• 제목/요약/키워드: Ratio Test

검색결과 11,057건 처리시간 0.036초

Stationary bootstrap test for jumps in high-frequency financial asset data

  • Hwang, Eunju;Shin, Dong Wan
    • Communications for Statistical Applications and Methods
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    • 제23권2호
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    • pp.163-177
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    • 2016
  • We consider a jump diffusion process for high-frequency financial asset data. We apply the stationary bootstrapping to construct a bootstrap test for jumps. First-order asymptotic validity is established for the stationary bootstrapping of the jump ratio test under the null hypothesis of no jump. Consistency of the stationary bootstrap test is proved under the alternative of jumps. A Monte-Carlo experiment shows the advantage of a stationary bootstrapping test over the test based on the normal asymptotic theory. The proposed bootstrap test is applied to construct continuous-jump decomposition of the daily realized variance of the KOSPI for the year 2008 of the world-wide financial crisis.

인공모래에 대한 진동대 시험시 입자파쇄 현상 확인 (Confirmation of particle crushing on the vibrating table test of artificial sand)

  • 조용순;김래현;김재정;이우진
    • 한국지반공학회:학술대회논문집
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    • 한국지반공학회 2009년도 세계 도시지반공학 심포지엄
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    • pp.1391-1398
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    • 2009
  • The vibrating table method is widely used to estimate the minimum void ratio $e_{min}$. The existing method recommended in ASTM and KS F, however, can not consider the particle crushing during the vibrating table test. In this study, the particle cursing phenomenon was investigated by comparing vibrating table test with pluviation method using artificial sand (K-7). Vibrating table test for the artificial sand was confirmed which can crush of particle during the test. This study demonstrates that vibrating table test is an ineffective method to produce the more reliable $e_{min}$ of artificial sand.

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EVALUATION OF DIAGNOSTIC TESTS WITH MULTIPLE DIAGNOSTIC CATEGORIES

  • Birkett N.J.
    • 대한예방의학회:학술대회논문집
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    • 대한예방의학회 1994년도 교수 연수회(역학)
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    • pp.154-157
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    • 1994
  • The evaluation of diagnostic tests attempts to obtain one or more statistical parameters which can indicate the intrinsic diagnostic utility of a test. Sensitivity. specificity and predictive value are not appropriate for this use. The likelihood ratio has been proposed as a useful measure when using a test to diagnose one of two disease states (e.g. disease present or absent). In this paper, we generalize the likelihood ratio concept to a situation in which the goal is to diagnose one of several non-overlapping disease states. A formula is derived to determine the post-test probability of a specific disease state. The post-test odds are shown to be related to the pre-test odds of a disease and to the usual likelihood ratios derived from considering the diagnosis between the target diagnosis and each alternate in turn. Hence, likelihood ratios derived from comparing pairs of diseases can be used to determine test utility in a multiple disease diagnostic situation.

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석탄회를 활용한 경량기포 저강도 고유동화재의 최종비빔시간과 희석비에 따른 공학적 특성 (Engineering Characteristics of Light-weight Foamed CLSM using Coal Ash According to Final Mixing Time and Dilution Ratio)

  • 이종휘;나정흠;이창기;천병식
    • 대한토목학회논문집
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    • 제32권1C호
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    • pp.17-25
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    • 2012
  • 석탄회를 주재료로 사용한 저강도 고유동화재는 다짐이 필요없고 재굴착이 용이한 고유동성의 재료로 개발되었다. 본 연구에서는 이를 구조물 뒤채움용으로 사용하기 위해 경량화에 초점을 맞춘 기포를 혼입한 경량기포 저강도 고유동화재의 기초연구로써 최종비빔시간, 기포의 희석비에 따른 공학적 특성을 규명하여 최적비빔시간 및 최적희석비를 결정하였다. 기준 배합비를 중심으로 최종비빔시간과 희석비에 따라 플로우 시험, 기포슬러리의 단위중량측정 시험 및 일축압축강도 시험을 실시하였다. 시험결과, CASE N(최종비빔 4분, 희석비 2%), CASE O(최종비빔 4분, 희석비 3%)가 유동성(20cm 이상), 경량성(12~15 $kN/m^3$) 및 일축압축강도(800~1200kPa) 기준을 만족하는 것으로 나타나 이를 기준으로 구조물 뒤채움용 경량기포 CLSM재료를 제작 및 사용함에 있어서 참고가 될 수 있을 것으로 판단된다.

보강 혼합토의 역학적 특성(II) -섬유 혼합토- (Mechanical Characteristics of Reinforced Soil(II) -Fiber Reinforced Soil-)

  • 송창섭;임성윤
    • 한국환경복원기술학회지
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    • 제5권6호
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    • pp.37-42
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    • 2002
  • This study has been performed to investigate the physical and mechanical characteristics of compaction, volume change and compressive strength for reinforced soil mixed with polypropylene fiber, and to confirm the reinforcing effects with admixture such as polypropylene fiber. To this end, a series of compaction test and compression test was conducted for clayey soil(CL) and polypropylene fiber reinforced soil. In order to determine proper moisture contents and mixing ratio, pilot test was carried out for natural soil and PFRS(polypropylene fiber reinforced soil). And the mixing ratio of mono-filament fiber and fibrillated polypropylene fiber admixture was 0.1%, 0.3%, 0.5% and 1.0% by the weight of dry soil. From the experimental results, it was found that the optimum moisture contents(OMC) increased with the mixing ratio of fiber, but the maximum dry unit weight and the volume change was decreased with the mixing ratio. It means that the improvement of the workability and the reduction of the weight of embankment was done by the addition of the polypropylene fiber. And, from the compression test results, it was found that the addition of the polypropylene fiber remarkably improved the compressive strength of PFRS. And it was observed in the viewpoint of strength that the fibrillated polypropylene fiber reinforced soil was more effective than the mono-filament polypropylene fiber reinforced soil.

H대학교 아음속 풍동 개념설계 (Concept Design of a H.A.U.'s Subsonic Wind Tunnel)

  • 장조원;전창수;김문상;이열;문희장;송병흠;김학봉
    • 한국항공운항학회지
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    • 제13권4호
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    • pp.92-99
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    • 2005
  • A closed-circuit type wind tunnel is designed, which has a test section with the dimensions $1.2(W){\times}1.2(H){\times}3.4(L)$. A subsonic wind tunnel is designed to improves educational circumstances and promote ground tests. It is constituted of an exchangeable test section, first and second diffusers, a fan, a settling chamber, a contraction, and 4 corners. The maximum velocity in the test section is 70m/s and the contraction ratio is 6.25:1. Input power in the wind tunnel is about 96.1 kw (128.8 hp) and its energy ratio is 3.89. It has the dimension of about $7.4(W){\times}3.6(H){\times}21.7m(L)$. The wind tunnel designed in this investigation will be an effective educational and investigational equipment.

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증기양생 재생콘크리트의 강도특성에 관한 실험연구 (An Experimental Study on the Strength of Recycled Concrete with Steam Curing)

  • 이명규;김광서;이근호;정상화
    • 한국건축시공학회지
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    • 제5권2호
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    • pp.89-95
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    • 2005
  • Various tests are performed with the recycled concrete including compressive strength, flexural strength, splitting tensile strength, bonding strength and chloride ion penetration test. The basic data obtained from the presented test could be accumulated for the purpose of utilization in concrete structure. Most of the strength tests show that strength decrease a little extent with increasing substitution ratio of recycled coarse aggregate except splitting tensile test for the concrete with $100\%$ recycled fine aggregate. But in case of the $50\%$ substitution of recycled coarse aggregate, compressive strength, flexural strength and bonding strength are almost equal to the normal concrete. Chloride ion penetration test shows that the penetration amounts of chloride ion becomes more in proportion to the substitution ratio of recycled aggregate. But most of the results show that the permeability of recycled concrete is proper to use. The results of present study nay imply that the use of recycled aggregate for steam curing concrete is possible but the substitution ratio of recycled aggregate should be determined through further studies.

전류변성기의 비오차와 위상오차의 절대 평가 기술 (Absolute Evaluation Method to Obtain Ratio Error and Phase Displacement of Current Transformers)

  • 김윤형;정재갑;한상길;구경완;한상옥
    • 전기학회논문지P
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    • 제57권2호
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    • pp.153-159
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    • 2008
  • We have developed an absolute evaluation method to obtain the ratio error and phase displacement of a current transformer (CT) without any precise standard CT by measuring four parameters in a CT equivalent circuit. The excitation admittance in the CT equivalent circuit can be obtained by employing standard resistors with negligible reactive component. The secondary leakage impedance in the CT equivalent circuit can be measured using a universal impedance bridge. The method was applied to CTs under test with the wide current ratios in the range of 5 A / 5 A - 5,000 A / 5 A and 5 A / 1 A - 5,000 A / 1 A. The ratio error and phase displacement of the CT under test obtained in this study are consistent with those measured at the national institute in Canada using the same CT under test within an expanded uncertainty (k = 2) in the overall current ratios.

섬유혼합토의 비선형 동적물성치 (Nonlinear Dynamic Properties of Fiber Reinforced Soils)

  • 박철수;황선근;목영진
    • 한국지반공학회논문집
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    • 제19권2호
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    • pp.189-197
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    • 2003
  • 본 논문은 공진주시험과 삼축압축시험을 이용하여 소변형률(0.0001%~l%) 범위에서 섬유혼합토의 변형 특성을 규명하였으며, 최대전단탄성계수를 잣대로 보강효과를 평가하였다. 또한 단섬유의 직경에 대한 길이의 비(형상비), 흙의 중량에 대한 섬유 중량의 섬유혼합비, 단섬유의 종류에 따른 보강효과를 비교 검토하였다. 시료는 주문진 표준사에 폴리프로필렌 재질의 단섬유를 무작위로 배합하여 사용하였다. 섬유혼합토의 최대전단탄성계수는 비혼합토에 비해 최대 30%까지 증가하였고, 비선형 영역에서의 전단탄성계수 감소량도 억제되었다. 형상비가 증가할수록 최대전단 탄성계수는 증가하고, 단사에 비해 망사의 보강 효과가 큰 것으로 나타났다. 섬유혼합비는 0.3 % 부근에서 보강효과가 가장 커, 최적인 것으로 확인되었다.

섬유보강 다공성 옥상녹화 황토콘크리트의 물리·역학적 및 온도변화 특성 평가 (Physical·Mechanical and Temperature Properties of Fiber Reinforced Porous Green Roof Hwang-toh Concrete)

  • 오리온;김춘수;김황희;전지홍;권완식;박찬기
    • 한국농공학회논문집
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    • 제55권4호
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    • pp.65-72
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    • 2013
  • The physical, mechanical, water purification and temperature properties of fiber reinforced porous hwang-toh green roof concrete have been evaluated in this study. The effect of the depending on replacement ratio of blast furnace slag to cement was investigated such that the replacement ratio is varied to 0 % and 30 %. Also, the replacement ratios of hwang-toh were 0, 20 and 30 %. The polyvinyl alcohol fiber was used for the reinforcing fiber. A series of pH test, unit weight, void ratio, compressive strength, after purification and variation of temperature test have been performed to evaluate the performance, water purification effect and temperature properties of the fiber reinforced porous hwang-toh green roof concrete. The test results indicate that the physical and mechanical properties of fiber reinforced porous hwang-toh green roof concrete is affected by the replacement ratio of the blast furnace slag and hwang-toh contents. Results of purifying water showed that the water purification effect of porous hwang-toh green roof concrete is about 40 %. Also, the temperature properties test results indicate the green roof blocks using fiber reinforced porous hwang-toh green roof concrete have insulation and temperature reduction effect.