• The Korean Journal of Applied Statistics
• /
• v.31 no.5
• /
• pp.667-675
• /
• 2018

When a financial time series consists of daily (closing) returns, traditional volatility models such as autoregressive conditional heteroskedasticity (ARCH) and generalized ARCH (GARCH) are useful to figure out daily volatilities. With high frequency returns in a day, one may adopt various multivariate GARCH techniques (MGARCH) (Tsay, Multivariate Time Series Analysis With R and Financial Application, John Wiley, 2014) to obtain intraday volatilities as long as the high frequency is moderate. When it comes to the ultra high frequency (UHF) case (e.g., one minute prices are available everyday), a new model needs to be developed to suit UHF time series in order to figure out continuous time intraday-volatilities. Aue et al. (Journal of Time Series Analysis, 38, 3-21; 2017) proposed functional GARCH (fGARCH) to analyze functional volatilities based on UHF data. This article introduces fGARCH to the readers and illustrates how to estimate fGARCH equations using UHF data of KOSPI and Hyundai motor company.

• The Transactions of the Korean Institute of Electrical Engineers P
• /
• v.57 no.1
• /
• pp.56-59
• /
• 2008

We have designed 4 types(void in insulation paper, protrusion electrode, floating electrode, surface discharge) of partial discharge(PD) defect to simulate typical faults found in oil filled power transformers. Ultra-high frequency(UHF) radiation due to PD was measured using a UHF measuring system and a conventional PD measuring system, simultaneously. Electromagnetic radiation spectra of these defects show UHF radiation up to about 1.5-2 GHz range. The phase resolved partial discharge(PRPD) patterns of UHF radiation from the PD defects were also measured and the pattern reveals distinct feature for each defect types. The UHF measuring could be used to detect PDs in oil filled transformers and analysis of the PRPD pattern should provide useful information on origin of PD signal.

• Proceedings of the KIEE Conference
• /
• 2004.07c
• /
• pp.1963-1966
• /
• 2004

An ultra wide band ultra-high frequency (UHF) signal processing module was designed for on-line UHF partial discharge (PD) monitoring systems for gas-insulated switchgears (GIS). Major advantage of the unit is an improved PD detection sensitivity through minimizing the effect of surrounding interference signals. The detection sensitivity of the unit was <-60 dBm that is sufficient to detect UHF PD signals as low as 1 pC. Precise detection of PD occurred in the GIS, due to internal defects, is possible by using the signal processing unit.

• Proceedings of the KIEE Conference
• /
• 2004.05b
• /
• pp.128-131
• /
• 2004

An ultra wide band ultra-high frequency (UHF) signal processing module was designed for on-line UHF partial discharge (PD) monitoring systems for gas-insulated switchgears (GIS). Major advantage of the unit is an improved PD detection sensitivity through minimizing the effect of surrounding interference signals. The detection sensitivity of the unit was <-60 dBm that is sufficient to detect UHF PD signals as low as 1 pC. Precise detection of PD occurred in the GIS, due to internal defects, is possible by using the signal processing unit.

• Proceedings of the KIEE Conference
• /
• 2002.07c
• /
• pp.1649-1651
• /
• 2002

Ultra-wide bandwidth (UWB) detection method has been widely used as a front end detection scheme for the ultra-high frequency (UHF) partial discharge (PD) monitoring systems. A broad-band video detector module was developed and characterized for the UHF UWB PD detection systems. The useable bandwidth of the module is more than 2 GHz and it is optimized for 50-ohm systems. The detection sensitivity and dynamic range of the module were characterized by using a known ns-width RF pulses of GHz range. The dynamic range is more than 6-decades and the module can detect pulsed RF signals down to 1 nW. The detector module can eliminate expensive equipment such as high speed oscilloscopes and radio frequency (RF) spectrum analyzers. Therefore, it enables one to use slow speed data acquisition systems for the PD monitoring at the UHF range. The detector module was used to detect real PDs of about <3 pC. The module converts the UWB PD signals into a low-bandwidth video signal with a high signal-to-noise ratio.

• Proceedings of the KIEE Conference
• /
• 2002.07c
• /
• pp.1655-1657
• /
• 2002

Ultra-wide bandwidth (UWB), narrow bandwidth (single frequency), and a combination of both technologies have been studied for the ultra-high frequency (UHF) partial discharge (PD) monitoring system as a detection scheme. We have experimentally compared those detection methods using a mock-up of 362 kV class single phase gas-insulated switchgear (GIS) and a stable PD source. A rolling-ball type PD cell that produces PDs of about 10 pC, is placed at one end of the GIS. An internal UHF PD sensor was attached several meters away from the PD source. The PD spectrum was measured up to 3 GHz. A useable bandwidth of more than 1 GHz was used to measure UWB signals from the PD. To simulate the narrow bandwidth scheme a bandwidth of 100 kHz centered at several different frequencies was used.

• Proceedings of the KIEE Conference
• /
• 2004.07c
• /
• pp.1860-1862
• /
• 2004

It is widely known that the ultra high frequency (UHF) method that detects the electromagnetic wave of the PD pulses in the gas insulated space is one of the most competitive methods for its high sensitivity. From the above point of view, this paper describes the characteristics of GIS PD signals measured with ultra wide band (UWB) GIS PD detecting system in which PD signals are detected into the dual UHF band. The UWB PD detection system consists of the UWB UHF coupler, the UWB low noise amplifier (LNA) and the oscilloscope. The dual bands for PD signals are 0.5-2GHz(full band) and 1-2GHz(high band). As results, it was found that the partial discharges of each defect have their own characteristic pattern and the ratio of High band to Full band increases with gas pressure.

• Proceedings of the KIEE Conference
• /
• 2004.11d
• /
• pp.63-66
• /
• 2004

It is widely known that the ultra high frequency (UHF) method that detects the electromagnetic wave of the PD pulses in the gas insulated space is one of the most competitive methods for its high sensitivity. From the above point of view, this paper describes the characteristics of GIS PD signals measured with ultra wide band (UWB) GIS PD defecting system in which PD signals are defected into the dual UHF band. Thc UWB PD detection system consists of the UWB UHF coupler, the UWB low noise amplifier (LNA) and the oscilloscope. The dual bands for PD signals are 0.5-2GHz(full band) and 1-2GHz(high band). As results, it was found that the partial discharges of each defect have their own characteristic pattern and the ratio of High hand to Full band increases with gas pressure.

• Proceedings of the KIEE Conference
• /
• 2000.11c
• /
• pp.525-527
• /
• 2000

Ultra high frequency (UHF) signals caused by the bouncing motion of aluminium particles in the 352 kV gas-insulated switchgear (GIS) test chamber were measured in order to investigate the signal pattern against the applied voltage phase and ultra sonic signals.

• The Journal of Korean Institute of Electromagnetic Engineering and Science
• /
• v.30 no.3
• /
• pp.209-214
• /
• 2019

This paper presents the design of a 920 MHz ultra-high frequency(UHF) band radio frequency identification(RFID) conductive fabric tag antenna. The resistance values of four different conductive fabrics are measured, and the conductivities of the fabrics are calculated. The fabric with the best conductivity is selected, and the best conductivity of the fabric is used to simulate the fabric tag antenna design. The fabric UHF RFID tag antenna with a T-Matching structure and name-tag size of $80{\times}40mm$ is simulated and designed. The simulated and measured results are compared, and a laundry test is performed. The reading range of the fabric tag antenna is about 2 m. This fabric tag can be easily applied to an entrance control system as it can be attached to other fabrics and cloths.