• 제목/요약/키워드: long range dependence

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자동차 건조 공정 에너지 예측 모형을 위한 공조기 온도 시계열 데이터의 상관관계 분석 (Correlation Analyses of the Temperature Time Series Data from the Heat Box for Energy Modeling in the Automobile Drying Process)

  • 이창용;송근수;김진호
    • 산업경영시스템학회지
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    • 제37권2호
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    • pp.27-34
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    • 2014
  • In this paper, we investigate the statistical correlation of the time series for temperature measured at the heat box in the automobile drying process. We show, in terms of the sample variance, that a significant non-linear correlation exists in the time series that consist of absolute temperature changes. To investigate further the non-linear correlation, we utilize the volatility, an important concept in the financial market, and induce volatility time series from absolute temperature changes. We analyze the time series of volatilities in terms of the de-trended fluctuation analysis (DFA), a method especially suitable for testing the long-range correlation of non-stationary data, from the correlation perspective. We uncover that the volatility exhibits a long-range correlation regardless of the window size. We also analyze the cross correlation between two (inlet and outlet) volatility time series to characterize any correlation between the two, and disclose the dependence of the correlation strength on the time lag. These results can contribute as important factors to the modeling of forecasting and management of the heat box's temperature.

Aerodynamic admittances of bridge deck sections: Issues and wind field dependence

  • Zhang, Zhitian;Zhang, Weifeng;Ge, Yaojun
    • Wind and Structures
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    • 제25권3호
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    • pp.283-299
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    • 2017
  • Two types of aerodynamic admittance function (AAF) that have been adopted in bridge aerodynamics are addressed. The first type is based on a group of supposed relations between flutter derivatives and AAFs. In so doing, the aero-elastic properties of a section could be used to determine AAFs. It is found that the supposed relations hold only for cases when the gust frequencies are within a very low range. Predominant frequencies of long-span bridges are, however, far away from this range. In this sense, the AAFs determined this way are of little practical significance. Another type of AAFs is based on the relation between the Theodorsen circulation function and the Sears function, which holds for thin airfoil theories. It is found, however, that an obvious illogicality exists in this methodology either. In this article, a viewpoint is put forward that AAFs of bluff bridge deck sections are inherently dependent on oncoming turbulent properties. This kind of dependence is investigated with a thin plate and a double-girder bluff section via computational fluid dynamics method. Two types of wind fluctuations are used for identification of AAFs. One is turbulent wind flow while the other is harmonic. The numerical results indicate that AAFs of the thin plate agree well with the Sears AAF, and show no obvious dependence on the oncoming wind fields. In contrast, for the case of bluff double-girder section, AAFs identified from the turbulent and harmonic flows of different amplitudes differ among each other, exhibiting obvious dependence on the oncoming wind field properties.

Fluid Queueing Model with Fractional Brownian Input

  • Lee, Jiyeon
    • Communications for Statistical Applications and Methods
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    • 제9권3호
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    • pp.649-663
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    • 2002
  • We consider an unlimited fluid queueing model which has Fractional Brownian motion(FBM) as an input and a single server of constant service rate. By using the result of Duffield and O'Connell(6), we investigate the asymptotic tail-distribution of the stationary work-load. When there are multiple homogeneous FBM inputs, the workload distribution is similar to that of the queue with one FBM input; whereas for the heterogeneous sources the asymptotic work-load distributions is dominated by the source with the largest Hurst parameter.

Arachidic Acid 단분자막의 $\pi$-A 특성 ($\pi$-A Characteristics of Arachidic Acid Monolayer)

  • 이대일;최용성;장상묵;권영수
    • 한국전기전자재료학회:학술대회논문집
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    • 한국전기전자재료학회 1991년도 추계학술대회 논문집
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    • pp.10-11
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    • 1991
  • In this paper, Arachidic Acid of long-chain fatty acid was soluted by chloroform and observed $\pi$-A curve in trough. In our experimental result, optimum pressure for fabricating the LB film was 30mN/m. In $\pi$-A curve measurment, temperature dependence was investigated between 20-50($^{\circ}C$). However, in this temperature range, the variation of solid phase pressure was not observed.

Effective Bandwidth for a Single Server Queueing System with Fractional Brownian Input

  • Kim, Sung-Gon;Nam, Seung-Yeob;Sung, Dan-Keun
    • 한국통계학회:학술대회논문집
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    • 한국통계학회 2003년도 추계 학술발표회 논문집
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    • pp.1-8
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    • 2003
  • The traffic patterns of today's IP networks exhibit two important properties: self-similarity and long-range dependence. The fractional Brownian motion is widely used for representing the traffic model with the properties. We consider a single server fluid queueing system with input process of a fractional Brownian motion type. Formulas for effective bandwidth are derived in a single source and multiple source cases.

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Round-Trip Time 측정을 통한 인터넷 트래픽의 자기 유사성 분석 (Analysis of internet self-similar traffic through the round-trip time measurement)

  • 황인수;송기평;이동철;박기식;김창호;김동일;최삼길
    • 한국정보통신학회:학술대회논문집
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    • 한국해양정보통신학회 1999년도 추계종합학술대회
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    • pp.326-330
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    • 1999
  • 인터넷의 민감한 트래픽 특성으로 인해 기존의 트래픽 모델링 분석법으로 최적화된 네트워크 환경을 구성하기에는 부족한 점이 많다. 본 논문에서는 트래픽의 버스트 특성을 정확히 예측하고 모델링 하기 위한 방법으로 자기 유사 특성에 대해 분석하고자 한다. 실제 인터넷 네트워크에서의 RTT(Round-Trip Time)를 측정함으로써 계층, 거리별 링크간의 LRD(Long-Range Dependence) 와 노드 큐의 특성, 자기유사성 정도를 구하고 측정된 데이터의 확률 분포를 통해 실제 트래픽의 특성에 대해 분석하였다

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EMPIRICAL REALITIES FOR A MINIMAL DESCRIPTION RISKY ASSET MODEL. THE NEED FOR FRACTAL FEATURES

  • Christopher C.Heyde;Liu, S.
    • 대한수학회지
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    • 제38권5호
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    • pp.1047-1059
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    • 2001
  • The classical Geometric Brownian motion (GBM) model for the price of a risky asset, from which the huge financial derivatives industry has developed, stipulates that the log returns are iid Gaussian. however, typical log returns data show a distribution with much higher peaks and heavier tails than the Gaussian as well as evidence of strong and persistent dependence. In this paper we describe a simple replacement for GBM, a fractal activity time Geometric Brownian motion (FATGBM) model based on fractal activity time which readily explains these observed features in the data. Consequences of the model are explained, and examples are given to illustrate how the self-similar scaling properties of the activity time check out in practice.

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Humidity Sensitivity of Hybrid Polyelectrolytes Prepared by the Sol-Gel Process

  • Lee Chil-Won;Park Hyung-Seok;Kim Jong-Gyu;Gong Myoung-Seon
    • Macromolecular Research
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    • 제13권2호
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    • pp.96-101
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    • 2005
  • Thin-film humidity sensors were prepared using inorganic/organic hybrid polyelectrolytes, which were prepared from the sol-gel reaction of copolymers of [2-(methacryloyloxy)ethyl]dimethylpropylammonium bromide (MEPAB), n-butyl methacrylate (BMA), and 3-(trimethoxysilyl)propyl methacrylate (TSPM) with tetraethyl ortho-silicate (TEOS). The humidity-sensitive polyelectrolytes were composed of the copolymers having the following mole ratios of MEPAB, BMA, and TSPM: 60/30/10, 55/30/15, and 50/30/20. We found that the impedance varied with the content of MEPAB or TEOS; it ranged from $10^{7} to 10^{3}\Omega$ between 20 and $95\%$ relative humidity, which is the range required for a humidity sensor operating at ambient humidity. In addition we investigated a number of characteristics of these humidity sensors, such as their hysteresis, response time, temperature dependence, frequency dependence, water durability, and long-term stability.

The Sustainability of Korean Management in Global Market: Competitive Strategy and Performance in Korean ICT Industry

  • Kwak, Kyu Tae;Cheon, Youngjoon;Lee, Bong Gyou
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • 제10권3호
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    • pp.1344-1361
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    • 2016
  • ICT contents market is globally considered as an industry of high added value, where sustainability is accomplished through stories that cover wide range of consumers. However, the need for long-term internationalization strategy is growing as countless number of applications and games has pushed the local market to its limit. Thus, this research explored on the industrial characteristics and the internationalization of ICT contents firms through acquisition of competency. Based on Resource Dependence theory, the authors studied how pursuit of legitimacy and autonomy functioned in the expansion process of ICT contents firms. A survey analysis of 212 key decision makers of Korean ICT content firms were performed, to reveal that resource environment and interdependence must undergo a thorough consideration.

Attempting Tobacco Cessation - An Oral Physician's Perspective

  • Pai, Anuradha;Prasad, Shesha
    • Asian Pacific Journal of Cancer Prevention
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    • 제13권10호
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    • pp.4973-4977
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    • 2012
  • Introduction: Tobacco use is a global health care problem. Repetitive exposure to nicotine produces neuroadaptation resulting in nicotine dependence. Smoking is associated with a range of diseases, causing high levels of morbidity and mortality and is one of the leading causes of preventable deaths, with more than 4.6 million smokers worldwide dying each year from smoking related illnesses. Stopping smoking has major health benefits. Quitting at any age provides both short and long term benefits. Materials and methods: 45 patients attending the outpatient department at the Oxford Dental College, Bangalore, were randomly allocated to three groups of interventions namely placebo, counseling and nicotine replacement therapy (NRT). Initially each one was assessed for carbon monoxide levels using a breath analyser (pico smokerlyser bedfont UK). They were followed up for six months and the carbon monoxide levels were again assessed using the same instrument. The paired t test was used to compare the results before and after the intervention. Results: The scores before the initiation of intervention and after treatment were compared and all three interventions were found to be statistically significant after six months. It was noticed that patients with very low or low dependence followed by high dependence had good response in the placebo group (68% and 47.6% respectively), in the counseling group maximum response was seen in the medium followed by the very low group (61% and 59% respectively), and maximum response was seen in very high followed by the very low group with NRT (78.7% and 60.5% respectively). Conclusion: The inference that can be drawn from the present study is that non-invasive, non pharmacological methods like placebo and counseling are effective in low to medium groups, and NRT is effective with higher nicotine dependence.