• 제목/요약/키워드: Time lag Analysis

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국제 유가와 벌크선 4대 해운 시장의 상관관계 분석에 관한 연구 (A Study on the Correlation Analysis between International Oil Prices and the 4 Major Shipping Markets of Bulk Carrier)

  • 류원형;남형식
    • 한국항만경제학회지
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    • 제39권4호
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    • pp.43-65
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    • 2023
  • 최근, 환경문제에 대한 국제적인 관심이 증대되면서 선박 연료에 의한 온실가스 배출을 감소시키려는 노력이 이루어지고 있지만, 석유 연료에 대한 의존은 한동안 지속될 것으로 보인다. 선박의 총 운항 비용 중 연료비가 높은 비중을 차지하고 있으므로 해운 시장에 대한 유가의 영향력을 분석하는 것이 필요하다. 본 연구의 목적은 국제 유가 변동이 벌크선 4대 해운 시장인 운송 시장, 용선 시장, 신조선 시장, 중고선 시장의 상관관계와 영향력을 검증하는 것이다. 유가 변수는 WTI를 사용하였고, 4대 해운 시장은 운임, 용선료, 신조선가, 중고선가를 케이프사이즈, 파나막스, 수프라막스, 핸디사이즈로 구분하여 2017년 5월부터 2020년 12월까지 월별 데이터를 사용하였다. 첫째, VAR 모형을 이용한 상관관계 분석 결과, 국제 유가의 변화가 BCIS에 미치는 효과는 시차 2기에서만, BSIS의 경우 모든 시차에서, BHIS의 경우 시차 1기에서만 통계적으로 정(+)의 유의적인 효과를 갖는 것으로 나타났다. 둘째, VECM 모형을 이용한 상관관계 분석 결과, BPIC, BHIC, BCIN, BHIR의 경우 국제 유가와의 공적분 관계에서 공적분 계수값이 5% 유의수준에서 부(-)의 유의적인 효과를 갖는 것으로 나타났다. 또한, 동태적 상관관계의 경우 시차 1기의 유가 가격 상승은 금기의 BCIN 신조선가 하락으로, 시차 1기와 2기의 유가 가격 상승은 금기의 BHIR 중고선가 하락으로 이어지는 것으로 나타났다.

유역특성에 의한 합성단위도의 유도에 관한 연구 (Derivation of the Synthetic Unit Hydrograph Based on the Watershed Characteristics)

  • 서승덕
    • 한국농공학회지
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    • 제17권1호
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    • pp.3642-3654
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    • 1975
  • The purpose of this thesis is to derive a unit hydrograph which may be applied to the ungaged watershed area from the relations between directly measurable unitgraph properties such as peak discharge(qp), time to peak discharge (Tp), and lag time (Lg) and watershed characteristics such as river length(L) from the given station to the upstream limits of the watershed area in km, river length from station to centroid of gravity of the watershed area in km (Lca), and main stream slope in meter per km (S). Other procedure based on routing a time-area diagram through catchment storage named Instantaneous Unit Hydrograph(IUH). Dimensionless unitgraph also analysed in brief. The basic data (1969 to 1973) used in these studies are 9 recording level gages and rating curves, 41 rain gages and pluviographs, and 40 observed unitgraphs through the 9 sub watersheds in Nak Oong River basin. The results summarized in these studies are as follows; 1. Time in hour from start of rise to peak rate (Tp) generally occured at the position of 0.3Tb (time base of hydrograph) with some indication of higher values for larger watershed. The base flow is comparelatively higher than the other small watershed area. 2. Te losses from rainfall were divided into initial loss and continuing loss. Initial loss may be defined as that portion of storm rainfall which is intercepted by vegetation, held in deppression storage or infiltrated at a high rate early in the storm and continuing loss is defined as the loss which continues at a constant rate throughout the duration of the storm after the initial loss has been satisfied. Tis continuing loss approximates the nearly constant rate of infiltration (${\Phi}$-index method). The loss rate from this analysis was estimated 50 Per cent to the rainfall excess approximately during the surface runoff occured. 3. Stream slope seems approximate, as is usual, to consider the mainstreamonly, not giving any specific consideration to tributary. It is desirable to develop a single measure of slope that is representative of the who1e stream. The mean slope of channel increment in 1 meter per 200 meters and 1 meter per 1400 meters were defined at Gazang and Jindong respectively. It is considered that the slopes are low slightly in the light of other river studies. Flood concentration rate might slightly be low in the Nak Dong river basin. 4. It found that the watershed lag (Lg, hrs) could be expressed by Lg=0.253 (L.Lca)0.4171 The product L.Lca is a measure of the size and shape of the watershed. For the logarithms, the correlation coefficient for Lg was 0.97 which defined that Lg is closely related with the watershed characteristics, L and Lca. 5. Expression for basin might be expected to take form containing theslope as {{{{ { L}_{g }=0.545 {( { L. { L}_{ca } } over { SQRT {s} } ) }^{0.346 } }}}} For the logarithms, the correlation coefficient for Lg was 0.97 which defined that Lg is closely related with the basin characteristics too. It should be needed to take care of analysis which relating to the mean slopes 6. Peak discharge per unit area of unitgraph for standard duration tr, ㎥/sec/$\textrm{km}^2$, was given by qp=10-0.52-0.0184Lg with a indication of lower values for watershed contrary to the higher lag time. For the logarithms, the correlation coefficient qp was 0.998 which defined high sign ificance. The peak discharge of the unitgraph for an area could therefore be expected to take the from Qp=qp. A(㎥/sec). 7. Using the unitgraph parameter Lg, the base length of the unitgraph, in days, was adopted as {{{{ {T}_{b } =0.73+2.073( { { L}_{g } } over {24 } )}}}} with high significant correlation coefficient, 0.92. The constant of the above equation are fixed by the procedure used to separate base flow from direct runoff. 8. The width W75 of the unitgraph at discharge equal to 75 per cent of the peak discharge, in hours and the width W50 at discharge equal to 50 Per cent of the peak discharge in hours, can be estimated from {{{{ { W}_{75 }= { 1.61} over { { q}_{b } ^{1.05 } } }}}} and {{{{ { W}_{50 }= { 2.5} over { { q}_{b } ^{1.05 } } }}}} respectively. This provides supplementary guide for sketching the unitgraph. 9. Above equations define the three factors necessary to construct the unitgraph for duration tr. For the duration tR, the lag is LgR=Lg+0.2(tR-tr) and this modified lag, LgRis used in qp and Tb It the tr happens to be equal to or close to tR, further assume qpR=qp. 10. Triangular hydrograph is a dimensionless unitgraph prepared from the 40 unitgraphs. The equation is shown as {{{{ { q}_{p } = { K.A.Q} over { { T}_{p } } }}}} or {{{{ { q}_{p } = { 0.21A.Q} over { { T}_{p } } }}}} The constant 0.21 is defined to Nak Dong River basin. 11. The base length of the time-area diagram for the IUH routing is {{{{C=0.9 {( { L. { L}_{ca } } over { SQRT { s} } ) }^{1/3 } }}}}. Correlation coefficient for C was 0.983 which defined a high significance. The base length of the T-AD was set to equal the time from the midpoint of rain fall excess to the point of contraflexure. The constant K, derived in this studies is K=8.32+0.0213 {{{{ { L} over { SQRT { s} } }}}} with correlation coefficient, 0.964. 12. In the light of the results analysed in these studies, average errors in the peak discharge of the Synthetic unitgraph, Triangular unitgraph, and IUH were estimated as 2.2, 7.7 and 6.4 per cent respectively to the peak of observed average unitgraph. Each ordinate of the Synthetic unitgraph was approached closely to the observed one.

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자동차 건조 공정 에너지 예측 모형을 위한 공조기 온도 시계열 데이터의 상관관계 분석 (Correlation Analyses of the Temperature Time Series Data from the Heat Box for Energy Modeling in the Automobile Drying Process)

  • 이창용;송근수;김진호
    • 산업경영시스템학회지
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    • 제37권2호
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    • pp.27-34
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    • 2014
  • In this paper, we investigate the statistical correlation of the time series for temperature measured at the heat box in the automobile drying process. We show, in terms of the sample variance, that a significant non-linear correlation exists in the time series that consist of absolute temperature changes. To investigate further the non-linear correlation, we utilize the volatility, an important concept in the financial market, and induce volatility time series from absolute temperature changes. We analyze the time series of volatilities in terms of the de-trended fluctuation analysis (DFA), a method especially suitable for testing the long-range correlation of non-stationary data, from the correlation perspective. We uncover that the volatility exhibits a long-range correlation regardless of the window size. We also analyze the cross correlation between two (inlet and outlet) volatility time series to characterize any correlation between the two, and disclose the dependence of the correlation strength on the time lag. These results can contribute as important factors to the modeling of forecasting and management of the heat box's temperature.

Toward a More Complete Analysis for Fluid-Structure Interaction in Helicopters

  • Kim, Kyung-Hwan;Shin, Sang-Joon;Lee, Jae-Won;Yee, Kwan-Jung;Oh, Se-Jong
    • International Journal of Aeronautical and Space Sciences
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    • 제7권2호
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    • pp.110-120
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    • 2006
  • There have been developed many structural and fluid rotorcraft analysis models in rotorcraft community, and also lots of investigations have been conducted to combine these two models. These investigations turn out to be good at predicting the airloads precisely, but they have not taken the blade nonlinear deflection into account. For this reason, the present paper adopts a sophisticated structural model which can describe three-dimensional nonlinear deflection of the blade. And it is combined with two types of aerodynamic model. First one is generalized Greenberg type of finite-time aerodynamic model, which is originally established for a fixed wing, but later modified to be suitable for coupled flap-lag-torsional aeroelastic analysis of the rotor blade. Second aerodynamic model is based on the unsteady source-doublet panel method coupled with a free wake model. The advantages of the present method are capabilities to consider thickness of the blade and more precise wake effects. Transient responses of the airloads and structural deflections in time domain are mainly analyzed in this paper.

UWB 시스템을 위한 TDMG 펄스 발생기의 설계 (Design of the TDMG pulse generator for ultra-wideband systems)

  • 박진환;배백근;고영은;방성일
    • 대한전자공학회:학술대회논문집
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    • 대한전자공학회 2004년도 하계종합학술대회 논문집(1)
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    • pp.27-30
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    • 2004
  • This paper has been designed the TDMG(Time Delay Multiple Gaussian) pulse generator for UWB systems and analyzed the characteristics of UWB impulse. Composite two equal Gaussian pulses in a difference time lag, and then investigated TDMG pulse and modeled mathematically. Designed the TDMG pulse generator by ADS(Advanced Design System) to embody by using actual element with such mathematical model. As well as, this paper finally proved an excellence of the TDMG pulse generator by performing analysis through simulation.

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초지기 가압-헤드박스 내 지료유체의 공정-동특성모델 (Process -dynamic Model for Stock-fluid in a Pressurized Paper Machine Headbox)

  • 윤성훈
    • 펄프종이기술
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    • 제31권3호
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    • pp.35-46
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    • 1999
  • Mathematical modeling provided a systematic analysis for the dynamic behavior of stock fluid in a paper machine pressurized headbox. Dynamic responses of liquid level, sheet basis weight and hydraulic pressure were predicted from the simulation model which represents the system. A unit step and asinusoidal wave load were considered as the input forcing functions in the headbox. Results are summarized as follows : 1. The dependence of sheet basis weight on liquid level in the pressurized-headbox was non -linear. 2. Liquid level in the head-box showed first-order lag with a unit step forcing to fluid input rate ; 3 . The amplitude of wave response of liquid level was inversely proportional to the time content for the sinusoidal input changes ; 4.Sheet basis weight showed second-order oscillating underamped responses for the step input load of flow rate ; 5. The damping factor in the second-order system was a function of air-pressure in the headbox ; and, 6. Dead-time existed in the measuring process for the headbox slice pressure.

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A Practical Power System Stabilizer Tuning Method and its Verification in Field Test

  • Shin, Jeong-Hoon;Nam, Su-Chul;Lee, Jae-Gul;Baek, Seung-Mook;Choy, Young-Do;Kim, Tae-Kyun
    • Journal of Electrical Engineering and Technology
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    • 제5권3호
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    • pp.400-406
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    • 2010
  • This paper deals with parameter tuning of the Power System Stabilizer (PSS) for 612 MVA thermal power plants in the KEPCO system and its validation in a field test. In this paper, the selection of parameters, such as lead-lag time constants for phase compensation and system gain, is optimized using linear and eigenvalue analyses. This is then verified through the time-domain transient stability analysis. In the next step, the performance of PSS is finally verified by the generator's on-line field test. After the field test, measured and simulated data are also compared to prove the effectiveness of the models used in the simulations.

Correlation between the Stock and Futures Markets by Timescale

  • Lee, Chang Min;Lee, Hahn Shik
    • 응용통계연구
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    • 제25권6호
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    • pp.897-915
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    • 2012
  • This paper examines the relationship between the stock and futures markets in terms of lead-lag relationship, correlation and the hedge ratio using wavelet analysis. The basic finding is that the relationship between the two markets significantly depends on the time-scale. First, there is a feedback relationship between the stock and futures markets in the long-run scale; however, weaker evidence is observed in shorter-run scales. Second, wavelet correlation between the two markets increases for a longer time scale. Third, the hedge ratio and the effectiveness of hedging strategies increase as the investment horizon gets longer. The results in this paper indicate that the stock and futures series are perfectly correlated in the long run and are tied together over long horizons.

고속전철 PSC 박스거더 교량의 합성거동에 관한 연구 (A Study on the Behavior of Composite PSC Box Girder High-speed Railway Bridges)

  • 김영진;김병석;강재윤
    • 한국철도학회:학술대회논문집
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    • 한국철도학회 1998년도 추계학술대회 논문집
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    • pp.54-60
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    • 1998
  • PSC box bridges by MSS construction method in high-speed railway may not be cast in place at one step. Web and bottom flange(U member) in the cross section are cast in place at first, then top flange will be cast in place later with some time lag. In this section, stress distributions of U member and top flange are different with those in generally complete cast in place cross section. In the composite section composed of two different aged members, the redistribution of stresses takes place. This results from time-dependent strain characteristics of concrete and the effects of forces applied at the various stages. For comparison in the present paper, two models, one with the composite cross section and the other with generally complete cast in place cross section, are analyzed. The longitudinal stress differences of two models on considering construction stages are compared. As the analysis results show the considerable differences in the stresses of cross section between two models, the composition of cross section is considered for rational design of PSC box girder bridge.

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타이밍 클릭 복원 회로에 사용된 PLL의 최적 파라미터 결정 (Optimum Parameter Determination of PLL Used in Timing Clock Recovery Circuit)

  • 류흥균;안수길
    • 대한전자공학회논문지
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    • 제24권3호
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    • pp.376-380
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    • 1987
  • The closed-loop transfer function of 2-nd order PLL (phase-looked loop)of which loop filter has active-lag 1-st order is found. Considering the three criteria of system performance: the transient response time of the circuit, noise bandwidth by the linear analysis and stability which uses root-locus method, the optimum value of damping factor is 1.0 and the natural frequency which depends upon the signal frequency can be determined after consideration of the trade-off relationship between the transient response time and the noise bandwidth.

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