• Title/Summary/Keyword: ratio test

Search Result 11,100, Processing Time 0.047 seconds

Stationary bootstrap test for jumps in high-frequency financial asset data

  • Hwang, Eunju;Shin, Dong Wan
    • Communications for Statistical Applications and Methods
    • /
    • v.23 no.2
    • /
    • pp.163-177
    • /
    • 2016
  • We consider a jump diffusion process for high-frequency financial asset data. We apply the stationary bootstrapping to construct a bootstrap test for jumps. First-order asymptotic validity is established for the stationary bootstrapping of the jump ratio test under the null hypothesis of no jump. Consistency of the stationary bootstrap test is proved under the alternative of jumps. A Monte-Carlo experiment shows the advantage of a stationary bootstrapping test over the test based on the normal asymptotic theory. The proposed bootstrap test is applied to construct continuous-jump decomposition of the daily realized variance of the KOSPI for the year 2008 of the world-wide financial crisis.

Confirmation of particle crushing on the vibrating table test of artificial sand (인공모래에 대한 진동대 시험시 입자파쇄 현상 확인)

  • Cho, Yong-Soon;Kim, Rae-Hyun;Kim, Jae-Jung;Lee, Woo-Jin
    • Proceedings of the Korean Geotechical Society Conference
    • /
    • 2009.09a
    • /
    • pp.1391-1398
    • /
    • 2009
  • The vibrating table method is widely used to estimate the minimum void ratio $e_{min}$. The existing method recommended in ASTM and KS F, however, can not consider the particle crushing during the vibrating table test. In this study, the particle cursing phenomenon was investigated by comparing vibrating table test with pluviation method using artificial sand (K-7). Vibrating table test for the artificial sand was confirmed which can crush of particle during the test. This study demonstrates that vibrating table test is an ineffective method to produce the more reliable $e_{min}$ of artificial sand.

  • PDF

EVALUATION OF DIAGNOSTIC TESTS WITH MULTIPLE DIAGNOSTIC CATEGORIES

  • Birkett N.J.
    • 대한예방의학회:학술대회논문집
    • /
    • 1994.02b
    • /
    • pp.154-157
    • /
    • 1994
  • The evaluation of diagnostic tests attempts to obtain one or more statistical parameters which can indicate the intrinsic diagnostic utility of a test. Sensitivity. specificity and predictive value are not appropriate for this use. The likelihood ratio has been proposed as a useful measure when using a test to diagnose one of two disease states (e.g. disease present or absent). In this paper, we generalize the likelihood ratio concept to a situation in which the goal is to diagnose one of several non-overlapping disease states. A formula is derived to determine the post-test probability of a specific disease state. The post-test odds are shown to be related to the pre-test odds of a disease and to the usual likelihood ratios derived from considering the diagnosis between the target diagnosis and each alternate in turn. Hence, likelihood ratios derived from comparing pairs of diseases can be used to determine test utility in a multiple disease diagnostic situation.

  • PDF

Engineering Characteristics of Light-weight Foamed CLSM using Coal Ash According to Final Mixing Time and Dilution Ratio (석탄회를 활용한 경량기포 저강도 고유동화재의 최종비빔시간과 희석비에 따른 공학적 특성)

  • Lee, Jong Hwi;Na, Jeong Hum;Lee, Chang Ki;Chun, Byung Sik
    • KSCE Journal of Civil and Environmental Engineering Research
    • /
    • v.32 no.1C
    • /
    • pp.17-25
    • /
    • 2012
  • CLSM (Controlled Low Strength Material) using coal ash, which has the advantages of self-leveling, self-compacting, flowability, easy re-excavation, has been developed. In this study, CLSM additionally mixed with foaming agent for structural backfill material, aimed at lightness of materials, was developed called light-weight foamed CLSM. As the basic study of this material, to determine the optimum final mixing time and dilution ratio of existing light-weight foamed CLSM, flow, slurry unit weight and unconfined compressive strength test according to each impact factor were performed at the standard mix proportion. As the results of tests, CASE N (Final mixing time 4 min, dilution ratio 2%), CASE O (Final mixing time 3 min, foam agents ratio 3%, dilution ratio 2%) were satisfied with the standard of flow test (above 20cm), slurry unit weight test (12~15 $kN/m^3$) and unconfined compressive strength test (800 kPa~1200 kPa). These results will indicate the standard optimum final mixing time and dilution ratio of light-weight foamed CLSM for structural backfill.

Mechanical Characteristics of Reinforced Soil(II) -Fiber Reinforced Soil- (보강 혼합토의 역학적 특성(II) -섬유 혼합토-)

  • Song, Chang Seob;Lim, Seong Yoon
    • Journal of the Korean Society of Environmental Restoration Technology
    • /
    • v.5 no.6
    • /
    • pp.37-42
    • /
    • 2002
  • This study has been performed to investigate the physical and mechanical characteristics of compaction, volume change and compressive strength for reinforced soil mixed with polypropylene fiber, and to confirm the reinforcing effects with admixture such as polypropylene fiber. To this end, a series of compaction test and compression test was conducted for clayey soil(CL) and polypropylene fiber reinforced soil. In order to determine proper moisture contents and mixing ratio, pilot test was carried out for natural soil and PFRS(polypropylene fiber reinforced soil). And the mixing ratio of mono-filament fiber and fibrillated polypropylene fiber admixture was 0.1%, 0.3%, 0.5% and 1.0% by the weight of dry soil. From the experimental results, it was found that the optimum moisture contents(OMC) increased with the mixing ratio of fiber, but the maximum dry unit weight and the volume change was decreased with the mixing ratio. It means that the improvement of the workability and the reduction of the weight of embankment was done by the addition of the polypropylene fiber. And, from the compression test results, it was found that the addition of the polypropylene fiber remarkably improved the compressive strength of PFRS. And it was observed in the viewpoint of strength that the fibrillated polypropylene fiber reinforced soil was more effective than the mono-filament polypropylene fiber reinforced soil.

Concept Design of a H.A.U.'s Subsonic Wind Tunnel (H대학교 아음속 풍동 개념설계)

  • Chang, J.W.;Jeon, C.S.;Kim, M.S.;Lee, Y.;Moon, H.J.;Song, B.H.;Kim, H.B.
    • Journal of the Korean Society for Aviation and Aeronautics
    • /
    • v.13 no.4
    • /
    • pp.92-99
    • /
    • 2005
  • A closed-circuit type wind tunnel is designed, which has a test section with the dimensions $1.2(W){\times}1.2(H){\times}3.4(L)$. A subsonic wind tunnel is designed to improves educational circumstances and promote ground tests. It is constituted of an exchangeable test section, first and second diffusers, a fan, a settling chamber, a contraction, and 4 corners. The maximum velocity in the test section is 70m/s and the contraction ratio is 6.25:1. Input power in the wind tunnel is about 96.1 kw (128.8 hp) and its energy ratio is 3.89. It has the dimension of about $7.4(W){\times}3.6(H){\times}21.7m(L)$. The wind tunnel designed in this investigation will be an effective educational and investigational equipment.

  • PDF

An Experimental Study on the Strength of Recycled Concrete with Steam Curing (증기양생 재생콘크리트의 강도특성에 관한 실험연구)

  • Lee, Myung-Kue;Kim, Kwang-Seo;Lee, Keun-Ho;Jung, Sang-Hwa
    • Journal of the Korea Institute of Building Construction
    • /
    • v.5 no.2 s.16
    • /
    • pp.89-95
    • /
    • 2005
  • Various tests are performed with the recycled concrete including compressive strength, flexural strength, splitting tensile strength, bonding strength and chloride ion penetration test. The basic data obtained from the presented test could be accumulated for the purpose of utilization in concrete structure. Most of the strength tests show that strength decrease a little extent with increasing substitution ratio of recycled coarse aggregate except splitting tensile test for the concrete with $100\%$ recycled fine aggregate. But in case of the $50\%$ substitution of recycled coarse aggregate, compressive strength, flexural strength and bonding strength are almost equal to the normal concrete. Chloride ion penetration test shows that the penetration amounts of chloride ion becomes more in proportion to the substitution ratio of recycled aggregate. But most of the results show that the permeability of recycled concrete is proper to use. The results of present study nay imply that the use of recycled aggregate for steam curing concrete is possible but the substitution ratio of recycled aggregate should be determined through further studies.

Absolute Evaluation Method to Obtain Ratio Error and Phase Displacement of Current Transformers (전류변성기의 비오차와 위상오차의 절대 평가 기술)

  • Kim, Yoon-Hyoung;Jung, Jae-Kap;Han, Sang-Gil;Koo, Kyung-Wan;Han, Sang-Ok
    • The Transactions of the Korean Institute of Electrical Engineers P
    • /
    • v.57 no.2
    • /
    • pp.153-159
    • /
    • 2008
  • We have developed an absolute evaluation method to obtain the ratio error and phase displacement of a current transformer (CT) without any precise standard CT by measuring four parameters in a CT equivalent circuit. The excitation admittance in the CT equivalent circuit can be obtained by employing standard resistors with negligible reactive component. The secondary leakage impedance in the CT equivalent circuit can be measured using a universal impedance bridge. The method was applied to CTs under test with the wide current ratios in the range of 5 A / 5 A - 5,000 A / 5 A and 5 A / 1 A - 5,000 A / 1 A. The ratio error and phase displacement of the CT under test obtained in this study are consistent with those measured at the national institute in Canada using the same CT under test within an expanded uncertainty (k = 2) in the overall current ratios.

Nonlinear Dynamic Properties of Fiber Reinforced Soils (섬유혼합토의 비선형 동적물성치)

  • 박철수;황선근;목영진
    • Journal of the Korean Geotechnical Society
    • /
    • v.19 no.2
    • /
    • pp.189-197
    • /
    • 2003
  • In this paper, deformation characteristics of fiber-mixed-soils were studied at small strain range(0.0001%~1%) using resonant column test and triaxial test, and reinforcement effect was evaluated by the measure of maximum shear moduli. The effects of the major parameters such as fiber content, aspect ratio and fiber type on reinforcement were comparatively assessed. The specimens were remolded from Jumunjin Sand randomly mixed with discrete polypropylene staple fibers. Maximum shear moduli of fiber-mixed-soils increased by up to 30% and modulus reduction was also restrained in nonlinear range. Shear moduli increased as the aspect ratio increases. The reinforcement was more effective with fibrillated fiber than with monofilament fiber. The most effective reinforcement was achieved with the specimen of 0.3 % fiber content.

Physical·Mechanical and Temperature Properties of Fiber Reinforced Porous Green Roof Hwang-toh Concrete (섬유보강 다공성 옥상녹화 황토콘크리트의 물리·역학적 및 온도변화 특성 평가)

  • Oh, Ri On;Kim, Chun Soo;Kim, Hwang Hee;Jeon, Ji Hong;Kwon, Wan Sig;Park, Chan Gi
    • Journal of The Korean Society of Agricultural Engineers
    • /
    • v.55 no.4
    • /
    • pp.65-72
    • /
    • 2013
  • The physical, mechanical, water purification and temperature properties of fiber reinforced porous hwang-toh green roof concrete have been evaluated in this study. The effect of the depending on replacement ratio of blast furnace slag to cement was investigated such that the replacement ratio is varied to 0 % and 30 %. Also, the replacement ratios of hwang-toh were 0, 20 and 30 %. The polyvinyl alcohol fiber was used for the reinforcing fiber. A series of pH test, unit weight, void ratio, compressive strength, after purification and variation of temperature test have been performed to evaluate the performance, water purification effect and temperature properties of the fiber reinforced porous hwang-toh green roof concrete. The test results indicate that the physical and mechanical properties of fiber reinforced porous hwang-toh green roof concrete is affected by the replacement ratio of the blast furnace slag and hwang-toh contents. Results of purifying water showed that the water purification effect of porous hwang-toh green roof concrete is about 40 %. Also, the temperature properties test results indicate the green roof blocks using fiber reinforced porous hwang-toh green roof concrete have insulation and temperature reduction effect.