• Title/Summary/Keyword: Time lag Analysis

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Classification of Time-Series Data Based on Several Lag Windows

  • Kim, Hee-Young;Park, Man-Sik
    • Communications for Statistical Applications and Methods
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    • v.17 no.3
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    • pp.377-390
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    • 2010
  • In the case of time-series analysis, it is often more convenient to rely on the frequency domain than the time domain. Spectral density is the core of the frequency-domain analysis that describes autocorrelation structures in a time-series process. Possible ways to estimate spectral density are to compute a periodogram or to average the periodogram over some frequencies with (un)equal weights. This can be an attractive tool to measure the similarity between time-series processes. We employ the metrics based on a smoothed periodogram proposed by Park and Kim (2008) for the classification of different classes of time-series processes. We consider several lag windows with unequal weights instead of a modified Daniel's window used in Park and Kim (2008). We evaluate the performance under various simulation scenarios. Simulation results reveal that the metrics used in this study split the time series into the preassigned clusters better than do the raw-periodogram based ones proposed by Caiado et al. 2006. Our metrics are applied to an economic time-series dataset.

ANALYSIS ON GENERALIZED IMPACT ANGLE CONTROL GUIDANCE LAW

  • LEE, YONG-IN
    • Journal of the Korean Society for Industrial and Applied Mathematics
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    • v.19 no.3
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    • pp.327-364
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    • 2015
  • In this paper, a generalized guidance law with an arbitrary pair of guidance coefficients for impact angle control is proposed. Under the assumptions of a stationary target and a lag-free missile with constant speed, necessary conditions for the guidance coefficients to satisfy the required terminal constraints are obtained by deriving an explicit closed-form solution. Moreover, optimality of the generalized impact-angle control guidance law is discussed. By solving an inverse optimal control problem for the guidance law, it is found that the generalized guidance law can minimize a certain quadratic performance index. Finally, analytic solutions of the generalized guidance law for a first-order lag system are investigated. By solving a third-order linear time-varying ordinary differential equation, the blowing-up phenomenon of the guidance loop as the missile approaches the target is mathematically proved. Moreover, it is found that terminal misses due to the system lag are expressed in terms of the guidance coefficients, homing geometry, and the ratio of time-to-go to system time constant.

Influence of an inclined load on a nonlocal fiber-reinforced visco-thermoelastic solid via 3PHL

  • Samia M. Said
    • Structural Engineering and Mechanics
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    • v.90 no.6
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    • pp.569-575
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    • 2024
  • The objective of this study is to investigate the influence of an inclined load, location, and time on the behavior of a fiber-reinforced visco-thermoelastic half-space. The displacement, stress, and temperature distributions are derived from the normal mode analysis. The problem is analyzed using a three-phase-lag model. MATLAB programming is employed to ascertain the physical fields with appropriate boundary conditions and to perform numerical computations. The outcomes are then examined with different inclination loads, time, and location settings.

A Dual-Scale Analysis of Macroscopic Resin Flow in Vacuum Assisted Resin Transfer Molding Process (VARTM공정에서의 거시적 수지 유동의 Dual-Scale 분석)

  • 박윤희;강문구;이우일
    • Composites Research
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    • v.15 no.6
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    • pp.1-7
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    • 2002
  • In VARTM process where a sacrificial medium is used to facilitate the resin flow, the velocity of resin varies drastically between the sacrificial medium and the fiber preform. Although the thickness-to-length ratio of a VARTM product is usually small, a 3-D analysis is prerequisite to analyze the lead-lag flow in the two different media. The problem associated with the full 3-D analysis is the CPU time. A full 3-D numerical mesh comprising large number of nodes requires an impractical CPU time on average computer platforms. In this study, a dual-scale analysis technique was developed. The flow analysis for the entire calculation domain was conducted in 2.5-D, and the 3-D analysis was performed for a small area of special concern. In some numerical examples, the local 3-D analysis could discover an eccentric flow pattern as well as the lead-lag flow that will inevitably be neglected in 2.5-D simulations. The global-local analysis technique practiced in this study can be used to analyze the intricate flow of resin through non-uniform media in affordable CPU times.

Analysis of causality of Baltic Drybulk index (BDI) and maritime trade volume (발틱운임지수(BDI)와 해상 물동량의 인과성 검정)

  • Bae, Sung-Hoon;Park, Keun-Sik
    • Korea Trade Review
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    • v.44 no.2
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    • pp.127-141
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    • 2019
  • In this study, the relationship between Baltic Dry Index(BDI) and maritime trade volume in the dry cargo market was verified using the vector autoregressive (VAR) model. Data was analyzed from 1992 to 2018 for iron ore, steam coal, coking coal, grain, and minor bulks of maritime trade volume and BDI. Granger causality analysis showed that the BDI affects the trade volume of coking coal and minor bulks but the trade volume of iron ore, steam coal and grain do not correlate with the BDI freight index. Impulse response analysis showed that the shock of BDI had the greatest impact on coking coal at the two years lag and the impact was negligible at the ten years lag. In addition, the shock of BDI on minor cargoes was strongest at the three years lag, and were negligible at the ten years lag. This study examined the relationship between maritime trade volume and BDI in the dry bulk shipping market in which uncertainty is high. As a result of this study, there is an economic aspect of sustainability that has helped the risk management of shipping companies. In addition, it is significant from an academic point of view that the long-term relationship between the two time series was analyzed through the causality test between variables. However, it is necessary to develop a forecasting model that will help decision makers in maritime markets using more sophisticated methods such as the Bayesian VAR model.

Analysis of Predischarge Processes of $SF_6$ Gas Stressed by lmpulse Voltages under Nonuniform Electric Field (불평등전계중에서 임펄스전압에 대한 $SF_6$ 기체의 전구방전과정의 분석)

  • 이복희;이경옥;이창준;백승권
    • Journal of the Korean Institute of Electrical and Electronic Material Engineers
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    • v.13 no.1
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    • pp.85-93
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    • 2000
  • In this paper, the predischarge propagation processes of SF\ulcorner gas stressed by impulse voltages under nonuniform electric field perturbed by a needle protrusion are described. The statistical and formative time-lags and the time interval between leader pulses were investigated on the basis of the predischarge current measured in the gas pressure range of 0.1~0.5 MPa. The predischarge current is closely related to the waveform, amplitude and polarity of applied votages, the gas pressure and the gap geometry. Both the positive and negative predischarge processes in nonuniform electric field develop in a regime of stepwise leader propagation leading to electrical breakdown. The mean of the time interval between leader pulses gives about a factor of 10 higher for the negative than for the positive leader current puls-es. According as the gas pressure increases, the statistical time-lag was almost unchangeable, but the formative time-lag was gradually decreased.

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A Numerical Analysis of Acoustic-Pressure Response of H2-Air Diffusion Flames with Application of Time-Lag Model (시간지연 모델의 적용을 통한 수소/공기 확산화염의 음향파 응답 분석)

  • Sohn, Chae-Hoon;Lim, Jun-Seok
    • Journal of the Korean Society of Propulsion Engineers
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    • v.16 no.1
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    • pp.1-8
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    • 2012
  • Acoustic-pressure response of diluted hydrogen-air diffusion flames is investigated numerically by adopting a fully unsteady analysis of flame structures in low and high pressure regimes. As acoustic frequency increases, finite-rate chemistry is enhanced through a nonlinear accumulation of heat release rate for any pressure regime, leading to a high amplification index. Same numerical results are analyzed with application of a pressure-sensitive time lag model, and thereby, interaction index and time lag are calculated for each pressure regime. The interaction index has the largest value in each pressure regime at an acoustic frequency near 1000 Hz. In a high-pressure regime, flames are more unstable than in a low-pressure regime. The interaction index shows a good agreement with the amplification index.

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

  • Lee, Kyung-Suk;Park, Myeong-Cheol;Lee, Duk-Hee
    • 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.

Overview of Tidal Phase-lag References Used in Korea (우리나라 조석지각 기준 표기에 대한 고찰)

  • Byun, Do-Seong
    • The Sea:JOURNAL OF THE KOREAN SOCIETY OF OCEANOGRAPHY
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    • v.12 no.3
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    • pp.234-238
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    • 2007
  • Three different tidal phase-lag references have been used by the tidal research community of Korea: Greek kappa (k), Local standard time zone ($135^{\circ}E$) phase-lag (g) and Greenwich phase-lag (G). This ununified tidal information system may induce confusion in understanding tidal characteristics and their variability and impede the development of tidal knowledge in Korea. In this study we closely explore the three phase-lag reference definition with respect to their mutual conversion. We also identify an incorrect phase-lag reference definition used in previous works and discuss what has led to this misunderstanding.

A Research on Optimization of Lead-lag Controller Setpoint for Rod control system to prevent fluctuation for NPP (원전 제어봉제어계통 순시변동을 방지하기위한 지상-지연회로 설정치 최적화 연구)

  • Yoon, Duk-Joo;Lee, Jae-Yong;Kim, In-Hwan;Kim, Joo-Sung
    • Proceedings of the KSME Conference
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    • 2007.05a
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    • pp.1149-1154
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    • 2007
  • Fluctuation of control rod was experienced when plant was operating in normal operation mode in WH type NPPs. In order to cope with increased control rod fluctuation, the lead-lag controller setpoint for rod control system was optimized and resulted in increasing the margin of operation and minimizing unnecessary control rod movement. By optimization of the time constant, the margin of operation was increased by $1.5^{\circ}F$ and the control rod movement was not occurred due to mitigation of temperature fluctuation in loop. According to the mitigation of time constant, the margin of operation was increased but safety margin can be affected badly, so that the influences to FSAR design reference was evaluated. As the result of this evaluation, it satisfied the design reference of the existing safety analysis and was applied to NPP after obtaining the approval.

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