• 제목/요약/키워드: coefficient result

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빅데이터 분석을 통한 보유비용모형에 근거한 주가지수선물의 가격괴리에 대한 분석 (The Existence of Mispriced Futures Contracts in the Korean Financial Market)

  • 김현경;남승오
    • Journal of Information Technology Applications and Management
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    • 제21권4호
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    • pp.97-125
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    • 2014
  • This study investigates the relationship between stock index and its associated nearby futures markets based on the cost-of-carry model. The purpose of this study is to explore the existence of mispriced futures contracts, and to test whether traders can earn trading profits in real financial market using the information about the mispriced futures contracts. This study suggests the concordance correlation coefficient to investigate the existence of mispriced futures contracts. The concordance correlation coefficient gives a desirable result for trading profits that results from a comparative analysis among profits from trading at the time to indicate trading opportunities determined by the degree of the difference between the observed market price and the theoretical price of a futures contract. In addition, this study also explains that the concordance correlation coefficient developed from the mean square error (MSE) has a statistically theoretical meaning. In conclusion, this study shows that the concordance correlation coefficient is appropriate for analyzing the relationship between the observed stock index futures market price and the theoretical stock index futures price derived from the cost-of-carry model.

아크형 날개를 이용한 항력식 수직축 소형 풍력 터빈 설계 (Design of Drag-type Vertical Axis Miniature Wind Turbine Using Arc Shaped Blade)

  • 김동건;김문경;차득근;윤순현
    • 한국유체기계학회 논문집
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    • 제9권2호
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    • pp.7-12
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    • 2006
  • This study is to develop a system of electric power generation utilizing the wind resources available in the domestic wind environment. We tested drag-type vortical wind turbine models, which have two different types of blades: a flat plate and circular arc shape. Through a performance test, conditions of maximum rotational speed were found by measuring the rpm of wind turbine. The rotational speed was measured by a tachometer in a wind tunnel and the tunnel wind speed was by using a pilot-static tube and a micro manometer. The performance test for a prototype was accomplished by calculating power, power coefficient, torque coefficient from the measurement of torque and rpm by a dynamometer controller From the measurements for miniature turbine models with two different blades, the circular arc shape was found to Produce a maximum rotational speed for the same wind velocity condition. Based on this result, the prototype with the circular arc blade was made and tested. We found that it produces 500W at the wind velocity of 10.8 m/s and the power coefficient was 20%.

고속도로 중앙분리대형 풍력발전 타당성 분석 - 차량 저항계수 관점에서 (Feasibility Analysis on Wind Turbine Embedded to Highway Median Strip - Consideration on Vehicle Drag Coefficient)

  • 윤성욱;전완호;김현구
    • 한국신재생에너지학회:학술대회논문집
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    • 한국신재생에너지학회 2009년도 춘계학술대회 논문집
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    • pp.536-538
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    • 2009
  • In recent day, many people are interested in wind resource for generation of electric power. Especially, it is made assessment the possibility of generation of electric power by wind resource originated from running cars and buses in downtown or highway. Moreover bus, driven in the exclusive lane, is focused on possibility of generation electric power on highway because median strip makes fast flow way between bus body and median strip and a pattern will appear in the flow way like drag coefficient. But nobody can guess whether the induced flow will increase or decrease and estimate amount of change of drag coefficient. Solving drag coefficient of bus running highway is the point of this paper. To solve this problem, we use the CFD method. The model is a bus simplified without mirror and gates. In order to assess result, the flow analysis surrounding the bus on the flat road where median strip is not installed has been compared with road with median strip. Solving condition is that the driving highway and median strip are running with 100km/h (27.8m/s).

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초음파 진동이 알루미늄 합금의 마찰 마모 특성에 미치는 영향 (Effect of Ultrasonic Vibration on the Friction and Wear Characteristics of Aluminum Alloy)

  • 박재남;이철희
    • Tribology and Lubricants
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    • 제34권4호
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    • pp.132-137
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    • 2018
  • Ultrasonic waves are used in various applications in multiple devices, sensors, and high-power machinery, such as processing machines, welders, and cleaners, because the acoustic vibration frequencies are above the human audible frequency range. In ultrasonic machining, electrical energy at a high frequency of 20 kHz or more is converted into mechanical vibration by a vibrator and an amplifier. This technique allows instantaneous separation between a tool and a workpiece during machining, machining by pulse impulse force at the time of re-contact and minimizes the minute elastic deformations of the workpiece and machine tools due to the cutting effect. The Al7075 alloy used in this study is a typical aluminum alloy with superior strength that is mainly used in aircrafts, automobiles, and sporting goods. To investigate the optimal conditions for machining aluminum alloy using ultrasonic vibration, the present experiment utilized the Taguchi orthogonal array method, and the coefficient of friction was analyzed using the characteristics of the Taguchi technique. In ultrasonic friction and abrasion tests, the changes in the friction coefficient were measured in the absence of ultrasonic vibrations and at 28 kHz and 40 kHz. As a result, the most considerable influence on the friction coefficient was found to be the normal load, and the frequency of ultrasonic vibrations increases, the coefficient of friction increases. It was thus confirmed that the amount of wear increases when ultrasonic vibration is applied.

Sludge Returned CMAS에 의한 전기부속품제조공장 폐수처리

  • 김남천;이시진
    • 한국미생물·생명공학회지
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    • 제25권4호
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    • pp.427-433
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    • 1997
  • Sludge Returned CMAS process was applied to treat the wastewater from electric accessory manufacturing company while this type of wastewater was usually treated by chemical process. This result show that the removal rate of TCOD was about 70-80% regardless of hydraulic retention time, On the contrary, the removal rate of BOD was abtained in a range of 77-92% depending on hydraulic retention time. In order to remove more than 80% of organic materials with the proposed process, the F/M ratio should be maintained below 0.17. In this case, the calculated value of organic removal rate, Km, was calculated to be 1.26 hr$^{-1}$, and the ratio of cell synthesis/total energy was 0.32 and 0.26 for COD and BOD base, respectively. The yield coefficient was calculated to be 0.242 and the half velocity coefficient was 0.3 hr$^{-1}$. The value of endogenous respiration coefficient was 0.02 hr$^{-1}$. The measured effluent BOD concentration, MLSS concentration in aeration tank, oxygen uptake rate, and sludge production were matched relatively well with the calculated values using above coefficients, In order to optimize the dewatering of sludge, the hydraulic retention time was recommended to be 15. 6 hrs. These results indicate that the wastewater from an eletric accessory manufacturing company can be treated safely with a biological process.

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ISO 방법론을 이용한 축소 잔향실에서의 확산계수 측정 (Measurements of Scattering Coefficients Using the ISO Method in a Model Reverberation Chamber)

  • 전진용;이성찬;류종관
    • 한국음향학회지
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    • 제22권3호
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    • pp.162-168
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    • 2003
  • 콘서트홀의 음향성능을 결정짓는 중요한 요소 중의 하나로 알려진 확산현상은 실내마감재료의 "확산계수"에 의해 결정된다. 확산음장에서 임의입사 확산계수를 측정하도록 제안한 ISO (International Organization for Standardization)측정방법을 기반으로 목재 반구 확산체와 각재확산체의 크기 및 점유밀도 변화에 따른 확산계수를 축소잔향실에서 측정하였다. 측정결과 15㎝이상 높이의 반구가 가장 높은 확산계수를 보였으며, 반구의 경우 전체 점유밀도가 50%에서, 각재의 경우는 약 30% 점유에 각각 높은 확산계수를 보였다.

부하관리 개선을 위한 부하 상관계수 산정에 관한 연구 (Adjustment of load correlation coefficient for advanced load management)

  • 박창호;조성수;김기현;임진순;김두봉;김재철
    • 대한전기학회:학술대회논문집
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    • 대한전기학회 1999년도 하계학술대회 논문집 C
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    • pp.1267-1269
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    • 1999
  • This paper studies on arrangement of load correlation coefficient for advanced load management. To accurate load correlation coefficient, we used two real factors, electrical energy(kWh) and peak load current of pole transformers, acquired by measuring instrument. Out of several correlation equations, we find that the quadratic equation is the most accurate to express peak load current and working electrical energy. If the data is located in the outside of ${\pm}3{\sigma}$ it is discarded. For load management, we rearranged load correlation coefficient considering +2${\sigma}$ at load correlation equation. Comparing conventional load correlation coefficient with rearranged one, we can get the result of error reduced and it is adjacent to the actual data. It will be used peak load forecasting from working electrical energy and we are able to prevent from the damaging of pole transformer due to overload.

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정지 비행에서의 곤충 날개 궤적에 따른 공기역학적 특성 (The Aerodynamic Characteristics by the Insect Wing Tip Trajectory in Hovering Flight)

  • 조헌기;주원구
    • 대한기계학회논문집B
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    • 제33권7호
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    • pp.506-511
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    • 2009
  • Insect flight is adapted to cope with each circumstance by controlling a variety of the parameters of wing motion in nature. Many researchers have struggled to solve the fundamental concept of insect flight, but it has not been solved yet clearly. In this study, to find the most effective flapping wing dynamics, we conducted to analyze CFD data on fixing some of the optimal parameters of wing motion such as stoke amplitude, flip duration and wing rotation type and then controlled the deviation angle by fabricating wing tip motion. Although all patterns have the similar value of lift coefficient and drag coefficient, pattern A(pear-shape type) indicates the highest lift coefficient and pattern H(pear-shape type) has the lowest lift coefficient among four wing tip motions and three deviation angles. This result suggest that the lift and drag coefficient depends on the angle of attack and the deviation angle combined, and it could be explained by delayed stall and wake capture effect.

철도차량의 탈선계수와 궤도선형간의 상관관계에 관한 실험적 연구 (The Experimental Study about a Correlation between the Derailment Coefficient of the Railway Vehicle and the Track Alignment)

  • 함영삼;이동형;권석진;서정원
    • 한국정밀공학회지
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    • 제27권8호
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    • pp.7-12
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    • 2010
  • When a vehicle is running, wheel is generating vertical and lateral force on the rail, in addition to load of vehicle, through a complicated set of motions. The derailment coefficient refers to the ratio of lateral force to vertical force(wheel load), and if the value exceeds a certain level, a wheel climbs or jumps over the rail. That's why the value is used as a criterion for running safety. Derailment coefficient of rolling stocks alters according to shape of rail track. I measured three-dimensional angular velocity and acceleration to use 3D Motion Tracker. Test result, derailment coefficient of rolling stocks and shape of rail track examined closely that have fixed relation. Specially, was proved that roll motion has the close coupling relation.

동계소결 마찰재의 마찰마모에 관한 연구 (A Study on the Friction and Wear of Bronze Sintered Friction Materials)

  • 이종형;박무수;양성현
    • 한국기계가공학회지
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    • 제3권3호
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    • pp.5-10
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    • 2004
  • The effect of bronze sintered friction materials on frictional and mechanical properties is studied with the content(8~18 wt,%) and shapes (flake and irregular) of graphite that is used as solid lubricants to meet diverse characteristics such as low coefficient of friction, low wear rate and high bending strength. The content and shapes of graphite are optimized by statistical experiments. Friction test was carried out measure friction coefficient, temperature dependence and wear rate. As a result of experiments, the density, hardness and bending strength with a shape of flake graphite are lower and decrease rapidly than that of Irregular, as the content of graphite increases up to 18 wt% Aftei friction test, coefficient of friction is 0.3~0 4 and wear rate is $0.32{\sim}2.98{\times}10^{-7}cm^3/kg{\cdot}m$. When the content of graphite increases, coefficient of friction increases In a shape of flake graphite and decreases in a shape of irregular graphite.

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