• Journal of the Korean Operations Research and Management Science Society
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• v.42 no.3
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• pp.13-24
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• 2017

This paper aims to implement "structural changes detection procedure" in pairs trading algorithm and to show that the proposed approach outperforms the extant pair trading algorithm. Structural changes in pairs trading are defined in terms of changes in cointegrating factors and broken cointegration relationship. These changes are designed to test extant structural changes and unit root test methodologies. The simulation finds that expanding the changes in structure, increasing the mean reverting process of spread, and extending the consecutive days of broken cointegration will increase the performances of the proposed algorithm. Empirical study results are also consistent those of the simulation studies. The proposed algorithm outperforms the extant algorithm relative to risk and return given that the cumulative profit/loss has a significant upward-slope with minimal variance.

• Journal of the Korean Society of Industry Convergence
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• v.3 no.1
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• pp.61-67
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• 2000

Effective shear modulus of continuous fiber reinforced polymeric composites is measured using a modified Iosipescu Shear Test(IST) and compared with data obtained by finite element analyses that a concept of unit cell is. It is found that the numerical results of the longitudinal shear modulus give a good agreement with experimental data at lower fiber volume fraction. In this paper, both the distance and stress transfer between the fibers are discussed as the major factors.

• Communications for Statistical Applications and Methods
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• v.4 no.1
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• pp.101-109
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• 1997

For the detection on variance changes in the nonstationary time series with a unit root two types of test statistics are proposed, of which one is based on the cumulative sum of squares and the other is based on the likelihood ratio test. The properties of the cusum type test statistic are derived and the performance of two tests in small samples are compared through Monte Carlo study. It is ovserved that the test based on the cumulative sum of squares can detect a samll change in the variance faster than the one based on the likelihood ratio.

• Proceedings of the KSR Conference
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• 2001.10a
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• pp.273-278
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• 2001

The transmission system of high speed train serve in the severe condition compared with those of other trains, namely, they have to transmit high power to run with high speed and they have to make maximum use of the limited space. To clarify the strength of gear for Korea High-speed train, a bending fatigue test is performed for the output gear of axle gear reduction unit. This paper reports the reviews of bending fatigue strength test method and the test results of output gear of axle gear reduction unit for high speed train.

• The Transactions of The Korean Institute of Electrical Engineers
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• v.56 no.8
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• pp.1343-1350
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• 2007

This paper describes the tests on the reactive power output limit and the Over-Excitation Limiter (OEL) dynamics of a generation unit. The suggested test methods on reactive limit can identify the allowable maximum/minimum reactive power at 100% rated MW in the steady-state unit operation condition. The on-line OEL test method can identify the time characteristics of OEL with the generation output at 50% of the rated MW. These methods are validated by applying to four Yang-Yang pumped storage units with 282 rated MVA each.

• The KSFM Journal of Fluid Machinery
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• v.10 no.2 s.41
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• pp.41-45
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• 2007

The shutoff unit was designed to provide rapid insertion of neutron absorbing material into the reactor core to shutdown the reactor quickly and also to withdraw the absorber slowly to avoid a log-rate trip. Four shutoff units were installed on the HANARO reactor but the half-core test facility was equipped with one shutoff unit. The reactor trip or shutdown is accomplished by four shutoff units by insertion of the shutoff rods. The shutoff rod(SOR) is actuated by a directly linked hydraulic cylinder on the reactor chimney, which is pressurized by a hydraulic pump. The rod is released to drop by gravity, when triplicate solenoid valves are de-energized to vent the cylinder. The hydraulic pump, pipe and air supply system are provided to be similar with the HANARO reactor. The shutoff rod drops for 647mm stroke within 1.13 seconds to shut down the reactor and it is slowly inserted to the full down position, 700mm, with a damping. We have conducted the drop test of the shutoff rod in order to show the performance and the structural integrity of operating system of the shutoff unit. The present paper deals with the 647mm drop time and the withdrawal time according to variation of the pool water temperature, the water level and the core flow.

• Asian Pacific Journal of Cancer Prevention
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• v.17 no.1
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• pp.373-376
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• 2016

The Mini Parasep SF fecal parasite concentrator (MPSFC) is a new modification of the closed concentration system, which can easily be adopted in any routine clinical pathology laboratory. Here we describe our experience with the system in diagnosing Opisthorchis viverrini. A total of 199 fecal samples was submitted for routine examination in the clinical pathology laboratory of Suranaree University of Technology hospital, Nakhon Ratchasima province, Thailand, during August to October 2015. Out of all samples examined, 10 (5.03%) were positive with intestinal parasites including O. viverrini (2.01%), followed by Strongyloided stercoralis (1.51%), Hookworm (0.5%), Taenia spp. (0.5%), and Entamoeba coli (0.5%). Regarding the distribution of intestinal parasites in relation to the methods used, and found that 4 samples (2.01%) were positive using the direct wet smear method while 10 (5.03%) were positive with the Mini Parasep SF method; the difference was statistically significant ($X^2$-test = 116.506, p-value =0.001). Mean time for processing using the Parasep system was 6.03 min/sample, the conventional direct wet smear method at 0.3 min/sample. Cost per test, conventional direct wet smear method costing less than the Parasep method at USD 0.74/sample versus USD 1.47/sample. This first report of O. viverrini detection using MPSFC indicates that Parasep concentration test is useful in the routine laboratory, increasing the yield of parasites as compared to direct microscopy, but with greater processing time and cost. Further comparisons between the Parasep concentration test and common methods for O. viverrini detection are required, particularly concerning use in epidemiological surveys.

• Journal of Drive and Control
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• v.10 no.2
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• pp.7-12
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• 2013

In this study, a wire/wireless communication system transmitting the operation data of engine from the ER (Engine Room) to the engine controller of ECR(Engine Control Room) has been developed through the communication of ISM(Industrial Science Medical) Band for the test operation environment improvement of medium speed engine. This wire/wireless communication system is composed of the RTU (Remote Terminal Unit) gathering and transmitting engine data as well as the MCU (Master Control Unit) receiving engine status information from the RTU to be sent to the engine controller (PLC). Through this study, a trial product of RTU and MCU has been manufactured. A test bench that has made temperature, pressure and pick-up sensor into a module for the local test of prototype was produced a test bench. In addition, at the same time save the data to a Web server and the smart phone real-time monitoring system has been developed using Wi-Fi communications. The ultimate objective of this study is to develop a wireless smart phone monitoring system of engine for the operator of engine to be able to monitor and control engine status even from the outside of engine room and control room based on this study.

• Journal of the Korea Institute of Information and Communication Engineering
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• v.7 no.1
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• pp.100-105
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• 2003

In this paper, we propose the novel test method effectively to detect short and open faults in CMOS op-amp. The proposed method uses a sinusoidal signal with higher frequency than unit gain bandwidth. Since the proposed test method doesn't need complex algorithm to generate test pattern, the time of test pattern generation is short, and test cost is reduced because a single test pattern is able to detect all target faults. To verify the proposed method, CMOS two-stage operational amplifier with short and open faults is designed and the simulation results of HSPICE for the circuit have shown that the proposed test method can detect short and open faults in CMOS op-amp.

• Proceedings of the KSME Conference
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• 2003.11a
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• pp.1051-1055
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• 2003

Aluminum carbody for rolling stocks is light and perfectly recycled, but includes severe defects which are very dangerous to fatigue strength. Structural integrity assessment for the carbody by static load test has been performed up to date. In this study, to evaluate fatigue strength of the aluminum carbody of urban transit unit. a testing method to simulate dynamic loading condition was proposed and the fatigue strength of the carbody was evaluated. The dynamic load test results showed that the alternating stress ranges were different from the estimated ranges based on the static test results. Excessive stress ranges at the center are thought to come from the flexible motion of the carbody. published fatigue test data for aluminum components, but variation of alternating acceleration along the length due to flexibility of carbody yielded unexpected results. Because fatigue strength based on the static test results may be overestimated at the center, modification of testing method is necessary.