• The Journal of Asian Finance, Economics and Business
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• 제7권8호
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• pp.143-150
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• 2020

This study aims to investigate the effect of oil price and exchange rate on the two Vietnamese stock market indices: VN index and HXN index. This study uses the daily data from August 1^st 2000 to October 25^th 2019 of the two Vietnamese stock indices: VN index and HNX index, the two oil price indices: BRENT and WTI, and the two exchange rates: US dollar to Vietnamese dong and Euro to Vietnamese dong. Due to the presence of heteroskedasticity in our data, we use GARCH (1,1) regression model to perform our analysis. Our findings show that the oil price has a significant positive effect on the two Vietnamese stock market indices. In terms of the stock index volatility, both the VN index and HNX index volatilities are negatively impacted by the return of oil price. While the conclusion about the impact of oil price remained consistent through all three robustness tests, the effect of exchange rate on Vietnamese stock market indices is not consistent. We find thatchanges of the USD/VND exchange rate significantly impact the return and volatility of HNX index only in GARCH (1,1) setting. Our analysis also survives a number of robustness tests.

• 한국인터넷방송통신학회논문지
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• 제19권2호
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• pp.85-90
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• 2019

본 논문에서는 QAM 신호 전송시 채널에서 발생되는 부호간 간섭을 줄일 수 있는 기존 MMA (Multi Modulus Algorithm) 적응 등화 알고리즘의 잔류 isi와 robustness 성능을 개선시키기 위한 M-CMA (Multi-Constant Modulus Algorithm)에 관한 것이다. 기존 MMA 알고리즘은 고정된 dispersion constant를 이용한 비용 함수와 오차 함수에 의존하지만, 제안하는 M-CMA 알고리즘은 복수개의 dispersion constant를 이용한 새로운 비용 함수와 오차 함수를 이용한다. 이로 인하여 CMA의 robustness와 MMA의 진폭과 위상의 동시 보상이 가능하게 된다. 제안 M-CMA 알고리즘의 성능을 기존 MMA 알고리즘과 비교하기 위하여 동일한 채널과 잡음 환경하에서 컴퓨터 시뮬레이션을 수행하였으며, 이를 위한 지수로는 등화기 출력 신호 성상도, 잔류 isi, MD 및 MSE learning 곡선과 robustness를 나타내는 SER을 사용하였다. 시뮬레이션 결과 모든 성능 지수에서 M-CMA가 기존 MMA 보다 robustness와 나머지 성능의 우월함을 확인하였다.

• 대한기계학회:학술대회논문집
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• 대한기계학회 2003년도 춘계학술대회
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• pp.1254-1261
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• 2003

In this paper we present a simple and efficient robust optimal design formulation and its application to a resonant-type micro probe. The basic idea is to use the Gradient Index (GI) to improve robustness of the objective and constraint functions. In the robust optimal design procedure, a deterministic optimization for performance of MEMS structures is followed by design sensitivity analysis with respect to uncertainties such as fabrication errors and change of operating conditions. During the process of deterministic optimization and sensitivity analysis, dominant performance and uncertain variables are identified to define GI. The GI is incorporated as a term of objective and constraint functions in the robust optimal design formulation to make both performance and robustness improved. While most previous approaches for robust optimal design require statistical information on design variations, the proposed GI based method needs no such information and therefore is cost-efficient and easily applicable to early design stages. For the micro probe example, robust optimums are obtained to satisfy the targets for the measurement sensitivity and they are compared in terms of robustness and production yield with the deterministic optimums through the Monte Carlo simulation.

• Smart Structures and Systems
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• 제20권2호
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• pp.115-126
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• 2017

The modal identification of large civil structures such as bridges under the ambient vibrational conditions has been widely investigated during the past decade. Many operational modal analysis methods have been proposed and successfully used for identifying the dynamic characteristics of the constructed bridges in service. However, there is very limited research available on reliable criteria for the robustness of these identified modal parameters of the bridge structures. In this study, two time-domain operational modal analysis methods, the data-driven stochastic subspace identification (SSI-DATA) method and the covariance-driven stochastic subspace identification (SSI-COV) method, are employed to identify the modal parameters from field recorded ambient acceleration data. On the basis of the SSI-DATA method, the modal contribution indexes of all identified modes to the measured acceleration data are computed by using the Kalman filter, and their applicability to evaluate the robustness of identified modes is also investigated. Here, the benchmark problem, developed by Hong Kong Polytechnic University with field acceleration measurements under different excitation conditions of a cable-stayed bridge, is adopted to show the effectiveness of the proposed method. The results from the benchmark study show that the robustness of identified modes can be judged by using their modal contributions to the measured vibration data. A critical value of modal contribution index of 2% for a reliable identifiability of modal parameters is roughly suggested for the benchmark problem.

• Structural Engineering and Mechanics
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• 제76권2호
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• pp.193-205
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• 2020

The growing need for assuring efficient and sustainable investments in civil engineering structures has determined a renovated interest in the rational design of such structures from designers, clients and authorities. As a result, risk-informed decision-making methodologies are increasingly being used as a direct decision tool or as an upper-level layer from which performance-based approaches are then calibrated against. One of the most important and challenging aspects of today's structural design is to adequately handle the system-level effects, the known unknowns and the unknown unknowns. These aspects revolve around assessing and evaluating relevant damage scenarios, namely those involving unacceptable/intolerable damage levels. Hence, the importance of risk analysis of disproportionate collapse, and along with it of robustness. However, the way robustness has been used in modern design codes varies substantially, from simple provisions of prescriptive rules to complex risk analysis of the disproportionate collapse. As a result, implementing design for robustness is still very much a grey area and more so when it comes to defining means to quantify robustness. This paper revisits the most common robustness frameworks, highlighting their merits and limitations, and identifies one among them which is very promising as a way forward to solve the still open challenges.

• 제어로봇시스템학회논문지
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• 제6권10호
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• pp.845-853
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• 2000

In this paper, we introduce a relationship between the sensitivity and the robustness of a system, and we propose a robust eigenstructure assignment scheme using a novel performance index which can consider the performance and the robustness of the system simultaneously. We also propose an assignment accuracy measure and a robustness measure which are used for the performance examination of the proposed robust eigenstructure assignment scheme. The usefulness of the proposed algorithm and the measures are verified by applying to controller design of a simple numerical example and the EMRAAT missile.

• 한국컴퓨터정보학회논문지
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• 제28권4호
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• pp.83-91
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• 2023

본 연구는 특정 구간의 정체가 전체 고속도로에 미치는 영향을 분석하기 위한 고속도로 망의 강건성 민감도 지수(RSI: robustness sensitivity index)를 제안한다. 새로 제안된 RSI는 특정 구간의 길이가 연장되었을 때, 연장된 단위 길이 당 교통망의 총 운행거리 변화량으로 정의한다. RSI 값이 클 경우, 해당 구간의 교통 정체는 다른 구간에 비해 전체 망에 나쁜 영향을 미치게 된다. 기존의 망 강건성 지수(NRI: network robustness index)는 단순히 특정 구간이 있을 때와 없을 때의 교통망 변화를 관찰하지만, 본 연구가 제안한 RSI는 일종의 성능 지표로 특정 구간의 정체 정도에 따른 망 전체의 파급효과를 정량적으로 분석할 수 있게 해준다. 특정 구간의 정체 정도를 변화시키면서, 그 정체가 발생시키는 다른 구간들의 교통량 증가, 감소, 정체 구간의 크기 및 위치 등이 어떻게 변화하는지를 계산할 수 있다. 이 분석은 NRI로는 분석 불가능한 것으로 RSI의 우수성을 입증하는 것이다. 국내 고속도로 망의 데이터를 이용해 RSI의 다양한 성질을 분석한다. 그리고 RSI 개념을 이용하면 특정 구간의 정체 정도 변화가 발생시키는 다른 구간들에 대한 파급효과를 분석할 수 있음을 보인다.

• 대한기계학회논문집A
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• 제26권10호
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• pp.2067-2072
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• 2002

The closed-loop state and input observer is a pole-placement type observer and estimates unknown state and input variables simultaneously. Pole-placement type observers may have poor performances with respect to modeling error and sensing bias error. The effects of these ill-conditioning factors must be minimized for the robust performance in designing observers. In this paper, the steady-state performance of the closed-loop state and input observer is investigated quantitatively and is represented as the estimation error bounds. The performance indices are selected from these error bounds and are related to the robustness with respect to modeling errors and sensing bias. By considering both transient and steady-state performance, the main performance index is determined as the condition number of the eigenvector matrix based on $L_2$-norm.

• 국제초고층학회논문집
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• 제9권3호
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• pp.245-253
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• 2020

With the ever-increasing height of timber buildings, the complexity of timber as a structural material gives rise to behaviors not previously studied by engineers. An urgent call is needed regarding their performance in damage scenarios: activating alternative load paths in tall timber buildings is not the same as in tall buildings made with steel and concrete. In this paper we propose a robustness framework covering all building materials, whose application in timber may lead to new conceptual designs for the next generation of tall timber buildings. Qualitatively, the importance of building scale and the distinction between localized and systematic exposures are discussed, and how existing supertall structures can be an example for future generations of tall timber buildings. Quantitatively, the robustness index is introduced alongside a method to calculate the performance of a given building regarding robustness, in order to find the most cost-effective structural solutions for improved robustness. A three-level application recommendation is made, depending on the importance of the building in question. Primarily, the paper highlights the importance of conceptual design to achieve structural robustness and encourages the practicing engineering community to use the proposed framework to quantitatively come up with the new generation of tall timber buildings.

• 한국멀티미디어학회논문지
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• 제8권12호
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• pp.1572-1580
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• 2005

The common requirements for watermarking are usually invisibility, robustness, and capacity. We proposed the watermarking for 3D mesh model based on projection onto convex sets for invisibility and robustness among requirements. As such, a 3D mesh model is projected alternatively onto two convex sets until it converge a point. The robustness convex set is designed to be able to embed watermark into the distance distribution of vertices. The invisibility convex set is designed for the watermark to be invisible based on the limit range of vertex movement. The watermark can be extracted using the decision values and index that the watermark was embedded with. Experimental results verify that the watermarked mesh model has both robustness against mesh simplification, cropping, affine transformations, and vertex randomization and invisibility.