• 제목/요약/키워드: Lead Error

검색결과 541건 처리시간 0.029초

현 선물간 선.후행성에 관한 연구: 오차수정모형 (The Lead-Lag Relationship between KOSPI 200 Spot and Futures Markets : Error Coreection Model)

  • 변종국
    • 재무관리연구
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    • 제17권1호
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    • pp.227-251
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    • 2000
  • 한국시장에서 KOSPI 200 현물과 KOSPI 200 주가지수 선물간의 선 후행성을 실증적으로 분석하기 위하여 1998년 8월부터 1999년 10월까지 KOSPI 200 지수와 유동성이 가장 높은 최근 월물 가격의 5분 간격 자료를 이용하였다. 현 선물 가격의 안정성(stationarity)을 검증한 이후 공적분(cointegration)을 통하여 유도된 오차수정모형(Error Correction Model) 인과관계 회귀식을 GMM(Generalized Method of Moments)으로 추정하여 현 선물간의 선 후행성을 분석하고, 그 원인을 빈번하지 않는 거래(infrequent trading) 문제, 공매의 제약 문제, 거래 활발성의 강도 차이 문제 등의 측면에서 분석하였다. 그 결과 한국시장에서 현 선물간에는 쌍방의 인과 관계가 존재하지만 현물이 선물을 선행하는 정도는 아주 미약하였다. 반면에 선물은 현물을 약 30분 정도 선행하였다. 본 연구의 검증기간과 이용된 자료 내에서 현물이 선물에 대하여 후행하는 주된 원인은 현물시장에 존재하는 공매의 제약과 선물에 비하여 상대적으로 저조한 거래 활발성 때문인 것으로 나타났다. 왜냐하면 현물시장에서 공매가 상대적으로 어려운 시장하락시기에 선물의 선행정도가 통계적으로 유의적이었고, 현물과 선물의 거래가 활발한 시기에는 상호간에 선 후행성이 없었지만 현물의 거래가 비 활발할 경우 선물의 선행이 유의적이었기 때문이다.

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Change Point Estimators in Monitoring the Parameters of an AR(1) plus an Additional Random Error Model

  • Lee, Jae-Heon;Lee, Ho-Yun
    • Journal of the Korean Data and Information Science Society
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    • 제18권4호
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    • pp.963-972
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    • 2007
  • When a control chart signals that a special cause is present, process engineers must initiate a search for and an identification of the special cause. Knowing the time of the process change could lead to identify the special cause more quickly, and to take the appropriate actions immediately to improve quality. In this paper, we propose the maximum likelihood estimator (MLE) for the process change point when a control chart is used in monitoring the parameters of a process in which the observations can be modeled as a first-order autoregressive(AR(1)) process plus an additional random error.

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산업용 리프트의 제어로직 설계 및 PLC 프로그래밍을 위한 체계화 연구 (A systematic approach to the control logic design and PLC programming of a industrial lift)

  • 박노억
    • 한국공작기계학회:학술대회논문집
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    • 한국공작기계학회 1999년도 추계학술대회 논문집 - 한국공작기계학회
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    • pp.452-457
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    • 1999
  • The recent control system has been changed into the type of PLC(Programmable Logic Controller) control. Up to now, systematic approach of PLC programming or control logic design is not suggested. In this study, the design process of the control logic is systematized and concrete process in each step is suggested. This systematized approach lead developer to be convenient to implement control system. When some error is occurred in the system, this approach enable the developer to analyze the reason of error rapidly and the system is amended according to systematic information of the analysis. The example of control system implementation following this approach is introduced.

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Study on gesture recognition based on IIDTW algorithm

  • Tian, Pei;Chen, Guozhen;Li, Nianfeng
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • 제13권12호
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    • pp.6063-6079
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    • 2019
  • When the length of sampling data sequence is too large, the method of gesture recognition based on traditional Dynamic Time Warping (DTW) algorithm will lead to too long calculation time, and the accuracy of recognition result is not high.Support vector machine (SVM) has some shortcomings in precision, Edit Distance on Real Sequences(EDR) algorithm does not guarantee that noise suppression will not suppress effective data.A new method based on Improved Interpolation Dynamic Time Warping (IIDTW)algorithm is proposed to improve the efficiency of gesture recognition and the accuracy of gesture recognition. The results show that the computational efficiency of IIDTW algorithm is more than twice that of SVM-DTW algorithm, the error acceptance rate is FAR reduced by 0.01%, and the error rejection rate FRR is reduced by 0.5%.Gesture recognition based on IIDTW algorithm can achieve better recognition status. If it is applied to unlock mobile phone, it is expected to become a new generation of unlock mode.

눈과 손 움직임을 이용한 프레스 작업에서 인간실수 분석 (Human Error Analysis in Press Task using Eye and Hand Movements)

  • 김유창
    • 대한안전경영과학회지
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    • 제1권1호
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    • pp.55-60
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    • 1999
  • Presses are very widely used in industrial and commercial companies and are often the source of serious accidents occurring during operation. In Korea, the press holds the first place in the industrial hazard machines for frequency of accidents. Most of the press accidents are due to the human error. Continuous recordings of eye and hand movements that included operating errors of five experienced subjects were made during the press operation. The results showed that significant differences were observed on eye fixation time, hand fixation time, and lead departure time between the operations that has errors and no errors. The result could be used as basic data to establish a guideline for preventing the accidents.

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쾌속조형 원리를 이용한 대형 모델의 제작 (Fabrication of a Large Object by Rapid Prototyping Technics)

  • 최홍석
    • 한국군사과학기술학회지
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    • 제10권3호
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    • pp.120-128
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    • 2007
  • In order to reduce the lead-time and cost, the technology of rapid prototyping(RP) has been widely used. This paper describes the methodology to fabricate a large object by using the principle of rapid prototyping. By laminating thick and sloping polystyrene foam plates, we can make the large model which has three dimensional, continuous surfaces faster and easier than conventional processes. Estimated error was much smaller than other RP products which have stepped effect. For accuracy improvement and post processing, machined metal plates are added between the thick plates. To keep the continuity of surface and strengthen the model, pilot holes and guide rods are applied. By the methodology described in this paper, a missile body with flush air intake was fabricated.

교류 발전기 고정자 사고 검출을 위한 최적 마더 웨이브릿의 선정 (A Selection of an Optimal Mother Wavelet for Stator Fault Detection of AC Generator)

  • 박철원
    • 전기학회논문지P
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    • 제57권4호
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    • pp.377-382
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    • 2008
  • For stator winding protection of AC generator, KCL(Kirchhoff's Current Law) is widely applied. Actually a CRDR(Current Ratio Differential Relay) based on DFT(Discrete Fourier Transform) has been used for protecting generator. It has been pointed out that defects can occur during the process of transforming a time domain signal into a frequency domain one which can lead to loss of time domain information. Wavelets techniques are proposed for the analysis of power system transients. This paper introduces an algorithm to choose a suitable Mother Wave1et for generator stator fault detection. For optimal selection, we analyzed db(Daubechies), sym(Symlets), and coif(Coiflects) of Mother Wavelet. And we compared with performance of the choice algorithm using detail coefficients energy and RMS(root mean square) error. It can be improved the reliability of the conventional DFT based CRDR. The feasibility and effectiveness of the proposed scheme is proved with simulation using collected data obtained from ATP (Alternative Transient Program) package.

The relation between occupational accidents and economic growth: Evidence from Korea

  • Lee, Jaehee;Choi, Clara Jungwon;Lim, Jin-Seok;Park, Jinbaek
    • International Journal of Advanced Culture Technology
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    • 제10권3호
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    • pp.25-32
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    • 2022
  • This study analyzes the impact of occupational accidents on economic growth and labor productivty losses in Korea between January 2008 and July 2018, using the Vector Error-Correction Model (VECM). According to the analysis, the occurrence of occupational accidents was revealed to reduce the number of employed workers and also hinder economic growth. This can be reinterpreted as the reduction of occupational accidents does not cause labor losses in the industry, rather may induce economic growth. Also, the findings discovered that an increase in the number of workers may lead to increase in the probability of occupational accidents in the short term. This suggests that greater number of work-related accidents may occur during the early stages- due to new employees' lack of knowledge related to safety at workplace.

시뮬레이션 기법 기반 공정계획 수립을 위한 데이터베이스 구축 방법론 (Database establishment method for process scheduling by means of simulation)

  • 고용호;노재윤;키앙;신도형;한승우
    • 한국건축시공학회:학술대회논문집
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    • 한국건축시공학회 2022년도 봄 학술논문 발표대회
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    • pp.69-70
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    • 2022
  • The domestic process planning generally relies on calculations based on the construction-standard-production-rate. This method requires trial and error practice during the construction phase to deduce the optimized equipment combination for time and cost. Trial and error during construction can lead to cost overruns and schedule delays. Accordingly, this paper suggests an advanced method for establishing a productivity database based on combinations of equipment and also considering site conditions in order to reduce the timely effort for deducing the optimized equipment combination. For this purpose DES (Discrete Event Simulation) model was developed based on the information provided in the construction-standard-production-rate.

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A mathematical model for the along-wind coefficient of tower crane based on the member load

  • Wei Chen;Xianrong Qin;Zhigang Yang
    • Wind and Structures
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    • 제37권5호
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    • pp.347-359
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    • 2023
  • The along-wind coefficient is the key parameter for wind load calculations in tower crane structure design. It is often calculated using overall parameter characteristics, which may lead to inaccurate results. In this study, six types of tower masts and four types of tower jibs with different overall structural characteristics and member characteristics are established. Through wind tunnel force tests and CFD numerical simulation, the along-wind coefficient of the overall structure and each member are obtained. Based on the characteristics of the slenderness ratio and spacing ratio of the members, a mathematical model for calculating the along-wind coefficient of the tower crane structure is proposed. The calculated results are in accordance with the wind tunnel test results. The maximum relative error is -6.25%, and the minimum relative error is 0.68%. To ensure accuracy, it is necessary to calculate the along-wind coefficient of the tower crane structure based on the load of each structure member rather than using overall parameter characteristics.