• East Asian Economic Review
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• 제17권3호
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• pp.311-332
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• 2013

This paper examines the effect of initial margin requirements on long-run and short-run volatilities in the Japanese stock market using the Component GARCH model. Our empirical results show that when we do not divide the margin requirement into positive and negative changes, increasing margin requirement is effective for reducing long-run volatility, while not effective in short-run volatility. However, separating the positive and negative changes in margin requirements reveals the fact that the negative changes in margin requirements decrease long-run volatilities, while the higher margin requirements increase short-run volatilities in the Japanese stock market. This suggests that if the Japanese financial authorities intend to increase margin level to reduce volatility, unexpectedly, short-run volatility would be even higher.

• 한국통신학회논문지
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• 제28권12A호
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• pp.951-957
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• 2003

통신 시스템의 무선성능 요구조건 분석은 시스템의 성능을 예측하는 중요한 지표이다. 아직 표준안이 제정되지 않은 UWB(Ultra Wide Band) 시스템은 명확한 시스템 성능 요구조건을 유도하기 어렵다. 또한, 기존의 UWB 시스템과 멀티밴드 UWB 시스템의 무선성능 요구조건 분석에는 차이점이 있다. 이러한 차이점을 본 논문을 통해 분석하였으며, 이를 바탕으로 도출한 멀티밴드 UWB 시스템의 성능 요구조건을 본 논문에 기술하였다. 멀티밴드 UWB 시스템은 Sub-Band의 수에 따라 Throughput, 송신 최대 전력, 수신감도 등이 변화하는 것을 관찰할 수 있었다. 또한, 멀티패스의 영향으로 PRF(Pulse Repetition Frequency)를 변경하면 Link Margin은 증가하여 멀티패스 에너지 손실(Multi-path Energy Loss)에 대한 보상으로 멀티패스 마진(Multi-path Link Margin)이 발생하는 것을 알 수 있었으며 멀티패스 마진에 따라 수신신호 감도 및 간섭신호에 대한 저항성이 변화하는 것을 모의실험을 통하여 분석하였다.

• International Journal of Aerospace System Engineering
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• 제9권1호
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• pp.1-15
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• 2022

Pyrotechnic initiators provide a source of pyrotechnic energy used to initiate a variety of space mechanisms. Pyrotechnic systems build in electromagnetic environment that may lead to critical or catastrophic hazards. Special precautions are need to prevent a pulse large enough to trigger the initiator from appearing in the pyrotechnic firing circuits at any but the desired time. The EMC verification shall be shown by analysis or test that the pyrotechnic systems meets the requirements of inadvertent activation. The MIL-STD-1576 and two range safeties, AFSPC and CSG, require the safety margin for electromagnetic potential hazards to pyrotechnic systems to a level at least 20 dB below the maximum no-fire power of the EED. The PC23 is equivalent to NASA standard initiator and the 1EPWH100 squib is ESA standard initiator. This paper verifies the two safety margins for electromagnetic potential hazards. The first is verified by analyzing against a RF power. The second is verified by testing against a DC current. The EMC safety margin requirement against RF power has been demonstrated through the electric field coupling analysis in differential mode with 21 dB both PC23 and 1EPWH100, and in common mode with 58 dB for PC23 and 48 dB for 1EPWH100 against the maximum no-fire power of the EED. Also, the EMC safety margin requirement against DC current has been demonstrated through the electrical isolation test for the pyrotechnic firing circuits with greater than 20 dB below the maximum no-fire current of the EED.

• 무역상무연구
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• 제17권
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• pp.93-125
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• 2002

This paper aims to find a reasonable solvency margin system in non-life insurance industry and also to evaluate the appropriateness of the current solvency margin regulation system in Korea. The current solvency margin system in Korea, based on EU's solvency margin model, was introduced during the 1997 financial crisis. The solvency requirement is not based on non-life insurer's risk, but simply on written premiums. The current solvency margin for general insurance, such as fire, marine, and automobile insurance, is determined by the greater between a premium-based amount and a claim-based amount, where the premium-based solvency margin is calculated by multiplying the net written premium for the preceding year by the premium based solvency margin ratio. Also, the amount of solvency margin for long term insurance is set at 4% of the policy reserve of the long term insurance. Still, there exist many differences between the current solvency margin regulation system in Korea and EU's model. This paper focuses on the rationality of the solvency margin regulation system, and compares the current system in Korea with EU's model and the RBC(Risk Based Capital) system in U.S. and Japan. Finally, this paper suggests a more specific and reasonable solvency margin system to be developed in Korea.

• 제어로봇시스템학회:학술대회논문집
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• 제어로봇시스템학회 1991년도 한국자동제어학술회의논문집(국내학술편); KOEX, Seoul; 22-24 Oct. 1991
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• pp.243-247
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• 1991

A roll eccentricity controller for a tandem cold rolling process is designed to attenuate the outlet thickness deviation due to roll eccentricity. In order to design the controller, the excess stability margin is maximized by solving a standard H.inf. optimization problem under the requirement that ensure disturbance rejection for a class of disturbance. Robust performance of the proposed controller is checked by a computer simulation.

• Journal of Communications and Networks
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• 제8권2호
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• pp.169-174
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• 2006

In this paper, the algorithm of a methodology for the calculation of spectrum requirements was implemented. As well, the influence of traffic distribution ratio among radio access technology groups, spectral efficiency, and flexible spectrum usage (FSU) margin was analyzed in terms of the spectrum requirements, with a view toward for future development of international mobile telecommunication (IMT)-2000 and systems beyond IMT-2000. The calculated spectrum requirement in the maximum spectral efficiency case is reduced by approximately 40% compared to a minimum spectral efficiency case. The effect of the distribution ratio on the required spectrum is smaller than the effect of the spectral efficiency. As the flexible spectrum usage margin increases by 1.0 dB, the total spectrum requirement decreases by 0.9 dB. The required spectrum for the market input parameter, ${\rho}$ = 0.5 is 801.63 MHz, while the required spectrum for ${\rho}$ = 1.0 is 6295.4 MHz. This is equivalent to an increase of 785.32 %.

• International Journal of Aeronautical and Space Sciences
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• 제4권1호
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• pp.88-98
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• 2003

Compared to the noise limits (CAN7) specified in ICAO Annex 16 for civil helicopters, the Lynx helicopter equipped with BERP blades has only 0.2 EPNdB margin in the approach case although it has more than 4 EPNdB margin in fly-over and take-off conditions. The objectives of the study described in this paper were to devise a low noise main rotor blade for the Lynx using UEAF combined with the high resolution airload model ACROT. A design requirement is that the new blade, KBERP (Korean BERP) blade should achieve a significant reduction in noise during approach(at least 6EPNdB margin) without any noise penalty in fly-over and take-off conditions and minimal performance penalty. It was decided to investigate a tip modification to the BERP blade, employing the twin vortex concept to reduce the BVI noise and to retain the excellent high speed performance characteristics of BERP. Through the parametric study, the KBERP blade with optimized twin vortices has at least a 9 EPNdB noise margin in approach flight condition with only a small penalty in fly-over and take-off conditions. The KBERP tip is thus a very cost effective wav to reduce BVI noise during approach.

• 한국소음진동공학회:학술대회논문집
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• 한국소음진동공학회 2007년도 추계학술대회논문집
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• pp.281-286
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• 2007

Needs of fuel's performance evaluation for the dual-cooled fuel pellet (annular shape) necessitate the irradiation test in the test reactor. Irradiation test rig for the HARARO reactor, which is a special-purposed equipment used for material, irradiation and creep test, must satisfy the operational requirement on the hydraulic characteristics and structural integrity. In this paper, pressure drop and flow-induced vibration test for the newly developed non-instrumented test rig were carried out using FIVPET as a out-pile evaluation test. The test results show that the new test rig satisfy the HANARO operational requirement with sufficient margin. The spectral response characteristics of the flow-induced vibration of the test rid were also discussed.

• 한국소음진동공학회:학술대회논문집
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• 한국소음진동공학회 2008년도 추계학술대회논문집
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• pp.226-229
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• 2008

To investigate an in-pile behavior of the newly developed DUO fuel pellet, the irradiation test will be carried out in the domestic test reactor. Irradiation test capsule for the HANARO reactor, which is a specially designed equipment used for material, irradiation and creep test, must satisfy the operational requirement on the hydraulic characteristics and structural integrity. In this study, a pressure drop, a flow-induced vibration and a short-term endurance test for the newly developed non-instrumented test capsule were carried out using FIVPET as a out-pile evaluation test. The test results show that the new test rig satisfy the HANARO operational requirement with sufficient margin.

• 전자공학회논문지
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• 제49권12호
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• pp.226-233
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• 2012

본 논문에서는 고속 인터페이스 비트오류율(BER, Bit Error Rate)의 수학적 모델을 기반으로, 간단하고 정확하게 시간마진을 추정할 수 있는 '선형 근사화 추정법(linear approximation method)'을 제안하였다. 기존의 Q-factor를 이용한 추정법과 제안한 선형 근사화 추정법을 이용하여 $10^{-13}$ 이하의 BER을 얻기 위한 시간마진을 추정한 결과는 실측한 값과 비교할 때 약 0.03UI 정도의 작은 오차를 갖는다. 이 중 선형 근사화를 이용한 가속 자가내장측정법(built-in self test)을 내부 BERT(BER Tester)를 포함한 하드웨어로 구현하였다. 3Gbps, 95% 신뢰 수준에서 $10^{-13}$ BER 기준의 시간마진을 직접 측정하는데 소요되는 시간이 약 5.6시간인데 반해, 가속 자가내장측정법은 0.6초 이내에 유사한 정확도로 시간마진을 추정한다. 시간마진 추정치는 시간마진을 내부 BERT로 직접 측정한 값과 0.045UI 이하의 작은 오차를 보였다.