• Title/Summary/Keyword: asymmetric S-curve

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Zero Placement of the Asymmetric S-curve Profile to Minimize the Residual Vibration (잔류진동 저감을 위한 비대칭 S-curve 프로파일의 영점 배치법)

  • Ha, Chang-Wan;Rew, Keun-Ho;Kim, Kyung-Soo;Kim, Soo-Hyun
    • Journal of Institute of Control, Robotics and Systems
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    • v.18 no.4
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    • pp.308-313
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    • 2012
  • Robust tuning rules of the motion profile are proposed to minimize the residual vibration. For asymmetric S-curve profile, tuning rules are analytically formulated using Laplace-domain approach. When the system modeling is known exactly, by placing a single zero of the motion profile on the pole of the system, the residual vibration can be perfectly eliminated under undamped system. However, if there are some amounts of the modeling errors, the residual vibration significantly increases. To track this issue, the robust tuning rules against modeling error are discussed. One of the proposed robust tuning rules is placing the multiple zeros of the motion profile on the pole of the system, and the other is placing the zeros of the motion profile around the pole of the system. Thanks to the proposed robust tuning rules, motion profile becomes more robust to modeling errors while minimizing the residual vibration. By simulation, the effectiveness of the proposed robust tuning rules is verified.

Antisymmetric S-curve Profile for Fast and Vibrationless Motion (고속 저진동 운동을 위한 비대칭 S-커브 프로파일)

  • Rew Keun-Ho;Kwon Jeong-Tae;Park Kyoung-Woo
    • Journal of Institute of Control, Robotics and Systems
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    • v.12 no.10
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    • pp.1012-1017
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    • 2006
  • By breaking the symmetry of the velocity profile in the S-curve, we developed a fast starting and smooth ending motion profile, named asymmetric S-curve(AS-curve). The problem for generating motion profile is formulated, and the algorithm for the AS-curve is derived and the flow chart of the AS-curve is illustrated. By various simulations, the derived algorithm is tested and shows the validity. This AS-curve can be applied to the high precision machines where fast and vibrationless motion is required in the near future.

News Impact Curve and Test for Asymmetric Volatility

  • Park, J.A.;Choi, M.S.;Kim, K.K.;Hwang, S.Y.
    • Journal of the Korean Data and Information Science Society
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    • v.18 no.3
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    • pp.697-704
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    • 2007
  • It is common in financial time series that volatility(conditional variance) as a measure of risk exhibits asymmetry in such a manner that positive and negative values of return rates of the series tend to provide different contributions to the volatility. We are concerned with asymmetric conditional variances for Korean financial time series especially during the time span of 2000-2001. Notice that these periods suffer from 9-11 disaster in US and collapses of stock prices of dot-companies in Korea. Threshold-ARCH models are considered and a Wald test of asymmetry is suggested. News impact curves are illustrated for graphical representations of leverage effects inherent in various Korean financial time series.

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News Impact Curves of Volatility for Asymmetric GARCH via LASSO (LASSO를 이용한 비대칭 GARCH 모형의 변동성 커브)

  • Yoon, J.E.;Lee, J.W.;Hwang, S.Y.
    • The Korean Journal of Applied Statistics
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    • v.27 no.1
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    • pp.159-168
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    • 2014
  • The news impact curve(NIC) originally proposed by Engle and Ng (1993) is a graphical representation of volatility for financial time series. The NIC is a simple but a powerful tool for identifying variability of a given time series. It is noted that the NIC is suited to symmetric volatility. Recently a lot of attention has been paid to asymmetric volatility models and therefore asymmetric version of the NIC would be useful in the field of financial time series. In this article, we propose to incorporate LASSO in constructing asymmetric NICs based on asymmetric GARCH models. In particular, bilinear GARCH models are considered and illustrated via KOSDAQ data.

The Impact of Exchange Rate on Exports and Imports: Empirical Evidence from Vietnam

  • NGUYEN, Nga Hong;NGUYEN, Hat Dang;VO, Loan Thi Kim;TRAN, Cuong Quoc Khanh
    • The Journal of Asian Finance, Economics and Business
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    • v.8 no.5
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    • pp.61-68
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    • 2021
  • The exchange rate is considered a tool improving the volume of exports and reducing imports. This paper aims to determine the impact of the exchange rate on exports and imports between Vietnam and the United States in the context of the trade war. The research uses Autoregressive Distributed Lag (ARDL) and Nonlinear Autoregressive Distributed Lag (NARDL) Model in the time-series data from 2010:1 to 2020:9. The ARDL's results support that real exchange rate impact on export and import volumes, but less than the trade war. The trade war helps trade balance increase 0.35%, while the exchange rate increases trade balance 0.191% when the Vietnamese currency devalues 1% in the long run. In the short term, the real exchange rate makes the trade balance decrease. Therefore, the J curve exists between Vietnam and the U.S. The NARDL expresses that the exchange rate is asymmetric both in the short term and the long term. The findings of this study point to two important elements. Firstly, the exchange rate plays a minor role in exports and imports. Secondly, trade war plays a vital role in increasing exports and imports volume between two countries, and the J curve exists between the two countries.

Determination of the Forming Limit Strain of Sheet Metal Using Inverse Quartic Curve Fitting (역4차식 곡선근사에 의한 판재 성형한계변형률의 결정)

  • Lee, J.S.;Kim, J.D.;Kim, H.J.
    • Transactions of Materials Processing
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    • v.22 no.6
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    • pp.328-333
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    • 2013
  • The current study aims to determine the limit strains more accurately and reasonably when producing a forming limit curve (FLC) from experiments. The international standard ISO 12004-2 in its recent version (2008) states that the limit major strain should be determined by using the best-fit inverse second-order parabola through the experimental strain distribution. However, in cases where fracture does not occur at the center of the specimen, due to insufficient lubrication, the inverse parabola does not give a realistic fit because of its intrinsic symmetry in shape. In this study it is demonstrated that an inverse quartic function can give a much better fit than an inverse parabola in almost all FLC test samples showing asymmetric strain distributions. Using a quartic fit creates more reliable FLCs.

Classification Analysis for Unbalanced Data (불균형 자료에 대한 분류분석)

  • Kim, Dongah;Kang, Suyeon;Song, Jongwoo
    • The Korean Journal of Applied Statistics
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    • v.28 no.3
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    • pp.495-509
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    • 2015
  • We study a classification problem of significant differences in the proportion of two groups known as the unbalanced classification problem. It is usually more difficult to classify classes accurately in unbalanced data than balanced data. Most observations are likely to be classified to the bigger group if we apply classification methods to the unbalanced data because it can minimize the misclassification loss. However, this smaller group is misclassified as the larger group problem that can cause a bigger loss in most real applications. We compare several classification methods for the unbalanced data using sampling techniques (up and down sampling). We also check the total loss of different classification methods when the asymmetric loss is applied to simulated and real data. We use the misclassification rate, G-mean, ROC and AUC (area under the curve) for the performance comparison.

Detection of an Impact Flash Candidate on the Moon with an Educational Telescope System

  • Kim, Eunsol;Kim, Yong Ha;Hong, Ik-Seon;Yu, Jaehyung;Lee, Eungseok;Kim, Kyoungja
    • Journal of Astronomy and Space Sciences
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    • v.32 no.2
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    • pp.121-125
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    • 2015
  • At the suggestion of the NASA Meteoroid Environment Office (NASA/MEO), which promotes lunar impact monitoring worldwide during NASA's Lunar Atmosphere and Dust Environment Explorer (LADEE) mission period (launched Sept. 2013), we set up a video observation system for lunar impact flashes using a 16-inch educational telescope at Chungnam National University. From Oct. 2013 through Apr. 2014, we recorded 80 hours of video observation of the unilluminated part of the crescent moon in the evening hours. We found a plausible candidate impact flash on Feb. 3, 2014 at selenographic longitude $2.1^{\circ}$ and latitude $25.4^{\circ}$. The flash lasted for 0.2 s and the light curve was asymmetric with a slow decrease after a peak brightness of $8.7{\pm}0.3mag$. Based on a star-like distribution of pixel brightness and asymmetric light curve, we conclude that the observed flash was due to a meteoroid impact on the lunar surface. Since unequivocal detection of an impact flash requires simultaneous observation from at least two sites, we strongly recommend that other institutes and universities in Korea set up similar inexpensive monitoring systems involving educational or amateur telescopes, and that they collaborate in the near future.

ORBITAL PERIOD VARIATION AND MORPHOLOGICAL LIGHT CURVE STUDIES FOR THE W UMa BINARY BB PEGASI

  • Hanna, Magdy A.;Awadalla, Nabil S.
    • Journal of The Korean Astronomical Society
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    • v.44 no.3
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    • pp.97-108
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    • 2011
  • The photometric light curves of the W-type W UMa eclipsing contact binary system BB Pegasi have been found to be extremely asymmetric over all the observed 63 years in all wavelengths UBVR. The light curves have been characterized by occultation primary minima. Hence, the morphology of these light curves has been studied in view of these different asymmetric degrees. The system shows a distinct O'Connell effect, as well as depth variation. A 22.96 years of stellar dark spots cycle has been determined for the system. Almost the same cycle (22.78 yr) has been found for the depth variation of MinI and MinII. We also present an analysis of mid-eclipse time measurements of BB Peg. The analysis indicates a period decrement of $5.62{\times}10^{-8}$ day/yr, which can be interpreted in terms of mass transfer at a rate of $-4.38{\times}10^{-8}M_{\odot}$/yr, from the more to the less massive component. The O - C diagram shows a damping sine wave covering two different cycles of 17.0 yr and 12.87 yr with amplitudes equal to 0.0071 and 0.0013 day, respectively. These unequal durations show a non-periodicity which may be explained as a result of magnetic activity cycling variations due to star spots. The obtained characteristics are consistent with similar chromospherically active stars, when applying the Applegate's (1992) mechanism.

I-TGARCH Models and Persistent Volatilities with Applications to Time Series in Korea (지속-변동성을 가진 비대칭 TGARCH 모형을 이용한 국내금융시계열 분석)

  • Hong, S.Y.;Choi, S.M.;Park, J.A.;Baek, J.S.;Hwang, S.Y.
    • Communications for Statistical Applications and Methods
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    • v.16 no.4
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    • pp.605-614
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    • 2009
  • TGARCH models characterized by asymmetric volatilities have been useful for analyzing various time series in financial econometrics. We are concerned with persistent volatility in the TGARCH context. Park et al. (2009) introduced I-TGARCH process exhibiting a certain persistency in volatility. This article applies I-TGARCH model to various financial time series in Korea and it is obtained that I-TGARCH provides a better fit than competing models.