• 제목/요약/키워드: U-Value

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극단치 분포와 Copula함수를 이용한 주식시장간 극단적 의존관계 분석 (The Analysis of Tail Dependence Between stock Markets Using Extreme Value Theory and Copula Function)

  • 김용현;배석주
    • 대한산업공학회지
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    • 제33권4호
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    • pp.410-418
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    • 2007
  • This article suggests the methods to investigate adverse movement across global stock markets arising from insolvency of subprime mortgage in U.S. Our application deals with asymptotic tail dependence of daily stock index returns (KOSPI, DJIA, Shanghai Composite) of three countries; Korea, U.S., and China, over specific period via extreme value theory and copula functions. Daily stock index returns among three countries show higher extremal dependence during the period exposed to systematic shock. We confirm that extreme value theory and copula functions have potential to well describe the extreme dependence between three countries' daily stock index returns.

도시형-TCM 개발에 관한 연구 (A Study on the Development of TCM Urban-Mode)

  • 장영기;조경두
    • 한국대기환경학회지
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    • 제9권2호
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    • pp.132-139
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    • 1993
  • TCM has been used for many environmental impact assessments and many case studies in Korea. TCM was applied to urbvan areas and rolling terrains. But original TCM was developed for rural area, and this model could not reflect the characteristcs of these study sites. This paper analyzed the characteristics of TCM, and modified the algorithm of area source, and modified the vertical wind speed profile exponents and diffusion parameter to make it applicable in urban area. In the process of modification, an important error in area source calculation of original TCM program was found. So that was corrected as follows. $$ Before modification $QC = 0.79788456^*(0.5^*GRID)^**BA/(U(IA, IRUN)^*AA^*BA TCM09310$ After modification $QC = 0.79788456^*(500^*GRID)^**BA/(U(IA, IRUN)^*AA*BA) modified$ $$ Then original TCM and modified TCM-urban mode were compared, and it was found that predicted mean value by original TCM was 7 times higher than observed mean value. But mean value by modified TCM-urban mode was very similar to observed value.

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Massive MIMO Channel Estimation Algorithm Based on Weighted Compressed Sensing

  • Lv, Zhiguo;Wang, Weijing
    • Journal of Information Processing Systems
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    • 제17권6호
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    • pp.1083-1096
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    • 2021
  • Compressed sensing-based matching pursuit algorithms can estimate the sparse channel of massive multiple input multiple-output systems with short pilot sequences. Although they have the advantages of low computational complexity and low pilot overhead, their accuracy remains insufficient. Simply multiplying the weight value and the estimated channel obtained in different iterations can only improve the accuracy of channel estimation under conditions of low signal-to-noise ratio (SNR), whereas it degrades accuracy under conditions of high SNR. To address this issue, an improved weighted matching pursuit algorithm is proposed, which obtains a suitable weight value uop by training the channel data. The step of the weight value increasing with successive iterations is calculated according to the sparsity of the channel and uop. Adjusting the weight value adaptively over the iterations can further improve the accuracy of estimation. The results of simulations conducted to evaluate the proposed algorithm show that it exhibits improved performance in terms of accuracy compared to previous methods under conditions of both high and low SNR.

Trends in Researches for Fourth Order Elliptic Equations with Dirichlet Boundary Condition

  • Park, Q-Heung;Yinghua Jin
    • 한국수학사학회지
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    • 제16권4호
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    • pp.107-115
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    • 2003
  • The nonlinear fourth order elliptic equations with jumping nonlinearity was modeled by McKenna. We investigate the trends for the researches of the existence of solutions of a fourth order semilinear elliptic boundary value problem with Dirichlet boundary Condition, ${\Delta}^2u{+}c{\Delta}u=b_1[(u+1)^{-}1]{+}b_2u^+$ in ${\Omega}$, where ${\Omega}$ is a bounded open set in $R^N$ with smooth boundary ${\partial}{\Omega}$.

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EXISTENCE OF SOLUTIONS FOR GRADIENT TYPE ELLIPTIC SYSTEMS WITH LINKING METHODS

  • Jin, Yinghua;Choi, Q-Heung
    • 충청수학회지
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    • 제20권1호
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    • pp.65-70
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    • 2007
  • We study the existence of nontrivial solutions of the Gradient type Dirichlet boundary value problem for elliptic systems of the form $-{\Delta}U(x)={\nabla}F(x,U(x)),x{\in}{\Omega}$, where ${\Omega}{\subset}R^N(N{\geq}1)$ is a bounded regular domain and U = (u, v) : ${\Omega}{\rightarrow}R^2$. To study the system we use the liking theorem on product space.

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가치단계 확장에 따른 u-City 수익모델 도출 방법에 관한 연구 (Development of u-City Revenue Model using Value extension phase)

  • 김민관;김정민;이차영;김일겸;한창희
    • 한국IT서비스학회:학술대회논문집
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    • 한국IT서비스학회 2009년도 춘계학술대회
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    • pp.122-125
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    • 2009
  • 본 연구는 u-City에서 제공하는 u-서비스의 새로운 수익모델 창출을 위한 접근 방안으로 사용자 중심의 접근을 시도 했으며 u-서비스에 사용자가 부여하는 가치에 중점을 두고 연구를 진행하였다. 사용자가 부여한 가치의 확장을 통해 새로운 서비스 또는 수익모델 창출의 기회를 발굴하고자 하였다. 연구 결과 사용자가 부여하는 1차적인 가치는 서비스와 관련된 다양한 가치로 그 의미가 확장될 수 있었다. 확장된 가치를 근간으로 기존에 고려하지 못한 새로운 서비스와 수익모델을 발굴할 수 있는 기회를 포착할 수 있었다. u-서비스의 수익모델 창출을 위한 새로운 접근 방안으로써 사용자 가치에 대한 고려는 실질적으로 서비스를 사용할 사용자에 기초한 관점으로 사용자 중심의 u-서비스 개발 및 수익모델 발굴에 중요한 연구가 될 것이라 생각된다.

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배추 저장동안 비타민 U, 아미노산, 유리당 함량 변화 (Changes in Vitamin U, Amino acid and Sugar Levels in Chinese Cabbages during Storage)

  • 홍은영;김건희
    • 한국식품저장유통학회지
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    • 제13권5호
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    • pp.589-595
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    • 2006
  • 본 연구에서는 배추를 품종별, 부위별, 저장기간 동안의 vitamin U, amino acid 및 유리당 함량을 분석하고 변화경향을 조사하여 보았다. Vitamin U의 함량은 배추의 품종과 부위에 따라 차이를 나타내는 것으로 조사되었다. 동풍 배추(Winter Pride)의 겉잎(outward leaf)에서 12.70 mg/100 g, 55일 배추(55 Days)의 속잎(core leaf)에서 18.60 mg/100 g으로 vitamin U의 함량이 가장 높은 것으로 나타나 품종별 함량차이가 있음을 확인할 수 있었으며, 부위별 함량을 측정하여 본 결과 두 품종 모두 배추의 leaf부위가 midrib 부위에 비하여 1.7-9.0배 이상 높은 것으로 조사되었다. $4^{\circ}C$ 저장 동안의 vitamin U 함량은 두 품종 모두 다소 증가하는 것으로 나타났다. 저장 동안의 vitamin U의 전구체인 methionine 함량을 조사하여 본 결과 아주 낮거나 존재하지 않는 것으로 조사되었는데 이는 배추가 성숙하는 동안 methionine이 vitamin U 전구물질로 사용된 것으로 추정되어진다. 그러나, $4^{\circ}C$ 저장 동안의 vitamin U과 methionine의 함량에 대한 뚜렷한 상관관계는 보이지 않았으며 유리 amino acid와 유리당 함량과의 관계에 대한 더 많은 연구가 수행되어야 할 것으로 사료되어진다.

u-멀티플렉스 서비스의 한계와 개선방안에 관한 연구 (A Study on Improving Services of u-Multiplex)

  • 김현수;이강배;정재운
    • 한국시스템다이내믹스연구
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    • 제10권2호
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    • pp.5-27
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    • 2009
  • Multiplex is a representative culture facility of citizens. Therefore, a lot of researches and investment on multiplex are carried out to improve benefits of service suppliers and users. Especially, focused on main services of a theatre such as ticket booking and issuing within multiplex, examination of tickets, admission information of movie screens and screening information inquiry, improvement activities are carried out. However, it is not enough to evaluate on what efficiency the above efforts have in the viewpoint of customer benefits and business. Therefore, this study analyzed value and limit of the newest service of multiplex applying the existing ubiquitous concept(u-multiplex service), and proposed a model and a plan for improving the existing services. The study interviewed with specialists in the related field and applied workshop-shape group interview to 110 university students and simulated service models. The contribution of the study is to analyze the value and limit of the existing multiplex service objectively, and to propose a new service model and plan to improve its limitation. In the future, the study plans to research on service models by extending space and functional roles of multiplex to the whole subsidiary facilities including movie screens.

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CHARACTERIZATIONS OF BETA DISTRIBUTION OF THE FIRST KIND BY CONDITIONAL EXPECTATIONS OF RECORD VALUES

  • Lee, Min-Young;Chang, Se-Kyung
    • Journal of applied mathematics & informatics
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    • 제13권1_2호
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    • pp.441-446
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    • 2003
  • Let { $X_{n}$ , n $\geq$ 1} be a sequence of independent and identically distributed random variables with a common continuous distribution function F(x) and probability density function f(x). Let $Y_{n}$ = max{ $X_1$, $X_2$, …, $X_{n}$ } for n $\geq$ 1. We say $X_{j}$ is an upper record value of { $X_{n}$ , n$\geq$1} if $Y_{j}$ > $Y_{j-1}$, j > 1. The indices at which the upper record values occur are given by the record times {u(n)}, n$\geq$1, where u(n) = min{j|j>u(n-1), $X_{j}$ > $X_{u}$ (n-1), n$\geq$2} and u(1) = 1. We call the random variable X $\in$ Beta (1, c) if the corresponding probability cumulative function F(x) of x is of the form F(x) = 1-(1-x)$^{c}$ , c>0, 0$\leq$x$\leq$1. In this paper, we will give a characterization of the beta distribution of the first kind by considering conditional expectations of record values.s.

POSITIVE SOLUTIONS OF NONLINEAR m-POINT BVP FOR AN INCREASING HOMEOMORPHISM AND POSITIVE HOMOMORPHISM ON TIME SCALES

  • Han, Wei;Jin, Zhen;Zhang, Guang
    • Journal of applied mathematics & informatics
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    • 제28권5_6호
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    • pp.1171-1184
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    • 2010
  • In this paper, by using fixed point theorems in cones, the existence of positive solutions is considered for nonlinear m-point boundary value problem for the following second-order dynamic equations on time scales $({\phi}(u^{\Delta}))^{\nabla}+a(t)f(t,\;u(t))=0$, t $\in$ (0, T), $u(0)=\sum\limits^{m-2}_{i=1}a_iu(\xi_i)$, $\phi(u^{\Delta}(T))=\sum\limits^{m-2}_{i=1}b_i{\phi}(u^{\Delta}(\xi_i))$, where $\phi$ : R $\rightarrow$ R is an increasing homeomorphism and positive homomorphism and ${\phi}(0)=0$. In [27], we obtained the existence results of the above problem for an increasing homeomorphism and positive homomorphism with sign changing nonlinearity. The purpose of this paper is to supplement with a result in the case when the nonlinear term f is nonnegative, and the most point we must point out for readers is that there is only the p-Laplacian case for increasing homeomorphism and positive homomorphism due to the sign restriction. As an application, one example to demonstrate our results are given.