• East Asian Economic Review
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• 제28권1호
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• pp.95-140
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• 2024

This study empirically investigates the international transmission of China's uncertainty shocks. It estimates a time-varying parameter Bayesian global structural vector autoregressive model (TVP-BGVAR) using time series data for 33 countries to evaluate heterogeneous international linkage across countries and time. Uncertainty shocks are identified via sign restrictions. The empirical results reveal that an increase in uncertainty in China negatively affects the global economy, but those effects significantly vary over time. The effects of China's uncertainty shocks on the global economy have been significantly altered by China's WTO accession, the global financial crisis, and the recent US-China trade conflict. Furthermore, the effects of China's uncertainty shocks, typically on inflation, differ significantly across countries. Moreover, Trade openness appears crucial in explaining heterogeneous GDP responses across countries, whereas the international dimension of monetary policy appears to be important in explaining heterogeneous inflation responses across countries.

• 정보과학회 컴퓨팅의 실제 논문지
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• 제22권5호
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• pp.201-208
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• 2016

실시간으로 여러 시계열 데이터를 수집, 저장하는 데는 많은 저장 공간을 요구하게 된다. 이러한 공간 문제를 해결하는 방안으로, 이산 코사인 변환 압축에서 가변 샘플 크기를 사용하는 방안을 제안하였다. 시계열 데이터 셋은 값의 변화가 작을수록, 그리고 변화의 빈도가 낮을수록 압축률이 높아지는 특성을 가지고 있으며 이러한 특성을 잘 반영할 수 있는 척도로 변동 계수와 인접 요소 간 변동성 계수를 사용하여 가변 샘플 크기를 결정하는 데 사용하였다. 여러 실제 데이터 셋을 대상으로 시험한 결과, 두 방식 모두 양호한 압축률을 보이고 있다. 그러나 인접 요소간 변동성 계수 기반 압축 방식이 변동 계수 기반 방식 보다 샘플 크기 결정 방식이 훨씬 간단할 뿐만 아니라 보다 나은 압축률을 보임을 확인하였다.

• 대한전기학회논문지:전력기술부문A
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• 제55권11호
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• pp.476-484
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• 2006

The failure prediction and preventive maintenance for the equipment of nuclear power plant area using reliability-centered maintenance have been grown. On the other hand, the maintenance for power distribution system consists of time-based maintenance mainly. In this paper, the new maintenance algorithms for power distribution system are developed considering reliability indices. First of all, Time-varying failure rates are extracted from data accumulated at KEPCO using exponential distribution function and weibull distribution function. Next, based on the extracted failure rate, reliability for real power distribution system is evaluated for applying the effective maintenance algorithm which is the analytic method deciding the maintenance point of time and searching the feeder affecting the specific customer. Also the algorithm deciding the maintenance priority order are presented based on sensitivity analysis and equipment investment plan are analyzed through the presented algorithm at real power distribution system.

• 한국정보처리학회논문지
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• 제3권7호
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• pp.1669-1679
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• 1996

In this paper, we address the problem of how to replace huffers in multimedia database systems with time-varying skewed data access. The access pattern in the multimedia database system to support audio-on-demand and video-on-demand services is generally skewed with a few popular objects. In addition the access pattem of the skewed objects has a time-varying property. In such situations, our analysis indicates that conventional LRU(least Recently Used) and LFU(Least Frequently Used) schemes for buffer replacement algorithm(ABRN:Adaptive Buffer Replacement using Neural suited. We propose a new buffer replacement algorithm(ABRN:Adaptive Buffer Replacement using Neural Networks)using a neural network for multimedia database systems with time-varying skewed data access. The major role of our neural network classifies multimedia objects into two classes:a hot set frequently accessed with great popularity and a cold set randomly accessed with low populsrity. For the classification, the inter-arrival time values of sample objects are employed to train the neural network.Our algorithm partitions buffers into two regions to combine the best roperties of LRU and LFU.One region, which contains the 핫셋 objects, is managed by LFU replacement and the other region , which contains the cold set objects , is managed by LRUreplacement.We performed simulation experiments in an actual environment with time-varying skewed data accsee to compare our algorithm to LRU, LFU, and LRU-k which is a variation of LRU. Simulation resuults indicate that our proposed algorthm provides better performance as compared to the other algorithms. Good performance of the neural network-based replacement scheme means that this new approach can be also suited as an alternative to the existing page replacement and prefetching algorithms in virtual memory systems.

• Smart Structures and Systems
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• 제21권2호
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• pp.187-194
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• 2018

This paper focuses on the $H_{\infty}$ filter design problem for offshore steel jacket platforms. Its objective is to design a full-order state observer for offshore platforms in presence of unknown disturbances. To make the method more practical, it is assumed that the measured variables are available at discrete-time instants with time-varying sampling time intervals. By modelling the sampling intervals as a bounded time-varying delay, the estimation error system is expressed as a time-delay system. As a result, the addressed problem can be transformed to the problem of stability of dynamic error between the system and the state estimator. Then, based on the Lyapunov-Krasovskii Functional (LKF), a stability criterion is obtained in the form of Linear Matrix Inequalities (LMIs). According to the stability criterion, a sufficient condition on designing the state estimator gain is obtained. In the end, the proposed method is applied to an offshore platform to show its effectiveness.

• 한국수자원학회논문집
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• 제54권6호
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• pp.365-379
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• 2021

수문 모형 매개변수는 모형 모의에 필수적이며, 지형, 기후조건, 기후변화와 인간 활동으로 인해 시간에 따라 달라질 수 있다. 결과적으로 고정된 매개변수의 사용은 부정확한 하천유량 모의로 이어질 수 있다. 본 연구의 목표는 하천유량 관측자료를 이용하여 시간에 따라 변하는 매개변수를 추정하는 방법을 살펴보고, 하천유량 자료가 모형에 동화될 때 모의 효율성이 어떻게 변하는지 분석하는 것이다. 자료 동화 방법은 변화하는 다양한 환경에 적응하여 수문 모형의 매개변수를 자동으로 추정하기 위하여 사용될 수 있다. 입자 필터를 이용하여 하천유량 관측치를 2개 매개변수 월 물 수지 모형에 동화했다. 자료 동화 방법으로 시간변화 매개변수를 사용한 모의 결과는 SCEM 방법으로 고정 매개변수를 사용한 모의 결과와 비교되었다. 먼저 다양한 시나리오에 기반한 합성 실험을 수행하여 입자 필터 방법이 시간에 따라 변화하는 매개변수를 적절하게 추적할 수 있는지를 살펴보았다. 이후 실제 유역에 적용하여 시간에 따라 변화하는 매개변수와 고정된 매개변수를 사용하였을 때의 하천유량 예측성능과 비교하였다. 본 연구를 통해 얻은 결론은 다음과 같다. (1) 전체적인 월 하천유량 시계열의 예측성능은 입자 필터 방법과 SCEM 방법이 서로 비슷하였다. (2) 우기를 제외한 시기의 월 유출고 예측성능은 자료 동화 방법을 이용한 주기적으로 변화하는 매개변수에 의한 모의가 더 우수하였다. (3) 동화에 사용되는 하천유량 관측자료의 불확실성은 입자 필터의 하천유량 예측성능에 중요한 역할을 하였다.

• 대한전기학회논문지:전력기술부문A
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• 제54권11호
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• pp.548-556
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• 2005

Reliability evaluation of power distribution system is very important to both power utilities and customers. It present the probabilistic number and duration of interruption such as failure rate, SATDI, SAIFI, and CAIDI. However, it has a fatal weakness at reliability index because of accuracy of failure rate. In this paper, the Time-varying Failure Rate(TFR) of power distribution system equipment is extracted from the recorded failure data of KEPCO(Korea Electric Power Corporation) in Korea. For TFR extraction, it is used that the fault data accumulated by KEPCO during 10 years. The TFR is approximated to bathtub curve using the exponential(random failure) and Weibull(aging failure) distribution function. In addition, Kaplan-Meier estimation is applied to TFR extraction because of incomplete failure data of KEPCO. Finally, Probability plot and regression analysis is applied. It is presented that the extracted TFR is more effective and useful than Mean Failure Rate(MfR) through the comparison between TFR and MFR

• 한국정보과학회논문지:소프트웨어및응용
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• 제26권10호
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• pp.1167-1167
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• 1999

Although spatial databases support an efficient spatial management on objects in the real world, they have a characteristic that process only spatial information valid at current time, So in case of change in the spatial domain, it is very hard to support an efficient historical management for time-varying spatial information because they delete an old value and then replace with new value that is valid at current time. To solve these problems, there are rapidly increasing of interest for spatiotemporal databases, which serve historical functions for spatial information as well as spatial management functions for an object. However most of them presented in an abstract time-varying spatial phenomenon, but have not presented a concrete policy in spatiotemporal databases. In this paper, we propose a spatiotemporal data model that supports bitemporal time concepts in three dimensional architecture. In the proposed model, not only data types and their operation for object of spatiotemporal databases have been classified, but also mathematical expressions using formal semantics for them have been given. Then, the data structures and their operations based on relational database model as well as object-oriented database model are presented.

• Journal of Information Processing Systems
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• 제16권4호
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• pp.832-844
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• 2020

The degree of dispersion of a random variable can be described by the variance, which reflects the distance of the random variable from its mean. However, the time complexity of the traditional variance calculation algorithm is O(n), which results from full calculation of all samples. When the number of samples increases or on the occasion of high speed signal processing, algorithms with O(n) time complexity will cost huge amount of time and that may results in performance degradation of the whole system. A novel multi-step recursive algorithm for variance calculation of the time-varying data series with O(1) time complexity (constant time) is proposed in this paper. Numerical simulation and experiments of the algorithm is presented and the results demonstrate that the proposed multi-step recursive algorithm can effectively decrease computing time and hence significantly improve the variance calculation efficiency for time-varying data, which demonstrates the potential value for time-consumption data analysis or high speed signal processing.

• Smart Structures and Systems
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• 제30권1호
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• pp.107-119
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• 2022

Modal parameters are widely used in bridge damage detection, finite element model (FEM) updating and design optimization. However, the conventional modal identification approaches require large number of sensors, enormous data processing workload, but normally result in mode shapes with low accuracy. This paper proposes a modal identification method of time-varying vehicle-bridge system using a single sensor. Firstly, the essential physical relationship between the instantaneous frequency of the vehicle-bridge system and the bridge mode shapes are derived. Subsequently, based on the synchroextracting transform, the instantaneous frequency of the system is tracked through the dynamic response collected by a single sensor, and further the modal parameters are estimated by using the derived physical relationship. Then numerical and experimental examples are conducted to examine the feasibility and effectiveness of the proposed method. Finally, the modal parameters identified by the proposed method are applied in bridge FEM updating. The results manifest that the proposed method identifies the modal parameters with high accuracy via a single sensor, and can provide reliable data for the FEM updating.