• Title/Summary/Keyword: Taylor 성질

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Evidence of Taylor Property in Absolute-Value-GARCH Processes for Korean Financial Time Series (Absolute-Value-GARCH 모형을 이용한 국내 금융시계열의 Taylor 성질에 대한 사례연구)

  • Baek, J.S.;Hwang, S.Y.;Choi, M.S.
    • The Korean Journal of Applied Statistics
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    • v.23 no.1
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    • pp.49-61
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    • 2010
  • The time series dependencies of Financial volatility are frequently measured by the autocorrelation function of power-transformed absolute returns. It is known as the Taylor property that the autocorrelations of the absolute returns are larger than those of the squared returns. Hass (2009) developed a simple method for detecting the Taylor property in absolute-value-GAROH(1,1) (AVGAROH(1,1)) model. In this article, we fitted AVGAROH(1,1) model for various Korean financial time series and observed the Taylor property.

A study on the fracture behavior of mild steel plate evaluated in the light of Taylor's work hardening theory (Taylor의 加工硬化理論의 입장에서 評價한 軟鋼薄板材의 破壞擧動에 관한 硏究)

  • 손세원;김상철
    • Transactions of the Korean Society of Mechanical Engineers
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    • v.12 no.6
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    • pp.1335-1342
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    • 1988
  • In this paper, mechanical properties of mild steel plate which was pretreated by prestress and prestrain loading conditions were studied. The variation of the mechanical properties of the test materials is evaluated in the light of Taylor's work hardening theory. Through this experimental study, it is recognized that material showed unstable phenomena after cyclic loading and it will recover its stability after a certain period of time accompaning the increment of hardness and the yield strength of the material. Also, the strength of smooth specimen, the notch strength of notch specimen and propagation behavior of fatigue specimen which were subjected to prestress and prestrain reveal that the optimal conditions may occur in the first, the middle and the later half of stage II of Taylor's work hardening theory, respectively.

Variations and Series Expansions of the Symbolic Multiple-Valued Logic functions (기호 다치 논리함수와 그 변화 및 전개)

  • 이성우;정환묵
    • Journal of the Korean Institute of Telematics and Electronics
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    • v.20 no.5
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    • pp.1-7
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    • 1983
  • Generally, multiple-valued logic algebra is based on the number system of modulo-M. In this paper, characters a, b, c‥… each of them represents the independent state, are regarded as the elements of the symbolic multiple-valued logic. By using the set theory, the symbolic multiple - valued logic and their functions are defined. And Varation for the symbolic logic function due to the variation of a variable and their properties are suggested and analized. With these variations, the MacLaurin's and Taylor's Series expansions of the symbolic logic functions are proposed and proved.

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Optimal Design of Frame Structures with Different Cross-Sectional Shapes (여러 단면형상을 갖는 뼈대구조물의 최적설계)

  • Han, Sang Hoon;Lee, Woong Jong
    • KSCE Journal of Civil and Environmental Engineering Research
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    • v.13 no.4
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    • pp.27-37
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    • 1993
  • An efficient method to solve the minimum weight design problem for frame structures subjected to stress and displacement constraints is presented. The different cross-sectional shapes are conside red in order to apply engineering design in which usually required custom fabrication. To increase the efficiency of the optimization process, the structural response quantities(nodal forces, displacements) are linearized with respect to cross-sectional properties or their reciprocal, based on first order Taylor series expansion, while cross-sectional dimensions are considered as design variables. Numerical examples are performed and compared with other methods to demonstrate the efficiency and reliability of approximation method for frame structural optimization with different cross-sectional shapes. It is shown that the number of finite element analysis is greatly reduced and it leads to a highly efficient method of optimization of frame structures.

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Nonlinear Dynamic Analysis of Reinforced Concrete Shells Using Layered Elements with Drilling DOF (회전자유도를 갖는 층상화 요소를 이용한 철근콘크리트 쉘구조의 비선형 동적해석)

  • 김태훈;이상국;신현목
    • Journal of the Earthquake Engineering Society of Korea
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    • v.5 no.6
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    • pp.21-27
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    • 2001
  • In this paper, a nonlinear finite element procedure is presented for the dynamic analysis of reinforced concrete shells. A computer program, named RCAHEST(reinforced concrete analysis in higher evaluation system technology), for the analysis of reinforced concrete structures was used. A 4-node flat shell element will drilling rotational stiffness is used for spatial discretization. The layered approach is used to discretize behavior of concrete and reinforcement through the thickness. Material nonlinearity is taken into account by comprising tensile, compressive and shear models of cracked concrete and a model of reinforcing steel. The smeared crack approach is incorporated. Solution of the equations of motion is obtained by numerical integration using Hilber-Hughes-Taylor(HHT) algorithm. The proposed numerical method for the nonlinear dynamic analysis of reinforced concrete shells is verified by comparison with reliable analytical results.

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The Opportunities for New Filters in the Developing Low Tar Markets (저타르 담배의 시장증대에 따른 새로운 필터의 역할)

  • Shepherd, R.J.K.;Taylor, M.J.
    • Proceedings of the Korean Society of Tobacco Science Conference
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    • 1997.10a
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    • pp.79-90
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    • 1997
  • The world-wide cigarette market is becoming increasingly regulated. This involves restrictions on the freedom to advertise, restrictions on where people can smoke, and in some ways of most importance, limits on cigarette smoke deliveries. In particular, in an increasingly large number of countries maximum tar legislation is being enacted. In many cases, such as the European Union, this type of legislation is progressive and over time it is entirely conceivable that maximum permitted tar deliveries will be reduced to as low as 5 mg, possibly with additional restrictions on smoke nicotine deliveries. In addition, the pace of change is increasing as more and more countries embark on tar reduction programmes. The key challenge facing the cigarette industry is to manage these changes in such a way which ensures that product acceptability is maintained at as high a level as is possible in these circumstances. There are a number of ways of achieving this involving filter ventilation, modifying blends and using different filter constructions The real innovation comes when combining these in a way that gives the most acceptable balance of all these competing variables as far as the smoker is concerned. Undoubtedly, the nature of the filter is of crucial importance in designing the most acceptable low tar products, and this paper will discuss some of the filter types which are currently in use in the various low tar markets around the world. Also, some thoughts about the future in terms of new filter developments will be presented.

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