• 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

• Journal of KSNVE
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• v.9 no.4
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• pp.730-737
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• 1999

This paper illustrates the sound vibration phenomenon of mono type TV set produced by spearker and suggests guidelines for reducing the noise induced by the sound vibrations. In order to illustrate the sound vibration phenomenon, the structural acoustic coupled analysis for the grill and cavity of speaker and structural analysis for main frame are performed. To veify the structural analysis results, experimental modal test is carried out. It is found that the acoustic excitation in the cavity is negligible and main sound vibrations occur near the bottom of TV set. An improved model is found by doing structural modifications based on structural analysis and sound vibration tests are performed to verify the validation of the improved model. The obtained results are applied to similar models and design guide lines for noise reduction are suggested.

• Transactions of the Korean Society of Pressure Vessels and Piping
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• v.8 no.1
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• pp.1-7
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• 2012

A PHE (Process Heat Exchanger) is a key component required to transfer heat energy of $950^{\circ}C$ generated in a VHTR (Very High Temperature Reactor) to the chemical reaction that yields a large quantity of hydrogen. A small-scale PHE prototype made of Hastelloy-X is being tested in a small-scale gas loop at Korea Atomic Energy Research Institute. In order to properly evaluate the high-temperature structural integrity of the small-scale PHE prototype, it is very important to impose a proper constraint condition on its structural analysis model. For this effort, we tried to impose several constraint conditions on the structural analysis model and consequently fixed a proper and effective displacement constraints.

• International Journal of Aeronautical and Space Sciences
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• v.13 no.2
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• pp.199-209
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• 2012

An advanced aeroelastic formulation for flutter analyses is presented in this paper. Refined 1D structural models were coupled with the doublet lattice method, and the g-method was used for flutter analyses. Structural models were developed in the framework of the Carrera Unified Formulation (CUF). Higher-order 1D structural models were obtained by using Taylor-like expansions of the cross-section displacement field of the structure. The order (N) of the expansion was considered as a free parameter since it can be arbitrarily chosen as an input of the analysis. Convergence studies on the order of the structural model can be straightforwardly conducted in order to establish the proper 1D structural model for a given problem. Flutter analyses were conducted on several wing configurations and the results were compared to those from literature. Results show the enhanced capabilities of CUF 1D in dealing with the flutter analysis of typical wing structures with high accuracy and low computational costs.

• Journal of the Korean Society for Advanced Composite Structures
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• v.7 no.1
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• pp.1-8
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• 2016

In this paper, the full-size structural performance test for a lightweight soundproof tunnel composed of partitioned pipe truss members is carried out to investigate the structural performance. In addition, a nonlinear structural analysis of the same finite element model as the full-size testing model is performed to compare the test result. The test and analysis results showed that the lightweight soundproof tunnel ensures the structural safety against wind loads, snow loads and load combinations. As a result, the full-size test and analysis results meet all the design load conditions, hence the proposed lightweight soundproof tunnel is ready for the field application.

• Women's Health Nursing
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• v.7 no.2
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• pp.141-156
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• 2001

The purpose of this study was to develop and test the structural model of a contraceptive behavior in Married Korean women. A hypothesis model was constructed on the basis of the health belief model, the theory of planned behavior and extensive literature review of contraception. The model was built by seven constructs. Four exogeneous variables included in the model were consisted of the contraceptive knowledges, the perceived threats, the sexual autonomy and the communication within a couple. Four endogenous variables were consisted of the attitudes toward contraception, the perceived control, the ability to plan a intercourse and the contraceptive behaviors. Empirical data for testing the hypothetical model were collected by the self report questionnaires from 243 Korean married women. The questionnaires used in this study were developed by this researcher and their Cronbach's alpha scores were ranged from .60 to .88. The collected data were analyzed by SPSS program(ver. 8.0) for descriptive statistical analysis and LISREL program(ver. 8.12a) for covariance structural analysis. On the basis of this results, it could be suggested that contraceptive behaviors be greatly affected by the perceived threats, the communications within couple, the attitudes toward contraception and the perceived control. Finally this model would be useful for the practice, theory and research of nursing.

• Journal of the Korea Convergence Society
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• v.5 no.3
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• pp.17-22
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• 2014

The stress between work piece and end mill at the use of end mill at machining and the structural deformation due to the and the pressure are investigated by simulation analysis of three end mill models in this study. These results are achieved with structural and fatigue analyses. Model 1 has the deformation less than model 2 or model 3. As the maximum equivalent stress of model 1 is shown to become the least among all models, model 1 can endure the highest load by comparing with other models. It is useful to estimate the damage prevention and the durability by applying this study result into the design of end mill.

• Journal of Aerospace System Engineering
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• v.1 no.3
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• pp.26-31
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• 2007

This paper addresses a method for structural optimum design of composite rotor blade. The basic model of a composite helicopter main rotor blade is designed and its parameters determining the structural/dynamic properties are studied. Through the investigation of flap/lag/torsional stiffness, the structural properties of the model are analyzed. In this study, helicopter rotor blades are analyzed by using VABS. The computer program VABS (Variational Asymptotic Beam Section Analysis) uses the variational asymptotic method to split a three-dimensional nonlinear elasticity problem into a two dimensional cross-sectional analysis and a one-dimensional nonlinear beam problem. This is accomplished by taking advantage of certain small parameters inherent to beam-like structures. In addition, the rotational stability of the blade is estimated by the frequency diagram from FE analysis(MSC.Patran/Nastran) to understand its vibrational property. From the result, design parameters to determine and optimize the properties of the model are presented.

• Proceedings of the Korean Society For Composite Materials Conference
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• 2004.10a
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• pp.108-111
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• 2004

Structural dynamic characteristics and aeroelastic stability of a small-scale bearingless rotor system have been investigated. A flexbeam is one of the most important component of bearingless hub system. It must have sufficient torsional flexibility as well as baseline stiffness in order to produce feathering motion. In the present paper, a cross-shaped composite flexbeam has been proposed for a guarantee of torsional flexibility and flapwise and lagwise bending stiffness. One dimensional elastic beam model was used for the construction of a structural model. Equivalent isotropic sectional stiffness was used in the blade model, and the flexbeam was regarded as anisotropic; which has ten independent stiffness quantities. CAMRAD II has been used for the analysis of structural dynamic characteristics of the bearingless rotor system. Rotational natural frequencies and aeroelastic stability at hovering have been investigated. Analysis result shows that the cross-shaped flexbeam has the rotational natural frequency tuning capacity.

• Proceedings of the Korean Society of Precision Engineering Conference
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• 1997.10a
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• pp.613-616
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• 1997

MDO(Multidisciplinary Design Optimization) methodology is an emerging new technology to solve a complicate structural analysis and design problem with a number of design variables and constraints. In this paper MDO methodology is adopted through the use of computer aided engineering(CAE) system. And this paper treats the structural design problem of RIROB(Reactor Inspection Robot) through the application of MDO methodology. In a MDO methodology application to the structural design of RIBOS, kinetodynamic analysis is done using a simple fluiddynamic analysis model for the warter flow over the sensor support surface instead of difficult fluid dynamic analysis. Simultaneously the structural static analysis is done to obtain the optimum structural condition. The minimum thickness (0.8cm) of the RIROB housing is obtained for the safe design of RIROB. The kinetodynamic analysis of RIROB. The kinetodynamic analysis of RIROB is done using ADAMS and the static structural analysis of RIROB is done using NISA.