• Title/Summary/Keyword: Lead-lag

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Gunner primary sight stabilization system design and performance analysis (조준경 안정화 시스템의 설계 및 특성분석)

  • 김용관;백운보;김종화;이만형
    • 제어로봇시스템학회:학술대회논문집
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    • 1990.10a
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    • pp.327-332
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    • 1990
  • Gunner primary sight stabilization system is a fully integrated sensor package designed to provide the stabilized Line-of-Sight. In this study, to improve disturbance rejection capabilities, two types of compensator (LQG/LTR, Lead-Lag) were designed and then stabilization performances were compared under severe off-road environment. Simulation results shows that the stabilization performances using LQG/LTR methodology is better than Lead-Lag methodology in spite of dynamic uncertainties.

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Information Transmission between Cash and Futures Markets through Quote Revisions and Order Imbalances

  • Kang, Jang-Koo;Lee, Soon-Hee;Park, Hyoung-Jin
    • The Korean Journal of Financial Management
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    • v.25 no.4
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    • pp.117-144
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    • 2008
  • This article examines the information transmission process between the KOSPI 200 futures market and its underlying stock market, using the 10-second quote and trade data. The VAR analysis reveals that quote revisions through limit orders in general lead trades through market orders. In addition, the VAR analysis shows that the futures market tends to lead the stock market in terms of quote revisions and trades, even though the other direction is also observable. Even when we focus on the events causing large movements in quote revisions and trades, those lead and lag relations between those markets and between quote revisions and order imbalances are confirmed.

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A Dual-Scale Analysis of Macroscopic Resin Flow in Vacuum Assisted Resin Transfer Molding Process (VARTM공정에서의 거시적 수지 유동의 Dual-Scale 분석)

  • 박윤희;강문구;이우일
    • Composites Research
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    • v.15 no.6
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    • pp.1-7
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    • 2002
  • In VARTM process where a sacrificial medium is used to facilitate the resin flow, the velocity of resin varies drastically between the sacrificial medium and the fiber preform. Although the thickness-to-length ratio of a VARTM product is usually small, a 3-D analysis is prerequisite to analyze the lead-lag flow in the two different media. The problem associated with the full 3-D analysis is the CPU time. A full 3-D numerical mesh comprising large number of nodes requires an impractical CPU time on average computer platforms. In this study, a dual-scale analysis technique was developed. The flow analysis for the entire calculation domain was conducted in 2.5-D, and the 3-D analysis was performed for a small area of special concern. In some numerical examples, the local 3-D analysis could discover an eccentric flow pattern as well as the lead-lag flow that will inevitably be neglected in 2.5-D simulations. The global-local analysis technique practiced in this study can be used to analyze the intricate flow of resin through non-uniform media in affordable CPU times.

The Study on the Aeroelastic Stability of Hingeless Helicopter Rotor in Hover Considering Parametric Angle Changes (파라메타 각 변화를 고려한 힌지없는 헬리콥터 로우터의 공력탄성학적 안정성)

  • 한창헌;김승조
    • Proceedings of the Korean Society for Noise and Vibration Engineering Conference
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    • 1998.04a
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    • pp.386-391
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    • 1998
  • The effect of the changes in parameter angles(precone, droop, sweep) on the lead-lag damping was focused on. Experiment was made with hingeless 4-blade rotors and NACA 0012 airfoil. For the measurement of the rotating natural frequencies and lead-lag damping, non-rotating swash plate was oscillated at the regressing lag mode frequency and the data were acquired after the excitation was cut off. Analysis was made using a finite element formulation based on Hamilton's principle. The main blade is assumed as elastic beams. Quasi-steady strip theory is used to obtain aerodynamic forces, and non-circulatory forces are also included.

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Aeroelastic Phenomena of a Wind Turbine Rotor Blade (풍력발전기 로터 블레이드의 공력탄성학적 현상)

  • Bae, jae-Sung;Hwang, Jai-Hyuk;Ju, Young-Chul
    • Journal of the Korean Solar Energy Society
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    • v.28 no.1
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    • pp.25-32
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    • 2008
  • Aeroelastic phenomena of a wind turbine include stall-induced vibrations and classical flutters. The classical flutter occurs due to coalescence between bending mode and torsion mode. It is typically the aeroelastic instability of an aircraft wing. Different from the classical flutter, the stall-induced vibration is the instability in lead-lag mode due to negative aerodynamic dampings. In the present study, the three degree of freedom aeroelastic model of a wind turbine blade is introduced to characterize and analyze its aeroelastic phenomena. The numerical results show that the aeroelastic stability of flap-lag motion is more unstable than that of flap-pitch motion and the aeroelastic characteristics of lead-lag motion can become unstable as wind speed increases.

Price Discovery in the Korean Treasury Bond Futures Market (한국국채선물시장에서의 가격발견기능에 관한 연구)

  • Seo, Sang-Gu
    • Management & Information Systems Review
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    • v.30 no.2
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    • pp.257-275
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    • 2011
  • The price relationship between the futures market and the underlying spot market has attracted the attention of academics, practitioners, and regulators due to their roles during periods of turbulence in financial markets. The purpose of this paper is to investigate the dynamic of price relationship(or lead-lag relationship) between Korean Treasury Bond futures market and spot market. To examine the nature of the price relationship, descriptive statistics, serial correlation, and cross-correlation are used as a preliminary statistics in the Korean Treasury Bond spot and futures market. Next, following Stoll-Whaley(1990) and Chan(1992), the multiple regression method is used to examine the lead-lag patterns between the two markets. The empirical results are summarized as follows. The mean returns of spot markets and future markets are positive(+) and negative(-) respectively and the standard deviation of both stock and futures returns increase through the sub-periods. For the most periods, there is negative skewness in the both markets. The zero excess kurtosis due to the heavy tails of the distribution are relatively large. The autocorrelations in the spot returns for the sample periods are positive in time lag 1, but the autocorrelations in the future returns shows no significant evidence. The results of the daily cross-correlations between the KTB spot and futures returns indicate that a lead-lag relationship don't exist for price changes of futures and spot markets as a preliminary analysis. Finally, empirical results of regression analysis for both market indicate that there is no evidence that the KTB futures lead the KTB spot market, or the KTB spot market lead the KTB futures market. These results are robust for all sub-periods.

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Development of A Multi-Period Integration DEA Model Considering Time Lag Effect (시간지연 효과를 고려한 기간 통합 DEA 모형의 개발)

  • Zhang, Yanshuang;Jeong, Byung Ho
    • Journal of the Korean Operations Research and Management Science Society
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    • v.37 no.4
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    • pp.37-50
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    • 2012
  • The existing DEA models have been devoted to evaluate relative efficiency of DMUs based on multiple input and output factors of a same period. However, a certain kind of lead time can be required to produce outputs using inputs in an organization. R&D evaluation is a typical area with this kinds of time lag. Thus, the purpose of this paper is to develop a new DEA model to deal with time lag effect in performance evaluation. The proposed model is to find relative efficiency of each DMU for each period considering the time lag effect. A case example using a real data set is also given to show the usage or implication of the suggested model. The results are compared with the ones of the CCR model and the multi-periods input model.

Improvement of aeroelastic stability of hingeless helicopter rotor blade by passive piezoelectric damping

  • Yun, Chul-Yong;Kim, Seung-Jo
    • International Journal of Aeronautical and Space Sciences
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    • v.7 no.1
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    • pp.54-64
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    • 2006
  • To augment weakly damped lag mode stability of a hingeless helicopter rotor blade in hover, piezoelectric shunt with a resistor and an inductor circuits for passive damping has been studied. A shunted piezoceramics bonded to a flexure of rotor blade converts mechanical strain energy to electrical charge energy which is dissipated through the resistor in the R-L series shunt circuit. Because the fundamental lag mode frequency of a soft-in-plane hingeless helicopter rotor blade is generally about 0.7/rev, the design frequency of the blade system with flexure sets to be so. Experimentally, the measured lag mode frequency is 0.7227/rev under the short circuit condition. Therefore the suppression mode of this passive damping vibration absorber is adjusted to 0.7227/rev. As a result of damping enhancement using passive control, the passive damper which consists of a piezoelectric material and shunt circuits has a stabilizing effect on inherently weakly damped lag mode of the rotor blades, at the optimum tuning and resistor condition.

Statistical Tests for the Lead-Lag Relationship between the Stock Price and the Business Indicator

  • Kim, Tae-Ho;Lee, Sung-Duck;Cho, Joong-Jae
    • Journal of the Korean Data and Information Science Society
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    • v.18 no.1
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    • pp.41-50
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    • 2007
  • This study attempts to test the lead-lag relationship between the stock price and the business indicator in the multivariate context. It additionally investigates the short and long-run dynamic relationships among the four market variables. The hypothesis that the stock price leads the business indicator is found to be rejected for the whole study period. When structural change is considered, the statistical result appears to reflect the reality. The causal relationships among the variables in the former period are simpler than those in the latter period, and the stock price significantly appears to lead the business indicator. On the other hand, the relationship between the stock price and the business indicator in the latter period appears to prove the recent hypothesis of their coincidence.

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Lead Transport in Groundwater in Door County, Wisconsin (위스컨신주 도어지역의 지하수내 납성분의 이동)

  • Woo, Nam C.
    • Economic and Environmental Geology
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    • v.27 no.1
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    • pp.93-100
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    • 1994
  • This study examined the mechanisms of lead transport in the groundwater system and those of irregular detections in groundwater in Door County, Wisconsin. During the spring recharge period in 1991, water-level movement and water-quality change were monitored from two monitoring wells equipped with three piezometers each and from five house wells, respectively. Water-level responses to recharge events were fast with a relatively short lag time ranging from 3 to 10 days, indicating that recharge of groundwater occurs through the high hydraulic conductivity (K) zones in the Silurian dolomite aquifer system. Lead was detected only on particles filtered from groundwater, but not in dissolved state. Concentrations ranged from 0.2 to $7.1{\mu}g/mg$, converted into the total lead concentration in groundwater ranging from $0.3{\mu}g/l$ to $4.7{\mu}g/l$. A lag time between recharge events and peak particle movement at the sampled wells was estimated to range from 19 to 22 days. Due to the particulate nature of lead in groundwater, only the wells connected with the high K zones detect lead, causing the spatial variation. In a given well, lead concentration varies at different sampling times due to the variation in the initial amounts of lead-carrying particles introduced into the groundwater system during recharge events, the lag in particle transport and the dispersion of lead-carrying particles along the advective flowpaths.

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