• Communications for Statistical Applications and Methods
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• v.21 no.4
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• pp.335-347
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• 2014

This paper employs dynamic conditional correlation (DCC) model to examine time-varying comovement in the Korean stock market with a focus on the financial industry. Analyzing the daily returns of KOSPI 200 eight sector indices from January 2008 to December 2013, we find that stock market correlations significantly increased during the GFC period. The Financial Sector had the highest correlation between the Constructions-Machinery Sector; however, the Consumer Discretionary and Consumer Staples sectors indicated a relatively lower correlation between the Financial Sector. In terms of model fitting, the DCC with t distribution model concludes as the best among the four alternatives based on BIC, and the estimated shape parameter of t distribution is less than 10, implicating a strong tail dependence between the sectors. We report little asymmetric effect in correlation dynamics between sectors; however, we find strong asymmetric effect in volatility dynamics for each sector return.

• Journal of Korean Academy of Oral and Maxillofacial Radiology
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• v.20 no.2
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• pp.211-217
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• 1990

This study was undertaken to determine (1) the usefulness of chromium intensifier to improve the dignostic quality of light radiograph; (2) the effect of chromium intensifier on density, contrast; and (3) the effect of various chemical concentrations on density. The following results obtained: 1. CHROMIUM INTENSIFIER is useful for intensifying and improving the diagnostic quality of a light dental radiograph. 2. The degree of intensification can be controlled by varying bleaching time, repeating the processing, varying the proportions of the potassium bicarbonate and hydrochloric acid solutions. 3. The image produced is black and permanent. 4. The intensifier increases density and contrast.

• Journal of the Korean Institute of Telematics and Electronics S
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• v.34S no.6
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• pp.46-57
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• 1997

In this paper, we propose an efficient algorithm for adaptation of tracking windwo, which improves tracking performance of a correlation-based video tracker by rejecting background effect originated from a time-varying target. Th eproposed adaptation algorithm ajdusts the size of a tracking window by using the ratio of spatial gradient power in target region to that in backgorund region, which is especially adequate for a correlation-based tracker. Experimental results for synthetic and real image sequences show that the proposed method adapts a tracking window well to a time-varying target and so greatly suppresses background effect, which makes improvement of trakcing performance.

• The Korean Journal of Applied Statistics
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• v.23 no.4
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• pp.715-724
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• 2010

Recurrent event data occurs when a subject experience the event of interest several times and has been found in biomedical studies, sociology and engineering. Several diverse approaches have been applied to analyze the recurrent events (Cook and Lawless, 2007). In this study, we analyzed the YTOP(Young Traffic Offenders Program) dataset which consists of 192 drivers with conviction dates by speeding violation and traffic rule violation. We consider a subject-specific effect, frailty, to reflect the individual's driving behavior and extend to time-varying frailty effect. Another feature of this study is about the redefinition of risk set. During the study, subject may be under suspension and this period is regarded as non-risk period. Thus the risk variables are reformatted according to suspension and termination time.

• Wind and Structures
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• v.32 no.2
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• pp.89-104
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• 2021

Non-synoptic winds generated by tornadoes, downbursts or gust fronts exhibit significant non-stationarity and can cause significant wind load effect on flexible structures such as long-span bridges. However, conventional assumptions on stationarity used to evaluate the structural wind-induced vibration are inadequate. In this paper, an efficient frequency domain scheme based on fast CQC method, which can predict non-stationary buffeting random responses of long-span bridges, is presented, and then this approach is applied to evaluate the buffeting response of a long-span suspension bridge located in a complex mountainous wind environment as an example. In this study, the data-driven method based on one available measured wind speed sample is firstly presented to establish non-stationary wind models, including time-varying mean wind speed, time-varying intensity envelope function and uniformly modulated fluctuating spectrum. Then, a linear time-variant (LTV) system based on the proposed scheme can be generally applied to calculate the non-stationary buffeting responses. The effectiveness and accuracy of the proposed scheme are verified through Monte Carlo time domain simulation implemented in ANSYS platform. Also, the transient effect nature of the bridge responses is further illustrated by comparison of the non-stationary, quasistationary and steady-state cases. Finally, buffeting response analysis with traditional stationary treatment (10 min constant mean plus stationary wind fluctuation) is performed to illustrate the importance of the non-stationary characteristics embedded in original wind speed samples.

• Structural Engineering and Mechanics
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• v.68 no.4
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• pp.459-473
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• 2018

Temperature fields and temperature deformations induced by time-varying solar radiation, shadow, and heat exchange are of great importance for the ride safety and quality of the maglev system. Accurate evaluations of their effects on the dynamic performances are necessary to avoid unexpected loss of service performance. This paper presents a numerical approach to determine temperature effects on the maglev train/guideway interaction system. Heat flux density and heat transfer coefficient of different components of a 25 m simply supported concrete guideway on Shanghai High-speed Maglev Commercial Operation Line is calculated, and an appropriate section mesh is used to consider the time-varying shadow on guideway surfaces. Based on the heat-stress coupled technology, temperature distributions and deformation fields of the guideway are then computed via Finite Element method. Combining guideway irregularities and thermal deformations as the external excitations, a numerical maglev train/guideway interaction model is proposed to analyze the temperature effect. The responses comparison including and excluding temperature effect indicates that the temperature deformation plays an important role in amplifying the response of a running maglev, and the parameter analysis results suggest that climatic and environmental factors significantly affect the temperature effects on the coupled maglev system.

• Journal of Biomedical Engineering Research
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• v.36 no.6
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• pp.264-270
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• 2015

A mock circulatory loop system has been developed to construct a simulator for trainees in cardiopulmonary bypass systems or to simulate a test environment for cardiac-assist devices. This paper proposes a computerized mock circulatory loop system whose node is modularized by using a servo control flow regulator to simulate dynamic change of the hemodynamic status. To observe the effect of time-varying resistance, one with hemodynamic properties, the proposed system replicates the planned cross-sectional areas of the outlet of a ventricular assist device in terms of voltage input of a servo valve. The experiment is performed (1) for steady-input commands of selected area sizes and (2) for dynamic commands such as monotonous increase and decrease, and oscillatory functions of the voltage input, and a computer program based on LabVIEW (National Instruments, Austin, USA) processes every measured data and control command to the servo valve. The results show that the pressure and flow at the target points with respect to time-varying resistance match intuitive estimation: the pressure at the outlet and the pressure drop between both sides of the valve increased and the flow at the outlet decreased for increased resistance.

• Journal of Korean Society for Quality Management
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• v.51 no.4
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• pp.691-700
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• 2023

Purpose: This study aims to analyze the diffusion pattern of the Mongolian mobile phone market. In particular, we used a generalized diffusion model to explore the factors affecting market potenial. Methods: We used three diffusion models to estimate the number of mobile subscribers in Mongolia. Based on the Logistic model with the best fitness, we introduced time-varying market potential and explored the influence of various independent variables such as GDP and inflation. Results: Among the basic diffusion models, the Logistic model was the best in terms of estimation performance and statistical significance. The estimation results of the Generalized Logistic model confirm that investment in the telecommunication sector has a significant positive effect on market potential. The estimation of the Generalized Logistic model effectively describes the continuous growth of the Mongolian telecommunications market until recently. Conclusion: We have analyzed the diffusion pattern of the Mongolian telecommunications market and found that the amount of investment in the sector leads to the growth of the market size. This study is original in terms of its subject - Mongolian telecommunications market and methodology - time-varying market potential.

• Journal of the Ergonomics Society of Korea
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• v.19 no.3
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• pp.39-49
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• 2000

During human-computer interaction(HCI), people typically send inputs to computers through electromechanical pointing devices. Many applied studies have therefore evaluated cursor-positioning movements made with various pointing devices. Though there were so many studies about performance of various pointing devices, it was nearly impossible to compare device performance each other until the Fitts' law was applied. It does appear that Fitts' law may predict performance reasonably well for the one C-D gain level. But in varying C-D gain levels, Fitts' law could not predict movement time. This study investigated the effects of C-D gain in mouse movement time and suggested a revised Fitts' model including C-D gain as an independent variable. The revised Fitts' model may use to measure the performance of various devices in varying C-D gain levels.

• Proceedings of the Korean Society of Computer Information Conference
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• 2014.01a
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• pp.5-8
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• 2014

This paper presents a parallel approach of formant synthesis method for haegeum on graphics processing units (GPU) using spectral modeling. Spectral modeling synthesis (SMS) is a technique that models time-varying spectra as a combination of sinusoids and a time-varying filtered noise component. A second-order digital resonator by the impulse-invariant transform (IIT) is applied to generate deterministic components and the results are band-pass filtered to adjust magnitude. The noise is calculated by first generating the sinusoids with formant synthesis, subtracting them from the original sound, and then removing some harmonics remained. The synthesized sounds are consequently by adding sinusoids, which are shown to be similar to the original Haegeum sounds. Furthermore, GPU accelerates the synthesis process enabling- real time music synthesis system development, supporting more sound effect, and multiple musical sound compositions.