• 제어로봇시스템학회논문지
• /
• 제18권4호
• /
• pp.308-313
• /
• 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.

• 제어로봇시스템학회논문지
• /
• 제12권10호
• /
• pp.1012-1017
• /
• 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.

• Journal of the Korean Data and Information Science Society
• /
• 제18권3호
• /
• pp.697-704
• /
• 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.

• 응용통계연구
• /
• 제27권1호
• /
• pp.159-168
• /
• 2014

Engle과 Ng (1993)가 제안한 뉴스 임팩트 커브(NIC)는 표준적인 GARCH 모형에 적용되는 대칭 커브이다. 최근들어 금융시계열의 변동성이 비대칭 성질을 가지는 경향이 있으며 이에 따라 분계점(threshlod) GARCH, 이중선형(bilinear) GARCH 등의 비대칭 모형이 연구되고 있다. 본 논문은 비대칭 모형의 변동성 커브에 대해 연구하고 있으며 LASSO를 통한 방법론을 제안하고 있다. 제시된 방법론을 국내 KOSDAQ 자료분석을 통해 예시해 보았다.

• The Journal of Asian Finance, Economics and Business
• /
• 제8권5호
• /
• pp.61-68
• /
• 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.

• 소성∙가공
• /
• 제22권6호
• /
• pp.328-333
• /
• 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.

• 응용통계연구
• /
• 제28권3호
• /
• pp.495-509
• /
• 2015

일반적인 2집단 분류(2-class classification)의 경우, 두 집단의 비율이 크게 차이나지 않는 경우가 많다. 본 논문에서는 두 집단의 비율이 크게 차이나는 불균형 데이터(unbalanced data)의 분류 문제에 대해서 다루고자 한다. 불균형 데이터의 분류방법은 균형이 맞는 데이터(balanced data)의 경우보다 분류하기 어려운 경우가 많다. 이런 자료에서 보통의 분류모형을 적용하게 되면 많은 경우에 대부분의 관측치가 큰 집단으로 분류 되는 경우가 많은데 실질적인 어플리케이션에서는 이런 오분류가 손해가 더 큰 경우가 대부분이다. 우리는 sampling 기법을 이용하여 다양한 분류 방법론의 성능을 비교 분석 하였다. 또한 비대칭 손실(asymmetric loss)을 가정한 경우에 어떤 방법론이 가장 작은 loss를 생성하는 지를 비교하였다. 성능 비교를 위해서는 오분류율(misclassification rate), G-mean, ROC, 그리고 AUC(Area under the curve) 등을 이용하였다.

• Journal of Astronomy and Space Sciences
• /
• 제32권2호
• /
• pp.121-125
• /
• 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.

• 천문학회지
• /
• 제44권3호
• /
• pp.97-108
• /
• 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.

• Communications for Statistical Applications and Methods
• /
• 제16권4호
• /
• pp.605-614
• /
• 2009

본 논문에서는 금융시계열자료를 분석하는데 있어서 비대칭 변동성과 지속성효과를 가지는 시계열 자료에 적합한 모형인 I-TGARCH를 제시하였다. 국내 금융시계열 자료를 바탕으로 I-TGARCH의 적합성을 검증하기 위해 기존연구에서 많이 쓰이고 있는 TGARCH, IGARCH, EGARCH 모형과 함께 분석하여 비교하였다. 그 결과, I-TGARCH모형이 경제 위기의 영향으로 변동성이 커진 현재의 주가 분석에 적합하다는 사실을 알 수 있었다. 특히, 비대칭적 변동성의 특징을 관찰하기 위해 News impact curve를 이용해서 호재와 악재에 다르게 반응하는 주가변동에 대해서 알아본 결과, 대부분의 주가변동이 비대칭적인 경향을 보이고 있다는 사실을 관찰했다. 또한, 실제 일별수익율 데이터를 I-TGARCH 모형에 적합시키고 모형이 얼마나 효율적인지를 검정하였다. I-TGARCH의 적합성을 검증하기 위해 VaR의 사후검정을 이용하였다. 그 결과 대부분의 금융시계열이 I-TGARCH가 다른 비교모형 보다 우수하거나 비슷한 것으로 검증되었다. 이는 변동성의 비대칭성을 고려한 TGARCH에서 지속-변동성 효과(persistent effect) 또한 존재할 수 있다는 사실을 금융시계열자료를 통해 알 수 있었다.