• Title/Summary/Keyword: limiting point

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A class of CUSUM tests using empirical distributions for tail changes in weakly dependent processes

  • Kim, JunHyeong;Hwang, Eunju
    • Communications for Statistical Applications and Methods
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    • v.27 no.2
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    • pp.163-175
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    • 2020
  • We consider a wide class of general weakly-dependent processes, called ψ-weak dependence, which unify almost all weak dependence structures of interest found in statistics under natural conditions on process parameters, such as mixing, association, Bernoulli shifts, and Markovian sequences. For detecting the tail behavior of the weakly dependent processes, change point tests are developed by means of cumulative sum (CUSUM) statistics with the empirical distribution functions of sample extremes. The null limiting distribution is established as a Brownian bridge. Its proof is based on the ψ-weak dependence structure and the existence of the phantom distribution function of stationary weakly-dependent processes. A Monte-Carlo study is conducted to see the performance of sizes and powers of the CUSUM tests in GARCH(1, 1) models; in addition, real data applications are given with log-returns of financial data such as the Korean stock price index.

Theoretical Studies on the Acid-Catalyzed Hydrolysis of Sulfinamide

  • 김찬경;이익준
    • Bulletin of the Korean Chemical Society
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    • v.18 no.8
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    • pp.880-886
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    • 1997
  • Ab initio calculations were carried out on the gas phase acid-catalyzed hydrolysis reactions of sulfinamide using the 3-21G* basis sets. Single point calculations were also performed at the MP2/6-31G* level. The first step in the acid-catalyzed hydrolysis of N-methylmethanesulfinamide, Ⅰ, involves protonation. The most favorable form is the O-protonated one, Ⅱ, which is then transformed into a sulfurane intermediate, Ⅲ, by addition of a water molecule. The reaction proceeds further by an intramolecular proton transfer from O to N (TS2), which is followed by N-S bond cleavage (TS3) leading to the final products. The rate determining step is the N-S bond cleavage (TS3) at the RHF/3-21G* level, whereas it becomes indeterminable at the MP2/6-31G*//3-21G* level of theory. However, the substituent effect studies with N-protonated N-arylmethanesulfinamide, ⅩⅢ, at the MP2/6-31G*//3-21G* level support the N-S bond breaking step as rate limiting.

A Non-Cirucular Contact Arc Model for Temper Rolling

  • Y.L. Liu;Lee, W.H.;Cho, K.J.
    • Proceedings of the Korean Society for Technology of Plasticity Conference
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    • 1999.08a
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    • pp.293-300
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    • 1999
  • A mathematical model for the analysis of roll gap phenomena in strip temper rolling process is described. The mechanical peculiarities of temper rolling process, such as high friction value and non-circular contact arc, low reduction and non-negligible entry and exit elastic zones as well as central restricted deformation (preliminary displacement or sticking) zone etc., are all taken into account. The deformation of work rolls is calculated with the influence function method and arbitrary contact arc shape is permitted. The strip deformation is modeled by slab method and the entry and exit elastic deformation zones are included. The restricted deformation zone near the neutral point is also considered. The concept and the calculation method of limiting preliminary displacement are used to determine the length of the central restricted deformation zone. The comparison of the model results with the measured mill data is also made.

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Cycle Analysis on LNG Boil-off Gas Re-Liquefaction Plant

  • Chin, Y.W.
    • Progress in Superconductivity and Cryogenics
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    • v.8 no.4
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    • pp.34-38
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    • 2006
  • Cycle analysis was performed in order to find the optimum design point of the LNG Boil-off gas re-liquefaction system. Thermodynamic analysis revealed the system could be defined by three state variables. Thus the system performance could be described by the three cold endpoint temperatures of the three-pass heat exchanger. This enabled us to investigate the cycle performance in terms of the heat exchanger parameters. To get access to the cycle states of higher system performances, larger heat exchangers were found necessary. Also the thermal pinch in cryogenic heat exchangers was found to act as a limiting factor to the system performance.

An Electrochemical Evaluation on the Corrosion Resistance of a Al Alloy (주조용 Al합금의 내식성에 관한 전기화학적 평가)

  • Youn Dae-Hyun;Lee Myung-Hoon;Kim Ki-Joon;Moon Kyung-Man
    • Journal of Advanced Marine Engineering and Technology
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    • v.29 no.5
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    • pp.495-501
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    • 2005
  • Al is a active metal that owes its resistance to a thin, protective, barrier oxide surface layer, which is stable in air and neutral aqueous solution. Thus Al alloys are widely used in architectural trim. cold & hot-water storage vessels and piping. However Al and most of its alloy may corrode with some forms such as pitting corrosion, intergranular corrosion and galvanic corrosion in the case of exposure to various industrial and marine atmosphere. Therefore a correct evaluation of corrosion resistance for their Al and Al alloys may be more important in a economical point of view. In this study. a relative evaluation of corrosion resistance for three kinds of Al alloys such as ALDC2, ALDC3, and ALDC8 series was carried out with electrochemical method. There is a tendency that corrosion potential is shifted to positive or negative direction by alloying components regardless of corrosion resistance. Moreover the data of corrosion properties obtained from cathodic Polarization curve, cyclic voltammogram and AC. DC impedance respectively showed a good correspondence each other against the corrosion resistance but variation of corrosion potential. passivity current density of anodic polarization curve and corrosion current density by Tafel extrapolation and Stern-Geary method didn't correspond with not only each other but also considerably the data of corrosion properties discussed above. Therefore it is suggested that an optimum electrochemical evaluation for corrosion resistance of Al alloy is to calculate the diffusion limiting current density of cathodic polarization curve, impedance of AC or DC and polarization resistance of cyclic voltammogram.

Bus-voltage Sag Suppressing and Fault Current Limiting Characteristics of the SFCL Due to its Application Location in a Power Distribution System

  • Kim, Jin-Seok;Lim, Sung-Hun;Kim, Jae-Chul
    • Journal of Electrical Engineering and Technology
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    • v.8 no.6
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    • pp.1305-1309
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    • 2013
  • The application of the superconducting fault current limiter (SFCL) in a power distribution system is expected to contribute the voltage-sag suppression of the bus line as well as the fault-current reduction of the fault line. However, the application effects of the SFCL on the voltage sag of the bus line including the fault current are dependent on its application location in a power distribution system. In this paper, we investigated the fault current limiting and the voltage sag suppressing characteristics of the SFCL due to its application location such as the outgoing point of the feeder, the bus line, the neutral line and the 2nd side of the main transformer in a power distribution system, and analyzed the trace variations of the bus-voltage and fault-feeder current. The simulated power distribution system, which was composed of the universal power source, two transformers with the parallel connection and the impedance load banks connected with the 2nd side of the transformer through the power transmission lines, was constructed and the short-circuit tests for the constructed system were carried out. Through the analysis on the short-circuit tests for the simulated power distribution system with the SFCLs applied into its representative locations, the effects from the SFCL's application on the power distribution system were discussed from the viewpoints of both the suppression of the bus-voltage sag and the reduction of the fault current.

Microanatomy and Histological Features of Central Myelin in the Root Exit Zone of Facial Nerve

  • Yee, Gi-Taek;Yoo, Chan-Jong;Han, Seong-Rok;Choi, Chan-Young
    • Journal of Korean Neurosurgical Society
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    • v.55 no.5
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    • pp.244-247
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    • 2014
  • Objective : The aim of this study was to evaluate the microanatomy and histological features of the central myelin in the root exit zone of facial nerve. Methods : Forty facial nerves with brain stem were obtained from 20 formalin fixed cadavers. Among them 17 facial nerves were ruined during preparation and 23 root entry zone (REZ) of facial nerves could be examined. The length of medial REZ, from detach point of facial nerve at the brain stem to transitional area, and the thickness of glial membrane of central myelin was measured. We cut brain stem along the facial nerve and made a tissue block of facial nerve REZ. Each tissue block was embedded with paraffin and serially sectioned. Slices were stained with hematoxylin and eosin (H&E), periodic acid-Schiff, and glial fibrillary acid protein. Microscopy was used to measure the extent of central myelin and thickness of outer glial membrane of central myelin. Thickness of glial membrane was examined at two different points, the thickest area of proximal and distal REZ. Results : Special stain with PAS and GFAP could be differentiated the central and peripheral myelin of facial nerve. The length of medial REZ was mean 2.6 mm (1.6-3.5 mm). The glial limiting membrane of brain stem is continued to the end of central myelin. We called it glial sheath of REZ. The thickness of glial sheath was mean $66.5{\mu}m(40-110{\mu}m$) at proximal REZ and $7.4{\mu}m(5-10{\mu}m$) at distal REZ. Conclusion : Medial REZ of facial nerve is mean 2.6 mm in length and covered by glial sheath continued from glial limiting membrane of brain stem. Glial sheath of central myelin tends to become thin toward transitional zone.

Characteristics according to the spot at the beginning of the fault current (개선된 자속구속형 전류제한기의 사고 시점에 따른 사고전류제한 특성)

  • Kim, Yong-Jin;Du, Ho-Ik;Lee, Dong-Hyeok;Han, Sang-Chul;Lee, Jeong-Phil;Han, Byoung-Sung
    • Proceedings of the Korean Institute of Electrical and Electronic Material Engineers Conference
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    • 2010.06a
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    • pp.189-189
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    • 2010
  • The Improved flux-lock type superconducting fault current limiter(SFCL) is composed of a series transformer and superconducting unit of the YBCO coated conductor. The primary and secondary coils in the transformer were wound in series each other through an iron core and the YBCO coated conductor was connected with secondary coil in parallel. In a normal condition, the flux generated from a primary coil is cancelled out by its structure and the zero resistance of the YBCO thin films. When a fault occurs, the resistance of the YBCO coated conductor was generated and the fault current was limited by the SFCL. In this paper, we investigated the fault current limiting characteristics through the spot at the beginning of the fault current in the Improved flux-lock type SFCL. The experiment results that the fault current limiting characteristics was difference according to the point of a fault current started. Through the analysis, it was shown that shorter the time of a phase transition.

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Dynamic Random Channel Allocation Algorithm by Limiting the Number of Minimum RCH in HIPERLAN/2 (HIPERLAN/2에서 최소 RCH 수를 제한한 동적 랜덤채널 할당 기법)

  • Kang, Jae-Eun;Lee, Jong-Kyu
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.34 no.1A
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    • pp.58-64
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    • 2009
  • In this paper, we propose an dynamic random channel allocation scheme increasing probability of channel acquisition and reducing delay by limiting the number of minimum RCHs(Random CHannels) as an optimal factor $\beta$. The MAC protocol of HIPERLAN/2 is based on TDMA/TDD and MT(Mobile Terminal) can obtain chance of traffic transmission through channel competition in RCH period. And AP(Access Point) can dynamically schedule the number of RCHs based on the number of the collision in each RCH of the previous frame. Therefore, the proposed scheme increases a probability of channel acquisition and reduces delay by means of guaranteeing the number of minimum RCHs. With a practical Internet traffic, it is concluded that by the proposed scheme the delay reduction of the order of 19% and slightly better throughput are obtained compared to the conventional algorithm.

Extreme Quantile Estimation of Losses in KRW/USD Exchange Rate (원/달러 환율 투자 손실률에 대한 극단분위수 추정)

  • Yun, Seok-Hoon
    • Communications for Statistical Applications and Methods
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    • v.16 no.5
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    • pp.803-812
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    • 2009
  • The application of extreme value theory to financial data is a fairly recent innovation. The classical annual maximum method is to fit the generalized extreme value distribution to the annual maxima of a data series. An alterative modern method, the so-called threshold method, is to fit the generalized Pareto distribution to the excesses over a high threshold from the data series. A more substantial variant is to take the point-process viewpoint of high-level exceedances. That is, the exceedance times and excess values of a high threshold are viewed as a two-dimensional point process whose limiting form is a non-homogeneous Poisson process. In this paper, we apply the two-dimensional non-homogeneous Poisson process model to daily losses, daily negative log-returns, in the data series of KBW/USD exchange rate, collected from January 4th, 1982 until December 31 st, 2008. The main question is how to estimate extreme quantiles of losses such as the 10-year or 50-year return level.