• The Korean Journal of Financial Studies
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• v.9 no.1
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• pp.221-244
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• 2003

This study is aimed to investigate the effects of foreign exchange rates on stock market returns. For the United States, the United Kingdom, Germany, Japan and Korea, the cross-correlation precedence of foreign exchange rate on stock market is found in the case of Germany and Korea. But that of stock market is not observed in any case. We performed three kinds of causality and exogeneity test of Granger test, Sims test and Geweke-Meese-Dent test. The analyses on the full period show the time-lag causal, exogeneous relation of foreign exchange rates with Granger, Sims and GMD test for Korea. The United Kingdom presents the significance with Granger and Sims test while Germany reveals the time-lag relation with Granger and GMD test. When we divide the period into two parts with the Louvre Accord, the first part give the less degree of time-lag relation. But in the second period the three kinds of causality and exogeneity test propose consistent time-lag relation with foreign exchange rates on stock markets for the United Kingdom and Korea with the three test methods. And Granger's test prove German foreign exchange market have a time-lag relation on stock market.

• Proceedings of the Korea Water Resources Association Conference
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• 2010.05a
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• pp.1439-1442
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• 2010

Time-lag recurrent neural networks model (Time-Lag RNNM) is used to estimate daily pan evaporation (PE) using limited climatic variables such as max temperature ($T_{max}$), min temperature ($T_{min}$), mean wind speed ($W_{mean}$) and mean relative humidity ($RH_{mean}$). And, for the performances of Time-Lag RNNM, it is composed of training and test performances, respectively. The training and test performances are carried out using daily time series data, respectively. From this research, we evaluate the impact of Time-Lag RNNM for the modeling of the nonlinear time series data. We should, thus, construct the credible data of the daily PE using Time-Lag RNNM, and can suggest the methodology for the irrigation and drainage networks system. Furthermore, this research represents that the strong nonlinear relationship such as pan evaporation modeling can be generalized using Time-Lag RNNM.

• Journal of the Korean Geotechnical Society
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• v.20 no.6
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• pp.109-118
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• 2004

The consolidation of clay occurs with time lag, and this kind of lag can be separated into plastic lag and hydraulic lag. In this study, CRS tests were performed to research the effect of original secondary consolidation of the clay with respect to the characteristics of consolidation. Test results showed that plastic time lag was one of the key factors to get the preconsolidation pressure, and suggested the formula of the Quasi-preconsolidation pressure obtained from the relationship between consolidation time lag and consolidation pressures. In addition though the characteristics of coefficient of consolidation show a wide range of values, after passing the double preconsolidation point, it showed the tendency to converge into the constant value. The coefficient of permeability in normally consolidated state is related to its void ratio, and the permeability variables, n and $C_1$ were determined by the test results using the equation suggested by Samarasinghe. et. al. And then the equation was compared with the Kozeny-Carman's equation. Because of delayed compression caused by consolidation time lag, aging effect could be also found in the relationship between coefficient of permeability and void ratio.

• The Transactions of the Korean Institute of Electrical Engineers C
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• v.50 no.6
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• pp.288-295
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• 2001

Predischarges in nonuniform electric field stressed by lightning impulse voltagesin SF(sub)6-$N_2$mixtures are initiated by streamer coronas. Due to field ehnancement at a protrusion point of electrodes new ionization processes occur and a precursor, which leads to a first leader, is created. The leader proceeds step by step to the opposite electrode and the final jump bridges the test gap. It was found that the predischarge is propagated with a leader mechanism of stepwise expansion from the predischarge current waveforms measured by a shunt. The predischarge current is closely related to the amplitude and polarity of applied voltages, the gas pressure and the gap geometry. The time intervals between step leaders for the positive and negative polarities were inversely proportional to V.P$^2$. When the gas pressure increases in the positive polarity, statistical time lag to statistical time lag to streamer corona inception increase slightly, but the formative time lag to flashover is significantly decreased.

• The Transactions of The Korean Institute of Electrical Engineers
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• v.64 no.11
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• pp.1587-1591
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• 2015

For a higher definition discharge cell, the method of high speed addressing is necessary. In order to modify the surface charges, the liquefied $TiO_2$ or MgO powder is added on MgO layer in front glass and on the phosphor in rear glass in micro barrier discharge. Both the electro-optical properties and the discharge time lag characteristics are measured from 4 inch. test panel, such as the discharge voltage, current, luminance, luminous efficacy and discharge time lag. As the results, the statistic time lag is improved by about 40 %.

• Journal of Electrical Engineering and Technology
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• v.11 no.2
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• pp.446-454
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• 2016

In this paper, we present experimental results of the soil discharge characteristics as a function of moisture content when a 1.2/50-㎲ lightning impulse voltage is applied. For this study, laboratory experiments were carried out based on factors affecting the transient behavior in soils. The electrical breakdown voltages in soils were measured for a 0-6% range of moisture content for sand and a 0 - 4% range of moisture content for gravel. A test cell with semi-spherical electrodes buried face-to-face in the middle of a cylindrical container was used. The distance separating the electrodes is 100 mm. As a result, the time-lag to breakdown in soils decreases as the amplitude of applied voltage increases. The time-lag to initiation of ionization streamer is decreased, with an increase in the moisture content. However, the formative time-lag is rarely changed. The behavior of soil discharges depend not only on the type of soil and its moisture content but also on the amplitude of the impulse voltage. When the test voltage is applied repeatedly, electrical breakdown occurs along different discrete paths, leading radially away from the injected electrode. i.e., the fact that the ionization streamers propagate in different paths from shot to shot was observed.

• Fire Protection Technology
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• s.14
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• pp.18-33
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• 1993

This report is announced about thermal lag of painted heat detectors. Thermal lag is forecast result from painting the part of heat receiving. It is delayed responsive time to assume fire fighting, escape. Test is simulated that heat detector is painted by synthetic resin emulsion paint according to the circumstance of installation. Painting method, number, thick etc is determined by research worker based on the popular idea.

• Journal of the Korean Society for Aeronautical & Space Sciences
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• v.32 no.7
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• pp.19-28
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• 2004

This study is concerned with the method of equilibrium-pressure prediction from transient data. Pressure measurement system consisted of pressure sensor and pressure tube. The surface orifice where pressure is measured is connected to a pressure sensor by a tube. In case of high orifice pressure, the pressure sensor responds rapidly to the orifice pressure. But when the orifice pressure is low the pressure sensor does not respond rapidly to the orifice pressure and time lag occurs seriously. Various test conditions are applied to investigate the time lag and to assess the methods of equilibrium-pressure prediction. The test time of the low-pressure measurement can be reduced by the method of equilibrium-pressure prediction of the present study.

• The Journal of Korean Institute of Communications and Information Sciences
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• v.31 no.2B
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• pp.154-163
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• 2006

The importance of R & D investment has dramatically been increased as industrial paradigm rapidly changes to knowledge-based economy. In order to preserve recent economic growth and reinforce competitive advantage, government policy and regulatory framework needs to be reshaped in ways that minimize the distorted use of limited resources and maximize the efficiency of R & D investment. In this regards, this paper aims to investigate the influence of R & D investment in national economic growth and to compare the effectiveness of IT R & D investment with other industries, in respect to the time lag.

• Smart Structures and Systems
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• v.4 no.6
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• pp.809-828
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• 2008

Real-time hybrid testing is an attractive method to evaluate the response of structures under earthquake loads. The method is a variation of the pseudodynamic testing technique in which the experiment is executed in real time, thus allowing investigation of structural systems with time-dependent components. Real-time hybrid testing is challenging because it requires performance of all calculations, application of displacements, and acquisition of measured forces, within a very small increment of time. Furthermore, unless appropriate compensation for time delays and actuator time lag is implemented, stability problems are likely to occur during the experiment. This paper presents an approach for real-time hybrid testing in which time delay/lag compensation is implemented using model-based response prediction. The efficacy of the proposed strategy is verified by conducting substructure real-time hybrid testing of a steel frame under earthquake loads. For the initial set of experiments, a specimen with linear-elastic behavior is used. Experimental results agree well with the analytical solution and show that the proposed approach and testing system are capable of achieving a time-scale expansion factor of one (i.e., real time). Additionally, the proposed method allows accurate testing of structures with larger frequencies than when using conventional time delay compensation methods, thus extending the capabilities of the real-time hybrid testing technique. The method is then used to test a structure with a rate-dependent energy dissipation device, a magnetorheological damper. Results show good agreement with the predicted responses, demonstrating the effectiveness of the method to test rate-dependent components.