• Communications for Statistical Applications and Methods
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• v.22 no.5
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• pp.495-506
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• 2015

Volatility is a variation measure in finance for returns of a financial instrument over time. GARCH models have been a popular tool to analyze volatility of financial time series data since Bollerslev (1986) and it is said that volatility is highly persistent when the sum of the estimated coefficients of the squared lagged returns and the lagged conditional variance terms in GARCH models is close to 1. Regarding persistence, numerous methods have been proposed to test if such persistency is due to volatility shifts in the market or natural fluctuation explained by stationary long-range dependence (LRD). Recently, Lee et al. (2015) proposed a residual-based cumulative sum (CUSUM) test statistic to test volatility shifts in GARCH models against LRD. We propose a bootstrap-based approach for the residual-based test and compare the sizes and powers of our bootstrap-based CUSUM test with the one in Lee et al. (2015) through simulation studies.

• Transactions of the Korean Society of Mechanical Engineers A
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• v.27 no.11
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• pp.1856-1863
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• 2003

Overlay model had several advantages to describe hysteretic behavior of material and showed good capability for many engineering materials. However, this model is only applicable to material obeying Masing postulate. Some materials such as 316L stainless steel do not follow Masing postulate and show cyclic hardening(or softening) and strain range dependence. Low cycle fatigue tests of 316L stainless steel at 600$^{\circ}C$ were performed to investigate the characteristics of cyclic behavior of non-Masing material. From all tests cyclic softening was observed. There were differences in elastic limit of hysteresis loop according to applied strain range. To consider these features, modified overlay model was developed. Yield stresses of subelements were divided into isotropic and anisotropic part to describe the non-Masing behavior. The plastic strain range memorization was introduced to consider the strain range dependence. The prediction using modified overlay model showed a good accordance to actual hysteresis loops.

• The Journal of Korean Institute of Communications and Information Sciences
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• v.22 no.10
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• pp.2091-2101
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• 1997

Conventional method for fractal image decoding requires high-degree computational complexity in decoding propocess, because of iterated contractive transformations applied to whole range blocks. In this paper, we propose a fast decoding algorithm of fractal image using data depence in order to reduce computational complexity for iterated contractive transformations. Range of reconstruction image is divided into a region referenced with domain, called referenced range, and a region without reference to domain, called unreferenced range. The referenced range is converged with iterated contractive transformations, and the unreferenced range can be decoded by convergence of the referenced range. Thus the unreferenced range is called data dependence region. We show that the data dependence region can be deconded by one transformation when the referenced range is converged. Consequently, the proposed method reduces computational complexity in decoding process by executing iterated contractive transformations for the referenced range only.

• The Journal of Korean Institute of Electromagnetic Engineering and Science
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• v.13 no.8
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• pp.777-782
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• 2002

The range profile is easily obtainable and promising feature vector in the aspect of real-time radar target recognition system. However, the range profile is highly dependent on a aspect angle of a target and this dependence make it difficult the recognition over wide-angular region. In this paper, we propose the classifier with subclass concept in order to solve this dependence problem. Recognition results using six aircraft models measured at compact range facility are presented to show the effectiveness of this proposed classifier over wide-angular region.

• Journal of the Korean Society of Safety
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• v.3 no.2
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• pp.35-48
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• 1988

Modern technological progress demands the use of materials at high temperature and high pressure. One of the most critical factors in considering such applications - perhaps the most critical one - is creep behavior. In this study the stress exponents n were determined during creep over the temperature range of $90^{\circ}C\;to\;500^{\circ}C$ (0.4 - 0.85 Tm) and stress range of 0.64 kgt/$mm^2$ in order to investigate the creep hehavior. The stress dependence of rapture time (n') were determined over the temperature range of $200^{\circ}C\;to\;240^{\circ}C$ and stress range of 8.13 kgt/$mm^2$ to 9.55 kgt/$mm^2$ in order to investigate to creep rupture property. And the stress transient dip tests were also carried out for the internal stress ${\sigma}i$ over the temperature range of $90^{\circ}C\;to\;500^{\circ}C$ and stress range of 0.64kgt/$mm^2$ to 17.2 kgt/$mm^2$. The creep tests for constant temperature and stress transient dip tests were conducted in air with Al 7075 alloy under constant tensile load. At around the temperature range $200^[\circ}C\;-\;230^{\circ}C$ and the stress level 8.13 - 9.55 (kgt/$mm^2$), the temperature range $280^{\circ}C\;-\;310^{\circ}C$ and the stress level 1.85 - 2.55 (kgt/$mm^2$), the temperature range $380^{\circ}C\;-\;410^{\circ}C$ and the stress 1.53 - 0.91 (kgt/$mm^2$), the stress exponent in had the value of 6.2 - 6.65 but at around the temperature range $90^{\circ}C\;-\;120^{\circ}C$ and the stress level 10 - 17.2(kgt/$mm^2$), the value of 1.3, and at around the temperature range $470^{\circ}C\;-\;500^{\circ}C$, the stress level 0.62 - 1.02 (kgt/$mm^2$) the value of 1-1. Besides these results, at around the temperature $200^{\circ}C\;-\;240^{\circ}C$ the stress dependence of rupture time (n') had the value of 6.3. Finally, it was found that the value n calculated by considering the applied stress dependence of the internal stress were in good agreement with those obtained for the creep test. Then, it was concluded that the change in n was mainly attributed to the difference of the applied stress dependence of the internal stress and the ratio of the internal stress to the applied stress, and the creep rupture life may be represented as.

• The Korean Journal of Applied Statistics
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• v.27 no.2
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• pp.291-305
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• 2014

Persistence is one of the typical characteristics appearing in the volatility of financial time series. According to the recent researches, the volatility persistence may be due to either volatility shifts or long-range dependence. In this paper, we consider residual-based CUSUM tests to distinguish volatility persistence, long-range dependence and volatility shifts in GARCH models. It is observed that this test procedure achieve reasonable powers without a size distortion. Moreover, we employ AIC and BIC criteria to estimate the change points and the number of change points in volatility. We demonstrate the superiority of residual-based CUSUM tests on various Monte Carlo simulations and empirical data analysis.

• Bulletin of the Korean Chemical Society
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• v.8 no.6
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• pp.449-453
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• 1987

The temperature dependence of the vibrational relaxation of NO(= 2) by NO(v = 0) has been investigated over the temperature range 100-3000 K. We have assumed that the deexcitation of NO(2) by NO(0) undergoes vibration-to-vibration (VV) energy exchange with the transfer of the energy mismatch ${\Delta}$E through rotation (R) and translation(T). The relaxation rate constants are calculated by solving the time-dependent Schrodinger equation. The sum of V-V, T, and V-V, R contributions shows very weak temperature dependence and is in reasonable agreement with observed data over the temperature range 300-3000 K.

• Korean Journal of Materials Research
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• v.24 no.11
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• pp.625-631
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• 2014

To investigate the deformation properties of TiC-(5-20) mol% Mo solid solution single crystals at high temperature by compression testing, single crystals of various compositions were grown by the radio frequency floating zone technique and were deformed by compression at temperature from 1250K to 2270K at strain rates from $5.1{\times}10^{-5}$ to $5.9{\times}10^{-3}/s$. The plastic flow property of solid solution single crystals was found to be clearly different among a three-temperature range (low, intermediate and high temperature ranges) whose boundaries were dependent on the strain rate. From the observed property, we conclude that the deformation in the low temperature range is controlled by the Peierls mechanism, in the intermediate temperature range by the dynamic strain aging and in the high temperature range by the solute atmosphere dragging mechanism. The work softening tends to become less evident with an increasing experimental temperature and with a decreasing strain rate. The temperature and strain rate dependence of the critical resolved shear stress is the strongest in the high temperature range. The curves are divided into three parts with different slopes by a transition temperature. The critical resolved shear stress (${\tau}_{0.2}$) at the high temperature range showed that Mo content dependence of ${\tau}_{0.2}$ with temperature and the dependence is very marked at lower temperature. In the higher temperature range, ${\tau}_{0.2}$ increases monotonously with an increasing Mo content.

• Korean Journal of Materials Research
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• v.19 no.4
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• pp.186-191
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• 2009

Thermoelectric power and resistivity are measured for the perovskite $LaNi_{1-x}Ti_xO_3$ ($x{\leq}0.5$) in the temperature range 77 K - 300 K. The measured thermoelectric power of $LaNi_{1-x}Ti_xO_3$ ($x{\leq}0.5$) increases linearly with temperature and is represented by A + BT. The x = 0.1 sample showed metallic behavior, the x = 0.3 showed metal and insulating transition around 150 K, and x = 0.5 showed insulating behavior the over the whole temperature range. The electrical resistivity of x = 0.1 shows linear temperature dependence over the whole temperature range and $T^2$ dependence. On the other hand, the electrical resistivity of x = 0.3 shows a linear relation between $ln{\rho}$ and $T^{-1/4}$ (variable range hopping mechanism) in the range of 77 K to 150 K. For x = 0.5, the temperature dependence of resistivity is characteristic of insulating materials; the resistivity data was fitted to an exponential law, such as ln(${\rho}/T$) and $T^{-1}$, which is usually attributed to a small polaron hopping mechanism. These experimental results are interpreted in terms of the spin polaron (x = 0.1) and variable range hopping (x = 0.3) or small polaron hopping (x = 0.5) of an almost localized $Ni^{3+}$ 3d polaron.

• Progress in Superconductivity and Cryogenics
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• v.24 no.4
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• pp.36-39
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• 2022

Since the MgB₂ superconductor is simply composed of two constituents of Mg and B, its performance can be monitored easily with the change of one ingredient compared to the other. With the powder size of B less than 100 nm, two different sizes of Mg powders are used to investigate the reaction temperature dependence of MgB₂ bulk samples. In the range of 630-700℃ for the duration of 30 min., the un-reacted Mg is seen only at 630℃ with Mg powder size of <5 ㎛, whereas Mg traces are detected at all the temperature range with Mg powder size of <45 ㎛. The reaction temperature dependence of MgB₂ superconducting transition temperature, T_c, shows little difference whether Mg powder size is large or small in this range except for the 630℃. It is worthy of notice that the critical current densities of MgB₂ show higher performance with the small size of Mg compared to the large one at all field ranges. With the Mg powder size of <45 ㎛, flux pinning is enhanced with decreasing the reaction temperature, whereas flux pinning properties is quite similar in the Mg powder size of <5 ㎛ except for the 630℃, where Mg is left behind after the reaction.