• Title/Summary/Keyword: S-VaR

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30[kVA] Superconducting generator Field coil Design (30[kVA] 초전도발전기용 계자코일 설계)

  • Baik, S.K.;Sohn, M.H.;Ko, R.K.;Lee, E.Y.;Bae, J.H.;Kwon, Y.K.;Ryu, K.S.
    • Proceedings of the KIEE Conference
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    • 1998.07a
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    • pp.232-234
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    • 1998
  • Race-track type superconducting coils are used for wiggler magnets of accelerators and field coils of superconducting generators(S.C.G) and so on. The shape is different from ordinary solenoidal type magnet, so the manufacturing situation and conditions become different and moreover according to these results the output characteristics of magnet also becomes different. In this paper we are dealing with race-track type coil design that is inserted into 30(kVA) S.C.G which will be manufactured before we make l(MVA) S.C.G plant. The design procedure is based on two dimensional electromagnetic analysis including laplace equations in cylindrical coordinate.

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A comparative study on the characteristics of the evaluation techniques for industrial design proposals (산업 디자인 평가방법의 특성 비교연구)

  • 우흥룡
    • Archives of design research
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    • no.16
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    • pp.17-25
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    • 1996
  • , \l!ernatives in multi dimensional decision prohlems generally possess numerous attrihutes by which they can be describ('d and compared, The ('\';dllation factors include all attributes that have Ic\'(']s specified by quantitative and qualitativc objectil'l'S, Howev'('f since qualitative factors arc difficul! to quantify as num('ral estimates, these factors have tended to bl' ignored without regard for their importance to human contrnl. In this study, the author adapted :j ('va]uation methods with critrria which have qualitative and qualitative attributes: the Intuitive Evaluation ~1cthods the Accumulativc' Evaluation Model the Benchmarking Evaluation Methods, and studied the corrC'iation between them, The results show that Ill(' :j Mrthods have reciprocal relationships under reliability (r=O, (XX)]] In order to removl' obstacles of desi!;n ev'aluation ( lots of timl' l'llnsumption, constr;lints of placc" difficulties of hu!;!' data procc'ssin!;), it is necessary to be developed a new ('va]uation syst('rn which could prov'idc' effective rat in!; of desi!;n v'alm's 10 make value judw'rnents, , \l!ernatives in multi dimensional decision prohlems generally possess numerous attrihutes by which they can be describ('d and compared, The ('\';dllation factors include all attributes that have Ic\'(']s specified by quantitative and qualitativc objectil'l'S, Howev'('f since qualitative factors arc difficul! to quantify as num('ral estimates, these factors have tended to bl' ignored without regard for their importance to human contrnl. In this study, the author adapted :j ('va]uation methods with critrria which have qualitative and qualitative attributes: the Intuitive Evaluation ~1cthods the Accumulativc' Evaluation Model the Benchmarking Evaluation Methods, and studied the corrC'iation between them, The results show that Ill(' :j Mrthods have reciprocal relationships under reliability (r=O, (XX)]] In order to removl' obstacles of desi!;n ev'aluation ( lots of timl' l'llnsumption, constr;lints of placc" difficulties of hu!;!' data procc'ssin!;), it is necessary to be developed a new ('va]uation syst('rn which could prov'idc' effective rat in!; of desi!;n v'alm's 10 make value judw'rnents,alm's 10 make value judw'rnents,

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Multivariate GARCH and Its Application to Bivariate Time Series

  • Choi, M.S.;Park, J.A.;Hwang, S.Y.
    • Journal of the Korean Data and Information Science Society
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    • v.18 no.4
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    • pp.915-925
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    • 2007
  • Multivariate GARCH has been useful to model dynamic relationships between volatilities arising from each component series of multivariate time series. Methodologies including EWMA(Exponentially weighted moving-average model), DVEC(Diagonal VEC model), BEKK and CCC(Constant conditional correlation model) models are comparatively reviewed for bivariate time series. In addition, these models are applied to evaluate VaR(Value at Risk) and to construct joint prediction region. To illustrate, bivariate stock prices data consisting of Samsung Electronics and LG Electronics are analysed.

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Empirical Bayes Estimation and Comparison of Credit Migration Matrices (신용등급전이행렬의 경험적 베이지안 추정과 비교)

  • Kim, Sung-Chul;Park, Ji-Yeon
    • The Korean Journal of Applied Statistics
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    • v.22 no.3
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    • pp.443-461
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    • 2009
  • In order to overcome the lack of Korean credit rating migration data, we consider an empirical Bayes procedure to estimate credit rating migration matrices. We derive the posterior probabilities of Korean credit rating transitions by utilizing the Moody's rating migration data and the credit rating assignments from Korean rating agency as prior information and likelihood, respectively. Metrics based upon the average transition probability are developed to characterize the migration matrices and compare our Bayesian migration matrices with some given matrices. Time series data for the metrics show that our Bayesian matrices are stable, while the matrices based on Korean data have large variation in time. The bootstrap tests demonstrate that the results from the three estimation methods are significantly different and the Bayesian matrices are more affected by Korean data than the Moody's data. Finally, Monte Carlo simulations for computing the values of a portfolio and its credit VaRs are performed to compare these migration matrices.

Biaxial integrated optical film for VA mode LCD's made from in-situ photopolymerised reactive mesogens.

  • Kim, Kyeong-Hyeon;Lyu, Jae-Jin;Chung, Dong-Hoon;Verrall, M.;Slaney, K.;Perrett, T.;Parri, O.;Lee, Seung-Eun;Lee, Hee-Kyu
    • 한국정보디스플레이학회:학술대회논문집
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    • 2004.08a
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    • pp.773-775
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    • 2004
  • For high end, large area displays, all current LC modes require some degree of optical compensation to improve the front of screen viewing experience. Currently most optical films are laminated to the outside of the LCD cell, between the glass and polariser. In this paper we wish to show how it is possible to integrate the compensating optical film within a VA mode LCD cell. The paper will describe the process of making the biaxial film through the process of in-situ photopolymerisation of an aligned film of reactive mesogens in the cholesteric phase using polarised UV light. The film can be made on the colour filter array side of the LCD panel. In addition the process of fabricating a VA mode LCD containing this film will be described and the performance of this module will be presented

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Saddlepoint approximations for the risk measures of linear portfolios based on generalized hyperbolic distributions (일반화 쌍곡분포 기반 선형 포트폴리오 위험측도에 대한 안장점근사)

  • Na, Jonghwa
    • Journal of the Korean Data and Information Science Society
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    • v.27 no.4
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    • pp.959-967
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    • 2016
  • Distributional assumptions on equity returns play a key role in valuation theories for derivative securities. Elberlein and Keller (1995) investigated the distributional form of compound returns and found that some of standard assumptions can not be justified. Instead, Generalized Hyperbolic (GH) distribution fit the empirical returns with high accuracy. Hu and Kercheval (2007) also show that the normal distribution leads to VaR (Value at Risk) estimate that significantly underestimate the realized empirical values, while the GH distributions do not. We consider saddlepoint approximations to estimate the VaR and the ES (Expected Shortfall) which frequently encountered in finance and insurance as measures of risk management. We supposed GH distributions instead of normal ones, as underlying distribution of linear portfolios. Simulation results show the saddlepoint approximations are very accurate than normal ones.

Multivariate volatility for high-frequency financial series (다변량 고빈도 금융시계열의 변동성 분석)

  • Lee, G.J.;Hwang, Sun Young
    • The Korean Journal of Applied Statistics
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    • v.30 no.1
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    • pp.169-180
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    • 2017
  • Multivariate GARCH models are interested in conditional variances (volatilities) as well as conditional correlations between return time series. This paper is concerned with high-frequency multivariate financial time series from which realized volatilities and realized conditional correlations of intra-day returns are calculated. Existing multivariate GARCH models are reviewed comparatively with the realized volatility via canonical correlations and value at risk (VaR). Korean stock prices are analysed for illustration.

Relationship between Breathing Pattern Disorder and Pain in Patients with Chronic Low Back Pain (만성요통환자의 호흡패턴이상과 통증과의 상관관계)

  • Lim, Chae-Gil
    • Journal of Korea Entertainment Industry Association
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    • v.14 no.4
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    • pp.355-363
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    • 2020
  • To investigate the relationship between breathing pattern disorder and pain in patients with chronic low back pain(CLBP). One hundred four patients were measured the End-tidal CO2(EtCO2) and respiration rate(RR) using capnography. Also, The Breathing-hold time(BHT), Nijmegen Questionnaire(NQ), and Thoracic excursion examinated. There was a significant correlation between EtCO2 and BHT, thoracic excursion(r=.302, r=.281)(p<.01), and a low negative correlation with RR, VAS(r=-.253, -200)(p<.05). There was a significant correlation between NQ and RR(r=.237)(p<.05). There was a low correlation between thoracic excursion and VAS(r=-.370)(p<.01). There was a significant difference in the EtCO2, RR, BHT, thoracic excursion, and VAS between the thoracic and diaphragm breathing pattern(p<.05). There were no significant differences in the NQ(p>.05). There was a correlation between EtCO2 and BHT, thoracic excursion, RR, VAS in patients with CLBP. In addition, There was a correlation between RR and NQ, thoracic excursion, and VAS. As a result, it was found that there is a close relationship between breathing pattern disorder and pain. There was a significant difference in the EtCO2 level, RR, BHT, thoracic excursion and VAS value in the comparison of thoracic breathing pattern and diaphragm breathing pattern. This is a meaningful result of suggesting a breathing pattern treatment approach in the rehabilitation and pain management of chronic low back pain patients in clinical practice.

The Development of IGBT Type 190kVA Static Inverter for Electric Car (전동차용 IGBT형 190kVA 보조전원장치 개발)

  • Kim, J.K.;Park, G.T.;Jung, K.C.;Kim, D.S.;Seo, K.D.
    • Proceedings of the KIEE Conference
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    • 1997.11a
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    • pp.634-637
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    • 1997
  • This paper is on the research and development of new SIV(Static Inverter) using IGBT(Insulated Gate Bipolar Transistor) semiconductor for a wide range of electric railway applications. For the simplification and higher controllability, the direct PWM control method with 3level inverter topology was adopted. In the new SIV system, the cost as well as bulk and weight was appreciably reduced about 40% lower than those of conventional SIV, the electrical efficiency was increased above 95% and the audible noise level was less than 65dB. In addition, the THD(Total Harmonic Distortion) factor was below 5% and the voltage fluctuation on a transient state was below 10%.

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30kVA Superconducting Generator Development : Design and Performance Test (30kVA 초전도전기 개발(II) ; 설계 및 성능평가)

  • Baik, S.K.;Sohn, M.H.;Kwon, Y..K.;Ko, R.K.;Lee, E.Y.;Ryu, K.S.;Park, D.Y.;Kim, Y.J.;Ahn, J.B.;Kim, K.H.
    • Proceedings of the KIEE Conference
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    • 1999.07a
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    • pp.232-234
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    • 1999
  • A 30kVA superconducting generator (S.G.) has been designed, developed and successfully tested in KERI before the end of last year. The design is based on 2-dimensional electromagnetic field analysis of cylindrical coordinate. The field winding of rotor has been wound with superconducting wire of Nb-Ti alloy and tested after assembled with other rotor components. The stator has air-gap type armature windings which allow higher terminal voltage and more sinusoidal voltage waveform than conventional iron cored machines. Steady-state open & short-circuit test and lamp load test have been conducted also. The results of tests are given in this paper and compared with design quantities. Moreover the cooling scheme and characteristics of test system is included.

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