• Title/Summary/Keyword: series

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Box-Cox Transformation for Conditional Heteroscedasticity in Domestic Financial Time Series

  • Hwang, S.Y.;Lee, J.H.
    • Journal of the Korean Data and Information Science Society
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    • v.15 no.2
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    • pp.413-422
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    • 2004
  • Box-Cox power transformation is employed for analyzing volatilities in Korean financial time series such as KOSPI, KOSDAQ index and interest rates. Statistical procedures for Box-Cox transformed ARCH models are presented. For illustration, diverse financial time series data are analyzed and appropriate power transformations are suggested for each data.

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Pulse Generator Using Series-Connected Boost Converter (승압형 컨버터의 직렬 배열에 의한 펄스전압 발생회로)

  • 백주원;유동욱;김태진;류명효;조기연;김흥근
    • The Transactions of the Korean Institute of Electrical Engineers B
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    • v.52 no.4
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    • pp.170-176
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    • 2003
  • This paper introduces an improved pulse generator using power semiconductors and L-C circuit. The proposed circuit consists of the series connected boost converter structure. In the presented circuits, high voltage pulse is generated by series-connection of capacitors and IGBTs. The charging of capacitors and voltage balance of IGBTs are obtained automatically. To verify the proposed circuit, 1.8㎸, 40A pulse generator is manufactured and tested.

Joint Structural Importance of two Components

  • Abouammoh, A.M.;Sarhan, Ammar
    • International Journal of Reliability and Applications
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    • v.3 no.4
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    • pp.173-184
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    • 2002
  • This paper introduces the joint structural importance of two components in a coherent system. Some relationships between joint structural importance and marginal structural importance are presented. It is shown that the sign of Joint structural importance can be determined, in advance, without computation in some special structures. The joint structural importance of two components in some series-parallel and parallel-series systems are established. Some practical examples are presented to elucidate some of the derived results.

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A Note on Gaussian Series Rings

  • Kim, Eun Sup;Lee, Seung Min;Lim, Jung Wook
    • Kyungpook Mathematical Journal
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    • v.57 no.3
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    • pp.419-431
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    • 2017
  • In this paper, we define a new kind of formal power series rings by using Gaussian binomial coefficients and investigate some properties. More precisely, we call such a ring a Gaussian series ring and study McCoy's theorem, Hermite properties and Noetherian properties.

Model Checking for Time-Series Count Data

  • Lee, Sung-Im
    • Communications for Statistical Applications and Methods
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    • v.12 no.2
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    • pp.359-364
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    • 2005
  • This paper considers a specification test of conditional Poisson regression model for time series count data. Although conditional models for count data have received attention and proposed in several ways, few studies focused on checking its adequacy. Motivated by the test of martingale difference assumption, a specification test via Ljung-Box statistic is proposed in the conditional model of the time series count data. In order to illustrate the performance of Ljung- Box test, simulation results will be provided.

SOME SUMMATION FORMULAS FOR THE SERIES $_3F_2$(1)

  • Kim, Yong-Sup;Lee, Chang-Hyun
    • The Pure and Applied Mathematics
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    • v.5 no.1
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    • pp.5-12
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    • 1998
  • We evaluate the sum of certain class of generalized hypergeometric series of unit argument. Summation formulas, contiguous to Watson's, Whipple's, Lavoie's and Choi's theorems in the theory of the generalized hypergeometric series, are obtained. Certain limiting cases of these results are given.

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ANOTHER PROOF OF CLASSICAL DIXON'S SUMMATION THEOREM FOR THE SERIES 3F2

  • Kim, Insuk;Cho, Myunghyun
    • Honam Mathematical Journal
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    • v.41 no.3
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    • pp.661-666
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    • 2019
  • In this short research note, we aim to provide a new proof of classical Dixon's summation theorem for the series $_3F_2$ with unit argument. The theorem is obtained by evaluating an infinite integral and making use of classical Gauss's and Kummer's summation theorem for the series $_2F_1$.

A NOTE ON VECTOR-VALUED EISENSTEIN SERIES OF WEIGHT 3/2

  • Xiong, Ran
    • Bulletin of the Korean Mathematical Society
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    • v.58 no.2
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    • pp.507-514
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    • 2021
  • Vector-valued Eisenstein series of weight 3/2 are often not holomorphic. In this paper we prove that, for an even lattice Ḻ, if there exists an odd prime p such that Ḻ is local p-maximal and the determinant of Ḻ is divisible by p2, then the Eisenstein series of weight 3/2 attached to the discriminant form of Ḻ is holomorphic.

FOURIER SERIES OF A DEVIL'S STAIRCASE

  • Kwon, DoYong
    • Honam Mathematical Journal
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    • v.43 no.2
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    • pp.259-267
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    • 2021
  • Given 𝛽 > 1, we consider real numbers whose 𝛽-expansions are Sturmian words. When the slope of Sturmian words varies, their behaviors have been well studied from analytical point of view. The regularity enables us to find the Fourier series expansion, while the singularity at rational slopes yields a new kind of trigonometric series representing 𝜋.