• 제목/요약/키워드: discontinuous in time

검색결과 203건 처리시간 0.022초

Wavelet Thresholding Techniques to Support Multi-Scale Decomposition for Financial Forecasting Systems

  • Shin, Taeksoo;Han, Ingoo
    • 한국데이타베이스학회:학술대회논문집
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    • 한국데이타베이스학회 1999년도 춘계공동학술대회: 지식경영과 지식공학
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    • pp.175-186
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    • 1999
  • Detecting the features of significant patterns from their own historical data is so much crucial to good performance specially in time-series forecasting. Recently, a new data filtering method (or multi-scale decomposition) such as wavelet analysis is considered more useful for handling the time-series that contain strong quasi-cyclical components than other methods. The reason is that wavelet analysis theoretically makes much better local information according to different time intervals from the filtered data. Wavelets can process information effectively at different scales. This implies inherent support fer multiresolution analysis, which correlates with time series that exhibit self-similar behavior across different time scales. The specific local properties of wavelets can for example be particularly useful to describe signals with sharp spiky, discontinuous or fractal structure in financial markets based on chaos theory and also allows the removal of noise-dependent high frequencies, while conserving the signal bearing high frequency terms of the signal. To date, the existing studies related to wavelet analysis are increasingly being applied to many different fields. In this study, we focus on several wavelet thresholding criteria or techniques to support multi-signal decomposition methods for financial time series forecasting and apply to forecast Korean Won / U.S. Dollar currency market as a case study. One of the most important problems that has to be solved with the application of the filtering is the correct choice of the filter types and the filter parameters. If the threshold is too small or too large then the wavelet shrinkage estimator will tend to overfit or underfit the data. It is often selected arbitrarily or by adopting a certain theoretical or statistical criteria. Recently, new and versatile techniques have been introduced related to that problem. Our study is to analyze thresholding or filtering methods based on wavelet analysis that use multi-signal decomposition algorithms within the neural network architectures specially in complex financial markets. Secondly, through the comparison with different filtering techniques' results we introduce the present different filtering criteria of wavelet analysis to support the neural network learning optimization and analyze the critical issues related to the optimal filter design problems in wavelet analysis. That is, those issues include finding the optimal filter parameter to extract significant input features for the forecasting model. Finally, from existing theory or experimental viewpoint concerning the criteria of wavelets thresholding parameters we propose the design of the optimal wavelet for representing a given signal useful in forecasting models, specially a well known neural network models.

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일정진폭하중을 받는 유한 길이 봉의 유한요소해석 (Finite Element Analysis in Finite Length Bar under Constant Amplitude Loading)

  • 황은하
    • 한국전산구조공학회논문집
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    • 제23권5호
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    • pp.525-533
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    • 2010
  • Newmark방법과 같은 직접시간적분법은 시간증분 구간 사이에서 하중이 변하더라도 하중값을 그 시간 구간에서 일정한 하중으로 사용하기 때문에 일정진폭하중과 같은 연속적인 하중함수를 불연속적인 하중함수로 가정하고 수치계산을 수행한다. 따라서 이러한 하중함수의 근사에 따른 오차로 인하여 정확한 수치결과를 계산할 수 없다. 이에 반해, Gurtin의 변분식 에 기초한 유한요소방정식은 하중함수를 시간이력에 대하여 합성적분하여 계산한다. 따라서 시간증분 구간에서 하중이 변하더라도 연속적인 하중함수의 곡선을 따라 가면서 계산하기 때문에 신뢰할 수 있는 수치결과를 구할 수 있다. 본 논문에서는 1차원 막대의 자유단에서 일정진폭하중을 받는 문제를 수치해석하여 Gurtin방법이 Newmark방법 보다 일정진폭하중을 받는 문제에 더 적합한 방법임을 보인다. 또한, Gurtin방법이 일정한 하중을 받는 문제보다 일정진폭하중을 받는 문제에 더 효과적인 방법임을 보인다. Gurtin방법을 FORTRAN으로 프로그래밍하여 해석한 수치결과와 해석용 소프트웨어인 ADINA의 Newmark방법에 의한 수치결과를 비교하여 제시된 수치해의 정확성과 타당성을 검증한다.

고속 직렬 인터페이스 커넥터의 설계 및 분석에 대한 연구 (A Study of Design and Analysis on the High-Speed Serial Interface Connector)

  • 이호상;신재영;최대일;나완수
    • 한국전자파학회논문지
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    • 제27권12호
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    • pp.1084-1096
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    • 2016
  • 본 논문에서는 12.5 Gbps의 전송 속도를 갖는 고속 직렬 인터페이스 커넥터(high-speed serial interface connector)의 설계 및 분석 방법을 제안한다. 고속 직렬 인터페이스 커넥터는 다양한 매질로 구성되며, 내부 선로도 복잡한 구조를 가지고 있으므로, 선로의 불연속 부분의 각각을 임피던스 정합하기가 매우 어렵다. 따라서 커넥터의 각 부분을 단순화한 커넥터 라인(connector line)의 구조를 제안하였으며, 이 구조에서 R, L, C, G 파라미터를 추출하고 차동 모드 임피던스를 분석하며, TDT(Time Domain Transmissometry)와 TDR(Time Domain Reflectometry)을 이용하여 임피던스 불연속(impedance discontinuity)을 최소화 하는 방법을 제시한다. 본 논문은 단순화한 커넥터 라인에서 추출된 분석 방법 및 결과를 고속 직렬 인터페이스 커넥터에 적용하였다. 제안한 커넥터는 총 44개의 핀(pin)으로 구성되며, 본 논문에서는 4개의 핀의 폭과 간격을 변경하여 신호 전달 특성을 분석하였다. 분석결과, 접지 핀의 폭이 증가할수록 임피던스는 소폭으로 감소하고, 접지핀과 신호 핀 사이의 간격이 증가할수록 임피던스가 증가했다. 또한, 신호 핀의 폭을 증가시키면 임피던스가 감소하며, 신호 핀과 신호 핀 사이의 간격을 늘리면 임피던스가 증가하였다. 최초 커넥터 임피던스 특성은 $96{\sim}139{\Omega}$ 사이에서 변화되는 값을 나타내었으나, 제안된 커넥터 구조를 적용했을 때 임피던스 특성은 $92.6{\sim}107.5{\Omega}$ 사이의 값으로 나타나, 설계 목표 $100{\Omega}{\pm}10%$를 만족함을 보였다.

미세유체반응기를 이용한 core/shell 연속 합성 시스템을 이용한 CdSe/ZnS 양자점 합성 및 분석 (Synthesis and analysis CdSe/ZnS quantum dot with a Core/shell Continuous Synthesis System Using a Microfluidic Reactor)

  • 홍명환;주소영;강이승;이찬기
    • 한국분말재료학회지
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    • 제25권2호
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    • pp.132-136
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    • 2018
  • Core/shell CdSe/ZnS quantum dots (QDs) are synthesized by a microfluidic reactor-assisted continuous reactor system. Photoluminescence and absorbance of synthesized CdSe/ZnS core/shell QDs are investigated by fluorescence spectrophotometry and online UV-Vis spectrometry. Three reaction conditions, namely; the shell coating reaction temperature, the shell coating reaction time, and the ZnS/CdSe precursor volume ratio, are combined in the synthesis process. The quantum yield of the synthesized CdSe QDs is determined for each condition. CdSe/ZnS QDs with a higher quantum yield are obtained compared to the discontinuous microfluidic reactor synthesis system. The maximum quantum efficiency is 98.3% when the reaction temperature, reaction time, and ZnS/CdSe ratio are $270^{\circ}C$, 10 s, and 0.05, respectively. Obtained results indicate that a continuous synthesis of the Core/shell CdSe/ZnS QDs with a high quantum efficiency could be achieved by isolating the reaction from the external environment.

다중공 평판형 장비를 이용한 감압법과 열자극법에 의한 하이드레이트 가스 생산성 분석 (Hydrate Production Performance Analysis with Multi-Well, Plate-Type Apparatus Using Depressurization and Thermal Methods)

  • 이영수;왕지훈;박정균;성원모
    • Korean Chemical Engineering Research
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    • 제47권1호
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    • pp.133-140
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    • 2009
  • 본 연구에서는 투과도 80 md, 하이드레이트 포화도 30%의 다중공 평판형 시스템에서 열자극 감압법에 의한 생산실험을 수행하여 하이드레이트의 해리양상 및 생산효율을 관측 및 분석하였다. 감압의 크기에 따른 실험결과에서, 운영 압력을 낮게 설정하면 높은 가스회수율을 얻을 수 있지만 생산초기 나타나는 강한 펄스가 생산전 운영에 무리를 줄 수 있다고 판단되었다. 또한 흡열반응에 의한 하이드레이트 재형성으로 오히려 회수율이 감소하는 경우가 발생하였다. 감압법 적용시의 생산거동을 더 상세히 분석하기 위해, 감압크기 140 psi와 320 psi에 대해 각각 4, 6회의 반복실험을 진행하였다. 그 결과, 140 psi로 감압크기를 설정한 경우, 생산초기에 불안정한 거동이 나타나지만, 빠르게 안정화됨을 알 수 있었다. 320 psi의 실험결과에서 불연속적이며 간헐적인 생산거동을 확인할 수 있었다. 열자극 실험은 안정적인 생산거동을 보이며 회수율이 비교적 낮아 열자극의 효과를 잘 관찰할 수 있는 압력차 80 psi를 적정운영 압력으로 설정하여 수행하였다. 열자극감압 혼용기법의 결과로부터 열자극시간이 증가할수록 가스회수율은 증가하였지만, 반면 에너지효율은 오히려 감소하는 것으로 나타났다. 열을 2분간 가한 후 열흡수 시간을 1분으로 설정한 경우 본 시스템에서는 회수율이 상승하였으며, 에너지효율 또한 증가되는 결과를 얻었다. 하지만, 열흡수 시간이 1분 이상일 경우 오히려 더 낮은 회수율과 에너지효율을 보였는데 이는 긴 열흡수 시간으로 인한 열손실에 기인한 것으로 판단된다.

닭 부고환부(副睾丸部)의 각종(各種) 관상피(管上皮)의 형태(形態) 및 흡수(吸收)에 관한 연구(硏究) (Morphological and Absorptive Studies on Canal Epithelium of the Various Ducts in Rooster Epididymal Region)

  • 이재홍
    • 대한수의학회지
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    • 제14권2호
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    • pp.159-171
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    • 1974
  • Histological and histochemical studies were made on the lining epithelia of the various ducts in epidymis of the Rooster and absorptive function of the canal epithelial cells in the Rooster epididymis were also investigated after administration of India ink. The results obtained were summerized as follows; 1. Epihtelium lining the rate testis was mainaly composed of single later of cuboidal cells, and was partially composed of flattened squamous or low columnar cells. Efferential ductules were characterized by having many villous projections orrfolds which extened into the lumen, and were lined by stereociliated pseudostratified epithelium which consisted of manily ciliated columnar cells, a few scattered clear cells and basal cells. Connecting ductules were lined by ciliated pseudostriatified colummnar epithelium in which ciliated columnar cells, clear cells and basal cells were noted. Epididymal ducts were lined by pseudostratified epidhelium in which columnar and basal cells were noted. 2. PAS-granules, saliva resistant were noted mainly in the epithelial cells of efferential and connecting ductules. 3. Sudan black B stained heavily the granules in the epithelial cells of sufferential and connecting ductules. 4. The granules reactive to acid phosphatase most abundant in the epithelial cells of efferential ductules and were lesser amount in the epithelial cells of connecting ductules where as very few or no granules were seen in the rest of the ducts. 5. Alkaline phosphatase activity was most prominent but discontinuous in the luminal surface of the epithelium of efferential ductules and less marked in the connecting ductless. No enzyme activity was noted in the canal epithelium of epididyml duct. 6. India ink granules were most numerous in the epithlial cells of efferential ductules and were a few in connecting ductules. Very few or no granules of India ink were noted in the other types of the ducts. India ink granules in the epithelium increased gradually as the time after the administration of India ink (one up to twenty-nine hours) has proceeded. From those results it is suggested that epithelial cells of efferential and connecting ductules have active absorptive function, whereas the rest of duct system in the epididymis of the Rooster may be the mere pathway of the seminal fluid without significant modification of its constituents.

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Iridoid 화합물이 치수절단 후 잔존치수 조직에 미치는 영향 (THE EFFECT OF IRIDOID COMPOUND ON THE REMAINING PULP TISSUE AFTER PULPOTOMY)

  • 권혁춘;박동성;손호현
    • Restorative Dentistry and Endodontics
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    • 제22권2호
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    • pp.710-719
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    • 1997
  • Aucubin, an iridoid glucoside, which is isolated from Aucuba japonica, has some biological effects. This study was to investigate the effect of aucubin on the remainig pulp tissues after pulpotomy. Mongrel dog's coronal pulps were mechanically exposed with a sterile round bur and excised with sterile sharp excarvator. After bleeding was controlled, in control group, $Ca(OH)_2$ powder was applied on the remaining pulps and the cavities were sealed with Z.O.E. cement. In experimental group 1, mixed powder with $Ca(OH)_2$ and aucubin(l : 1 by weight) was applied on the pulpotomized pulp surfaces. After the cavities were covered with sterile aluminum foil, they were sealed with Z.O.E. cement. In experimental group 2, only aucubin powder was applied on the remaining pulps and then they were treated the same as experimental group 1. In the all groups, the pulps were histopathologically observed by light microscope at the time intervals of 1, 2 and 4 weeks after experiment. The results were as follows : 1. In control and experimental groups, mild vascular congestion and bleeding were found in most of the specimens. Less inflammatory infiltration was observed in experimental groups than in control group. 2. Dentin bridge formation was found after 1 week at both control and experimental group 1. Dentin birdge had discontinuous osteodentin like appearance or contained some dentin chips. In experimental group 2, dentin bridge was not seen. 3. The coagulation necrosis layer on the remaining pulp tissues was seen in all groups. In experimental group 2, the thickest layer was observed. And in control group, coagulation necrosis layer was similar as in experimental group 1.

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혈액암 세포에서 부자(附子) 추출물의 Apoptosis 유도 효과 (Apoptosis-inducing Effects of Radix Aconiti Extract in HL-60 Cells)

  • 권강범;김은경;문형철;정택상;송용선;류도곤
    • 동의생리병리학회지
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    • 제19권3호
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    • pp.677-683
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    • 2005
  • The aim of this study was to investigate the apoptotic effect and its mechanism on Radix Aconiti (RA) extract in HL-60 human leukemia cell line. RA extract induced apoptosis as confirmed by discontinuous fragmentation of DNA. To clarify the mechanisms on RA extract-induced apoptosis, we examined the caspase-3, -8 enzyme activity and protein levels including Fas, FasL in HL-60 cells. Treatment with RA extracts resulted in the increase of caspase-3 enzyme activity in a time and dose-dependent manners, which was accompanied by the cleavage of poly-(ADP-ribose) polymerase (PARP). This activation of caspase-3 enzyme resulted from cleavage of procaspase-8, which was followed by increases of FasL, Fas protein expression in RA extracts-treated HL-60 cells. In conclusion, RA extract induced apoptosis of HL-60 human leukemia cell line. This results suggest that the apoptotic mechanisms of RA extract on HL-60 cells involved in FasL, Fas activation, procaspase-8 cleavage, activation of caspase-3 and cleavage of PARP. Collectively, these results suggest that RA may be a valuable agent as a anti-cancer drug.

국내 지진재해도를 고려한 저층 필로티 건물의 붕괴 확률 (Collapse Probability of a Low-rise Piloti-type Building Considering Domestic Seismic Hazard)

  • 김대환;김태완;추유림
    • 한국지진공학회논문집
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    • 제20권7_spc호
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    • pp.485-494
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    • 2016
  • The risk-based assessment, also called time-based assessment of structure is usually performed to provide seismic risk evaluation of a target structure for its entire life-cycle, e.g. 50 years. The prediction of collapse probability is the estimator in the risk-based assessment. While the risk-based assessment is the key in the performance-based earthquake engineering, its application is very limited because this evaluation method is very expensive in terms of simulation and computational efforts. So the evaluation database for many archetype structures usually serve as representative of the specific system. However, there is no such an assessment performed for building stocks in Korea. Consequently, the performance objective of current building code, KBC is not clear at least in a quantitative way. This shortcoming gives an unresolved issue to insurance industry, socio-economic impact, seismic safety policy in national and local governments. In this study, we evaluate the comprehensive seismic performance of an low-rise residential buildings with discontinuous structural walls, so called piloti-type structure which is commonly found in low-rise domestic building stocks. The collapse probability is obtained using the risk integral of a conditioned collapse capacity function and regression of current hazard curve. Based on this approach it is expected to provide a robust tool to seismic safety policy as well as seismic risk analysis such as Probable Maximum Loss (PML) commonly used in the insurance industry.

Investigation lateral deformation and failure characteristics of strip coal pillar in deep mining

  • Chen, Shaojie;Qu, Xiao;Yin, Dawei;Liu, Xingquan;Ma, Hongfa;Wang, Huaiyuan
    • Geomechanics and Engineering
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    • 제14권5호
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    • pp.421-428
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    • 2018
  • In deep mining, the lateral deformation of strip coal pillar appears to be a new characteristic. In order to study the lateral deformation of coal-mass, a monitoring method and monitoring instrument were designed to investigate the lateral deformation of strip coal pillar in Tangkou Coalmine with the mining depth of over 1000 m. Because of without influence of repeated mining, the bedding sandstone roof is easy to break and the angle between maximum horizontal stress and the roadway is small, the maximum lateral deformation is only about 287 mm lower than the other pillars in the same coalmine. In deep mining, the energy accumulation and release cause a discontinuous damage in the heterogeneous coal-mass, and the lateral deformation of coal pillar shows discontinuity, step and mutation characters. These coal-masses not only show a higher plasticity but also the high brittleness at the same time, and its burst tendency is more obvious. According to the monitoring results and theoretical calculations, the yield zone of the coal pillar width is determined as 15.6 m. The monitoring results presented through this study are of great significance to the stability analysis and design of coal pillar.