• 제목/요약/키워드: self-autocorrelation

검색결과 13건 처리시간 0.028초

Molecular Dynamics Study of the Self-Diffusion Coefficient and Velocity Autocorrelation Function of a Polymer Molecule in Solution

  • Kang, Hong-Seok;Lee, Young-Seek;Ree, Tai-kyue
    • Bulletin of the Korean Chemical Society
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    • 제4권5호
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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.

주파수 변환 귀환 방식의 광섬유 솔리톤 레이저에서 Self Heterodyne에 의한 펄스폭 측정 (Pulsewidth measurement by self-heterodyne in a frequency shifted feedback fiber soliton laser)

  • 윤승철
    • 한국광학회지
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    • 제10권1호
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    • pp.68-72
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    • 1999
  • 주파수 변환 귀환 방식의 광섬유 솔리톤 레이저에서 고진기 내의 광주파수 변화기를 이용하여 self-heterodyne 방식으로 펄스폭을 측정하엿다. 공진기 네에서 주파수 변환기를 통과하기 전과 후의 펄스열과 헤테로다인 시키고 두 펄스열 간의 지연길이를 가변 시키면서 맥놀이 주파수 성분의 세기를 측정함으로써 진폭 자기상관 함수를 얻었으며 이로부터 펄스폭을 측정할 수 있었다. 그 결과, 기존의 제2차 고조파 발생을 이용한 자기상관 방식과 r의 같은 결과를 얻었다.

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환율 변동성 측정과 GARCH모형의 적용 : 실용정보처리접근법 (Exchange Rate Volatility Measures and GARCH Model Applications : Practical Information Processing Approach)

  • 문창권
    • 통상정보연구
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    • 제12권1호
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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.

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시간영역 및 주파수영역 블럭적응 여파기에 관한 연구 : 제 2 부- 성능분석 (Time- and Frequency-Domain Block LMS Adaptive Digital Filters: Part Ⅱ - Performance Analysis)

  • 이재천;은종관
    • 한국음향학회지
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    • 제7권4호
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    • pp.54-76
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    • 1988
  • 본 연구의 제 1 부에서는 통일된 행렬표현 기법을 통하여 여러가지 블럭적응 여파기 구현방법들을 도출할 수 있음을 보였다. 제 2 부에서는 여러 주파수영역 블럭적응 여파기들 중에서도 수렴속도가 매우 빠른 self-orthogonalizing 알고리즘과 계산량이 대폭 감소되는 비제약 알고리즘의 수렴특성들을 overlap-save 및 overlap-add 블럭데이타 분할방법에 대해서 분석한다. 먼저, 수렴인자가 상수일 때와는 달리, 앞에서 언급한 두 주파수영역 여파기들이 공통의 자기상관행렬의 지배를 받기 때문에 수렴특성 분석에 있어서 서로 밀접한 관련이 있음을 보인다. 다음으로 여파기 계수의 수효가 충분히 클 때, 주파수영역 블럭적응 여파기는 계수적응 알고리즘에서 제약의 유무에 관계없이 동일한 최적해를 가짐을 보인다. 그리고 나서 비제약 알고리즘의 계수들은 적절한 조건하에서 원래의 제약알고리즘과 같이 동일한 최적해에 수렴함을 증명한다. 이에 반하여, 최소자승오차 관점에서의 성능분석 결과는 제약을 풀었을 경우에 정상상태에서 약간의 성능저하가 있음을 밝혀낸다. 한편으로 계수의 수효가 작을 때는 원래의 제약 알고리즘은 심한 성능저하를 초래하는 반면에 비제약 알고리즘은 제약의 제거를 통해 상대적으로 계수의 수효가 증가한 효과 대문에 훨씬 좋은 수렴특성을 가짐을 보인다. 또한 self-orthogonalizing 주파수영역 블럭적응 여파기의 자기상관행렬이 주파수 영역에서 대각행렬로 됨을 보여 줌으로써 효율적으로 수렴시간을 단축시키는 구현방법임을 뒷받침한다.

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Effect of spatial variability of concrete materials on the uncertain thermodynamic properties of shaft lining structure

  • Wang, Tao;Li, Shuai;Pei, Xiangjun;Yang, Yafan;Zhu, Bin;Zhou, Guoqing
    • Structural Engineering and Mechanics
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    • 제81권2호
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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.

ECG를 이용한 심박수 자동측정기기 개발에 관한 실험적 연구 (Experimental Research for Auto Measuring Machine of Heart Rate from ECG)

  • 차샘;조은석;이기영
    • 한국정보전자통신기술학회논문지
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    • 제3권1호
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    • pp.13-18
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    • 2010
  • 본 연구에서는 ECG를 통하여 심박수를 R-R 간격을 이용한 방법으로 자동 추출하는 방법에 관하여 연구하였다. 육안으로 측정한 심박수를 기준으로, 2차 미분을 이용하여 심박수를 추출하는 방법, 자기상관함수를 이용하여 심박수를 추출하는 방법을 비교하여 고찰하였다. 실험 데이터는 MIT/BIH database를 이용하였다. 이를 바탕으로 직접 ECG 측정기를 제작하여 심박수를 자동 측정하여 보고 기존의 환자감시장치(ICU)와 비교하여 보았다.

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Vibration and stability of fluid conveying pipes with stochastic parameters

  • Ganesan, R.;Ramu, S. Anantha
    • Structural Engineering and Mechanics
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    • 제3권4호
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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.

상관신호의 판별력 개선을 위한 광 BPEFTC 시스템 (Optical Binary Phase Extraction Joint Transform Correlator System for Improving the Correlation Discrimination)

  • 이상이;김은수
    • 전자공학회논문지A
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    • 제31A권6호
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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.

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사회적 지지가 결혼이주여성의 자존감, 우울, 일상생활 스트레스에 미치는 영향 (The Influence of Social support on Married Immigrant Women's Self-esteem, Depression, Stress)

  • 조혜경;임현숙
    • 한국산학기술학회논문지
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    • 제20권12호
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    • pp.456-467
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    • 2019
  • 본 연구의 목적은 사회적 지지가 결혼이주 여성의 자존감과 우울, 일상생활 스트레스에 미치는 영향을 알아보고, 결혼이주 여성들의 우울 및 일상생활 스트레스 대처 프로그램 및 중재전략을 마련하는데 기초자료로 활용하고자 시도되었다. 본 연구는 결혼이주 여성 126명을 대상으로 한 서술적 상관관계 연구이다. 연구결과 사회적 지지는 소득수준(p=.001<.01)과 유의한 차이가 있었으며, 사회적 지지는 자존감(r=.569, p<.001)과 양의 상관관계가 있었다. 하지만 자존감, 일상생활 스트레스 그리고 우울 간에는 양의 상관관계가 있는 것으로 나타났다. 종속변수의 자기상관과 독립변수 간 다중공선성을 검토한 결과 자존감은 2.452, 일상생활 스트레스는 2.418, 우울은 2.278로 자기상관이 없는 것으로 나타났으며, 회귀분석을 실시한 결과 사회적 지지(p<.001)는 자존감에 유의한 영향을 주었다. 사회적 지지가 높을수록(β=.472) 자존감이 높아졌다. 본 연구결과를 근거로 결혼이주 여성들의 우울 및 일상생활 스트레스 감소를 통해 그들이 더욱 안정된 가정생활, 사회생활을 하는데 도움을 주고자 하며, 결혼이주 여성을 위한 다양한 프로그램 개발 및 다양한 형태의 사회적 지지가 활성화되기를 기대한다.

GIS 분석을 통한 주유소 휘발유 가격 결정 요인 분석 - 협약주유소 입지와 관공서 입지 요인을 중심으로 - (Analysis of the Gas Price Determination Factors at Gas Stations Using GIS Analysis - Centered on the Location Factors of the Gas Station and Government Offices -)

  • 고규희;이제승;이세영
    • 한국BIM학회 논문집
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    • 제11권2호
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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.