• 제목/요약/키워드: continuous model

검색결과 3,651건 처리시간 0.044초

Uniform Ergodicity and Exponential α-Mixing for Continuous Time Stochastic Volatility Model

  • Lee, O.
    • Communications for Statistical Applications and Methods
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    • 제18권2호
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    • pp.229-236
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    • 2011
  • A continuous time stochastic volatility model for financial assets suggested by Barndorff-Nielsen and Shephard (2001) is considered, where the volatility process is modelled as an Ornstein-Uhlenbeck type process driven by a general L$\'{e}$vy process and the price process is then obtained by using an independent Brownian motion as the driving noise. The uniform ergodicity of the volatility process and exponential ${\alpha}$-mixing properties of the log price processes of given continuous time stochastic volatility models are obtained.

거더 연속부의 부모멘트 제어에 효과적인 PSC 연속보의 텐던 배치에 관한 연구 (A Study of the Tendon Profile of a PSC Continuous Beam Able to Resist the Negative Bending Moment of Continuous Intergirders)

  • 김의헌
    • 대한토목학회논문집
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    • 제41권6호
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    • pp.617-625
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    • 2021
  • 본 연구에서는 국내 개량형 PSC거더(Prestressed Concrete Girder)의 연속화 방식의 문제점과 연속텐던(Continuous Tendon)의 휨모멘트(Bending Moment) 특성을 분석하였다. 이 결과들을 바탕으로 본 연구에서는 거더 연속부의 부모멘트(Negative Moment) 제어에 효과적인 연속텐던 모델을 제안하였다. 이 모델은 연속텐던의 정착단을 거더 하부로 최대한 내리고, 거더 하부로 배치되는 텐던 구간을 늘려, 거더 중앙부의 긴장력 모멘트가 감소하더라도 연속지점부의 긴장력 모멘트를 증가시키는 방법이다. 이러한 연속텐던 모델은 거더 중앙부보다 연속지점부에서 대응해야 할 설계모멘트가 큰 합성 전 연속화 공법에 적합한 성능을 발휘할 수 있다.

지능형 디지탈 재설계를 이용한 도립 진자의 디지탈 제어 (Digital Control of An Inverted Pendulum by Using Intelligent Digital Redesign)

  • 장욱;주영훈;박진배
    • 대한전기학회논문지:시스템및제어부문D
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    • 제50권10호
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    • pp.457-463
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    • 2001
  • This paper presents a simple and new digital redesign algorithm for fuzzy-model-based controllers. In the first stage, a continuous-time TS fuzzy model is constructed for a given continuous-time nonlinear system and a corresponding continuous-time fuzzy-model-based controller is established based on the existing controller synthesis algorithms. In the second stage, the continuous-time fuzzy-model-based controller is converted to equivalent discrete-time fuzzy-model-based controller, aiming at maintaining the property of the analogue controlled system, which are called intelligent digital redesign. Finally, the proposed method is applied to the digital control of inverted pendulum system to shows the effectiveness and the effectiveness and the feasibility of the method.

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비즈니스 이벤트 스트리밍 대한 연속 질의 처리 (Continuous Query over Business Event Streams in EPCIS Middleware)

  • 박영욱;홍봉희;박재관;김기홍
    • 한국정보처리학회:학술대회논문집
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    • 한국정보처리학회 2008년도 춘계학술발표대회
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    • pp.718-720
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    • 2008
  • In this paper, the study focus on continuous query in EPC Information Services(EPCIS) middleware which is a component of RFID system. We can consider EPCIS as a data stream system with a repository. In our work continuous query is implemented in two query execution model. One is standing query model another is traditional query execution model in which continuous query run over database periodically. Furthermore a balance strategy is presented. It is used to determine which continuous query implementation model is suitable for the query. Finally we conclude our work and issue some research topic for future work.

HSPF-PEST를 이용한 불연속 실측치 자동보정 (Automatic Calibration for Noncontinuous Observed Data using HSPF-PEST)

  • 전지홍;이새봄
    • 한국농공학회논문집
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    • 제54권6호
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    • pp.111-119
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    • 2012
  • Applicability of 8 day interval flow data for the calibration of hydrologic model was evaluated using Hydrological Simulation Program-Fortran (HSPF) at Kyungan watershed. The 8 day interval flow monitored by Ministry of Environment located at upstream was calibrated and periodically validated during 2004-2008. And continuous daily flow monitored by Ministry of Construction & Transportation (MOCT) and located at the mouth was compared with daily simulated data during 2004-2007 as spatial validation. Automatic calibration tool which is Model-Independent Parameter Estimation & Uncertainty Analysis (PEST) was applied for HSPF calibration procedure. The model efficiencies for calibration and periodic validation were 0.63 and 0.88, and model performances were fair and very good, respectively, based on criteria of calibration tolerances. Continuous daily stream flow at the mouth of Kyungan watershed were good agreement with observed continuous daily stream flow with showing 0.63 NS value. The PEST program is very useful tool for HSPF hydrologic calibration using non-continuous daily stream flow as well as continuous daily stream flow. The 8 day interval flow data monitored by MOE could be used to calibrate hydrologic model if the continuous daily stream flow is unavailable.

STAT 조건을 지원하는 연속질의 모델의 설계 (Design of a Continuous Query Model for supporting STAT Conditions)

  • 조대수
    • 한국정보통신학회:학술대회논문집
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    • 한국해양정보통신학회 2010년도 춘계학술대회
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    • pp.441-443
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    • 2010
  • 다양한 센서들로부터 실시간으로 수집되는 데이터를 분석, 처리해야 하는 유비쿼터스 환경의 다양한 응용 서비스를 개발하기 위해서는 반드시 연속질의 처리 방법이 요구된다. 기존 연구에서 연속질의는 대부분 간격질의와 영역질의만으로 표현되고, 이러한 질의에 대한 처리 기법들이 제시되었다. 그러나 연속질의의 종류는 매우 다양하며, 속성 조건, 공간 조건, 시간 조건의 결합을 통해 표현될 수 있다. 이 논문에서는 연속질의의 종류를 분류하고, 여러 조건들의 결합을 통해 표현 가능한 연속질의 모델을 제안하고자 한다. 이 논문은 연속질의를 표현하는 질의 모델을 제안함으로써, 연속질의 처리를 위한 다양한 후속 연구에 대한 방향을 제시하는데 기여하였다.

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유전알고리즘을 이용한 연속시스템의 온라인 퍼래미터 추정 (On-line parameter estimation of continuous-time systems using a genetic algorithm)

  • 이현식;진강규
    • 제어로봇시스템학회논문지
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    • 제4권1호
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    • pp.76-81
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    • 1998
  • This paper presents an on-line scheme for parameter estimation of continuous-time systems, based on the model adjustment technique and the genetic algorithm technique. To deal with the initialisation and unmeasurable signal problems in on-line parameter estimation of continuous-time systems, a discrete-time model is obtained for the linear differential equation model and approximations of unmeasurable states with the observable output and its time-delayed values are obtained for the nonlinear state space model. Noisy observations may affect these approximation processes and degrade the estimation performance. A digital prefilter is therefore incorporated to avoid direct approximations of system derivatives from possible noisy observations. The parameters of both the model and the designed filter are adjusted on-line by a genetic algorithm, A set of simulation works for linear and nonlinear systems is carried out to demonstrate the effectiveness of the proposed method.

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지능형 디지탈 재설계를 이용한 도립 진자의 디지탈 제어 (Digital control of inverted pendulum by using intelligent digital redesign)

  • 장욱;주영훈;박진배
    • 대한전기학회:학술대회논문집
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    • 대한전기학회 2000년도 하계학술대회 논문집 D
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    • pp.2280-2282
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    • 2000
  • This paper presents a simple and new digital redesign algorithm for fussy-model-based controllers. In the first stage, a continuous-time TS fuzzy model is constructed for a given continuous-time nonlinear system and a corresponding continuous-time fuzzy-model-based controller is established based on the existing controller synthesis algorithms. In the second stage, the continuous-time fuzzy-model-based controller is converted to equivalent discrete-time fuzzy-model-based controller, aiming at maintaining the property of the analogue controlled system, which are called intelligent digital redesign. Finally, the proposed method is applied to the digital control of inverted pendulum system to shows the effectiveness and the feasibility of the method.

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개인 커뮤니티의 지각된 특성이 만족 및 지속적 사용의도에 미치는 영향에 관한 연구 (A Study of the Effects of Perceived Characteristics on Satisfaction and Continuous Usage Intention in Personal Communities)

  • 정영수;정철호
    • 한국정보시스템학회지:정보시스템연구
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    • 제16권3호
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    • pp.133-159
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    • 2007
  • The primary purpose of this study is to examine the effects of perceived characteristics on user satisfaction and continuous usage intention in personal communities. We developed a research model based on the literature reviews of personal communities, TAM, perceived risks, and satisfaction. The research model includes perceived playfulness, perceived ease of use, perceived usefulness, and perceived risk as perceived characteristics in personal communities. For validation of this theoretical model, we survey the users of 'Mini-hompy', one of the most popular personal communities in Korea. The research model was empirically verified by structural equation model analysis with data collected from 407 samples. Analysis of the results indicates that perceived ease of use is positively related perceived playfulness and perceived usefulness. Perceived playfulness, perceived ease of use, and perceived risks are significantly related to satisfaction. User's satisfaction has positive relationship with continuous usage intention in personal communities.

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한국여성의 Pap 도말검사 지속적 참여행위에 관한 설명모델 (Factors related to Continuous Participation in the Pap Smear Screening among Korean Women: using a Structural Model)

  • 박소미
    • 대한간호학회지
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    • 제30권1호
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    • pp.160-170
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    • 2000
  • The purpose of this study was to develop an explanatory model to predict factors related to continuous participation in the Pap smear screening among Korean women. A hypothetical model was constructed on the basis of Health Belief Model and extensive review of literature on the Pap smear screening. Exogeneous variables included in this model were knowledge, perceived sensitivity, perceived severity, negative and positive emotional responses and professional support from physicians and nurses. Endogeneous variables were threat to cervical cancer, perceived benefit of the Pap smear screening, perceived barrier, and the final outcome variable was continuous participation in the Pap smear screening. The hypothetical model was tested with an empirical study. The data was collected from 623 married women whose age range was 24 - 83 using a self-reported survey questionnaire which was developed by the researcher. It's Cronbach's alpha score ranged from .6478 to .9118. Data was collected at different locations in Seoul; a university hospital, a local health center, and apartment complexes. Data analysis was done using SPSS 7.5 WIN Program for descriptive statistics and LISREL 8.12a WIN Program for covariance structural analysis. In conclusion, threat, perceived benefit, perceived barrier, positive emotion and professional support had a significant direct effect on continuous participation in the Pap smear screening among Korean women. The results of this study also showed that perceived barrier had the most significant direct effect on continuous participation in the Pap smear screening while negative emotional response had the most significant direct effect on perceived barrier. It can be suggested that decreasing perceived barrier by reducing negative emotional responses may be the most effective strategies for increasing continuous participation in the Pap smear screening among married Korean women.

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