• 제목/요약/키워드: Time Lag Test

검색결과 120건 처리시간 0.027초

Effects of Foreign Exchange Rates on Stock Returns

  • Chi, Ho-Joon;Kim, Young-Il
    • 재무관리논총
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    • 제9권1호
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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.

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시간지체 순환신경망모형을 이용한 수문학적 모형화기법 (Hydrologic Modeling Approach using Time-Lag Recurrent Neural Networks Model)

  • 김성원
    • 한국수자원학회:학술대회논문집
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    • 한국수자원학회 2010년도 학술발표회
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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.

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Aging Effect를 고려한 점성토의 압밀특성 (Consolidation Characteristics of Clays Considering the Aging Effect)

  • 김영수;이상웅;김대만;현영환
    • 한국지반공학회논문집
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    • 제20권6호
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    • pp.109-118
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    • 2004
  • 점토의 압밀은 시간적 지연을 갖는 현상으로 시간적 지연은 소성적 지연시간과 수리적 지연시간으로 나눠진다. 본 연구에서는 점토의 2차압밀이 압밀침하에 어떠한 영향을 미치는지를 알고자 CRS 시험을 실시하였다. 시험결과 소성적 지연시간은 선행압밀하중을 구하는데 큰 영향을 미치는 것으로 나타났고, 압밀하중과 압밀지연시간으로부터 유사선행압밀하중을 예측하는 식을 제안하였다. 또 압밀지연시간에 따른 압밀계수의 특징은 선행압밀 전까지는 큰 범위의 값을 가지나 선행압밀하중의 약 2배 지점을 지나서는 압밀지연시간에 관계없이 일정한 값으로 수렴하는 경향을 나타냈다. 그리고 정규압밀영역에서의 투수계수는 간극비와 밀접한 관계에 있으며, Samarasinghe 등의 제안식을 이용하여 시험결과로부터 투수상수 n, $C_1$값을 결정하였고, Kozeny-Carman 제안식과 비교분석하여 보았다. 투수계수와 간극비 관계에서도 압밀지연시간에 의한 지연압축으로 인하여 aging effect를 관찰할 수 있었다.

SF(sub)6-$N_2$혼합가스중에 뇌임펄스전압에 의해 형성된 불평등전장에서의 전구방전현상 (Predischarge Phenomena in Nonuniform Fields Caused by Lightning Impulse Voltages in SF(sub)6-$N_2$Mixtures)

  • 이복희;이경옥;백승권
    • 대한전기학회논문지:전기물성ㆍ응용부문C
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    • 제50권6호
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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.

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TiO2 또는 MgO 첨가에 따른 마이크로 유전격벽방전 셀의 방전특성 연구 (A Study on the Discharge Characteristics of Micro Dielectric Barrier Discharge Cells by Adding TiO2 or MgO Powder)

  • 한창욱;위성석;이돈규
    • 전기학회논문지
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    • 제64권11호
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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 %.

Discharge Characteristics in Soils Subjected to Lightning Impulse Voltages

  • Kim, Seung Min;Yoo, Yang-Woo;Lee, Bok-Hee
    • Journal of Electrical Engineering and Technology
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    • 제11권2호
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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.

도막상태에 따른 열감지기의 감온특성에 관한 시험, 연구 (A REPORT ON THERMAL LAG OF PAINTED HEAT DETECTORS)

  • 이복영;유인호
    • 방재기술
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    • 통권14호
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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.

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과도상태의 압력데이터로부터 평형상태 압력 예측방법 연구 (A Study on the Method of Equilibrium-Pressure Prediction from Transient Data)

  • 이종국
    • 한국항공우주학회지
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    • 제32권7호
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    • pp.19-28
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    • 2004
  • 본 논문은 과도상태의 압력데이터로부터 평형상태의 압력을 예측하는 방법을 제시하고 있다. 압력을 측정하는 곳과 압력센서는 튜브로 연결되어져 있다. 측정하고자하는 압력 (측정압력)이 높은 경우에는 압력센서가 빠른 시간 내에 측정압력에 반응을 한다. 그러나 매우 낮은 압력을 측정하는 경우에는 압력센서가 실시간으로 측정압력에 반응을 하지 못하여 압력지연현상이 발생하게 된다. 이러한 압력지연현상을 파악하고자 여러 가지 실험이 수행되었다. 본 연구의 제시된 평형압력예측방법은 낮은 압력을 측정함에 있어서 측정시간을 단축시킬 수 있다.

시차분석을 통한 정보통신산업 연군개발투자가 총요소생산성에 미치는 효과 연구 (A Time Lag Analysis of R & D Effect ell Total Factor Productivity in Information and Communication Industry)

  • 이경석;박명철;이덕희
    • 한국통신학회논문지
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    • 제31권2B호
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    • pp.154-163
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    • 2006
  • 산업시대에서 지식기반경제시대로 패러다임이 변화해 오면서 연구개발투자와 정보통신산업의 중요성이 증대되고 있다. 본고에서는 1980년부터 2003년까지의 데이터를 이용하여 패러다임의 변화속에서 국내 정보통신산업의 연구개발투자가 타 산업에 비해 총요소생산성에 미치는 영향의 속도가 빠르다는 사실을 시차(Time Lag)측면에서 분석해 보았다. 그 결과 총요소생산성에 빠른 영향을 미치는 산업은 정보통신산업 그리고 펄프, 종이 및 종이제품 산업(2년)으로 나타났으며, 이 2개산업을 기여도 측면에서 비교분석한 결과 정보통신산업의 총요소생산성 증가에 대한 기여도는 0.24로 0.13의 기여도를 보여준 펄프, 종이 및 종이제품산업에 비해 큰 것으로 나타났다. 이는 정보통신산업의 규모의 경제, 짧은 라이프사이클(life cycle) 그리고 네트워크 외부성(network externality)을 바탕으로 한 임계량(critical mass) 등의 특성으로 인한 것으로 평가된다. 따라서 IT 선진국의 위상을 유지하기 위해서 정보통신산업의 특성을 고려한 단기 및 중장기 R & D전략의 적절한 조화가 필요하다고 보여진다.

Real-time hybrid testing using model-based delay compensation

  • Carrion, Juan E.;Spencer, B.F. Jr.
    • Smart Structures and Systems
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    • 제4권6호
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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.