• Title/Summary/Keyword: Time lag Analysis

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Real Options and Strategic Decision Analysis (실물 옵션과 전략적 의사 결정)

  • Kim, Ki-Hong;Oh, Hyung-Sik
    • Journal of Korean Institute of Industrial Engineers
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    • v.33 no.2
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    • pp.221-226
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    • 2007
  • This paper suggests a valuation framework of investment project using the concept of real options. We show the valuation process of real assets using the risk-neutral pricing. Especially, we focus on the investment lag. Real assets have investment lag in general. The decision time and the payment time are not identical. So the investment lag should be considered when valuing real assets for reality. We provide the valuation process for real assets, including R&D project. The results of this paper can be used for the real assets valuation and strategic decision analysis.

A Study of Negative Waveform in ac PDP during Reset and Address Periods (ac PDP에서의 Reset과 Address 구간에서 Negative Waveform특성에 관한 연구)

  • Eom, Cheol-Hwan;Kang, Jung-Won
    • Journal of the Semiconductor & Display Technology
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    • v.8 no.1
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    • pp.27-31
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    • 2009
  • A characteristic of new waveform, called a negative waveform, was studied during reset and address periods. IR distribution, black luminance and time delay were measured to compare the negative waveform with the conventional positive waveform. Based on the analysis of IR measurement, the negative waveform could accumulate more wall charges than the positive waveform. Also the black luminance of negative waveform was lower than that of positive waveform under the same bias and ramp-slope conditions. During address period, the discharge time lag was measured. The negative waveform was showed 0.25 us faster formative time lag and 0.1 us faster average time lag than those of positive waveform.

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Correlation Between Collimation-Corrected Peak Luminosity and Spectral Lag of Gamma-ray Bursts in the Source Frame

  • Chang, Heon-Young
    • Journal of Astronomy and Space Sciences
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    • v.29 no.3
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    • pp.253-258
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    • 2012
  • We revisit the relation between the peak luminosity $L_{iso}$ and the spectral time lag in the source frame. Since gamma-ray bursts (GRBs) are generally thought to be beamed, it is natural to expect that the collimation-corrected peak luminosity may well correlate with the spectral time lag in the source frame if the lag-luminosity relation in the GRB source frame exists. With 12 long GRBs detected by the Swift satellite, whose redshift and spectral lags in the source frame are known, we computed $L_{0,H}$ and $L_{0,W}$ using bulk Lorentz factors ${\Gamma}_{0,H}$ and ${\Gamma}_{0,W}$ archived in the published literature, where the subscripts H and W represent homogeneous and wind-like circumburst environments, respectively. We have confirmed that the isotropic peak luminosity correlates with the spectral time lag in the source frame. We have also confirmed that there is an anti-correlation between the source-frame spectral lag and the peak energy, $E_{peak}$ (1 + z) in the source frame. We have found that the collimation-corrected luminosity correlates in a similar way with the spectral lag, except that the correlations are somewhat less tight. The correlation in the wind density profile seems to agree with the isotropic peak luminosity case better than in the homogeneous case. Finally we conclude by briefly discussing its implications.

The relation of catchment shape descriptors to lag time (집수형상디스크립터와 지체시간 사이의 관계)

  • Kim, Joo-Cheol;Yoon, Yeo-Jin;Kim, Jae-Han
    • Proceedings of the Korea Water Resources Association Conference
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    • 2005.05b
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    • pp.199-203
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    • 2005
  • One of the most important hydrological response characteristics is the lag time. It is well known as being under the influence of the morphometric properties of the basin, which could be expressed by catchment shape descriptors. In this paper, the geometric characteristics of an equivalent ellipse proposed by Moussa(2003) is applied for the lag time analysis. The lag time is obtained from the rainfall-runoff observed data by the method of moments suggested by Nash(1960) and the relationships between the basin morphometric properties and the lag time are discussed as applied to 3 catchments in Korea. Additionally, the shapes of equivalent ellipse are examined how they are transformed from upstream area to downstream one. As a result, the relationship between descriptors based on a equivalent ellipse a+b and $a+b+{\epsilon}OM$, and the lag time is shown to be close and the shape of ellipse is presented to approach a circle along the river downwards. Also, the notion of compactness which is used to express the shape of an irregular plan-form is tried to apply.

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The Impact of Severe Weather Announcement on the Korea Meteorological Administration Call Center Counseling Demand (기상 특보 발표가 기상청 콜센터 상담 건수에 미치는 영향 분석)

  • Ji, Youngmi;Park, Taeyoung;Lee, Yung-Seop
    • Atmosphere
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    • v.27 no.4
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    • pp.377-384
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    • 2017
  • The effective management of call centers under special circumstances is critical to improve customer satisfaction. In order to effectively respond to call center counseling demand, this paper aims to identify factors having the greatest impact on the number of Korea Meteorological Administration (KMA) call center counseling. To do so, we propose to combine call center data with severe weather announcement data and investigate how the severe weather announcement affects the number of KMA call center counseling. A time lag analysis is conducted and it is found that the severe weather announcement takes about an hour to be reflected in the number of KMA call center counseling. Based on the result of the time lag analysis, we conduct a comparative analysis according to time and season using the data collected from 1 January 2012, to 29 June 2016. The results show that the number of KMA call center counseling increases at lunchtime and decreases during nighttime, and the average rate of change in call center counseling demand tends to be larger under the severe weather announcement. For the comparative analysis according to the season, there are significant differences in the effect of severe weather announcement on the number of KMA call center counseling in spring, fall and winter.

An Empirical Study on E-learning Participation Affected by Flow Experience and Internet Addiction (플로우 경험과 인터넷 중독이 이러닝 참여에 미치는 영향)

  • Lee, Ju-Yang;Jang, Phil-Sik
    • Journal of Digital Convergence
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    • v.10 no.8
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    • pp.341-346
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    • 2012
  • This paper reports the findings of research into the effect of flow experience and internet addiction on e-learning participation. The total number of access, playing time of contents and lag time (time between content upload and first access) were investigated as e-learning participation by analyzing web log data. The paper also examines the relationship between academic achievement and e-learning participation. The results suggest that the flow experience significantly correlates with all variables related with e-learning participation and internet addiction significantly correlates with lag time. It is found that female students significantly access more, longer and have shorter lag time than their male counterparts. It also suggest total number of access, lag time and gender difference have significant effect on academic achievement.

A study on the Computation of Lag Time from the Spectrum Analysis (Spectrum 해석(解析)을 통(通)한 지체시간(遲滯時間)의 산출(算出)에 관(關)한 연구(硏究))

  • Choi, Han Kuy;Hwang, Im Koo
    • Journal of Industrial Technology
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    • v.4
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    • pp.47-53
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    • 1984
  • The cross correlation function arc applied find the Lag time between the rainfall and runoff at Chuncheon Dam which is located the upstream of the North Han River. In the result, we think that spectrum analysis is better than synthetic unit hydrograph of Synder ar the river basin with the actual data.

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부산시 동래 온천지역의 양수량, 온천수위, 강수량의 관련성 연구

  • 차용훈;함세영;정재열;장성;손건태
    • Proceedings of the Korean Society of Soil and Groundwater Environment Conference
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    • 2004.04a
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    • pp.455-458
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    • 2004
  • This study uses time series analyses to evaluate fluctuation of water levels in a geothermal water well due to pumping, in relation to rainfall at Dongrae hot-spring site on the southeastern coast of tile Korean peninsula. The volume of water pumped from the public study wells ranges from 542 to 993 m$^3$/month, and the minimum water level ranged from 35 to 144.7 m during the measured period. Autocorrelation analysis was conducted for the withdrawal rate at the public wells, water levels and rainfall. The autocorrelation of the withdrawal rate shows distinct periodicity with 3 months of lag time, the autocorrelation of rainfall shows weak linearity and short memory with 1 months of lag time, and the autocorrelation of water levels shows weak linearity and short memory with 2 months of lag time. The cross-correlation between the pumping volume and the minimum water level shows a maximum value 1 at a delayed time of 34 months. The cross-correlation between rainfall and the minimum water level shows a maximum value of 0.39 at a delayed time of 32 months.

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Investigating the Time Lag Effect between Economic Recession and Suicide Rates in Agriculture, Fisheries, and Forestry Workers in Korea

  • Yoon, Jin-Ha;Junger, Washington;Kim, Boo-Wook;Kim, Young-Joo;Koh, Sang-Baek
    • Safety and Health at Work
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    • v.3 no.4
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    • pp.294-297
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    • 2012
  • Previous studies on the vast increase in suicide mortality in Southeast Asia have indicated that suicide rates increase in parallel with a rise in unemployment or during periods of economic recession. This paper examines the effects of economic recession on suicidal rates amongst agriculture, fisheries, and forestry workers in Korea. Monthly time-series gross domestic product (GDP) data were linked with suicidal rates gathered from the cause of death records between1993-2008. Data were analyzed using generalized additive models to analyze trends, while a polynomial lag model was used to assess the unconstrained time lag effects of changes in GDP on suicidal rate. We found that there were significant inverse correlations between changes in GDP and suicide for a time lag of one to four months after the occurrence of economic event. Furthermore, it was evident that the overall relative risks of suicide were high enough to bring about social concern.

Stable modal identification for civil structures based on a stochastic subspace algorithm with appropriate selection of time lag parameter

  • Wu, Wen-Hwa;Wang, Sheng-Wei;Chen, Chien-Chou;Lai, Gwolong
    • Structural Monitoring and Maintenance
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    • v.4 no.4
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    • pp.331-350
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    • 2017
  • Based on the alternative stabilization diagram by varying the time lag parameter in the stochastic subspace identification analysis, this study aims to investigate the measurements from several cases of civil structures for extending the applicability of a recently noticed criterion to ensure stable identification results. Such a criterion demands the time lag parameter to be no less than a critical threshold determined by the ratio of the sampling rate to the fundamental system frequency and is firstly validated for its applications with single measurements from stay cables, bridge decks, and buildings. As for multiple measurements, it is found that the predicted threshold works well for the cases of stay cables and buildings, but makes an evident overestimation for the case of bridge decks. This discrepancy is further explained by the fact that the deck vibrations are induced by multiple excitations independently coming from the passing traffic. The cable vibration signals covering the sensor locations close to both the deck and pylon ends of a cable-stayed bridge provide convincing evidences to testify this important discovery.