• 제목/요약/키워드: Output index

검색결과 671건 처리시간 0.036초

Capital Market Volatility MGARCH Analysis: Evidence from Southeast Asia

  • RUSMITA, Sylva Alif;RANI, Lina Nugraha;SWASTIKA, Putri;ZULAIKHA, Siti
    • The Journal of Asian Finance, Economics and Business
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    • 제7권11호
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    • pp.117-126
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    • 2020
  • This paper is aimed to explore the co-movement capital market in Southeast Asia and analysis the correlation of conventional and Islamic Index in the regional and global equity. This research become necessary to represent the risk on the capital market and measure market performance, as investor considers the volatility before investing. The time series daily data use from April 2012 to April 2020 both conventional and Islamic stock index in Malaysia and Indonesia. This paper examines the dynamics of conditional volatilities and correlations between those markets by using Multivariate Generalized Autoregressive Conditional Heteroscedasticity (MGARCH). Our result shows that conventional or composite index in Malaysia less volatile than Islamic, but on the other hand, both drive correlation movement. The other output captures that Islamic Index in Indonesian capital market more gradual volatilities than the Composite Index that tends to be low in risk so that investors intend to keep the shares. Generally, the result shows a correlation in each country for conventional and the Islamic index. However, Internationally Indonesia and Malaysia composite and Islamic is low correlated. Regionally Indonesia's indices movement looks to be more correlated and it's similar to Malaysian Capital Market counterparts. In the global market distress condition, the diversification portfolio between Indonesia and Malaysia does not give many benefits.

7 자유도 차량 모델과 출력 되먹임을 이용한 자동차 능동 현가장치 설계에 관한 연구 (Output feedback, decentralized controller design for an active suspension system using 7 DOF full car model)

  • 노태수;정길도;홍동표
    • 제어로봇시스템학회:학술대회논문집
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    • 제어로봇시스템학회 1996년도 한국자동제어학술회의논문집(국내학술편); 포항공과대학교, 포항; 24-26 Oct. 1996
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    • pp.871-875
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    • 1996
  • The Output feedback linear quadratic regulator control is applied to the design of active suspension system using 7 DOF full car model. The performance index reflects the vehicle vertical movement, pitch and roll motion, and minimization of suspension stroke displacements in the rattle space. The elements of gain matrix are approximately decoupled so that each suspension requires only local information to generate the control force. The simulation results indicates that the output feedback LQ controller is more effective than purely passive or full state feedback active LQ controllers in following the road profile at the low frequency range and suppressing the road disturbance at the high frequency ranges.

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저 전압 출력 영역에서 휴지기간 최소화 알고리즘의 영향 고찰 (A Study on the Influence of the Dead Time Minimization Algorithm on the Low Output Voltages)

  • 최정수;김진수;김영석
    • 대한전기학회:학술대회논문집
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    • 대한전기학회 1999년도 하계학술대회 논문집 F
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    • pp.2604-2606
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    • 1999
  • The dead time deteriorates the output performance of the PWM inverter so that various compensation schemes have been proposed. If the modulation index is rendered with the low output frequencies, those schemes do not work well because of the zero clamping phenomena. In this paper, we investigate the influence of the dead time minimization algorithm on the low output voltage reference. The validity of the algorithm is examined by comparing the simulation results with those of conventional methods.

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스위칭 데드타임에 의한 인버터 출력 전압의 오차 해석 (Analysis of the Errors on the Output voltage of Inverter Caused by Switching Dead Time)

  • 조규민
    • 전자공학회논문지S
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    • 제36S권11호
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    • pp.120-127
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    • 1999
  • PWM 전압형 인버터의 스위칭 신호에 삽입되는 데드타임은 인버터의 출력에 왜형을 발생시키다. 그 결과, 지령에 대비한 기본파분 전압의 크기 및 위상의 편차가 발생한다. 뿐만 아니라 인버터 출력에 고조파를 증가시킨다. 본 논문에서는 스위칭 데드타임에 기인한 인버터 출력의 왜형분 전압에 대한 수식적 해석을 수행하였다. 연산 결과로써, 전압변조율, 부하 기본파 역율 및 데드타임에 다른 출력 전압의 기본파 전압 이득 및 위상 편차를 나타내었다.

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션트저항을 이용한 3상 인버터의 전압 변조지수 증대 (Improvement of Modulation Index in 3-phase Inverters using Shunt Resistors)

  • 김정대;최종우
    • 전기학회논문지
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    • 제67권3호
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    • pp.374-382
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    • 2018
  • This paper has done a hardware-based approach to increase the modulation index in 3-phase inverters, unlike the conventional software algorithm-based approaches. The minimum required time to measure the currents in a three-phase inverters with shunt resistors has also been analyzed. By the analysis, the longest time in minimum required time is AD conversion time. To shorten the minimum required time, this paper proposed a sample-and-hold(S/H) circuit implemented at the inverter current signal output to retain the current signal. When the linear operation region of an inverter with S/H was compared with that without it, the modulation index was increased by 7.8 %. Inverters with S/H circuits can employ the traditional software algorithms, such as the voltage injection method or current restoration method, and it will yield further increase the modulation index.

평균 변화율지수에 의한 CO2 배출요인 분해방법 (Application of Mean Rate-of-Change Index to the Decomposition of Carbon Dioxide Emissions)

  • 정현식;이해춘
    • 자원ㆍ환경경제연구
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    • 제9권3호
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    • pp.489-513
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    • 2000
  • This paper introduces a new method to estimate and decompose sources of carbon dioxide emissions using an input-output model with decomposition method free of residual usually associated with this kind of analysis. This method is different from others, using what we call 'mean rate-of-change index (MRCI)' for weights of the decomposed terms. Ang et al.(1998) asserted that logarithmic mean divisia index(LMDI) is superior to Laspeyres index(LI) or simple average divisia index(SADI) since it reduces residual to zero. We claim that our method is an improvement over the other methods because it enables residual free decomposition even when data contain negative values, the case which LMDI cannot handle. We demonstrate by way of showing some examples that our method is superior to LI, SADI(Proops, 1993 and Chung, 1998) or LMDI(Ang et al., 1998).

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Using Evolutionary Optimization to Support Artificial Neural Networks for Time-Divided Forecasting: Application to Korea Stock Price Index

  • Oh, Kyong Joo
    • Communications for Statistical Applications and Methods
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    • 제10권1호
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    • pp.153-166
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    • 2003
  • This study presents the time-divided forecasting model to integrate evolutionary optimization algorithm and change point detection based on artificial neural networks (ANN) for the prediction of (Korea) stock price index. The genetic algorithm(GA) is introduced as an evolutionary optimization method in this study. The basic concept of the proposed model is to obtain intervals divided by change points, to identify them as optimal or near-optimal change point groups, and to use them in the forecasting of the stock price index. The proposed model consists of three phases. The first phase detects successive change points. The second phase detects the change-point groups with the GA. Finally, the third phase forecasts the output with ANN using the GA. This study examines the predictability of the proposed model for the prediction of stock price index.

두개의 출력을 갖는 시스템에 대한 well-conditioned 이산관측기의 설계

  • 곽병길
    • 한국정밀공학회:학술대회논문집
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    • 한국정밀공학회 1996년도 춘계학술대회 논문집
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    • pp.330-335
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    • 1996
  • The well-conditioned observer design method is extended for two-output systems where observer gains are not determined uniquely with respect to the desired observer poles. Similar to the previous results, this design method makes off-diagonal elements of the observer upper-left submatrix skew-symmetric and simulataneously, places the eigenvalues of the observer matrix widely separated by selecting upper two rows of the observer gain. The proposed design method is evaluated in a spindle-drive example where the load speed is estimated based on motor speed and the armature current.

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Research on Increasing the Production Yield Rate by Six Sigma Method : A Case of SMT Process of Main Board

  • Lin, Ching-Kun;Chen, Hsien-Ching;Li, Rong-Kwei;Chen, Ching-Piao;Tsai, Chih-Hung
    • International Journal of Quality Innovation
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    • 제10권1호
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    • pp.1-23
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    • 2009
  • Face the process yield rate improvements of motherboard, although general enterprises finish deployment goal of each functions by overall quality managements, through quality improvement methods, industry engineering methods, plan-do-check-act (PDCA) methods and other improvement solutions, but it is only can be improved partially and unable to enhance the yield rate of product to the target. It only can takes one step ahead to enhance the process yield rate of motherboard with six sigma ($6{\sigma}$) overall DMAIC process and tactics. This research aimed to use six sigma quality improvement tactics by DMAIC systematic procedure and tactics, and find the key factors that effect to the process yield rate of surface mount technology. It also identified the keys input and process and output index to satisfy customer requirements and internal process index. The results showed that the major effective factors by fishbone and process failure modes and effects analysis (PFMEA). If the index of input and output that can be quantified, the optimum parameter can be found through design of experiment to ensure that the process is stable. If the factor of input and output that cannot be quantified, we found out the effective countermeasure by Mind_Mapping, make sure whole processes can be controlled stably, to reach the high product quality and enhance the customer satisfaction.

개질기용 Anode off gas와 LNG의 예혼합 연소특성 (Premixed Combustion of the Mixture of Anode-off Gas from Reformer and LNG)

  • 이재영;이필형;한상석;박창수;황상순
    • 대한기계학회:학술대회논문집
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    • 대한기계학회 2008년도 추계학술대회B
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    • pp.2198-2203
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    • 2008
  • Hydrogen which can be produced through reforming process of hydrocarbon fuel is supplied into anode side of fuel cell system. In the fuel cell, only 70% of hydrogen is consumed through electrochemical reaction and 30% hydrogen passed by as anode off gas. When electrical output of fuel cell is within range of 1.0 to 3.0kW, burner for the reformer uses only anode off gas. And it uses mixture gas of anode off gas and LNG within range of 3.5 to 5.0kW in electrical output. CHEMKIN 4.1 program's Premixed code was used for calculating the properties of each gas. Results show that burning velocity and adiabatic flame temperature are 34.4cm/s, 1681.7K at equivalence ratio 0.8 within range of 1.0kW to 3.0kW and for cases of 3.5kW, 5.0kW, of electrical output, burning velocity and adiabatic flame temperature represent 30.5, 29.8cm/s and 1722.8, 1750K respectively. CO shows the lowest emission index at equivalence ratio 0.8 and NOx reveals the highest emission index at equivalence ratio 1.

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