• Title/Summary/Keyword: absolute return

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Flow Analysis of a Turbo Fan for a Vacuum Cleaner (진공청소기용 터보팬 내부 유동 해석)

  • Lee, Ki-Choon;Hur, N.;Kim, Chang Jun;Jeon, Wan Ho
    • 유체기계공업학회:학술대회논문집
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    • 2001.11a
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    • pp.63-68
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    • 2001
  • A numerical analysis to predict the flow characteristics in turbo fan for vacuum cleaner has been performed by using CFD. The rotating reference frame method is applied to compute the impeller-diffuser interaction and the characteristics of two models, 460 and 380, are calculated for various rotating speeds and flow rates. The flow in impeller, diffuser and return channel is assumed as steady and compressible. STAR-CD with k- $\epsilon$ turbulence model is used to solve the Navier-Stokes equations. Computed relative velocity, absolute pressure and flow angles are shown and compared with measurement results. The good agreement between the predictions and measurement results confirms the validity of this study.

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Estimation of Design Flood by the Determination of Best Fitting Order of LH-Moments(II) (LH-모멘트의 적정 차수 결정에 의한 설계홍수량 추정(II))

  • 맹승진;이순혁
    • Magazine of the Korean Society of Agricultural Engineers
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    • v.45 no.1
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    • pp.33-44
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    • 2003
  • This study was conducted to estimate the design flood by the determination of best fitting order for LH-moments of the annual maximum series at fifteen watersheds. Using the LH-moment ratios and Kolmogorov-Smirnov test, the optimal regional probability distribution was identified to be the Generalized Extreme Value (GEV) in the first report of this project. Parameters of GEV distribution and flood flows of return period n years were derived by the methods of L, L1, L2, L3 and L4-moments. Frequency analysis of flood flow data generated by Monte Carlo simulation was performed by the methods of L, L1, L2, L3 and L4-moments using GEV distribution. Relative Root Mean Square Error. (RRMSE), Relative Bias (RBIAS) and Relative Efficiency (RE.) using methods of L, Ll , L2, L3 and L4-moments for GEV distribution were computed and compared with those resulting from Monte Carlo simulation. At almost all of the watersheds, the more the order of LH-moments and the return periods increased, the more RE became, while the less RRMSE and RBIAS became. The Absolute Relative Reduction (ARR) for the design flood was computed. The more the order of LH-moments increased, the less ARR of all applied watershed became It was confirmed that confidence efficiency of estimated design flood was increased as the order of LH-moments increased. Consequently, design floods for the appled watersheds were derived by the methods of L3 and L4-moments among LH-moments in view of high confidence efficiency.

Derivatio of Optimal Design Flood by L-Moments and LH-Moments(II) - On the method of LH-Moments - (L-모멘트 및 LH-모멘트 기법에 의한 적정 설계홍수량의 유도(II)-LH-모멘트법을 중심으로)

  • 이순혁
    • Magazine of the Korean Society of Agricultural Engineers
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    • v.41 no.3
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    • pp.41-50
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    • 1999
  • Derivatio of reasonable design floods was attempted by comparative analysis of design floods derived by Generalized Extreme Value(GEV) distribution using methods of L-moments and LH-moments for the annual maximum series at ten watersheds along Han, Nagdong. Geum, Yeongsan and Seomjin river systems, LH-coefficient of variation, LH-skewness and Lh-kurtosis were calcualted by KH-moment ration respectively. Paramenters were estimated by the Method of LH-Moments, Design floods obtained by Method of LH-Moments using different methods for plotting positionsi n GEV distribution and design floods were compared with those obtained using the Method of L-Moments by the Relative Mean Errors(RME) and Relative Absolute Errors(RAE). The results was found that design floods derived by the method of L-Moments and LH-Moments using Cunnane plotting position formula in the GEV distribution are much closer to those of the observed data in comparison with those obtained by methods of L-moments and LH-moments using the other formula for plotting positions from the viewpoint of Relative Mean Errors and Relative Absolute Errors. In viewpoint of the fact that hydrqulic structures including dams and levees are genrally using design floods with the return period of two hundred years or so, design floods derived by LH-Moments are seemed to be more reasonable than those of L-Moments in the GEV distribution.

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Volatility analysis and Prediction Based on ARMA-GARCH-typeModels: Evidence from the Chinese Gold Futures Market (ARMA-GARCH 모형에 의한 중국 금 선물 시장 가격 변동에 대한 분석 및 예측)

  • Meng-Hua Li;Sok-Tae Kim
    • Korea Trade Review
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    • v.47 no.3
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    • pp.211-232
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    • 2022
  • Due to the impact of the public health event COVID-19 epidemic, the Chinese futures market showed "Black Swan". This has brought the unpredictable into the economic environment with many commodities falling by the daily limit, while gold performed well and closed in the sunshine(Yan-Li and Rui Qian-Wang, 2020). Volatility is integral part of financial market. As an emerging market and a special precious metal, it is important to forecast return of gold futures price. This study selected data of the SHFE gold futures returns and conducted an empirical analysis based on the generalised autoregressive conditional heteroskedasticity (GARCH)-type model. Comparing the statistics of AIC, SC and H-QC, ARMA (12,9) model was selected as the best model. But serial correlation in the squared returns suggests conditional heteroskedasticity. Next part we established the autoregressive moving average ARMA-GARCH-type model to analysis whether Volatility Clustering and the leverage effect exist in the Chinese gold futures market. we consider three different distributions of innovation to explain fat-tailed features of financial returns. Additionally, the error degree and prediction results of different models were evaluated in terms of mean squared error (MSE), mean absolute error (MAE), Theil inequality coefficient(TIC) and root mean-squared error (RMSE). The results show that the ARMA(12,9)-TGARCH(2,2) model under Student's t-distribution outperforms other models when predicting the Chinese gold futures return series.

Regional Analysis of Extreme Values by Particulate Matter(PM2.5) Concentration in Seoul, Korea (서울시 초미세먼지(PM2.5) 지역별 극단치 분석)

  • Oh, Jang Wook;Lim, Tae Jin
    • Journal of Korean Society for Quality Management
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    • v.47 no.1
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    • pp.47-57
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    • 2019
  • Purpose: This paper aims to investigate the concentration of fine particulate matter (PM2.5) in the Seoul area by predicting unhealthy days due to PM2.5 and comparing the regional differences. Methods: The extreme value theory is adopted to model and compare the PM2.5 concentration in each region, and each best model is selected through the goodness of fitness test. The maximum likelihood estimation technique is applied to estimate the parameters of each distribution, and the fitness of each model is measured by the mean absolute deviation. The selected model is used to estimate the number of unhealthy days (above $75{\mu}g/m^3$ PM2.5 concentrations) in each region, with which the actual number of unhealthy days are compared. In addition, the level of PM2.5 concentration in each region is analyzed by calculating the return levels for periods of 6 months, 1 year, 3 years, and 5 years. Results: The Mapo (MP) area revealed the most unhealthy days, followed by Gwanak (GW) and Yangcheon (YC). On the contrary, the number of unhealthy days was low in Seodaemun (SDM), Songpa (SP) and Gangbuk (GB) areas. The return level of PM2.5 was high in Gangnam (GN), Dongjak (DJ) and YC. It will be necessary to prepare for PM2.5 than other regions. On the contrary, Gangbuk (GB), Nowon (NW) and Seodaemun (SDM) showed relatively low return levels for PM2.5. However, in most of the regions of Seoul, PM25 is generated at a very poor level ($75{\mu}g/m^3$) every 6months period, and more than $100{\mu}g/m^3$ PM2.5 occur every 3 years period. Most areas in Seoul require more systematic management of PM2.5. Conclusion: In this paper, accurate prediction and analysis of high concentration of PM2.5 were attempted. The results of this research could provide the basis for the Seoul Metropolitan Government to establish policies for reducing PM2.5 and measuring its effects.

SCARA robot calibration on off-line programming (오프라인 프로그래밍에서 스카라 로봇의 보정)

  • Jung, Sung-Woo;Son, Kwon;Lee, Min-Chul;Choi, Jae-Won
    • 제어로봇시스템학회:학술대회논문집
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    • 1997.10a
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    • pp.1832-1835
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    • 1997
  • Off-line programming systems are widely spread in assembly lines of minute electronic products to huge offshore structures. Any OLP system has to be calibrated before the on-line robot tasks are performed because there are inherent differences between the CAD model on OLP and the real robot workspace. This paper uses simple geometric expressions to propose a calibration method applicable to an OLP for SCARA robots. A positioning task on the two-dimensional horizontal surface was used in the error analysis of a SCARA robot and the anaysis shows that the inaccuracy results from the two error sources non-zero offset angles of two rotational joints at the zero return and differences in link lengths. Pen marks on a sheet of plotting paper are used to determine the accurate data on the joint centers and link dimensions. The calculated offset angles and link lengths are fed back to the OLP for the calibration of the CAD model of the robot and task environments.

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Review on Interchangeability between Efficiency Ranking and Profitability Ranking in Public Medical Centers (공공의료원의 효율성과 수익성 평가 지표의 대체 가능성 검토)

  • Kim, Sang Mi;Lee, Hae Jong;Lee, Dong Won
    • Korea Journal of Hospital Management
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    • v.21 no.1
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    • pp.43-50
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    • 2016
  • The public medical centers are required to make efficient and profitable operation. The efficiency is usually measured by DEA(data envelopment analysis), and profitability is measured by medical income rate. But DEA is measured by relative, not absolute value. So, profitability rate is used alternatively for DEA. This study want to analyze the interchangeability between DEA ranking and medical income rate ranking among public medical centers. The return on total assets is same ranking with DEA on bed number, employee number and total asset, but 60-70% relationship with DEA on bed number and employee number, as input resources. The operating margin is similar ranking with DEA on bed number and employee number, but 50-60% relationship with DEA on bed number, employee number and total asset, as input resources.

Differences in Reposition Error Among Male Compared With Female (20대 정상 성인 남녀의 요추 원위치 돌아오기 오류의 차이)

  • Kim Jae-Hun;Bae Sung-Soo
    • The Journal of Korean Physical Therapy
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    • v.15 no.4
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    • pp.82-89
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    • 2003
  • Although many current low back pain exercise incorporate proprioceptive training, very little research has been performed on proprioception of the low back. To determine wether reposition error is different in male than female. Eighteen young individuals took part in the research, seven male and eleven female. The 3-dimensional position of the lumbar was measured with a CMS70P. Reposition error was calculated as the absolute difference between the neutral position and return position. No significant differences in reposition error were found between male and female. No significant correlations were identified between reposition error and movement direction.

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The Optimal Mean-Variance Portfolio Formulation by Mathematical Planning (Mean-Variance 수리 계획을 이용한 최적 포트폴리오 투자안 도출)

  • Kim, Tai-Young
    • Journal of Korean Society of Industrial and Systems Engineering
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    • v.32 no.4
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    • pp.63-71
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    • 2009
  • The traditional portfolio optimization problem is to find an investment plan for securities with reasonable trade-off between the rate of return and the risk. The seminal work in this field is the mean-variance model by Markowitz, which is a quadratic programming problem. Since it is now computationally practical to solve the model, a number of alternative models to overcome this complexity have been proposed. In this paper, among the alternatives, we focus on the Mean Absolute Deviation (MAD) model. More specifically, we developed an algorithm to obtain an optimal portfolio from the MAD model. We showed mathematically that the algorithm can solve the problem to optimality. We tested it using the real data from the Korean Stock Market. The results coincide with our expectation that the method can solve a variety of problems in a reasonable computational time.

Analysis of Estimation of Relative Conception Rate on Korean Proven Bull Number Semen using Non-return Rate (비발정 재귀율을 이용한 한우 보증씨수소 수정능력의 상대적 추정치 분석)

  • Yoon, Sung-Jae;Hwang, ChaeHyeon;Lee, Si-Hwa;Lee, Myeung-Sik;Lee, June-Sub;Rahman, Md. Saidur;Kwon, Woo-Sung;Park, Yoo-Jin;You, Young-Ah;Pang, Myung-Geol
    • Reproductive and Developmental Biology
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    • v.36 no.3
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    • pp.213-217
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    • 2012
  • The decreased fertility is frequently thought to be problem of cattle production. However, studies figure out that number of these problems is related to bull factors especially in artificial insemination setting. Therefore, this study was designed to investigate the fertility status of bull by their estimated relative conception rate of cows that were inseminated by frozen semen from Korean proven bulls. Here we use the non-return rate (NRR) to access the bull fertility whereas, the NRR was define as the proportion of bulls that semen were used to inseminate cows and the number of cows that did not return for another service within 60 days. The data from 54,388 artificial inseminations (AI) were analyzed from 88 KPN semen. The NRRs of highest and lowest fertile bull were 83.81 and 51.33%, respectively. And mean NRR was 68.27%. In comparison to previously reported study, our data shows 17.38% higher NRR and the absolute value of difference in 50%>NRR and 50%