• Journal of the Korean Data and Information Science Society
• /
• v.18 no.1
• /
• pp.237-245
• /
• 2007

Nonlinear asymmetric time series models have the growing interest in econometrics and finance. Threshold model is one of the successful asymmetric model. We consider a smooth transition ARMA model which converges a.s. to a threshold ARMA model and show that the smooth transition ARMA model admits a stationary measure, provided a suitable condition on the coefficients of the autoregressive parts of the different regimes is satisfied. Stationarity of a smooth transition GARCH model is also obtained.

• Journal of the Korean Statistical Society
• /
• v.36 no.2
• /
• pp.257-274
• /
• 2007

This paper considers the tests for the presence of smooth transition non-linearity in the partially nonstationary vector autoregressive model. The transition parameters cannot be identified under the null hypothesis of linearity, and therefore this paper develops the tests for smooth transition nonlinearity, the associated asymptotic theory and the bootstrap inference. The Monte Carlo simulation evidence shows that the bootstrap inference generates moderate size and power performances.

• The Journal of Asian Finance, Economics and Business
• /
• v.9 no.10
• /
• pp.1-13
• /
• 2022

This paper empirically explores the predicting ability of the newly proposed smooth transition (ST) time-varying combining forecast methods. The proposed method allows the "weight" of combining forecasts to change gradually over time through its unique feature of transition variables. Stock market returns from 7 countries were applied to Ad Hoc models, the well-known Generalized Autoregressive Conditional Heteroskedasticity (GARCH) family models, and the Smooth Transition Exponential Smoothing (STES) models. Of the individual models, GJRGARCH and STES-E&AE emerged as the best models and thereby were chosen for constructing the combined forecast models where a total of nine ST combining methods were developed. The robustness of the ST combining forecasts is also validated by the Diebold-Mariano (DM) test. The post-sample forecasting performance shows that ST combining forecast methods outperformed all the individual models and fixed weight combining models. This study contributes in two ways: 1) the ST combining methods statistically outperformed all the individual forecast methods and the existing traditional combining methods using simple averaging and Bates & Granger method. 2) trading volume as a transition variable in ST methods was superior to other individual models as well as the ST models with single sign or size of past shocks as transition variables.

• Journal of the Institute of Electronics Engineers of Korea SC
• /
• v.45 no.4
• /
• pp.68-78
• /
• 2008

For a smooth transition between consecutive paths, conventional robot controllers usually generate a transition trajectory by blending consecutive paths in a time coordinate. However, this has two inherent drawbacks: the shape of a transition path cannot be designed coherently and the speed during transition is uncontrollable. To overcome these problems, this paper provides a path-level, rather than trajectory-level, smooth transition method with the curvature bound between non-smoothly connected paths. The experiment results show that the resultant transition trajectory is more smoothly connected than the conventional methods and the curvature is closely limited to the desired bound within the guaranteed level ($0.02{\sim}1$).

• KSCE Journal of Civil and Environmental Engineering Research
• /
• v.13 no.5
• /
• pp.165-172
• /
• 1993

On the basis of Nikuradse laboratory experiments conducted in circular pipe with uniform roughness, five flow regimes are defined with respect to the characteristics of boundary layer such as laminar, transition laminar, smooth turbulent, transition turbulent and rough turbulent flows. Two cases are found for the transition laminar flow: one for the transition between laminar flow and smooth turbulent flow and the other for the one between laminar flow and rough turbulent flow. They all can be clearly determined by the relative roughness or the ratio of pipe diameter to the roughness. Explicit functions are developed for the estimation of pipe friction factor for the various flow conditions including turbulent flow regimes, which have excellent agreement with the Nikuradse laboratory data.

• The Journal of Natural Sciences
• /
• v.10 no.1
• /
• pp.1-7
• /
• 1998

A Lennard-Jones fluid layer adsorbed on a smooth solid surface was studied at coverages $\theta$ ~ 0.8 to 1.8 on an isotherm by performing intensive grand canonical Monte Carlo simulations. The results clearly show a picture of two-step melting process which used to be observed in recent thermodynamic measurements of argon monolayer melting on graphite. The observed melting process consist of an abrupt density change followed by a gradual transition. Snapshots of monolayer configurations indicate that the creation and dissociation of a dislocation pair are involved in the melting mechanism. Taking the effect of system size into account, it is suggested that, while the abrupt density change may be not related to the theory of Kosterlitz, Thouless, Halperin, Nelson, and Young (KTHNY), the second gradual transition is probably a KTHNY-type melting transition.

• International Journal of Railway
• /
• v.2 no.4
• /
• pp.180-186
• /
• 2009

High speed railway challenge the design, construction and maintaining of traditional railway, many traditional design concepts have been changed. Transition of railway and bridge has two main problems. one is that different lines have different ability of resisting distortion in area of trial load, which was known that problem of smooth transition of stiffness, the other is that differential settlement between artificial structure and earth structure cause bending of railway. The two problems have effect on train moving. The principle of processing transition of railway and bridge is same in world, but it is difficult to find relationship between design standard of transition, vehicle performance, line standard, design speed and so on form documentation and data reports. Based on mechanics, the paper analyzed dynamic performance of transition of high speed railway, studied various rough elements which is effective to train moving, built mathematical model of interaction of train and transition of high speed railway and developed numerical simulation software. In various different work conditions, we did great quantity of numerical simulation, comprehensive analysis and performance analysis.

• International Journal of Concrete Structures and Materials
• /
• v.6 no.2
• /
• pp.101-110
• /
• 2012

This paper focuses on the finite element (FE) response sensitivity and reliability analyses considering smooth constitutive material models. A reinforced concrete frame is modeled for FE sensitivity analysis followed by direct differentiation method under both static and dynamic load cases. Later, the reliability analysis is performed to predict the seismic behavior of the frame. Displacement sensitivity discontinuities are observed along the pseudo-time axis using non-smooth concrete and reinforcing steel model under quasi-static loading. However, the smooth materials show continuity in response sensitivity at elastic to plastic transition points. The normalized sensitivity results are also used to measure the relative importance of the material parameters on the structural responses. In FE reliability analysis, the influence of smoothness behavior of reinforcing steel is carefully noticed. More efficient and reasonable reliability estimation can be achieved by using smooth material model compare with bilinear material constitutive model.

• Journal of the Korean Professional Engineers Association
• /
• v.43 no.2
• /
• pp.39-44
• /
• 2010

Digital broadcast in Korea being under way for almost 10 years and due by the end of 2012 is greatly changing the style of life. Having such a potential impact on life means it hardly permits any mistake in cooperated works of viewers, broadcasters, manufacturers and government for smooth transition. Now the early phase of digital transition is capturing the viewers with unseen features like HDTV, interactive data broadcasting, and multimedia service. But what will really thrill us is still to come with its capability far beyond high definition and interactivity.

• The KIPS Transactions:PartC
• /
• v.11C no.5
• /
• pp.633-644
• /
• 2004

For a smooth transition from IPv4 to IPv6 network, the research of transition mechanisms have been processing according to the various network situations. Therefore, we calculate the cost based on the VPN applicable model. Also, we present that conformance between the end point of VPN, the If encapsulation tunneling, applying position of translation mechanism and VPN applicable model are the factors which affect Costs.