• Bulletin of the Korean Chemical Society
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• v.4 no.5
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• pp.223-227
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• 1983

A molecular dynamic computer experiment was performed on a system of 108 particles composed of a single polymer chain and solvent molecules. The state considered was in the immediate neighborhood of the triple point of the system. The polymer itself is an analog of a freely jointed chain. The Lennard-Jones potential was used to represent the interactions between all particles except for that between the chain elements forming a bond in the polymer chain, for which the interaction was expressed by a harmonic potential. The self-diffusion coefficient and velocity autocorrelation function (VACF) of a polymer were calculated at various chain lengths $N_p$, and various interaction strengths between solvent molecules and a polymer chain element. For self-diffusion coefficients D, the Einstein relation holds good; as chain length $N_p$ increases the D value decreases, and D also decreases as ${\varepsilon}_{cs}$ (the interaction parameter between the chain element and solvent molecules) increases. The relaxation time of velocity autocorrelation decreases as ${\varepsilon}_{cs}$ increases, and it is constant for various chain lengths. The diffusion coefficients in various conditions reveal that our systems are in a free draining limit as is well known from the behavior of low molecular weight polymers, this also agrees with the Kirkwood-Riesman theory.

• Korean Journal of Optics and Photonics
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• v.10 no.1
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• pp.68-72
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• 1999

We demonstrate a new pulse characterization scheme relying on self-heterodyning that uses intracavity frequency shifter in a fiber soliton laser with frequency shifted feedback. By heterodyning the frequency-shifted pulse stream with the unshifted one, and by measuring the beat strength with varying the delay length between two pulse streams, we obtain the amplitude autocorrelation function from which we estimate the pulsewidth. The result is in good agreement with that obtained by the autocorrelation relying on the second harmonic generation.

• International Commerce and Information Review
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• v.12 no.1
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• pp.99-121
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• 2010

This paper reviews the categories and properties of risk measures, analyzes the classes and structural equations of volatility forecasting models, and presents the practical methodologies and their expansion methods of estimating and forecasting the volatilities of exchange rates using Excel spreadsheet modeling. We apply the GARCH(1,1) model to the Korean won(KRW) denominated daily and monthly exchange rates of USD, JPY, EUR, GBP, CAD and CNY during the periods from January 4, 1998 to December 31, 2009, make the estimates of long-run variances in the returns of exchange rate calculated as the step-by-step change rate, and test the adequacy of estimated GARCH(1,1) model using the Box-Pierce-Ljung statistics Q and chi-square test-statistics. We demonstrate the adequacy of GARCH(1,1) model in estimating and forecasting the volatility of exchange rates in the monthly series except the semi-variance GARCH(1,1) applied to KRW/JPY100 rate. But we reject the adequacy of GARCH(1,1) model in estimating and forecasting the volatility of exchange rates in the daily series because of the very high Box-Pierce-Ljung statistics in the respective time lags resulting to the self-autocorrelation. In conclusion, the GARCH(1,1) model provides for the easy and helpful tools to forecast the exchange rate volatilities and may become the powerful methodology to overcome the application difficulties with the spreadsheet modeling.

• The Journal of the Acoustical Society of Korea
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• v.7 no.4
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• pp.54-76
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• 1988

In Part Ⅰ of the paper, we have developed various block least mean-square (BLMS) adaptive digital filters (ADF's) based on a unified matrix treatment. In Part Ⅱ we analyze the convergence behaviors of the self-orthogonalizing frequency-domain BLMS (FBLMS) ADF and the unconstrained FBLMS (UFBLMS) ADF both for the overlap-save and overlap-add sectioning methods. We first show that, unlike the FBLMS ADF with a constant convergence factor, the convergence behavior of the self-orthogonalizing FBLMS ADF is governed by the same autocorrelation matrix as that of the UFBLMS ADF. We then show that the optimum solution of the UFBLMS ADF is the same as that of the constrained FBLMS ADF when the filter length is sufficiently long. The mean of the weight vector of the UFBLMS ADF is also shown to converge to the optimum Wiener weight vector under a proper condition. However, the steady-state mean-squared error(MSE) of the UFBLMS ADF turns out to be slightly worse than that of the constrained algorithm if the same convergence constant is used in both cases. On the other hand, when the filter length is not sufficiently long, while the constrained FBLMS ADF yields poor performance, the performance of the UFBLMS ADF can be improved to some extent by utilizing its extended filter-length capability. As for the self-orthogonalizing FBLMS ADF, we study how we can approximate the autocorrelation matrix by a diagonal matrix in the frequency domain. We also analyze the steady-state MSE's of the self-orthogonalizing FBLMS ADF's with and without the constant. Finally, we present various simulation results to verify our analytical results.

• Structural Engineering and Mechanics
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• v.81 no.2
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• pp.205-217
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• 2022

The thermodynamic properties of shaft lining concrete (SLC) are important evidence for the design and construction, and the spatial variability of concrete materials can directly affect the stochastic thermal analysis of the concrete structures. In this work, an array of field experiments of the concrete materials are carried out, and the statistical characteristics of thermophysical parameters of SLC are obtained. The coefficient of variation (COV) and scale of fluctuation (SOF) of uncertain thermophysical parameters are estimated. A three-dimensional (3-D) stochastic thermal model of concrete materials with heat conduction and hydration heat is proposed, and the uncertain thermodynamic properties of SLC are computed by the self-compiled program. Model validation with the experimental and numerical temperatures is also presented. According to the relationship between autocorrelation functions distance (ACD) and SOF for the five theoretical autocorrelation functions (ACFs), the effects of the ACF, COV and ACD of concrete materials on the uncertain thermodynamic properties of SLC are analyzed. The results show that the spatial variability of concrete materials is subsistent. The average temperatures and standard deviation (SD) of inner SLC are the lowest while the outer SLC is the highest. The effects of five 3-D ACFs of concrete materials on uncertain thermodynamic properties of SLC are insignificant. The larger the COV of concrete materials is, the larger the SD of SLC will be. On the contrary, the longer the ACD of concrete materials is, the smaller the SD of SLC will be. The SD of temperature of SLC increases first and then decreases. This study can provide a reliable reference for the thermodynamic properties of SLC considering spatial variability of concrete materials.

• The Journal of Korea Institute of Information, Electronics, and Communication Technology
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• v.3 no.1
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• pp.13-18
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• 2010

In this study, heart rate through ECG R-R intervals using the methods about how to automatically extract studied. Heart rate as measured by the naked eye, using the 2-order differential equations to extract heart rate, using self-correlation function to extract the heart rate was compared contemplate. To verify its efficacy and validity in practical applications, these method has been applied to MIT/BIH database. Based on this, making a ECG meter automatic heart rate measurements, and our ECG meter was compared with the existing ICU.

• Structural Engineering and Mechanics
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• v.3 no.4
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• pp.313-324
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• 1995

Flexible cantilever pipes conveying fluids with high velocity are analysed for their dynamic response and stability behaviour. The Young's modulus and mass per unit length of the pipe material have a stochastic distribution. The stochastic fields, that model the fluctuations of Young's modulus and mass density are characterized through their respective means, variances and autocorrelation functions or their equivalent power spectral density functions. The stochastic non self-adjoint partial differential equation is solved for the moments of characteristic values, by treating the point fluctuations to be stochastic perturbations. The second-order statistics of vibration frequencies and mode shapes are obtained. The critical flow velocity is first evaluated using the averaged eigenvalue equation. Through the eigenvalue equation, the statistics of vibration frequencies are transformed to yield critical flow velocity statistics. Expressions for the bounds of eigenvalues are obtained, which in turn yield the corresponding bounds for critical flow velocities.

• Journal of the Korean Institute of Telematics and Electronics A
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• v.31A no.6
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• pp.78-87
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• 1994

In this paper, a binary phase extraction joiont transform correlator (BPEJTC)system is proposed as a new phase-type optical correlator in which the correlation errors and DC component are dramtically reduced and optical efficiency and correlation performance are also improved by reconstructing the joint transform power spectrum (JTPS) of the conventional joint transform correlator (JTC)system form which the autocorrelation and crosscorrelation siganls generated in each self-plane are removed, and the binary phase function is extracted from the phase value of the reconstructed JTPS. Through some computer simulation and optical experimental results, the possibility of the implementation of the real-time multi-target tracking and recognition system is also suggested.

• Journal of the Korea Academia-Industrial cooperation Society
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• v.20 no.12
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• pp.456-467
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• 2019

The purpose of this study was to investigate the effects of social support on self-esteem, depression, and stress of migrant women for marriage and to use them as basic data for developing depression and stress intervention strategies. This study provided correlation and regression analyses of 126 migrant women for marriage. The results showed that the level of social support was significantly and positively correlated to the migrant women's income level (p = .001 <.01) and self-esteem (r = 0.569, p <.001). However, there was a positive correlation among self-esteem, stress, and depression. Reviewing autocorrelations of the three dependent variables and the multi-collinearity between the independent variables, the autocorrelations of self-esteem, stress, and depression were 2.452, 2.418, and 2.278, respectively, indicating the absence of any autocorrelation problem. The regression analysis showed social support (p < 0.001) had a significant and positive relationship with self-esteem. The higher the social support (β = 0.472) was, the higher the self-esteem was. Based on the study results, it is expected that developing various programs of social support for migrant women for marriage is likely to reduce their depression and stress and increase the stability of family and social life.

• Journal of KIBIM
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• v.11 no.2
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• pp.43-53
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• 2021

The 'public agency oil joint purchase system' was introduced to lower public sector oil prices and contribute to the stability of the overall consumer oil market. The present study used spatial regression to analyze the factors affecting domestic gasoline price, focusing on the impact of potential implicit collusion among gas stations in determining domestic gasoline prices. Also, this study investigated the effect the location characteristics of the market convention gas stations and government offices on the pressure of price competition in the market and the gasoline price at general gas stations. To summarize the results of the spatial lag model (SLM), the individual characteristics of gas stations such as convenience stores (+), self-fuelling (-), commercial areas (+), subway stations (+), population density (-), and sales (-) are correlated to gasoline prices at gas stations, and the institutional location factors of gas stations (+) affected the average of 9 won per liter, 11 won per liter. In order to solve these problems, the establishment of a monitoring system reflecting the location characteristics of the region and the ongoing review of the system should be carried out. In addition, separate, expanded and promotional measures should be prepared for the convenience of general and public oil buyers.