• Title/Summary/Keyword: Structural Feature

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A Fractional Integration Analysis on Daily FX Implied Volatility: Long Memory Feature and Structural Changes

  • Han, Young-Wook
    • Asia-Pacific Journal of Business
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    • v.13 no.2
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    • pp.23-37
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    • 2022
  • Purpose - The purpose of this paper is to analyze the dynamic factors of the daily FX implied volatility based on the fractional integration methods focusing on long memory feature and structural changes. Design/methodology/approach - This paper uses the daily FX implied volatility data of the EUR-USD and the JPY-USD exchange rates. For the fractional integration analysis, this paper first applies the basic ARFIMA-FIGARCH model and the Local Whittle method to explore the long memory feature in the implied volatility series. Then, this paper employs the Adaptive-ARFIMA-Adaptive-FIGARCH model with a flexible Fourier form to allow for the structural changes with the long memory feature in the implied volatility series. Findings - This paper finds statistical evidence of the long memory feature in the first two moments of the implied volatility series. And, this paper shows that the structural changes appear to be an important factor and that neglecting the structural changes may lead to an upward bias in the long memory feature of the implied volatility series. Research implications or Originality - The implied volatility has widely been believed to be the market's best forecast regarding the future volatility in FX markets, and modeling the evolution of the implied volatility is quite important as it has clear implications for the behavior of the exchange rates in FX markets. The Adaptive-ARFIMA-Adaptive-FIGARCH model could be an excellent description for the FX implied volatility series

Deciphering FEATURE for Novel Protein Data Analysis and Functional Annotation (단백질 구조 및 기능 분석을 위한 FEATURE 시스템 개선)

  • Yu, Seung-Hak;Yoon, Sung-Roh
    • Journal of IKEEE
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    • v.13 no.3
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    • pp.18-23
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    • 2009
  • FEATURE is a computational method to recognize functional and structural sites for automatic protein function prediction. By profiling physicochemical properties around residues, FEATURE can characterize and predict functional and structural sites in 3D protein structures in a high-throughput manner. Despite its effectiveness, it has been challenging to apply FEATURE to novel protein data due to limited customization support. To address this problem, we thoroughly analyze the internal modules of FEATURE and propose a methodology to customize FEATURE so that it can be used for new protein data for automatic functional annotations.

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Theoretical and experimental study on damage detection for beam string structure

  • He, Haoxiang;Yan, Weiming;Zhang, Ailin
    • Smart Structures and Systems
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    • v.12 no.3_4
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    • pp.327-344
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    • 2013
  • Beam string structure (BSS) is introduced as a new type of hybrid prestressed string structures. The composition and mechanics features of BSS are discussed. The main principles of wavelet packet transform (WPT), principal component analysis (PCA) and support vector machine (SVM) have been reviewed. WPT is applied to the structural response signals, and feature vectors are obtained by feature extraction and PCA. The feature vectors are used for training and classification as the inputs of the support vector machine. The method is used to a single one-way arched beam string structure for damage detection. The cable prestress loss and web members damage experiment for a beam string structure is carried through. Different prestressing forces are applied on the cable to simulate cable prestress loss, the prestressing forces are calculated by the frequencies which are solved by Fourier transform or wavelet transform under impulse excitation. Test results verify this method is accurate and convenient. The damage cases of web members on the beam are tested to validate the efficiency of the method presented in this study. Wavelet packet decomposition is applied to the structural response signals under ambient vibration, feature vectors are obtained by feature extraction method. The feature vectors are used for training and classification as the inputs of the support vector machine. The structural damage position and degree can be identified and classified, and the test result is highly accurate especially combined with principle component analysis.

Generation of 3D STEP Model from 2D Drawings Using Feature Definition of Ship Structure (선체구조 특징형상 정의에 의한 2D 도면에서 3D STEP 선체 모델의 생성)

  • 황호진;한순흥;김용대
    • Korean Journal of Computational Design and Engineering
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    • v.8 no.2
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    • pp.122-132
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    • 2003
  • STEP AP218 has a standard schema to represent the structural model of a midship section. While it helps to exchange ship structural models among heterogeneous automation systems, most shipyards and classification societies still exchange information using 2D paper drawings. We propose a feature parameter input method to generate a 3D STEP model of a ship structure from 2D drawings. We have analyzed the ship structure information contained in 2D drawings and have defined a data model to express the contents of the drawing. We also developed a QUI for the feature parameter input. To translate 2D information extracted from the drawing into a STEP AP2l8 model, we have developed a shape generation library, and generated the 3D ship model through this library. The generated 3D STEP model of a ship structure can be used to exchange information between design departments in a shipyard as well as between classification societies and shipyards.

A Feature-based Reconstruction Algorithm for Structural Optimization (구조 최적화를 위한 특징형상 재설계 알고리즘)

  • Park, Sangkun
    • Journal of Institute of Convergence Technology
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    • v.4 no.2
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    • pp.1-9
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    • 2014
  • This paper examines feature-based reconstruction algorithm using feature-based modeling and based on topology optimization technology, which aims to achieve a minimal volume weight and to satisfy user-defined constraints such as stress, deformation related conditions. The finite element model after topology optimization allows us to remove some region of a solid model for predefined volume requirement. The stress or deformation distribution resulted from finite element analysis enables us to add some material to the solid model for a robust structure. For this purpose, we propose a feature-based redesign algorithm which inserts negative features to the solid model for material removal and positive features for material addition, and we introduce a bisection method which searches an optimal structure by iteratively applying the feature-based redesign algorithm. Several examples are considered to illustrate the proposed algorithms and to demonstrate the effectiveness of the present approach.

Structural Design and Construction of High-rise Building to Feature the High-performance Oil Dampers for Vibration Control - Hibiya Mitsui Tower -

  • Kato, Takashi;Hara, Kenji;Tanaka, Hiroyuki
    • International Journal of High-Rise Buildings
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    • v.8 no.3
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    • pp.229-234
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    • 2019
  • This report introduces the structural design of Hibiya Mitsui Tower built in Tokyo Midtown Hibiya. The upper part of this tower is used for offices and the lower portion is for commercial facilities and a cinema complex which need the large open spaces. The 192m-high building has 35 floors above ground and 4 below ground. The structure is a steel frame using CFT columns to feature the high-performance oil dampers and the buckling restrained braces for vibration control. First, an outline of the structural design of this building is presented. Second, we introduce the transfer frame adopted to realize the large open spaces in the lower part, and the long column supporting the corner part of the high-rise building to avoid making a shade on the adjacent Hibiya Park, which are the feature of this building. Finally, we present an outline of the latest highly efficient semi-active oil dampers adopted in this building, and the vibration responses of this tower.

A study on structural feature and size distribution of swimming fish using an 3 dimensional pattern laser (3차원 패턴 레이저를 이용한 유영어류의 형태 및 크기 측정)

  • YANG, Yongsu;LEE, Kyounghoon;PYEON, Yongbeom;YOON, Eun-A;LEE, Dong-Gil;JO, Hyun-Su
    • Journal of the Korean Society of Fisheries and Ocean Technology
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    • v.52 no.2
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    • pp.103-110
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    • 2016
  • This study aims to estimate the species, size and shape of fish using a non-contact 3 dimensional pattern laser so that this preliminary test was carried out to understand the structural feature and length of goldfish according to water turbidity and depth in the aquacultural tank. 3-D pattern laser could clearly detect its morphological shape except the caudal fin due to soft tissue. Since the sensing strength of line laser light according to depth has sufficient power, it is possible to measure its depth and structural feature in the detected range. The result showed that the measured error of individual's fork length was less than ${\pm}1%$ in the water using 3-D pattern laser, when compared with the measured value in the air.

Emotion Recognition by Vision System (비젼에 의한 감성인식)

  • 이상윤;오재흥;주영훈;심귀보
    • Proceedings of the Korean Institute of Intelligent Systems Conference
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    • 2001.12a
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    • pp.203-207
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    • 2001
  • In this Paper, we propose the neural network based emotion recognition method for intelligently recognizing the human's emotion using CCD color image. To do this, we first acquire the color image from the CCD camera, and then propose the method for recognizing the expression to be represented the structural correlation of man's feature Points(eyebrows, eye, nose, mouse) It is central technology that the Process of extract, separate and recognize correct data in the image. for representation is expressed by structural corelation of human's feature Points In the Proposed method, human's emotion is divided into four emotion (surprise, anger, happiness, sadness). Had separated complexion area using color-difference of color space by method that have separated background and human's face toughly to change such as external illumination in this paper. For this, we propose an algorithm to extract four feature Points from the face image acquired by the color CCD camera and find normalization face picture and some feature vectors from those. And then we apply back-prapagation algorithm to the secondary feature vector. Finally, we show the Practical application possibility of the proposed method.

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The effect of housing type on the perception of the quality of housing environement and housing satisfaction (주택유형이 주거환경의 질인지와 주거만족도에 미치는 영향)

  • 김미희
    • Journal of the Korean Home Economics Association
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    • v.23 no.2
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    • pp.55-66
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    • 1985
  • This study is intended to compare the quality of housing envirionments between single family house and apartments. To be specific, firstly, it is to be examined as to whether there exists any differences between residents of single family house and those of highrise apartments in terms of their perception of the quality of housing environment. Secondly, the major factors of the perception of the quality of housing environment may be linked to the level of housing satisfaction are to be explored in this study. The perception of the quality housing environment is composed of four factors such as living space, noise, neighbor environment, and structural feature. For the purpose, questionnaires were adinistered to 125 home makers living in single family house and 125 home makers in high-rise apartments in Kwangju. The data were analyzed with factor analysis, analysis of variance, and multiple regression analysis.The following conclusions are derived from the data analysis in thi study: 1) Resjdents of apartments tended to be more satisfied with structural feature of housing unit and less satisfied with noise than those of single family house. There are negligible differences between two housing types in perception of the quality of living space, and neighbor environment. 2) According to the singhle family house group, it is found that structural feature, neighbor environment, and living space predict most of the variance in the level of housing unit satisfaction. It is also turned out that neighbor environment, noise, and structural feature have impact on the level of neighborhood statisfaction. 3) the apartments group shows that structural feature is the only predictor having impact on housing unit satisfaction. It is found that neighbor environment factor predicted the level of neighborhood satisfaction.

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Fractal behavior identification for monitoring data of dam safety

  • Su, Huaizhi;Wen, Zhiping;Wang, Feng
    • Structural Engineering and Mechanics
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    • v.57 no.3
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    • pp.529-541
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    • 2016
  • Under the interaction between dam body, dam foundation and external environment, the dam structural behavior presents the time-varying nonlinear characteristics. According to the prototypical observations, the correct identification on above nonlinear characteristics is very important for dam safety control. It is difficult to implement the description, analysis and diagnosis for dam structural behavior by use of any linear method. Based on the rescaled range analysis approach, the algorithm is proposed to identify and extract the fractal feature on observed dam structural behavior. The displacement behavior of one actual dam is taken as an example. The fractal long-range correlation for observed displacement behavior is analyzed and revealed. The feasibility and validity of the proposed method is verified. It is indicated that the mechanism evidence can be provided for the prediction and diagnosis of dam structural behavior by using the fractal identification method. The proposed approach has a high potential for other similar applications.