• Proceedings of the Korean Statistical Society Conference
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• 2005.11a
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• pp.55-58
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• 2005

This paper discusses the asymptotic efficiency of estimators for optimal portfolios when returns are vector-valued non-Gaussian stationary processes. We give the asymptotic distribution of portfolio estimators ${\hat{g}}$ for non-Gaussian dependent return processes. Next we address the problem of asymptotic efficiency for the class of estimators ${\hat{g}}$ First, it is shown that there are some cases when the asymptotic variance of ${\hat{g}}$ under non-Gaussianity can be smaller than that under Gaussianity. The result shows that non-Gaussianity of X(t) does not always affect worse. Second, we give a necessary and sufficient condition for ${\hat{g}}$ to be asymptotically efficient when the return process is Gaussian, which shows that ${\hat{g}}$ is not asymptotically efficient generally. From this point of view we propose to use maximum likelihood type estimators for g, which are asymptotically efficient. We examine our approach numerically.

• Proceedings of the Korean Society for Technology of Plasticity Conference
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• 2004.10a
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• pp.222-225
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• 2004

Alloy 718 is normally used for the stationary and rotating parts of gas turbines due to its excellent combination of high temperature mechanical properties, formability and weldability. The mechanical properties of the Alloy 718 depend very much on grain size, as well as the strengthening phases, ${\gamma}'\;and\;{\gamma}'$. Direct aging is normally used to enhance tensile strengths at high temperatures. The grain structure of the superalloy components is mainly controlled during thermo-mechanical process by the dynamic, meta-dynamic recrystallization and grain growth. In this study, the influence of grain structure and heat treatment on tensile properties of direct-aged Alloy 718 was evaluated.

• Proceedings of the Korean Society of Precision Engineering Conference
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• 1996.11a
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• pp.248-254
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• 1996

A disturbance rejection controller using eccentricity filtering and LQ control techniques is proposed to alleviate significantly the effect of roll eccentricity in multivariable cold-rolling processes. Fundamental problems such as process time delay inherent in exit thickness measurement and non-stationary characteristics of roll eccentricity signals can be overcome by the proposed control method. The filtered instantaneous estimate of roll eccentricity may be exploited to improve instantaneous estimate of the exit thickness variation based on roll force and roll gap mearsurements, and a feedforward compensator is augmented as a reference for a gaugemeter thickness estimator. And, LQ feedback controller is combined with eccentricity filter for the attenuation of the exit thickness variation due to the entry thickness variation. The simulation results show that eccentricity components have been significantly eliminated and simultaneously other distrubances also have been attenuated.

• Transactions of Materials Processing
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• v.8 no.6
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• pp.604-611
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• 1999

This paper is concerned with the family of parts that generally feature a central hub with radial protrusions. As opposed to conventional forward and backward extrusion, in which the material flows in a direction parallel to that of the punch or die motion, the material flows perpendicular to the punch motion in radial extrusion. Three variants of radial extrusion of a collar or flange are investigated. Case I involves forcing a cylindrical billet against a flat die, Case II involves deformation against a stationary punch recessed in the lower die, and Case III involves both the upper and lower punches moving together toward the center of the billet. Extensive simulational work is performed with each case to see the process conditions in terms of forging load, balanced and symmetrical flow in the flange. Also, the effect of the gap size and die corner radii to the material flow are investigated. In this study, the forming characteristics of radial extrusion will be considered by comparing the forces, shapes etc. The design factors during radial extrusion are investigated by the rigid-plastic FEM simulation.

• Journal of the Korean Institute of Telematics and Electronics
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• v.27 no.4
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• pp.527-533
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• 1990

Zone-melting recrystallization (ZMR) system using two graphite heaters(a stationary sheet and a narrow movable bar) was constructed and implemented in recrystallization op Si films on insulating layers. The recystallized Si films were examined by Nomarski contrast optical microscopy after Dash etching, transmission electron diffraction pattern, and x-ray diffraction. With optimum conditions of process parameters(input powers of the bottom and upper heater, scanning speed of the upper heater, and the gap between sample and upper heater), the recrystallized Si layer has a (100) texture, but contains many subboundaries. The subgrains are misoriented by < 0.5\ulcorner and the average spacing between subboundaries is about 25\ulcorner.

• Structural Engineering and Mechanics
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• v.3 no.5
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• pp.497-509
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• 1995

Effectiveness of multiple tuned mass dampers (MTMD) in suppressing the dynamic response of base excited structure for first mode vibration is investigated. The effectiveness of the MTMD is expressed by the ratio of the root mean square (RMS) displacement of the structure with MTMD to corresponding displacement without MTMD. The frequency content of base excitation is modelled as a broad-band stationary random process. The MTMD's with uniformly distributed natural frequencies are considered for this purpose. A parametric study is conducted to investigate the fundamental characteristics of the MTMD's and the effect of important parameters on the effectiveness of the MTMD's. The parameters include: the fundamental characteristics of the MTMD system such as damping, mass ratio, total number of MTMD, tuning frequency ratio, frequency spacing of the dampers and frequency content of the base excitation. It has been shown that MTMD can be more effective and more robust than a single TMD with equal mass and damping ratio.

• Journal of Korea Society of Industrial Information Systems
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• v.12 no.4
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• pp.107-118
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• 2007

A single-server queueing model with infinite buffer and batch arrival of customers is considered. In contrast to the standard batch arrival when a whole batch arrives into the system at one epoch, we assume that the customers of an accepted batch arrive one-by one in exponentially distributed times. Service time is exponentially distributed. Flow of batches is the stationary Poisson arrival process. Batch size distribution is geometric. The number of batches, which can be admitted into the system simultaneously, is subject of control. Analysis of the joint distribution of the number batches and customers in the system and sojourn time distribution is implemented by means of the matrix technique and method of catastrophes. Effect of control on the main performance measures of the system is demonstrated numerically.

• Bulletin of the Society of Naval Architects of Korea
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• v.10 no.2
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• pp.3-8
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• 1973

In a recent year, welding is known as a most powerful process in production of pipe. For the conventional purpose, pipe is welded in axial direction to minimize the welding cost. And for the high pressure pipe, welding is done in helical direction to increase a allowable hoop stress. An analytical welding temperature distributions in a metal tube are obtained as a two dimensional case in quasi-stationary state. Numerical values which have been obtained by the analytical investigation shows a good agreement with the isocromatic lines which have been appeared at oxidized zone along the welds. Therefore it is thought that the analytical result can be used in estimating the heat effect upon the material such as a residual stress and strain, metallurgical change and etc..

• Honam Mathematical Journal
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• v.9 no.1
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• pp.113-119
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• 1987

Random variables $X_1$, $X_1$, ..., $X_m$ are said to be weakly associated if whenever $\pi$ is a permutation of {1, 2,..., m}, $1{\leq}k<m$, and f: $R^{k}{\rightarrow}R$, g: $R^{m-k}{\rightarrow}R$ are coordinatewise nondecreasing functions then Cov $[f(X_{x(1)},...,\;X_{\pi(k)},\;g(X_{x(k+1)},...,\;X_{x(m)})]{\geq}0$, whenever the covariance is defined. An infinite collection of random variables is weakly associated if every finite subcollection is weakly associated. The basic properties of weak association and central limit theorem for weakly associated random variables are derived. We also extend this idea to point random fields and prove that a Cox process with a stationary weakly associated intensity rardom measure is weakly associated. Another inequalities and the fact that positive correlated normal random variables are weakly associated are also proved.

• Transactions of the Korean Society of Mechanical Engineers A
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• v.28 no.5
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• pp.617-623
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• 2004

This paper describes a dynamic thermal model for a representative dual axis rotational Chemical-Mechanical Polishing (CMP) tool. The model is one-dimensional but configured in the two-dimensional space and consists of three sub-models (pad, wafer and slurry fluid), with the first and the second that are time-dependent heat conduction-convection models with linear stationary (wafer) and nonlinear moving (pad) boundary conditions, and the last one that is a heat transport-convection model (slurry fluid). The modeling approach is validated by comparing the simulation results with available experimental data.