• Title/Summary/Keyword: Long-memory Properties

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창원시 대산면 강변여과수의 수질과 낙동강 수질의 관련성 연구

  • 장성;함세영;김형수;차용훈;정재열
    • Proceedings of the Korean Society of Soil and Groundwater Environment Conference
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    • 2004.04a
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    • pp.451-454
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    • 2004
  • The study aims to assess the quality of bank filtrate in relation to streamflow and physico-chemical properties of the stream. Turbidity, pH, temperature and dissolved oxygen (DO) of Nakdong River and riverbank filtrate were statistically analyzed. The physico-chemical properties of riverbank filtrate were measured from irregularly different seven pumping wells every day. Autocorrelation analyses were conducted to the qualities of stream water and bank filtrated water. Temperature, pH and DO of streamflow shows strong linearity and long memory effect, indicating the effect of seasonal air temperature and rainy season. Temperature of riverbank filtrate shows weak linearity and weak memory, indicating differently from the trend of stream temperature. Turbidity of steramflow shows strong linearity and long memory effect, while turbidity of riverbank filtrate indicates weak linearity and weak memory. Cross-correlation analysis shows low relation between turbidity, pH, temperature and DO of riverbank filtrate and those of streamflow. Turbidity of streamflow was largely affected by the streamflow rate, showing a similar trend with autocorrelation function of streamflow rate. The turbidity of riverbank filtrate has a lag time of 25 hours. This indicates that turbidity of streamflow in a dry season has very low effect on the turbidity of riverbank filtrate, and a high turbidity of the stream in a rainy season has a fairly low effect on the turbidity of riverbank filtrate.

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Random Walk Test on Hedge Ratios for Stock and Futures (헤지비율의 시계열 안정성 연구)

  • Seol, Byungmoon
    • Asia-Pacific Journal of Business Venturing and Entrepreneurship
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    • v.9 no.2
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    • pp.15-21
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    • 2014
  • The long memory properties of the hedge ratio for stock and futures have not been systematically investigated by the extant literature. To investigate hedge ratio' long memory, this paper employs a data set including KOSPI200 and S&P500. Coakley, Dollery, and Kellard(2008) employ a data set including a stock index and commodities foreign exchange, and suggested the S&P500 to be a fractionally integrated process. This paper firstly estimates hedge ratios with two dynamic models, BEKK(Bollerslev, Engle, Kroner, and Kraft) and diagonal-BEKK, and tests the long memory of hedge ratios with Geweke and Porter-Hudak(1983)(henceforth GPH) and Lo's modified rescaled adjusted range test by Lo(1991). In empirical results, two hedge ratios based on KOSPI200 and S&P500 show considerably significant long memory behaviours. Thus, such results show the hedge ratios to be stationary and strongly reject the random walk hypothesis on hedge ratios, which violates the efficient market hypothesis.

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A Study on the Short Term Internet Traffic Forecasting Models on Long-Memory and Heteroscedasticity (장기기억 특성과 이분산성을 고려한 인터넷 트래픽 예측을 위한 시계열 모형 연구)

  • Sohn, H.G.;Kim, S.
    • The Korean Journal of Applied Statistics
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    • v.26 no.6
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    • pp.1053-1061
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    • 2013
  • In this paper, we propose the time series forecasting models for internet traffic with long memory and heteroscedasticity. To control and forecast traffic volume, we first introduce the traffic forecasting models which are determined by the volatility and heteroscedasticity of the traffic. We then analyze and predict the heteroscedasticity and the long memory properties for forecasting traffic volume. Depending on the characteristics of the traffic, Fractional ARIMA model, Fractional ARIMA-GARCH model are applied and compared with the MAPE(Mean Absolute Percentage Error) Criterion.

Long Memory Properties in the Volatility of Australian Financial Markets: A VaR Approach (호주 금융시장 변동성의 장기기억 특성: VaR 접근법)

  • Kang, Sang-Hoon;Yoon, Seong-Min
    • International Area Studies Review
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    • v.12 no.2
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    • pp.3-26
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    • 2008
  • This article investigates the usefulness of the skewed Student-t distribution in modeling the long memory volatility property that might be present in the daily returns of two Australian financial series; the ASX200 stock index and AUD/USD exchange rate. For this purpose we assess the performance of FIGARCH and FIAPARCH Value-at-Risk (VaR) models based on the normal, Student-t, and skewed Student-t distribution innovations. Our results support the argument that the skewed Student-t distribution models produce more accurate VaR estimates of Australian financial markets than the normal and Student-t distribution models. Thus, consideration of skewness and excess kurtosis in asset return distributions provides appropriate criteria for model selection in the context of long memory volatility models in Australian stock and foreign exchange markets.

Phase Change Properties of Amorphous Ge1Se1Te2 and Ge2Sb2Te5 Chalcogenide Thin Films (비정질 Ge1Se1Te2 과 Ge2Sb2Te5 칼코게나이드 박막의 상변화특성)

  • Chung Hong-Bay;Cho Won-Ju;Ku Sang-Mo
    • Journal of the Korean Institute of Electrical and Electronic Material Engineers
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    • v.19 no.10
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    • pp.918-922
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    • 2006
  • Chalcogenide Phase change memory has the high performance necessary for next-generation memory, because it is a nonvolatile memory with high programming speed, low programming voltage, high sensing margin, low power consumption and long cycle duration. To minimize the power consumption and the program voltage, the new composition material which shows the better phase-change properties than conventional $Ge_2Sb_2Te_5$ device has to be needed by accurate material engineering. In the present work, we investigate the basic thermal and the electrical properties due to phase-change compared with chalcogenide-based new composition $Ge_1Se_1Te_2$ material thin film and convetional $Ge_2Sb_2Te_5$ PRAM thin film. The fabricated new composition $Ge_1Se_1Te_2$ thin film exhibited a successful switching between an amorphous and a crystalline phase by applying a 950 ns -6.2 V set pulse and a 90 ns -8.2 V reset pulse. It is expected that the new composition $Ge_1Se_1Te_2$ material thin film device will be possible to applicable to overcome the Set/Reset problem for the nonvolatile memory device element of PRAM instead of conventional $Ge_2Sb_2Te_5$ device.

Strengthened connections between engrams encode specific memories

  • Kim, Ji-il;Choi, Dong Il;Kaang, Bong-Kiun
    • BMB Reports
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    • v.51 no.8
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    • pp.369-370
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    • 2018
  • In previous studies, memory storage was localized to engram cells distributed across the brain. While these studies have provided an individual cellular profile of engram cells, their synaptic connectivity, or whether they follow Hebbian mechanisms, remains uncertain. Therefore, our recent study investigated whether synapses between engram cells exhibit selectively enhanced structural and functional properties following memory formation. This was accomplished using a newly developed technique called "dual-eGRASP". We found that the number and size of spines on CA1 engram cells that receive inputs from CA3 engram cells were larger than at other synapses. We further observed that this enhanced connectivity correlated with induced memory strength. CA3 engram synapses exhibited increased release probability, while CA1 engram synapses produced enhanced postsynaptic responses. CA3 engram to CA1 engram projections showed strong occlusion of long-term potentiation. We demonstrated that the synaptic connectivity of CA3 to CA1 engram cells was strengthened following memory formation. Our results suggest that Hebbian plasticity occurs during memory formation among engram cells at the synapse level.

Phase-Change Properties of annealed $Ge_1Se_1Te_2$ thin film with Sb doping for Application of Phase-Change Random Access Memory (상변화 메모리 응용을 위한 Sb을 첨가한 $Ge_1Se_1Te_2$ 박막의 열처리 후 상변화 특성)

  • Kim, Hyun-Koo;Choi, Hyuck;Nam, Ki-Hyeon;Chung, Hong-Bay
    • Proceedings of the KIEE Conference
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    • 2007.11a
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    • pp.106-107
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    • 2007
  • A detailed investigation of cell structure and electrical characteristic in chalcogenide-based phase-change random access memory(PRAM) devices is presented. We used compound of Ge-Se-Te material for phase-change cell. Actually, the performance properties have been improved surprisingly then conventional Ge-Sb-Te. However, crystallization time was as long as ever for amorphization time. We conducted this experiment in order to solve that problem by doping-Sb with annealing.

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Experimental studies on the fatigue life of shape memory alloy bars

  • Casciati, Sara;Marzi, Alessandro
    • Smart Structures and Systems
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    • v.6 no.1
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    • pp.73-85
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    • 2010
  • The potential offered by the thermo-mechanical properties of shape memory alloys (SMA) in structural engineering applications has been the topic of many research studies during the last two decades. The main issues concern the long-term predictability of the material behaviour and the fatigue lifetime of the macro structural elements (as different from the one of wire segments). The laboratory tests reported in this paper are carried out on bar specimens and they were planned in order to pursue two objectives. First, the creep phenomenon is investigated for two different alloys, a classical Ni-Ti alloy and a Cu-based alloy. The attention is then focused on the Cu-based alloy only and its fatigue characteristics at given temperatures are investigated. Stress and thermal cycles are alternated to detect any path dependency.

Antioxidant and Memory Enhancing Effects of Purple Sweet Potato Anthocyanin and Cordyceps Mushroom Extract

  • Cho, Jung-Sook;Kang, Jong-Seong;Long, Pham-Hoai;Jhang, Jing;Back, Yi-Ho;Chung, Kyeong-Soo
    • Archives of Pharmacal Research
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    • v.26 no.10
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    • pp.821-825
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    • 2003
  • The effects of purple sweet potato anthocyanin (SPA) and Cordyceps mushroom extract (CME) on lipid peroxidation, 1,1-diphenyl-2-picrylhydrazyl (DPPH) radicals and cognitive deficits were examined. Both SPA and CME exhibited DPPH radical scavenging activities with similar potency. In contrast, only SPA was shown to effectively inhibit lipid peroxidation initiated by $Fe^{2+}$ and ascorbic acid in rat brain homogenates. Furthermore, SPA markedly enhanced cognitive performance, assessed by passive avoidance test in ethanol-treated mice. Combined treatments with SPA and CME did not significantly influence the effects of SPA alone. These results demonstrate that anthocyanin prepared from purple sweet potato exhibits memory enhancing effects, which may be associated with its antioxidant properties.

A Study on Characteristics of Phase Change in Chalcogenide Multilayered Thin Film (칼코게나이드 다층박막의 상변화 특성에 관한 연구)

  • Choi, Hyuk;Kim, Hyun-Gu;Chung, Hong-Bay
    • Proceedings of the KIEE Conference
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    • 2006.07c
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    • pp.1426-1427
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    • 2006
  • Chalcogenide based phase-change memory has a high capability and potential for the next generation nonvolatile memory device. Fast writing speed, low writing voltage, high sensing margin, low power consume and long cycle of read/write repeatability are also good advantages of nonvolatile phase-change memory. We have been investigated the new material for the phase-change memory. Its composition is consists of chalcogenide $Ge_{1}Se_{1}Te_2$ material. We made this new material to solve problems of conventional phase-change memory which has disadvantage of high power consume and high writing voltage. In the present work, we are manufactured $Ge_{1}Se_{1}Te_{2}/Ge_{2}Sb_{2}Te_{5}/Ge_{1}Se_{1}Te_{2}$ and $Ge_{2}Sb_{2}Te_{5}/Ge_{1}Se_{1}Te_{2}/Ge_{2}Sb_{2}Te_{5}$ sandwich triple layer structure devices are manufactured to investigate its electrical properties. Through the present work, we are willing to ensure a potential of substitutional method to overcome a crystallization problem on PRAM device.

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