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Nonlinearities and Forecasting in the Economic Time Series

  • Lee, Woo-Rhee
    • Communications for Statistical Applications and Methods
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    • 제10권3호
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    • pp.931-954
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    • 2003
  • It is widely recognized that economic time series involved not only the linearities but also the non-linearities. In this paper, when the economic time series data have the nonlinear characteristics we propose the forecasts method using combinations of both forecasts from linear and nonlinear models. In empirical study, we compare the forecasting performance of 4 exchange rates models(AR, GARCH, AR+GARCH, Bilinear model) and combination of these forecasts for dairly Won/Dollar exchange rates returns. The combination method is selected by the estimated individual forecast errors using Monte Carlo simulations. And this study shows that the combined forecasts using unrestricted least squares method is performed substantially better than any other combined forecasts or individual forecasts.

액체과냉도가 하부폐쇄 수직환상공간 내부의 풀비등 열전달에 미치는 영향 (Effect of Liquid Subcooling on Pool Boiling Heat Transfer in Vertical Annuli with Closed Bottoms)

  • 강명기
    • 대한기계학회논문집B
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    • 제29권2호
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    • pp.239-246
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    • 2005
  • Effects of subcooling on pool boiling heat transfer in vertical annuli with closed bottoms have been investigated experimentally. For the test, a tube of 19.1mm diameter and the water at atmospheric pressure have been used. Three annular gaps of 7.05, 18.15, and 28.20 have been tested in the subcooled water and results of the annuli are compared with the data of a single unrestricted tube. The increase in pool subcooling results in much change in heat transfer coefficients. At highly subcooled regions, heat transfer coefficients for the annuli are much larger than those of a single tube. As the heat flux increases and subcooling decrease, a deterioration of heat transfer coefficients is observed at the annulus of 7.05mm gap. Single-phase natural convection and liquid agitation are the governing mechanisms for the single tube while liquid agitation and bubble coalescence are the major factors at the bottom closed annuli.

코퍼스 기반 무제한 단어 중국어 TTS (Corpus Based Unrestricted vocabulary Mandarin TTS)

  • ;하주홍;김병창;이근배
    • 대한음성학회:학술대회논문집
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    • 대한음성학회 2003년도 10월 학술대회지
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    • pp.175-179
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    • 2003
  • In order to produce a high quality (intelligibility and naturalness) synthesized speech, it is very important to get an accurate grapheme-to-phoneme conversion and prosody model. In this paper, we analyzed Chinese texts using a segmentation, POS tagging and unknown word recognition. We present a grapheme-to-phoneme conversion using a dictionary-based and rule-based method. We constructed a prosody model using a probabilistic method and a decision tree-based error correction method. According to the result from the above analysis, we can successfully select and concatenate exact synthesis unit of syllables from the Chinese Synthesis DB.

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임의 배열 안테나로 입사하는 협대역 코히어런트 신호의 분리를 위한 새로운 알고리즘 (A New Algorithm for Resolving Narrowband Coherent Signals Incident on a General Array)

  • 박형래;김영수
    • 전자공학회논문지B
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    • 제32B권7호
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    • pp.989-1002
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    • 1995
  • In this paper, we propose a new algorithm, so called the Signal Decorrelation via Virtual Translation of Array (SDVTA) algorithm, for estimating the directions of arrival(DOA's) of narrowband coherent signals incident on a general array. An effective procedure is composed of transforming the steering matrix of the original array into that of the virtually translated sensor array and taking the average of the transformed covariance matrices in order to decorrelate the coherent signals. The advantage of this approach is in that 1) it can estimate the DOA's of m-1 coherent signals(M : the number of array sensors) since the effective aperture size is never reduced. 2) a geometry of array is unrestricted for solving the narrowband coherency problem. 3) the efficiency of signal decorrelation does not depend on the phase differences between coherent signals unlike the Coherent Signal Subspace Method (CSM). Simulation results are illustrated to demonstrate the superior performance of this new algorithm in comparison with the normal MUSIC and examine the comparative performance with the various choices of the optimal transformation matrix under coherent signal environments.

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유사 미분가능 최적화 문제에 있어서 수정 급상승법에 대한 연구 (A STUDY ON THE MODIFIED GRADIENT METHOD FOR QUASI-DIFFERENTIABLE PROGRAMMING)

  • 김준흥
    • 산업경영시스템학회지
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    • 제15권26호
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    • pp.67-76
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    • 1992
  • 변수의 어떤 값들에 대해 도함수를 가질 수 없는 함수를 최적화해야 하는 등. OR 에서는 여러 상황이 존재한다. 이것은 Convex Analysis〔12〕서 이론적인 differential calculus를 근저로 하는 Non-differentiable Optimization 또는 Non-smooth Optimization 을 취급하는 것이 된다. 이러한 종류의 미분이 가능하지 않은 최적화문제는 연속함수를 위한 종래의 최적화법으로는 그 해법자체가 갖고 있는 연속성의 한계를 극복할 수 없다. 따라서, 이러한 문제를 해결하기 위해 Demyanov〔4〕가 제시한 quasi-differental function의 정의와 이들 함수에 따른 몇가지 주요정리들을 언급하고, 그것들을 토대로 Non-differentiable optimization problem의 수치적인 방법을 수행하기 위해 일종의 modified gradient 법을 제시한다. 이를 이용해서 numerical experiment를 위한 방법을 구체화하여, unrestricted non-differentable optimization problem에 적응하여, 그 수치해 결과를 보여서 그 타당성음 검토하였다.

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돼지고기 소비에 영향을 미치는 요인들을 매개하는 육류 혐오감의 효과 평가 (Measuring the Effect of Disgust with Meat Mediating the Factors Influencing Pork Consumption)

  • 강종헌;배성식
    • 한국조리학회지
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    • 제13권3호
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    • pp.80-90
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    • 2007
  • The purpose of this study is to measure the effects of disgust with meat mediating the factors influencing pork consumption. The total of 250 questionnaires were completed. The structural equation model was used to measure the causal effect among constructs. The results demonstrated that the confirmatory factor analysis model provided an excellent model fit. The unrestricted model yielded a significantly better fit to the data than the restricted model. The effects of moral concerns for animals, meat texture and satiety from meat except for color in meat and negative body esteem on disgust with meat were statistically significant. As expected, disgust with meat had a significant effect on pork consumption. Moreover, moral concerns for animals, meat texture and satiety from meat had indirect influence on pork consumption. The overall findings offer strong empirical support for the intuitive notion that improving the level of disgust with meat can increase favorable pork consumption intentions and decrease unfavorable intentions.

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EPS용 SRM의 운전특성 (Drive Characteristics of SRM for EPS)

  • 김봉철;문재원;박한웅;안진우
    • 전력전자학회:학술대회논문집
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    • 전력전자학회 2003년도 추계학술대회 논문집
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    • pp.190-192
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    • 2003
  • This paper presents a design and characteristics analysis of an SRM drive for EPS application. A rack mounted EPS system is considered in this paper. In the unrestricted design conditions, motor parameters are determined for sufficient torque and speed. For the smooth torque generation and simple circuit of power system, 12/8 motor drive is considered. With FEM and magnetic circuit analysis, redesigned motor is simulated to meet the requirement of specifications. Effectiveness of the suggested SRM drive for EPS application is verified by redesigned motor drive tests.

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TMD를 이용한 서해대교 가로등의 진동제어 (Vibration control of lamp posts in Seohae Bridge using TMD)

  • 박찬민;박종칠;황성호;김용길;권오병
    • 한국소음진동공학회:학술대회논문집
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    • 한국소음진동공학회 2003년도 추계학술대회논문집
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    • pp.252-256
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    • 2003
  • Tuned Mass Damper(TMD) has been applied in various fields in order to mitigate these vibrations. The shape or configuration of TMDs being unrestricted, a large panel of designs is possible to improve their effectiveness and economical-efficiency, where ingenuity plays an essential role and is required. This study presents an application of a new-type TMD on lamp posts to reduce vibrations induced by loads with large frequency domains such as wind loads. It is shown that the proposed TMD absorbs efficiently the energy without being restricted by frequency contents of the vibration.

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스칸디나비아 가구 디자인의 특성에 관한 연구 (A Study on the Characteristics of Scandinavian Furniture Design)

  • 이지민
    • 한국가구학회지
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    • 제12권1호
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    • pp.81-89
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    • 2001
  • Scandinavian countries have hold tradition shared historically and culturally in common, brought the weighty traditional thoughts enabled to develop their unique culture. Since 1940s, Scandinavian design could pervade with affectionate forms and practical effectiveness with worldwide popularity. It was brought by creation of new and useful forms for the convenience in life, functionalism but not bounded by fashion of it. This study tried into the meaning of their history of modern furnishings design based on the development background of furnishings design, its trends, designers and their work focused around Sweden, Finland, and Denmark. Scandinavian furnishings is a functional furnishings reconciled to natural material and human life exactly correspond to the taste of the generation unrestricted from the tradition of contemporary and compact design preference or classic favored preference. The practicality and exquisite techniques of Scandinavian furnishings lies within the realm of possibility for studiously love of the world.

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하부폐쇄 환상공간의 외부 튜브길이가 풀비등에 미치는 영향 (Effects of Outer Tube Length on Pool Boiling in an Annulus with Closed Bottoms)

  • 강명기
    • 대한기계학회논문집B
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    • 제30권8호
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    • pp.749-755
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    • 2006
  • To improve pool boiling heat transfer in an vertical annulus with closed bottoms, the length of an outer tube has been changed from 0.2m to 0.6m. For the test, a heated tube of 19.1mm diameter and water at atmospheric pressure have been used. Annular conditions are made using glass tubes fabricated around the heated tube. The gap size of the annulus is 3.65mm. To elucidate effects of the outer tube length on heat transfer results of the annulus are compared with the data of a single unrestricted tube and the annulus with wider gap size of 6.35mm. Throughout the tests much higher heat transfer coefficients are observed for the annulus of 3.65mm gap size comparing to the other two cases. The change in the outer tube length results in much variation in heat transfer coefficients. Moreover, with shortening the length of outer tube the possibility of the CHF occurrence can be removed.