• Title/Summary/Keyword: impulse response function

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Study on Lead-Lag Relationship between Individual Spot and Futures of Communication Service Industries: Focused on KT and SK Telecom (통신서비스 업종 개별주식 현물과 선물 간 선도-지연 효과: 한국통신과 SK텔레콤을 중심으로)

  • Kim, Joo Il
    • Journal of Service Research and Studies
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    • v.5 no.1
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    • pp.91-103
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    • 2015
  • We examine the information transmission between the KT Spot and the KT Futures Index, the SK Telecom Spot and the SK Telecom Futures Index, based on the returns data offered by the Korea Exchange. The data includes daily return data from 1 January 2012 to 31 December 2014. Utilizing a dynamic analytical tool-the VAR model, Granger Causality test, Impulse Response Function and Variance Decomposition have been implemented. The results of the analysis are as follows. Firstly, results of Granger Causality test suggests the existence of mutual causality the KT Futures Index and the SK Telecom Futures Index precede and have explanatory power the KT Spot and the SK Telecom Spot However the results also identified a greater causality and explanatory power of the KT Spot and the SK Telecom Spot over the KT Futures Index and the SK Telecom Futures Index. Secondly, the results of impulse response function suggest that the KT Futures Index show immediate response to the KT Spot and are influenced by till time 4. From time 2, the impact gradually disappears. Also the SKT Futures Index show immediate response to the SKT Spot and are influenced by till time 4. From time 2, the impact gradually disappears. Lastly, the variance decomposition analysis shows that the changes of return of the KT Spot and SKT Spot are dependent on those of the KT Futures Index and the SK Telecom Futures Index. This implies that returns on the KT Spot and SKT Spot have a significant influence over returns on the KT Futures Index and the SK Telecom Futures Index. It contributes to the understanding of market price formation function through analysis of detached the KT Spot and the KT Futures Index, the SK Telecom Spot and the SK Telecom Futures Index.

Performance Analysis of Fast Start-Up Equalization Using Binary Codes with specific Autocorrelation Functions (특정 자기 상관 함수를 갖는 이진 부호를 이용한 빠른 수렴 속도를 이루는 등화방법의 성능 분석)

  • 양상현;한영열
    • The Journal of Korean Institute of Electromagnetic Engineering and Science
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    • v.10 no.7
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    • pp.1085-1094
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    • 1999
  • In the global system for the mobile communication (GSM) system, the class of training sequences used in a TDMA frame is a preamble sequence with a period of 16 bits for the channel impulse response measurement and the start up equalization during the training period. If the transmitted preamble sequence and the binary sequence in the receiver properly satisfy a condition, this training sequences used for fastly adjusting the tap coefficients and impulse response can be measured by calculating the crosscorrelation function. In this paper, it is used that training sequences have zero values of the autocorrelation at all delays except zero and middle shifts. A comparison of convergence rate, a mathematical approach for fast start-up equalization and correctly channel impulse response measurement are proposed.

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Identification of Whipping Response using Wavelet Cross-Correlation (웨이블릿 교차상관관계를 이용한 변형체 선박의 휘핑 응답 식별)

  • Kim, Yooil;Kim, Jung-Hyun;Kim, Yonghwan
    • Journal of the Society of Naval Architects of Korea
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    • v.51 no.2
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    • pp.122-129
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    • 2014
  • Identification of the whipping response out of the combined wave-vibration response of a flexible sea going vessel is one of the most interesting research topic from ship designer's point of view. In order to achieve this goal, a novel methodology based on the wavelet cross-correlation technique was proposed in this paper. The cross-correlation of the wavelet power spectrum averaged across the frequency axis was introduced to check the similarity between the combined wave-vibration response and impulse response. The calculated cross-correlation of the wavelet power spectrum was normalized by the auto-correlation of the each spectrum with zero time lag, eventually providing the cross-correlation coefficient that stays between 0 and 1, precisely indicating the existence of the impulse response buried in the combined wave-vibration response. Additionally, the weight function was introduced while calculating the cross-correlation of the two spectrums in order to filter out the signal of lower frequency so that the accuracy of the similarity check becomes as high as possible. The validity of the proposed methodology was checked through the application to the artificially generated ideal combined wave-vibration signal, together with the more realistic signal obtained by running 3D hydroelasticity program WISH-Flex. The correspondence of the identified whipping instances between the results, one from the proposed method and the other from the calculated slamming modal force, was excellent.

The Lateral Motion Responses of a Ship with Rudder Effects in the Time Domain (타(舵)의 효과(效果)를 고려(考慮)한 시간영역(時間領域)에서의 선체(船體) 횡운동응답(橫運動應答))

  • I.Y.,Gong;K.P.,Rhee
    • Bulletin of the Society of Naval Architects of Korea
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    • v.21 no.3
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    • pp.35-42
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    • 1984
  • In this paper, the lateral motions of a ship in the time domain are treated by applying the Impulse Response Function Technique. The acceleration, and displacement of a ship in the time domain are needed for the purpose of such automatic controls as the fire control system and the auto-pilot of ocean-going vessels, etc. The response Amplitude Operators of a ship are calculated by the Strip Method of Salvesen-Tuck-Faltinsen, and the Pierson-Moskowitz Spectrum multiplied by spreading function is used to represent the short crested ocean waves. The ocean wave elevations in the time domain are simulated according to the Method of Borgman. Finally the rudder effect is considered by simply adding the force and moment due to the rudder to the wave exciting force. And the results of lateral motions with and without rudder are shown.

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The dynamic causal relationship between transportation modes and industrial structure (운송수단과 산업구조 간 동태적 인과관계 분석)

  • Min-Ju Song;Hee-Yong Lee
    • Korea Trade Review
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    • v.46 no.5
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    • pp.115-130
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    • 2021
  • The main purpose of this study is to analyze the causal relationship between import-export goods and transportation modes. To this end, five major commodity groups were selected from 2010 to 2018 such as Machinery and transport equipment (SITC 7), manufactured goods classified chiefly by material (SITC 6), chemicals and related products, n.e.s. (SITC 5), mineral, fuels, lubricants, and related materials (SITC 3), and miscellaneous manufactured articles (SITC 8). And using the panel VECM, the difference between transportation modes such as ports and airports was compared and analyzed through panel granger causality, Impulse response function, Forecasting error variance decomposition. As a result, it is confirmed that the causal relationship between major product groups and transportation modes showed different causal relationships depending on the characteristics of port and air transportation.

Performance Analysis of SAR System Using Radar Target Simulation Equipment (표적모의장치를 이용한 SAR 장비의 성능 분석)

  • Kweon, Soon-Koo;Yeo, Hwan-Yong;Park, Sung-Min;Han, Ji-Hoon;Jung, Chang-Sik;Kim, Ki-Wan;Shin, Hyun-Ik
    • The Journal of Korean Institute of Electromagnetic Engineering and Science
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    • v.29 no.2
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    • pp.118-127
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    • 2018
  • In this work, we have designed and manufactured radar target simulation equipment for the performance analysis of synthetic aperture radar(SAR) systems. First, we have explained the function and performance specification of the target simulation equipment and point target scenario generation for validation of the SAR system. In addition, we have developed a simple and accurate calibration method for the time delay of the SAR system using the manufactured target simulation equipment. We have analyzed the point target impulse response function of the SAR image acquired using the SAR system and the target simulation equipment. It was observed that the measured peak to side lobe ratio(=-13.25 dB) and resolution(=0.49 m) are in good agreement with the corresponding theoretical values.

Geometry and load effects on transient response of a VFGM annular plate: An analytical approach

  • Alavia, Seyed Hashem;Eipakchi, Hamidreza
    • Structural Engineering and Mechanics
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    • v.70 no.2
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    • pp.179-197
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    • 2019
  • In this article, the effect of different geometrical, materials and load parameters on the transient response of axisymmetric viscoelastic functionally graded annular plates with different boundary conditions are studied. The behavior of the plate is assumed the elastic in bulk and viscoelastic in shear with the standard linear solid model. Also, the graded properties vary through the thickness according to a power law function. Three types of mostly applied transient loading, i.e., step, impulse, and harmonic with different load distribution respect to radius coordinate are examined. The motion equations and the corresponding boundary conditions are extracted by applying the first order shear deformation theory which are three coupled partial differential equations with variable coefficients. The resulting motion equations are solved analytically using the perturbation technique and the generalized Fourier series. The sensitivity of the response to the graded indexes, different transverse loads, aspect ratios, boundary conditions and the material properties are investigated too. The results are compared with the finite element analysis.

Output only structural modal identification using matrix pencil method

  • Nagarajaiah, Satish;Chen, Bilei
    • Structural Monitoring and Maintenance
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    • v.3 no.4
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    • pp.395-406
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    • 2016
  • Modal parameter identification has received much attention recently for their usefulness in earthquake engineering, damage detection and structural health monitoring. The identification method based on Matrix Pencil technique is adopted in this paper to identify structural modal parameters, such as natural frequencies, damping ratios and modal shapes using impulse vibration responses. This method can also be applied to dynamic responses induced by stationary and white-noise inputs since the auto- and cross-correlation function of the two outputs has the same form as the impulse response dynamic functions. Matrix Pencil method is very robust to noise contained in the measurement data. It has a lower variance of estimates of the parameters of interest than the Polynomial Method, and is also computationally more efficient. The numerical simulation results show that this technique can identify modal parameters accurately even if the noise level is high.

A dynamic analysis of bolted joints under various conditions (체결방법에 따른 볼트결합 구조물의 동적해석)

  • 정영도;박세만;박명균
    • Proceedings of the Korean Society of Precision Engineering Conference
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    • 2002.05a
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    • pp.774-777
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    • 2002
  • There are various methods to join mechanical structures together. They typically include welding, mechanical joints by bolts and other processes depending on specific needs. Analyses of joints in the mechanical structures are essential in understanding the dynamic characteristics of the structures. In this research an impulse technique is applies to investigate the dynamic behavior of joints produced by bolts. The length overlap in the joints was varied as the number of the bolts in the joins was changed. Also, the torque applied to the bolts were adjusted. Resonance frequencies were determined for the joints to evaluate the relationship between the increase in the applied torque and the increase in the number of bolts used in the joints. The results have demonstrated that the resonance frequencies of the joints increase with the increasing torque.

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Application of Digital Signal Analysis Technique to Enhance the Quality of Tracer Gas Measurements in IAQ Model Tests

  • Lee, Hee-Kwan;Awbi, Hazim B.
    • Journal of Korean Society for Atmospheric Environment
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    • v.23 no.E2
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    • pp.66-73
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    • 2007
  • The introduction of tracer gas techniques to ventilation studies in indoor environments provides valuable information that used to be unattainable from conventional testing environments. Data acquisition systems (DASs) containing analogue-to-digital (A/D) converters are usually used to function the key role that records signals to storage in digital format. In the testing process, there exist a number of components in the measuring equipment which may produce system-based inference to the monitored results. These unwanted fluctuations may cause significant error in data analysis, especially when non-linear algorithms are involved. In this study, a pre-processor is developed and applied to separate the unwanted fluctuations (noise or interference) in raw measurements and to reduce the uncertainty in the measurement. Moving average, notch filter, FIR (Finite Impulse Response) filters, and IIR (Infinite Impulse Response) filters are designed and applied to collect the desired information from the raw measurements. Tracer gas concentrations are monitored during leakage and ventilation tests in the model test room. The signal analysis functions are introduced to carry out the digital signal processing (DSP) work. Overall the FIR filters process the $CO_2$ measurement properly for ventilation rate and mean age of air calculations. It is found that, the Kaiser filter was the most applicable digital filter for pre-processing the tracer gas measurements. Although the IIR filters help to reduce the random noise in the data, they cause considerable changes to the filtered data, which is not desirable.