• Journal of the Korean Data and Information Science Society
• /
• 제18권1호
• /
• 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
• /
• 제36권2호
• /
• 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
• /
• 제9권10호
• /
• 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.

• 전자공학회논문지SC
• /
• 제45권4호
• /
• pp.68-78
• /
• 2008

연속적인 경로 사이를 부드러운 곡선으로 잇기 위해서 기존의 로봇 제어기들은 일반적으로 연속적인 경로를 시간 축에서 합성하는 방법을 사용해 왔다. 하지만 이런 방법은 다음과 같은 두 가지 단점을 내재하고 있다. 천이 경로의 형태가 연접하게 생성될 수 없다는 점과 천이하는 동안 속력을 제어할 수 없다는 점이 그것이다. 이러한 문제점들을 극복하기 위해서 본 논문은 매끄럽지 않게 연결된 두 경로들을 부드럽게 잇기 위해 곡률이 제한된 새로운 천이 궤적 생성 방법을 제시하고자 한다. 실험 결과는 기존의 방법들보다 천이 궤적이 더 부드럽게 생성되는 것을 보여주며, 또한 보장된 곡률의 제한 수준은 $0.02{\sim}1$임을 보여준다.

• 대한토목학회논문집
• /
• 제13권5호
• /
• pp.165-172
• /
• 1993

균일조도 원형관에서 수행한 Nikuraclse의 실험결과에 따라 관로흐름은 층류(層流), 천이층류(遷移層流), 완난류(緩亂流), 천이난류(遷移亂流)와 전난류(全亂流)등 다섯가지로 구분되며, 천이층류는 조건에 따라 층류로부터 완난류로 천이하는 경우와 층류로부터 전난류로 바로 천이하는 경우가 있다. 각 조건은 관경의 조고에 대한 비로 결정될 수 있으며, 각 조건에 대하여 원형관 마찰계수를 양해법으로 구하는 수식을 개발하였다. 본 수식은 Nikuradse의 실험결과와 비교하여 상당히 양호한 결과를 보여준다.

• 자연과학논문집
• /
• 제10권1호
• /
• pp.1-7
• /
• 1998

대정준 몬테카를로 시늉을 집중적으로 수행하여 무결정 연속고체 표면 위에 흡착된 Lennard-Jones 유체의 홑층에 대해 덮힘률 $\theta$ ~ 0.8에서 1.8 까지를 연구하였다. 시늉 결과는 최근 흑연위의 알곤 홑층 녹기에 대한 열역학적 실험측정에서 관찰되어졌던 두 단계의 녹음 행태를 뚜렷이 보여 주었다. 본 연구에서 관찰된 녹음 행태는 갑작스러운 밀도 변화 후에 점진적인 상전이로 이루어진다. 홑층 구조에 대한 스냅 사진들은 녹기과정에 어긋나기 짝의 형성과 그 짝의 분리가 연루되어 있다는 것을 가르키고 있다. 계의 크기에 의한 효과를 감안하여, 갑작스러운 밀도 변화는 Kosterlitz, Thouless, Halperin, Nelson, and Young (KTHNY)의 이론과 무관할 것인 반면에, 두 번째의 점진적 전이는 KTHNY 타입의 녹기 상전이일 것이라고 사료된다.

• International Journal of Railway
• /
• 제2권4호
• /
• 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
• /
• 제6권2호
• /
• 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.

• 기술사
• /
• 제43권2호
• /
• 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.

• 정보처리학회논문지C
• /
• 제11C권5호
• /
• pp.633-644
• /
• 2004

현재 IPv4 네트워크 기반으로부터 IPv6 네트워크로의 자연스러운 전이를 위하여 다양한 상황에 따른 전환 메커니즘과 응용에 대한 연구가 진행되고 있다. 이에 본 논문에서는 VPN 적용 모델에 따른 처리비용을 산정하고 시뮬레이션을 통해, VPN 터널링 종단점과 IP 엔캡슐레이션터널링 종단점의 일치여부, 변환 메커니즘의 적용 위치, 적용 VPN 모델이 소요비용에 영향을 주는 요소임을 제시한다.