• 제목/요약/키워드: quasi-stationary

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Asymptotic Normality for Threshold-Asymmetric GARCH Processes of Non-Stationary Cases

  • Park, J.A.;Hwang, S.Y.
    • Communications for Statistical Applications and Methods
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    • 제18권4호
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    • pp.477-483
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    • 2011
  • This article is concerned with a class of threshold-asymmetric GARCH models both for stationary case and for non-stationary case. We investigate large sample properties of estimators from QML(quasi-maximum likelihood) and QL(quasilikelihood) methods. Asymptotic distributions are derived and it is interesting to note for non-stationary case that both QML and QL give asymptotic normal distributions.

준정적 해석을 이용한 고속 열차의 순간 환경소음 시뮬레이션 (Instantaneous Environmental Noise Simulation of High-Speed Train by Quasi-stationary Analysis)

  • 조대승;김진형;최성원;정홍구;성혜민;장승호;고효인
    • 한국소음진동공학회:학술대회논문집
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    • 한국소음진동공학회 2012년도 추계학술대회 논문집
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    • pp.147-152
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    • 2012
  • An instantaneous environmental noise simulation method emitted by a moving high-speed train by quasi-stationary analysis is proposed in this study. In the method, the propagation attenuations from stationary point sources on segmented railways to a receiver are calculated using a general purpose environmental noise prediction program ENPro based on the ISO 9613-2 method. Then, the instantaneous environmental noise at a receiver due to a moving high-speed train considering convection effect is evaluated with the information on the propagation attenuations from the instantaneous train location to the receiver and the sound power levels and directivity of stationary point sources evaluated by German Schall 03 (2006). To demonstrate the validity of proposed method, simulated and measured time history of instantaneous noise for KTX-I and KTX-II on running are compared and the results show that the method can be utilized for the train noise source identification as well as the simulation of instantaneous environmental noise emitted by a high-speed train.

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준 1차원 공간 내에서의 소음제어에 관한 연구 (A study on Active Noise Control in the quasi one dimension space)

  • 박장관;정태진;정찬수
    • 대한전기학회:학술대회논문집
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    • 대한전기학회 1997년도 하계학술대회 논문집 B
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    • pp.482-484
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    • 1997
  • This paper studies on a feedback active noise control method for the quasi stationary. The quasi one dimension space means a duct space which have a shorter 2th path than the one dimension space. To control noise signal, a feedback active noise control using FXLMS algorithm is used Computer simulation show that the algorithm can control noise signal in the quasi stationary.

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준정적 해석을 이용한 고속 열차의 순간 환경소음 시뮬레이션 (Instantaneous Environmental Noise Simulation of High-speed Train by Quasi-stationary Analysis)

  • 조대승;김진형;최성원;정홍구;성혜민;장승호;고효인
    • 한국소음진동공학회논문집
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    • 제22권10호
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    • pp.1003-1009
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    • 2012
  • An instantaneous environmental noise simulation method emitted by a moving high-speed train by quasi-stationary analysis is proposed in this study. In the method, the propagation attenuations from stationary point sources on segmented railways to a receiver are calculated using a general purpose environmental noise prediction program ENPro based on the ISO 9613-2 method. Then, the instantaneous environmental noise at a receiver due to a moving high-speed train considering convection effect is evaluated with the information on the propagation attenuations from the instantaneous train location to the receiver and the sound power levels and directivity of stationary point sources evaluated by German Schall 03 (2006). To demonstrate the validity of proposed method, simulated and measured time history of instantaneous noise for KTX-I and KTX-II on running are compared and the results show that the method can be utilized for the train noise source identification as well as the simulation of instantaneous environmental noise emitted by a high-speed train.

ON STATIONARY GAUSSIAN SECOND ORDER MARKOV PROCESSES

  • Park, W.J.;Hsu, Y.S.
    • Kyungpook Mathematical Journal
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    • 제19권2호
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    • pp.249-255
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    • 1979
  • In this paper we give a characterization of Stationary Gaussian 2nd order Markov processes in terms of its covariance function $R({\tau})=E[X(t)X(t+{\tau})]$ and also give some relationship among quasi-Markov, Markov and 2nd order Markov processes.

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고출력 CW Nd:YAG 레이저를 이용한 CSP 1N 박판 절단공정의 열전달 특성 분석 (A Study on Heat Transfer Characteristics of Laser Cutting for the CSP 1N Sheet Using High-power CW Nd:YAG Laser)

  • 안동규;김민수
    • 한국기계가공학회지
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    • 제5권1호
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    • pp.51-58
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    • 2006
  • The objective of this research work is to investigate into heat transfer characteristics of the laser cutting of CSP 1N sheet using high power CW Nd:YAG laser. In order to investigate the heat transfer characteristics, three dimensional quasi stationary and steady-state heat transfer analysis has been carried out. The laser heat source is assumed as a volumetric heat source with a gaussian heat distribution in a plane. Through the comparison of the results of analyses with those of experiments, the proper finite element model has been obtained. In addition, characteristics of the three-dimensional heat transfer and temperature distribution have been estimated by the finite element model. Finally, the minimum temperature at the center for cutting of the material has been estimated.

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장마의 어원과 정의에 대하여 (On the Etymology and Definition of Changma)

  • 류상범
    • 대기
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    • 제11권2호
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    • pp.6-12
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    • 2001
  • The East Asian monsoon is generally accompanied with the quasi-stationary front along the northern and northwestern periphery of the subtropical anticyclone in the boundary zone of the polar cold air mass and the tropical warm air mass. The rainy season in Korea has been called as Changma since the middle of 1500s. In meteorology, the rainy season with the quasi-stationary front, the Changma front, during the early summer has been defined as the Changma since 1905. The difference of meaning on Changma between meteorologists and the general public sometime does give a confusion. For example, the heavy rainfall event after the retreat of Changma is recognized as Changma by the general public, but not by most of meteorologists. The decision of the onset and retreat dates of Changma among the meteorologists is also ambiguous because of different viewpoints on the definition of Changma. In this study we survey the etymology and definition of Changma.

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열전도 해석을 위한 한 방법 (A method for analyzing heat conduction)

  • 서승일;장창두
    • Journal of Welding and Joining
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    • 제8권2호
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    • pp.53-57
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    • 1990
  • Analytic solutions of heat conduction during welding which were first found by Resenthal have some restrictions. One of these is that models to which analytic solutions can be applied must have simple geometric shape, and another is that quasi-stationary state must be created. On the other hand, computational methods developed recently with the aid of the computer can overcome these shortcomings, but the methods raise problems from economic point of view when they are applied to 3 dimensional problems. Taking account of these problems, a new method combinig the analytic method with the computational one is proposed. This method can be ued in weldments with complicated geometric shape in non-stationary state, but with the aid of the analytic method can reduce the computing time.

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ALGORITHMIC SOLUTION FOR M/M/c RETRIAL QUEUE WITH $PH_2$-RETRIAL TIMES

  • Shin, Yang-Woo
    • Journal of applied mathematics & informatics
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    • 제29권3_4호
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    • pp.803-811
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    • 2011
  • We present an algorithmic solution for the stationary distribution of the M/M/c retrial queue in which the retrial times of each customer in orbit are of phase type distribution of order 2. The system is modeled by the level dependent quasi-birth-and-death (LDQBD) process.