• Title/Summary/Keyword: asymmetric loss

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Extreme Enhancements in GPS TEC on 8 and 10 November 2004

  • Chung, Jong-Kyun;Jee, Gun-Hwa;Kim, Eo-Jin;Kim, Yong-Ha;Cho, Jung-Ho
    • Bulletin of the Korean Space Science Society
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    • 2010.04a
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    • pp.30.2-30.2
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    • 2010
  • It is a mistaken impression that the midlatitude ionosphere was a very stable region with well-known morphology and physical mechanism. However, the large disturbances of midlatitude ionospheric contents in response to global thermospheric changes during geomagnetic storms are reported in recent studies using global GPS TEC map and space-born thermospheric UV images, and its importance get higher with the increasing application areas of space navigation systems and radio communication which are mostly used in the midlatitudes. Positive and negative storm phases are used to describe increase and decrease of ionospheric electron density. Negative storms result generally from the enhanced loss rate of electron density according to the neutral composition changes which are initiated by Joule heating in high-latitudes during geomagnetic storms. In contrast, positive ionospheric storms have not been well understood because of rare measurements to explain the mechanisms. The large enhancements of ground-based GPS TEC in Korea were observed on 8 and 10 November 2004. The positive ionospheric storm was continued except for dawn on 8 November, and its maximum value is ~65 TECU of ~3 times compared with the monthly mean TEC values. The other positive phase on 10 November begin to occur in day sector and lasted for more than 6 hours. The O/N2 ratios from GUVI/TIMED satellite show ~1.2 in northern hemisphere and ~0.3 in southern hemisphere of the northeast Asian sector on 8 and 10 November. We suggest the asymmetric features of O/N2 ratios in the Northeast Asian sector may play an important role in the measured GPS TEC enhancements in Korea because global thermospheric wind circulation can globally change the chemical composition during geomagnetic storms.

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Accretion Flow and Raman-scattered O VI and C II Features in the Symbiotic Nova RR Telescopii

  • Heo, Jeong-Eun;Lee, Hee-Won;Angeloni, Rodolfo;Palma, Tali;Di Mille, Francesco
    • The Bulletin of The Korean Astronomical Society
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    • v.43 no.2
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    • pp.39.2-39.2
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    • 2018
  • RR Tel is an interacting binary system in which a hot white dwarf (WD) accretes matter from a Mira variable via gravitational capture of the stellar wind. We present a high-resolution optical spectrum of RR Tel obtained with MIKE at Magellan-Clay telescope, Chile. We find broad emission features at 6825, 7082, 7023, and $7053{\AA}$, which are formed through Raman scattering of far-UV O VI ${\lambda}{\lambda}$ 1032 and $1038{\AA}$, C II ${\lambda}{\lambda}$ 1036 and $1037{\AA}$ with atomic hydrogen. Raman O VI 6825 and 7082 features are characterized by double-peaked profiles indicative of an accretion flow with a characteristic speed ~ 30km/s, whereas the Raman C II features exhibit a single Gaussian profile with FWHM ${\sim}10{\AA}$. Monte Carlo simulations for Raman O VI and C II are performed by assuming that the emission nebula around the WD consists of the inner O VI disk with a representative scale of 1 AU and the outer part with C II sphere. The best fit for Raman profiles is obtained with an asymmetric matter distribution of the O VI disk, the mass loss rate of the cool companion ${\dot{M}}{\sim}2{\times}10^{-6}M_{{\odot}/yr}$ and the wind terminal velocity v~10 km/s. We also find O VI doublet at 3811 and $3834{\AA}$, which are blended with other emission lines. Our profile decomposition shows that the O VI ${\lambda}{\lambda}$ 3811, 3834 doublet have a single Gaussian profile with a width ~ 25 km/s. A comparison of the restored fluxes of C II ${\lambda}{\lambda}$ 1036 and 1037 from Raman C II features with the observed C II ${\lambda}1335$ leads to an estimate of a lower bound of N(CII) > $9.87{\times}10^{13}cm^{-2}$ toward RR Tel, which appears consistent with the presumed distance D ~ 2.6 kpc.

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High Sensitivity Analysis of Optical Bio-Sensor based on Grating-Assisted Strip Directional Coupler (격자 구조형 스트립 방향성 결합기에 기초한 광 바이오-센서의 고 민감도 분석)

  • Kwang-Chun Ho
    • The Journal of the Institute of Internet, Broadcasting and Communication
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    • v.23 no.6
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    • pp.157-162
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    • 2023
  • A highly sensitive refractive index bio-sensor based on grating-assisted strip directional coupler (GASDC) is proposed. The sensor is designed using two asymmetric strip waveguides with a top-loaded grating structure in one of the waveguides. Maximum light couples from one waveguide to the other at the resonance wavelength satisfying phase-matching condition (PMC), and it shows that the change in phase-matching condition with the change in refractive index of the analyte medium in the cover region can be used as a measure of the sensitivity. The proposed sensor will be an on-chip device with a high refractive index sensitivity, and the sensor configuration offers a low propagation loss, thereby enhancing the sensitivity. Furthermore, variation of the sensitivity with the waveguide parameters of sensor is evaluated to optimize the design.

Estimation of GARCH Models and Performance Analysis of Volatility Trading System using Support Vector Regression (Support Vector Regression을 이용한 GARCH 모형의 추정과 투자전략의 성과분석)

  • Kim, Sun Woong;Choi, Heung Sik
    • Journal of Intelligence and Information Systems
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    • v.23 no.2
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    • pp.107-122
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    • 2017
  • Volatility in the stock market returns is a measure of investment risk. It plays a central role in portfolio optimization, asset pricing and risk management as well as most theoretical financial models. Engle(1982) presented a pioneering paper on the stock market volatility that explains the time-variant characteristics embedded in the stock market return volatility. His model, Autoregressive Conditional Heteroscedasticity (ARCH), was generalized by Bollerslev(1986) as GARCH models. Empirical studies have shown that GARCH models describes well the fat-tailed return distributions and volatility clustering phenomenon appearing in stock prices. The parameters of the GARCH models are generally estimated by the maximum likelihood estimation (MLE) based on the standard normal density. But, since 1987 Black Monday, the stock market prices have become very complex and shown a lot of noisy terms. Recent studies start to apply artificial intelligent approach in estimating the GARCH parameters as a substitute for the MLE. The paper presents SVR-based GARCH process and compares with MLE-based GARCH process to estimate the parameters of GARCH models which are known to well forecast stock market volatility. Kernel functions used in SVR estimation process are linear, polynomial and radial. We analyzed the suggested models with KOSPI 200 Index. This index is constituted by 200 blue chip stocks listed in the Korea Exchange. We sampled KOSPI 200 daily closing values from 2010 to 2015. Sample observations are 1487 days. We used 1187 days to train the suggested GARCH models and the remaining 300 days were used as testing data. First, symmetric and asymmetric GARCH models are estimated by MLE. We forecasted KOSPI 200 Index return volatility and the statistical metric MSE shows better results for the asymmetric GARCH models such as E-GARCH or GJR-GARCH. This is consistent with the documented non-normal return distribution characteristics with fat-tail and leptokurtosis. Compared with MLE estimation process, SVR-based GARCH models outperform the MLE methodology in KOSPI 200 Index return volatility forecasting. Polynomial kernel function shows exceptionally lower forecasting accuracy. We suggested Intelligent Volatility Trading System (IVTS) that utilizes the forecasted volatility results. IVTS entry rules are as follows. If forecasted tomorrow volatility will increase then buy volatility today. If forecasted tomorrow volatility will decrease then sell volatility today. If forecasted volatility direction does not change we hold the existing buy or sell positions. IVTS is assumed to buy and sell historical volatility values. This is somewhat unreal because we cannot trade historical volatility values themselves. But our simulation results are meaningful since the Korea Exchange introduced volatility futures contract that traders can trade since November 2014. The trading systems with SVR-based GARCH models show higher returns than MLE-based GARCH in the testing period. And trading profitable percentages of MLE-based GARCH IVTS models range from 47.5% to 50.0%, trading profitable percentages of SVR-based GARCH IVTS models range from 51.8% to 59.7%. MLE-based symmetric S-GARCH shows +150.2% return and SVR-based symmetric S-GARCH shows +526.4% return. MLE-based asymmetric E-GARCH shows -72% return and SVR-based asymmetric E-GARCH shows +245.6% return. MLE-based asymmetric GJR-GARCH shows -98.7% return and SVR-based asymmetric GJR-GARCH shows +126.3% return. Linear kernel function shows higher trading returns than radial kernel function. Best performance of SVR-based IVTS is +526.4% and that of MLE-based IVTS is +150.2%. SVR-based GARCH IVTS shows higher trading frequency. This study has some limitations. Our models are solely based on SVR. Other artificial intelligence models are needed to search for better performance. We do not consider costs incurred in the trading process including brokerage commissions and slippage costs. IVTS trading performance is unreal since we use historical volatility values as trading objects. The exact forecasting of stock market volatility is essential in the real trading as well as asset pricing models. Further studies on other machine learning-based GARCH models can give better information for the stock market investors.

Fast Coding Unit Decision Algorithm Based on Region of Interest by Motion Vector in HEVC (움직임 벡터에 의한 관심영역 기반의 HEVC 고속 부호화 유닛 결정 방법)

  • Hwang, In Seo;Sunwoo, Myung Hoon
    • Journal of the Institute of Electronics and Information Engineers
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    • v.53 no.11
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    • pp.41-47
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    • 2016
  • High efficiency video coding (HEVC) employs a coding tree unit (CTU) to improve the coding efficiency. A CTU consists of coding units (CU), prediction units (PU), and transform units (TU). All possible block partitions should be performed on each depth level to obtain the best combination of CUs, PUs, and TUs. To reduce the complexity of block partitioning process, this paper proposes the PU mode skip algorithm with region of interest (RoI) selection using motion vector. In addition, this paper presents the CU depth level skip algorithm using the co-located block information in the previously encoded frames. First, the RoI selection algorithm distinguishes between dynamic CTUs and static CTUs and then, asymmetric motion partitioning (AMP) blocks are skipped in the static CTUs. Second, the depth level skip algorithm predicts the most probable target depth level from average depth in one CTU. The experimental results show that the proposed fast CU decision algorithm can reduce the total encoding time up to 44.8% compared to the HEVC test model (HM) 14.0 reference software encoder. Moreover, the proposed algorithm shows only 2.5% Bjontegaard delta bit rate (BDBR) loss.

Fabrication and analysis of $1.3\mum$ spot-size-converter integrated laser diodes (광모드변환기가 집적된 $1.3\mum$ SC-FP-LD 제작 및 특성 해석)

  • 심종인
    • Korean Journal of Optics and Photonics
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    • v.11 no.4
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    • pp.271-278
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    • 2000
  • We have fabricated and analyzed the lasing characteristics of 1.3$\mu\textrm{m}$ Spot-Size-Converter (SSC) integrated Fabry-Perot (FP) laser diodes, which are very promising light sources for optical subscriber networks. SSC-LDs has been developed by BIB (buttjoint-built-in) coupling and selective MOVPE growth. High-performances were achieved such as the slope efficiency from the SSC facet of 0.23-0.32 mW/mA, the full-width at the half maximum of the far-field pattern (FFP) of 9.5$^{\circ}$~12.3$^{\circ}$, the alignment tolerances of $\pm$2.3$\mu\textrm{m}$ and $\pm$2.5$\mu\textrm{m}$ within the extra-coupling loss of 1 dB for the vertical and parallel directions, respectively. These experimental results were compared to theoretical ones in order to clarify the operational problems and give a good design direction of the fabricated SSC-LDs. It was revealed that an asymmetric output power from the facets, an irrelevancy of FFP and the waveguide structure around SSC facet region, and a poor temperature characteristics were originated from the scattering in the BIB and SSC sections and SHB effect in the active section for the first time.t time.

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A New Method for Enhancement of Right-Left Pump Output Balance in the Totally Implantable Artificial Heart (완전이식형 인공심장의 좌,우 심박출량 균형의 개선에 관한 연구)

  • Choe, Won-U;Kim, Hui-Chan;Kim, Won-Gon;No, Jun-Ryang;Kim, In-Yeong;Min, Byeong-Gu
    • Journal of Biomedical Engineering Research
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    • v.19 no.4
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    • pp.385-391
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    • 1998
  • A new balancing method of atrial pressures balancing for the moving actuator total artificial heart(TAH) without an extra compliance chamber was developed. The asymmetric operation of the pendulous moving actuator have made it possible to compensate the left and right pump output difference by utilizing the interventricular air space as an internal compliance chamber in a pump housing. Furthermore, the balancing performance between left and right pump outputs is increased through the improvement of the flexibility of part of the polyurethane housing. However, the increase of the flexibility of the pump housing causes a little loss of the cardiac output due to the reduction of active filling property. In this paper., a good condition between the balance and pump output performance is evaluated by adjusting the air volume in the interventricular space through a series of in vitro experiments. This new pump was implanted in a sheep weighting 63kg, and it survived for 3 days and the average cardiac output during postoperative days was about 4.2 L/mim with the atrial pressures under 15 mmHg.

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Design of a Dual Band-pass Filter Using Fork-type Open Stubs and SIR Structure (포크 형태의 개방형 스터브 및 SIR 구조를 이용한 이중대역 대역통과 여파기의 설계)

  • Tae-Hyeon Lee
    • The Journal of The Korea Institute of Intelligent Transport Systems
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    • v.22 no.1
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    • pp.252-264
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    • 2023
  • This paper proposes a design of a dual-band band-pass filter that integrates a λg/2 open SIR structure, a transmission line, and a fork-type structure with symmetric and asymmetric open stubs. To obtain the dual-band effect, the proposed filter uses the SIR structure and adjusts the impedance ratio of the SIR structure. Therefore, the position of the harmonics of the filter is shifted through the adjustment of the impedance ratio, and this can obtain a double-band effect. In order to obtain the dual-band characteristics, the dual-band effect is obtained by inserting a open stub between the SIR structures with the SIR structure divided in half. In addition, the second frequency response is obtained by adjusting the length of the open symmetrical stub in the fork-shaped structure. The asymmetrical open stub in the fork form achieves optimum bandwidth by adjusting the length. Therefore, the first center frequency of the proposed band-pass filter is 5.896 GHz and the bandwidth is 13.6 %. At this time, the measurement results are 0.13 dB and 33.6 dB. The second center frequency is 5.906 GHz and the bandwidth is 13.6 %. At this time, the measurement results are 0.15 dB and 19.8 dB. The reason is that when the impedance ratio (Δ) is higher than 1, the position of the harmonic is shifted to a lower frequency band. However, if the impedance ratio (Δ) is lowered by one step, the position of harmonics will move to a higher frequency band. The function of the filter designed using these characteristics can be obtained from the measurement result. The proposed band-pass filter has no coupling loss and no via energy concentration loss because there is no coupling structure of input/output and no via hole. Therefore, system integration is possible due to its excellent performance, and it is expected that dedicated short-range communication (DSRC) system applications used in traffic communication systems will be possible.