of the Acoustical Society of Korea
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• v.20 no.4E
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• pp.39-44
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• 2001

We investigate the numerical instability of linear prediction for discrete harmonic spectra of audio signals. It is identified that the eigenvalue spread is very large when discrete harmonic spectra are confined only in a lower part of the entire signal bandwidth. A simple method that redefines the sampling frequency and associate harmonic frequencies is proposed to improve the numerical stability. Simulation results using real audio signals indicate its superior stabilizing ability and improved accuracy in the discrete spectral estimation for both LP and DAP.

• The Korean Journal of Financial Management
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• v.24 no.2
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• pp.183-206
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• 2007

The price-dividend ratio is one of the most frequently used financial variables to predict long-horizon stock return. However, the persistency of the price-dividend ratio is found to cause the spuriousness of the stock return prediction regression. The stable relationship between the stock price and the dividend, however, seems to weaken after World War II and to experience structural break. In this paper, we identify a structural change in the cointegrating relationship between the log of the stock price and the log of the dividend. Confirming a structural break in 1962, we subdivide the sample and apply the fully modified estimator to correct for the nonstationarity of the regressor. With the subdivided sample, we exercise the nonparametric bootstrap procedure to derive the empirical distribution of the test statistics and fail to find return predictability in each subsample period.

• Journal of the Korean Institute of Navigation
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• v.16 no.3
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• pp.33-41
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• 1992

Handling performance of a vessel is greatly related with her steering characteristics which consist of two kinds of motion characteristics ; namely course stability and turning ability. The correct prediction of the qualities, especially the steering characteristics is as much important in ship handling as in ship design. It is the purpose of this paper to provide ships handlers better understanding of steering characteristics and then to help them in safe controlling and maneuvering of vessels presenting distinct inherent steering characteristic difference that lies between a fine-form vessel and full-form vessel. The authors calculated dynamic course stabilities of two kinds of ideal models, one of which represents a fine-form ship and the other a full-form ship, based on hydrodynamic data of forces and moments obtained by model tests in maneuvering tanks. The result of calculations indicated that a ship of full-form configuration has inhernet course instability. Though significant nonlinearties affect ship montions in maneuvers, application of linear theory is sufficient for prediction of the maneuvering characteristics of vessels on calm waters for handling reference.

• International Journal of Naval Architecture and Ocean Engineering
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• v.6 no.1
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• pp.175-185
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• 2014

This study presents the prediction of propagated wave profiles using the wave information at a fixed point. The fixed points can be fixed in either space or time. Wave information based on the linear wave theory can be expressed by Fredholm integral equation of the first kinds. The discretized matrix equation is usually an ill-conditioned system. Tikhonov regularization was applied to the ill-conditioned system to overcome instability of the system. The regularization parameter is calculated by using the L-curve method. The numerical results are compared with the experimental results. The analysis of the numerical computation shows that the Tikhonov regularization method is useful.

• Proceedings of the KSR Conference
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• 2009.05b
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• pp.595-600
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• 2009

Passengers in a vehicle feel uncomfortable due to squeal noise. Squeal noise, a kind of self-excited vibration, is generated by the friction force between the disc and the pad of the automobile. In this paper, modal analysis of wheel brake system was performed in order to prediction of squeal phenomenon. It was shown that the prediction of system instability is possible by FEM. Finite element model of that brake system was made. Some parts of a real brake was selected and modeled. The normal mode analysis method performs analyses of each brake system component. Experiment of modal analysis was performed for each brake components and experimental results were compared with analytical result from FEM. The complex eigenvalue analysis results compared with braking test. The analysis results show good correlation with braking test for the squeal frequency at an unstable mode.

• Proceedings of the KSR Conference
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• 2008.11b
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• pp.1407-1412
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• 2008

Squeal of disk brake is a noise and self excited vibration with frequency range of $1{\sim}10Khz$ cause by the friction force between the disk and the pad of the automobile. Passengers in a cehicle feel uncomfortable. In this paper modal analysis of wheel brake system was performed in order to prediction of squeal phenomenon. It was shown that the prediction of system instability is possible by FEM. finite element model of that brake system was made. Some parts of a real brake was selected and modeled. The normal mode analysis method performs analyses of each brake system component. Experiment of modal analysis was performed for each brake components and experimental results were compared with analytical result from FEM.

• Communications for Statistical Applications and Methods
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• v.25 no.6
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• pp.605-618
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• 2018

Risk management has been a crucial part of the daily operations of the financial industry over the past two decades. Value at Risk (VaR), a quantitative measure introduced by JP Morgan in 1995, is the most popular and simplest quantitative measure of risk. VaR has been widely applied to the risk evaluation over all types of financial activities, including portfolio management and asset allocation. This paper uses the implementations of multivariate GARCH models and copula methods to illustrate the performance of a one-day-ahead VaR prediction modeling process for high-dimensional portfolios. Many factors, such as the interaction among included assets, are included in the modeling process. Additionally, empirical data analyses and backtesting results are demonstrated through a rolling analysis, which help capture the instability of parameter estimates. We find that our way of modeling is relatively robust and flexible.

• Journal of IKEEE
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• v.26 no.3
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• pp.355-363
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• 2022

Korea is pursuing a plan to switch and expand energy sources with a focus on renewable energy with the goal of becoming carbon neutral by 2050. As the instability of energy supply increases due to the intermittent nature of renewable energy, accurate prediction of the amount of renewable energy generation is becoming more important. Therefore, the government has opened a small-scale power brokerage market and is implementing a system that pays settlements according to the accuracy of renewable energy prediction. In this paper, a prediction model was implemented using a statistical model and an artificial intelligence model for the prediction of solar power generation. In addition, the results of prediction accuracy were compared and analyzed, and the revenue from the settlement amount of the renewable energy generation forecasting system was estimated.

• Journal of the Korean Society for Aeronautical & Space Sciences
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• v.32 no.10
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• pp.93-101
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• 2004

A method to calculate stability limits is investigated to predict the characteristics of high-frequency combustion instability in liquid-propellant rocket engine. It is based on the theory of linear stability analysis proposed in previous works and useful to predict combustion stability at the beginning stage of engine development. The system of equations governing reactive flow in combustor has the simplified and linearized forms. The overall equation expressing stability limits is adopted. The procedures to evaluate quantitatively each term included in the equation are proposed. The thermo-chemical properties and flow variables required in the evaluation can be obtained from calculation of thermodynamic equilibrium, CFD results, and experimental test data. Based on the existent data, stability limits are calculated with actual rocket engine (KSR-III rocket engine). The present calculations show the reasonable stability limits in a quantitative manner and the stability characteristics of the engine are discussed. The prediction from linear stability analysis could be serve as the first approximation to the true prediction.