• Title/Summary/Keyword: Time spread

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PRICING FORWARD-FUTURES SPREAD BASED ON COPULAS WITH STOCHASTIC SIMULATION

  • Pu, Yuqi;Kim, Seki
    • The Pure and Applied Mathematics
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    • v.21 no.1
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    • pp.77-93
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    • 2014
  • This paper focuses on computational contractual distinctions as an explanation for the spread between a forward contract and a similar futures contract which is derived and investigated. We evaluate this spread by constructing a time series model, which was established based on copula functions, and also show that the forward-futures spread is more significant for long maturity.

Robust Audio Copyright Protection Technology to the Time Axis Attack (시간축 공격에 강인한 오디오 저작권보호 기술)

  • Bae, Kyoung-Yul
    • Journal of Intelligence and Information Systems
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    • v.15 no.4
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    • pp.201-212
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    • 2009
  • Even though the spread spectrum method is known as most robust algorithm to general attacks, it has a drawback to the time axis attack. In this paper, I proposed a robust audio copyright protection algorithm which is robust to the time axis attack and has advantages of the spread spectrum method. Time axis attack includes the audio length variation attack with same pitch and the audio frequency variation attack. In order to detect the embedded watermark by the spread spectrum method, the detection algorithm should know the exact rate of the time axis attack. Even if there is a method to know the rate, it needs heavy computational resource and it is not possible to implement. In this paper, solving this problem, the audio signal is transformed into time-invariant domain, and the spread spectrum watermark is embedded into the audio in the domain. Therefore the proposed algorithm has the advantages of the spread spectrum method and it is also robust to the time axis attack. The time-invariant domain process is that the audio is arranged by log scale time axis, and then, the Fourier transform is taken to the audio in the log scale time axis. As a result, the algorithm can get the time-invariant watermark signal.

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Comparative Study of Flame Spread Behaviors in One Dimensional Droplet Array Under Supercritical Pressures of Normal Gravity and Microgravity (통상 및 미소 중력의 초임계 압력하에서 일차원 액적 배열의 화염 퍼짐 거동의 비교 연구)

  • Park, Jeong;Shin, Hyun Dong;Kobayashi, Hideaki;Niioka, Takashi
    • Transactions of the Korean Society of Mechanical Engineers B
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    • v.23 no.1
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    • pp.140-148
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    • 1999
  • Experiments on flame spread in an one-dimensional droplet array up to supercritical pressures of fuel droplet have been conducted In normal gravity and microgravity. Evaporating process around unburnt droplet is observed through high-speed Schlieren and direct visualizations in detail, and flame spread rate is measured using high speed chemiluminescence images of OH radical. Flame spread behaviors are categorized into three: flame spread is continuous at low pressures and is regularly intermittent up to the critical pressure of fuel. flame spread is irregularly intermittent and zig-zag at supercritical pressures of fuel. At atmospheric pressure, the limit droplet spacing and the droplet spacing of maximum flame spread rate in microgravity are larger than those in normal gravity. In microgravity, the flame spread rate with the increase of ambient pressure decreases initially, takes a minimum, and then decreases after taking maximum. This is so because the flame spread time is determined by competing effects between the increased transfer time of thermal boundary layer due to reduced flame diameter and the reduced ignition delay time in terms of the increase of ambient pressure. Consequently, it is found that flame spread behaviors in microgravity are considerably different from those in normal gravity due to the absence of natural convection.

Forest Fire Direction and Spread Characteristics by Field Investigations (사례 조사를 통한 산불 방향 및 확산 특성)

  • Lee, Byung-Do;Koo, Kyo-Sang;Lee, Myung-Bo
    • Fire Science and Engineering
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    • v.23 no.5
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    • pp.96-102
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    • 2009
  • Forest fire ignition and spread characteristics are needed as basic data in fire management. Slope aspect of ignition point, spread direction, and wind direction at that time were analyzed and regression equations were proposed for predicting burned area, fire perimeter, head spread rate, and flank spread rate using combustion time using 101 forest fires broken out between 2007 and 2009 spring. 57% forest fires of investigated numbers were ignited in south, southwest, and southeast aspects and 68% of forest fires were spreaded to east, southeast, and northeast influenced by westerly wind. About 11.8ha forest was burned and 0.5km fire perimeter increase was predicted per hour. Head and flank spread rate were calculated 0.13km and 0.05km, respectively.

Upward Flame Spread for Fire Risk Classification of High-Rise Buildings

  • McLaggan, Martyn S.;Gupta, Vinny;Hidalgo, Juan P.;Torero, Jose L.
    • International Journal of High-Rise Buildings
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    • v.10 no.4
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    • pp.299-310
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    • 2021
  • External fire spread has the potential to breach vertical compartmentation and violate the fire safety strategy of a building. The traditional design solution to this has been the use of non-combustible materials and spandrel panels but recent audits show that combustible materials are widespread and included in highly complex systems. Furthermore, most jurisdictions no longer require detailing of spandrel panels under many different circumstances. These buildings require rapid investigation using rational scientific methods to be able to adequately classify the fire risk. In this work, we use an extensive experimental campaign of material-scale data to explore the critical parameters driving upward flame spread. Two criteria are outlined using two different approaches. The first evaluates the time to ignition and the time to burnout to assess the ability for a fire to spread, and can be easily determined using traditional means. The second evaluates the preheated flame length as the critical parameter driving flame spread. A wide range of cladding materials are ranked according to these criteria to show their potential propensity to flame spread. From this, designers can use conservative approaches to perform fire risk assessments for buildings with combustible materials or can be used to aid decision-making. Precise estimates of flame spread rates within complex façade systems are not achievable with the current level of knowledge and will require a substantial amount of work to make progress.

Effects of Flame Transfer Function on Modeling Results of Combustion Instabilities in a 3 Step Duct System (3단 덕트 시스템에서 화염전달함수가 연소불안정 모델링 결과에 미치는 영향)

  • Hong, Sumin;Kim, Daesik
    • Journal of ILASS-Korea
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    • v.25 no.3
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    • pp.119-125
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    • 2020
  • In this paper, we used Helmholtz solver based on 3D finite element method to quantitatively analyze the effects of change of gain, time delay and time delay spread, which are the main variables of flame transfer function, on combustion instability in gas turbine combustor. The effects of the variable of flame transfer function on the frequency and growth rate, which are the main results of combustion instability, were analyzed by applying the conventional heat release fluctuation model and modified one considering the time spread. The analysis results showed that the change of gain and time delay in the same resonance mode affected the frequency of the given resonance modes as well as growth rate of the feedback instability, however, the effect of time delay spread was not relatively remarkable, compared with the dominant effect of time delay.

A Study on the Comparative Analysis of Hand Calculations and Fire Simulation for Estimating Fire Spread Paths in Jecheon Sports Center (제천스포츠센터 화재확산경로 추정을 위한 예측식 및 화재시뮬레이션 비교 분석에 관한 연구)

  • Choi, Yun-Ju;Kim, Yun-Seong;Lee, Byeong-Heun;Kwon, Young-Jin
    • Proceedings of the Korean Institute of Building Construction Conference
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    • 2022.11a
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    • pp.51-52
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    • 2022
  • In previous studies, fire simulation was used to estimate the fire spread path. According to previous studies, the fire spread path was estimated to be the main staircase, but consideration of interior materials and internal bulkheads was insufficient. In this study, the ignition time of the 3rd layer was analyzed using the prediction formula considering the interior materials and internal bulkheads. As a result of referring to the architectural drawings, it was found that the interior material of the 3rd floor was made of polystyrene. The internal ignition time of the third floor using FDTs was calculated to be 14,070 seconds (about 234 minutes). The internal ignition time of the 3rd floor using the Handbook on Design Calculation Methods of Fire Behavior was calculated to be 3,104 seconds (about 51 minutes). As a result of calculating the ignition time through the predictive formula, there is a large difference in the ignition time, so it is necessary to review the condition of the variable as a result of the calculation in the future.

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A Full-scale Fire Test of an Apartment House (공동주택 실물화재 실험)

  • Kim, Myung-Bae;Han, Yong-Shik;Choi, Byung-Il;Do, Kyu-Hyung
    • Fire Science and Engineering
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    • v.23 no.4
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    • pp.104-111
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    • 2009
  • To research about the fire spread in Korean apartment house, a full-scale fire test in a four-story apartment was executed. The fire started at the third floor, and originated from overheated cooking oil in the kitchen. The apartment included all combustibles in general house. Through measuring temperature, measuring the concentration of oxygen and observing, we investigated the fire spread inside the apartment house. As a result, we got the data of the time needed for the initiation of fire, the time for fire to spread into each area in the house, and the time required until flash-over was seen. Also we grasped the understanding of the fire spread to the upper floor.

Self-Encoded Spread Spectrum with Iterative Detection under Pulsed-Noise Jamming

  • Duraisamy, Poomathi;Nguyen, Lim
    • Journal of Communications and Networks
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    • v.15 no.3
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    • pp.276-282
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    • 2013
  • Self-encoded spread spectrum (SESS) is a novel modulation technique that acquires its spreading code from a random information source, rather than using the traditional pseudo-random noise (PN) codes. In this paper, we present our study of the SESS system performance under pulsed-noise jamming and show that iterative detection can significantly improve the bit error rate (BER) performance. The jamming performance of the SESS with correlation detection is verified to be similar to that of the conventional direct sequence spread spectrum (DSSS) system. On the other hand, the time diversity detection of the SESS can completely mitigate the effect of jamming by exploiting the inherent temporal diversity of the SESS system. Furthermore, iterative detection with multiple iterations can not only eliminate the jamming completely but also achieve a gain of approximately 1 dB at $10^{-3}$ BER as compared with the binary phase shift keying (BPSK) system under additive white gaussian noise (AWGN) by effectively combining the correlation and time diversity detections.

Studies on Plywood Treated Fire-Retardant - III. The Fire-Retardant Degree of Monoammonium Phosphate Treated Plywood (합판(合板)의 내화처리(耐火處理)에 관(關)한 연구(硏究) - III. 제1인산(第一燐酸)암모늄처리합판(處理合板)의 내화도(耐火度))

  • Kim, Jong-Man
    • Journal of the Korean Wood Science and Technology
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    • v.14 no.4
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    • pp.21-28
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    • 1986
  • Plywood used for construction as a decorative inner material is inflammable and can fire accident, causing destruction of human life and property. In this study, 3.5mm Kapur plywoods were soaked in the 23% monoammonium phosphate solutions by cold soaking method 3, 6, 9hrs and hot-cold bath method for 3/3hrs, and redrying was carried out by press-drying at the platen temperature of 110, 130, 160, 180$^{\circ}C$, and then fire test was carried out to investigate burning point, flame exhausted length, frame spread length, back side carbonized area and weight loss. The results are as follows; 1. In cold soaking method for 3, 6, 9hrs. retentions of monoammonium phosphate were 0.377, 0.448, 0.498kg/(30cm)$^3$ respectively, and in hot-cold bath method for 3/3hrs, the retention was 1.331kg(30cm)$^3$ that exceeded the minimum retention 1.124kg/(30cm)$^3$. 2. Correlation coefficients among the variable were shown in table 2. From the table, it could be recognized that there were close negative correlations between the treatment and burning point, flame spread length, back side carbonized area, flame exhausted time and weight loss, and there was negative correlation between treating time and back side carbonized area, but there was positive correlation between platen temperature and burning point. 3. From table 3, it can be observed that there were highly significant differences for burning point, flame spread length, flame exhausted time, back side carhonized area, weight loss between treatments. And in 2-way interactions, there were also highly significant for burning point, flame spread length, flame exhausted time, weight loss between time x treatment. 4. It was observed that burning point, flame exhausted time, flame spread length, back side carbonized area, and weight loss in fire-retardant treated plywood were the best effects in fire-retardant treated plywood, water treated plywood and nontreated plywood. In conclusion, I can estimate that absorbed chemical contents by hot-cold bath method for 3/3hrs, have a lot of effects on fire-retardant factors such as burning point, flame spread length, flame exhausted time, backside carbonized area and weight loss, but platen temperatures have a little effects on the fire factors.

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