• 제목/요약/키워드: Volume Duration

검색결과 469건 처리시간 0.028초

Block Trading Based Volatility Forecasting: An Application of VACD-FIGARCH Model

  • TU, Teng-Tsai;LIAO, Chih-Wei
    • The Journal of Asian Finance, Economics and Business
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    • 제7권4호
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    • pp.59-70
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    • 2020
  • The purpose of this study is to construct the ACD model for the block trading volume duration. The ACD model based on the block trading volume duration is referred to as Volume ACD (VACD) in this study. By integrating with GARCH-type models, the VACD based GARCH type models, which include VACD-GARCH, VACD-IGARCH and VACD-FIGARCH models, are set up. This study selects Chunghwa Telecom (CHT) Inc., offering the America Depository Receipt (ADR) in NYSE, to investigate the block trading volume duration in Taiwanese equity market. The empirical results indicate that the long memory in volume duration series increases dependence at level of volatility clustering by VACD (2,1)-FIGARCH (3,d,1) model. Moreover, the VACD (2,1)-IGARCH (1,1) exhibits relatively better performance of prediction on capturing block trading volume duration. This volatility model is more appropriate in this study to portray the change of the CHT Inc. prices and provides more information about the volatility process for investment strategy, which can be a reference indicator of financial asset pricing, hedging strategy and risk management.

A Simple Proposition for Improving Industrial Hygiene Air Sampling Methods

  • Paik, Samuel Y.;Zalk, David M.
    • Safety and Health at Work
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    • 제10권3호
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    • pp.389-392
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    • 2019
  • When conducting an exposure assessment, the primary goal of the industrial hygienist is to fully characterize the worker's exposure during a work shift to compare it with an occupational exposure limit. This applies regardless of the duration of the work activity as an activity that is relatively short in duration can still present exposure in excess of the occupational exposure limit even when normalized over an 8-hr shift. This goal, however, is often impeded by the specification of a minimum sample volume in the published sampling method, which may prevent the sample from being collected or submitted for analysis. Removing the specification of minimum sample volume (or adjusting it from a requirement to a recommendation), in contrast, allows for a broader assessment of jobs that consist of short-duration and high-exposure activities and also eliminates the unnecessary practice of running sampling pumps in clean air to collect a specified, minimum volume.

대형기관 모사 정적연소실에서 매립지 가스의 연소특성에 대한 연구 (III) - 토치 점화 (1) - (Combustion Characteristics of Landfill Gas in Constant Volume Combustion Chamber for Large Displacement Volume Engine (III) - Torch Ignition (1) -)

  • 김인옥;엄인용;권순태
    • 대한기계학회논문집B
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    • 제39권2호
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    • pp.125-134
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    • 2015
  • 본 논문은 대형 상용기관을 모사한 정적연소실에서 매립지 가스의 연소 특성에 대한 복수의 논문 중 세 번째로, 정적 연소실에서 토치를 적용하여 그 효과를 분석하였다. 실험 결과 토치의 체적에 관계없이 연소를 개선시키는 최적의 오리피스 면적 비율이 존재하며 오리피스가 매우 작은 경우 압력 상승비율은 직경 변화에 무관하게 일정 수준을 유지하거나 소폭 감소한다. 아울러 토치의 효과는 일차적으로 연소 시간단축에 영향을 주고 시간단축에 따른 전열량의 감소가 이후 압력상승에 기여한다. 마지막으로 메탄 분율이 적어 연소 조건이 나쁠수록 토치는 주로 주 연소 기간을 단축시키고, 반면 연소 조건이 좋은 경우 주로 초기 연소를 단축시키는 효과가 있다.

제주도 화산도서에서 도시화유역 내수처리시스템 설계를 위한 유출특성분석 (A Runoff Characteristics Analysis for the Design of Interior Drainage Systems at Urbanization Catchment in the Cheju Volcanic Island)

  • 김성원
    • 한국농공학회지
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    • 제41권1호
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    • pp.39-51
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    • 1999
  • This study has an object to evaluate runoff characteristics with ILLUDAS model and SWMM owing to each rainfall distribution type of Huff's quartile and each rainfall duration time of 30 ,60, 120 and 180 minutes. As a result of this study, Type-Ⅰ Extreme (TIE) rainfall distribution pattern with Huff's 2nd quartile is adequate for Cheju volcanic island . To decide optimal rain fall duration , time of concentration and critical duration should be compared and analyzed each other. In this study, 30 and 120 miniutes were suggeste to iptiaml duration time of A and B study basins. It is concluded that the magnitude of peak runoff discharge is maximum with Huff's 4th quartile, and that of total runoff volume is maximum with Huff's 4th quartile for ILLUDAS model and with Huff's 1st quartile for SWMM. As rainfall duration time increasing is increasing . Also in case of total runoff volume, volumen by SWMM is less than by ILLUDAS model as to variation ratio of total runoff volume in A and B study basin. Therefore, the resulots of this study canb e sued as basic data in determining adequate rainfoal duration time and rainfall distribution type and used for urban drainage systems analysis and design at small urbanization catchment is Cheju volcanic island.

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도심지 소유역에 적용 가능한 우수저류조의 용량 산정에 관한 연구 (A Study on the Calculation of Storage Volume of Storm-Water Detention Basins for Small Urban Catchments)

  • 김대근;고영찬
    • 상하수도학회지
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    • 제19권5호
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    • pp.619-624
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    • 2005
  • This work is for examining a simplified equation based on the rational formula, which can easily decide storm-water detention volume in small urban catchments. The storm-water detention volume is determined by the inflow hydrograph flowing to detention basin and the outflow hydrograph discharged from the detention basin. The ratio of average outflow over the period of rainfall duration against allowable discharge was 0.5 in former simplified equation. But this research has found that the average outflow ratio depends on the storage methodology. In the case of the on-line storage method, the average outflow ratio is a function of the time of concentration of the catchments and rainfall duration, which ranged from 0.5~1.0. In the case of the off-line storage method, the average ratio is a function of peak discharge and allowable discharge except above time of concentration and rainfall duration, where its function value ranged from 1.0~2.0. When applying this equation to small catchment in Mokpo city, South Korea, we could easily calculate the relation curve between the storm-water detention volume and allowable discharge.

계획강우의 지속기간에 따른 저류지용량의 산정 (Estimation of the Stormwater Impoundments Volume Dependent on the Durations of Design Rainfall)

  • 윤여진;이재철
    • 한국수자원학회논문집
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    • 제34권5호
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    • pp.415-426
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    • 2001
  • 재해영향평가제도가 시행된 이후 평가서에는 홍수량 산정 및 개발로 인해 증가된 유출량에 대한 대처방안으로 저류지용량을 산정할 때 임계지속기간의 개념을 도입하여 각종 수문량이 산정된다. 임계지속기간은 수공구조물의 종류, 유역특성과 계획강우의 시간적분포 및 재현기가, 유출모형에 따라 변화한다. 본 연구에서는 저류지 설계시 소요용량을 결정하기 위해 기존 연구에서 제안한 바 있는 저류비의 개념을 이용하여 산정된 저류지용량과 강우지속기간에 따른 저류지용적이 최대가 되는 때의 저류지용적 등을 비교·분석함으로써 저류지 설계시 적정용량을 산정하는 방법을 제안하였다. 추후 유출수문곡선으로부터 최대부하를 야기시키는 계획강우의 임계지속기간을 정하는 문제는 다양한 유출모형과 실적자료를 통한 강우-유출해석과 연계시켜야 할 것으로 판단된다.

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Analysis of factors that affect drainage volume after expander-based breast reconstruction

  • Lim, Yoon Min;Lew, Dae Hyun;Roh, Tai Suk;Song, Seung Yong
    • Archives of Plastic Surgery
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    • 제47권1호
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    • pp.33-41
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    • 2020
  • Background Closed-suction drains are widely used in expander-based breast reconstruction. These drains are typically removed using a volume-based criterion. The drainage volume affects the hospital stay length and the recovery time. However, few studies have analyzed the factors that influence drainage volume after expander-based breast reconstruction. Methods We retrospectively analyzed data regarding daily drainage from patients who underwent expander-based breast reconstruction between April 2014 and January 2018 (159 patients, 176 expanders). Patient and operative factors were analyzed regarding their influence on total drainage volume and drain placement duration using univariate and multivariate analyses and analysis of variance. Results The mean total drainage volume was 1,210.77±611.44 mL. Univariate analysis showed correlations between total drainage volume and age (B=19.825, P<0.001), body weight (B=17.758, P<0.001), body mass index (B=51.817, P<0.001), and specimen weight (B=1.590, P<0.001). Diabetes history (P<0.001), expander type (P<0.001), and the surgical instrument used (P<0.001) also strongly influenced total drainage. The acellular dermal matrix type used did not affect total drainage (P=0.626). In the multivariate analysis, age (B=11.907, P=0.004), specimen weight (B=0.927, P<0.001), and expander type (B=593.728, P<0.001) were significant predictors of total drainage. Conclusions Our findings suggest that the total drainage and the duration of drain placement needed after expander-based breast reconstruction can be predicted using preoperative and intraoperative data. Patient age, specimen weight, and expander type are important predictors of drainage volume. Older patients, heavier specimens, and use of the Mentor rather than the Allergan expander corresponded to a greater total drainage volume and a longer duration of drain placement.

문단낭독 시 속삭임 발화와 정상 발화의 공기역학적 특성 (Aerodynamic Characteristics of Whispered and Normal Speech during Reading Paragraph Tasks)

  • 표화영
    • 말소리와 음성과학
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    • 제6권3호
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    • pp.57-62
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    • 2014
  • The present study was performed to investigate and discuss the aerodynamic characteristics of whispered and normal speech during reading paragraph tasks. 39 normal females(18-23 yrs.) read 'Autumn' paragraph with whispered and normal phonation. Their readings were recorded and analyzed by 'Running Speech' in Phonatory Aerodynamic System(PAS) instrument. As results, during whispered speech, the total duration was longer and the numbers of inspiration were more frequently shown than normal speech. The Peak expiratory and inspiratory rate were higher in normal speech, but the expiratory and inspiratory volume were higher in whispered speech. By correlation analysis, both whispered and normal speech showed significantly high correlation between total duration and expiratory/inspiratory airflow duration; numbers of inspiration and inspiratory airflow duration; expiratory and inspiratory volume. These results show that whispered speech needs more respiratory effort but shows poorer aerodynamic efficacy during phonation than normal speech.

대형기관 모사 정적연소실에서 매립지 가스의 연소특성에 대한 연구 (II) - 연소 분석 - (Combustion Characteristics of Landfill Gas in Constant Volume Combustion Chamber for Large Displacement Volume Engine (II) - Combustion Analysis -)

  • 권순태;박찬준;엄인용
    • 대한기계학회논문집B
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    • 제37권8호
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    • pp.743-752
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    • 2013
  • 본 논문은 대형 상용기관을 모사한 정적연소실에서 매립지 가스의 연소 특성에 대한 복수의 논문 중 두 번째로, 연소압력 측정을 기반으로 연소과정을 해석하였다. 해석 결과 연소에 유리한 조건일수록 두 개의 압력 정점이 존재하며, 이는 연소에 의한 열발생과 열전달에 의한 냉각효과의 상호 작용이며 두 정점의 크기는 미연가스 분율에 따라 달라진다. 또한 연소과정 중 열발생에는 4개의 주요 변곡점이 발생하고, 이는 점화위치로부터 화염전파에 따른 전열 면적 변화과정이 주원인이며 연소에 불리한 조건일수록 변곡점은 증가하고 열발생은 복잡한 형태를 지니는데, 이는 연소기간 연장이 주원인이다. 결론적으로 점화위치와 관련된 화염전파 과정 및 전열 면적의 변화과정 그리고 대형 연소실에 의한 연소기간 연장의 효과가 상호 복잡하게 작용하면서 매우 특이한 형태의 열발생 곡선이 생성된다.

The effect of early arm exercise on drainage volume after total mastectomy and tissue expander insertion in breast cancer patients: a prospective study

  • Joo, Oh Young;Moon, Seung Jin;Lee, Dong Won;Lew, Dae Hyun;Lee, Won Jai;Song, Seung Yong
    • Archives of Plastic Surgery
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    • 제48권6호
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    • pp.583-589
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    • 2021
  • Background In prosthesis-based breast reconstruction patients, the drain tends to be kept in place longer than in patients who undergo only mastectomy. Postoperative arm exercise also increases the drainage volume. However, to preserve shoulder function, early exercise is recommended. In this study, we investigated the effect of early exercise on the total drainage volume and drain duration in these patients. Methods We designed a prospective randomized trial involving 56 patients who underwent immediate breast reconstruction following mastectomy using tissue expanders. In each group, the patients were randomized either to perform early arm exercises using specific shoulder movement guidelines 2 days after surgery or to restrict arm movement above the shoulder height until drain removal. The drain duration and the total amount of drainage were the primary endpoints. Results There were no significant differences in age, height, weight, body mass index, or mastectomy specimen weight between the two groups. The total amount of drainage was 1,497 mL in the early exercise group and 1,336 mL in the exercise restriction group. The duration until complete removal of the drains was 19.71 days in the early exercise group and 17.11 days in the exercise restriction group. Conclusions Exercise restriction after breast reconstruction did not lead to a significant difference in the drainage volume or the average time until drain removal. Thus, early exercise is recommended for improved shoulder mobility postoperatively. More long-term studies are needed to determine the effect of early exercise on shoulder mobility in prosthesis-based breast reconstruction patients.