• Communications for Statistical Applications and Methods
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• v.19 no.1
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• pp.177-182
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• 2012

A structural break in the level as well as in the innovation variance has often been exhibited in economic time series. In this paper we propose robust unit root tests based on a sign-type test statistic when a time series has a shift in its level and the corresponding volatility. The proposed tests are robust to a wide class of partially stationary processes with heavy-tailed errors, and have an exact binomial null distribution. Our tests are not affected by the size or location of the break. We set the structural break under the null and the alternative hypotheses to relieve a possible vagueness in interpreting test results in empirical work. The null hypothesis implies a unit root process with level shifts and the alternative connotes a stationary process with level shifts. The Monte Carlo simulation shows that our tests have stable size than the OLSE based tests.

• Journal of the Korean Institute of Telematics and Electronics
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• v.26 no.12
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• pp.1984-1994
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• 1989

Techniques for approximating digitalcurves by polygonal lines are a valuable tool for image analysis and data compression. S. Shilien proposed a method for segmenting a digital curve into digital straight line segments digital straight line segments which are not satisfied with the structural properties, and have more than one break point by Shilien's method. Here, the structural representation of digital straight lines and digital staight line segments is described. And a method for segmenting a digital curve into digital straight line segments which are not satisfied with the structural properties, and have more than one break point by Shilien's method. Here, the structural representation of digital straight lines and digital staight line segments is described. And a method for segmenting a digital curve into digital straight line segments which may be not satisfied with the structural properties is proposed. The number of break points extracted by this method is less than that by S. Shilien's method from the digital curve which includes the digital straight line segments not satisfied with the structural properties.

• Nuclear Engineering and Technology
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• v.52 no.5
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• pp.1051-1065
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• 2020

Safety analysis of nuclear power plant (NPP) especially in accident conditions is a basic and necessary issue for applications and commercialization of reactors. Many previous researches and development works have been conducted. However, most achievements focused on the safety reliability of primary pressure system vessels. Few literatures studied the structural safety of huge concrete structures surrounding primary pressure system, especially for the fourth generation NPP which allows existing of through cracks. In this paper, structural safety reliability of concrete structures of HTR-PM in accidental double-ended break of hot gas ducts was studied by Exceedance Probability Method. It was calculated by Monte Carlo approaches applying numerical simulations by Abaqus. Damage parameters were proposed and used to define the property of concrete, which can perfectly describe the crack state of concrete structures. Calculation results indicated that functional failure determined by deterministic safety analysis was decided by the crack resistance capability of containment buildings, whereas the bearing capacity of concrete structures possess a high safety margin. The failure probability of concrete structures during an accident of double-ended break of hot gas ducts will be 31.18%. Adding the consideration the contingency occurrence probability of the accident, probability of functional failure is sufficiently low.

• Communications for Statistical Applications and Methods
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• v.24 no.4
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• pp.367-382
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• 2017

We consider an infinite-order long-memory heterogeneous autoregressive (HAR) model, which is motivated by a long-memory property of realized volatilities (RVs), as an extension of the finite order HAR-RV model. We develop bootstrap tests for structural mean or variance changes in the infinite-order HAR model via stationary bootstrapping. A functional central limit theorem is proved for stationary bootstrap sample, which enables us to develop stationary bootstrap cumulative sum (CUSUM) tests: a bootstrap test for mean break and a bootstrap test for variance break. Consistencies of the bootstrap null distributions of the CUSUM tests are proved. Consistencies of the bootstrap CUSUM tests are also proved under alternative hypotheses of mean or variance changes. A Monte-Carlo simulation shows that stationary bootstrapping improves the sizes of existing tests.

• Structural Engineering and Mechanics
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• v.5 no.2
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• pp.149-165
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• 1997

A dynamic time-history analysis of the coupled internals and core in the vertical direction is performed as a part of the fuel assembly qualification program. To reflect the interaction between the fuel rods and grid cage, friction element is developed and is implemented. Also derived here is a method to calculate a hydraulic force on the reactor internals due to pipe break. Peak responses are obtained for the excitations induced from earthquake and pipe break. The dynamic responses such as fuel assembly axial forces and lift-off characteristics are investigated.

• The Korean Journal of Financial Management
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• v.21 no.2
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• pp.153-181
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• 2004

This study is to explore whether the relationship among financial markets changed according to financial development. For this study, data analysis was conducted through analytic methods incorporated structural breaks such as Zivot and Andrews'(1992) unit root test Gregory and Hansen's(1996a,b) cointegration test, etc. In study results, it was found that dynamic relationship between stock price and interest rate was changed from negative to positive after the structural break(Oct 1999). It may be resulted from the fact that asset substitutability between stock and bond was increased since stock investment became popularized The negative relationship between stock price and exchange rate was reinforced after the structural break(the foreign currency crisis). Also, the negative relationship between interest rate and exchange rate was strengthened after the structural break(Oct. 1999).

• The Korean Journal of Financial Management
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• v.24 no.2
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• pp.183-206
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• 2007

The price-dividend ratio is one of the most frequently used financial variables to predict long-horizon stock return. However, the persistency of the price-dividend ratio is found to cause the spuriousness of the stock return prediction regression. The stable relationship between the stock price and the dividend, however, seems to weaken after World War II and to experience structural break. In this paper, we identify a structural change in the cointegrating relationship between the log of the stock price and the log of the dividend. Confirming a structural break in 1962, we subdivide the sample and apply the fully modified estimator to correct for the nonstationarity of the regressor. With the subdivided sample, we exercise the nonparametric bootstrap procedure to derive the empirical distribution of the test statistics and fail to find return predictability in each subsample period.

• Journal of the Korean Society of Hazard Mitigation
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• v.6 no.2 s.21
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• pp.45-50
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• 2006

When we build the tunnel, occasionally, the blasted section exceed the designed section because of geological properties and the lack of blasting technologies, and the exceed section is remained as over break after the construction of tunnel lining. When the underground water leaks with silt and clay through the cracks of rocks, the large over break cause a structural stability problem in tunnel, and the back charging of over break is very important subject, because the undoing of back charging cause the drop of crashed rocks and serious problem in the stability of tunnel lining. Therefore, the theory of blast is studied and purpose the structural analysis of back charging and propose the safe method about the drop of crashed rocks.

• The Journal of Fisheries Business Administration
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• v.45 no.2
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• pp.29-38
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• 2014

This study is to analyse the timing of the structural change of price volatility and the asymmetry of price volatility during the period before and after the timing of the structural change of price volatility using Jeju Farming Olive Flounder's production area market price data from January 1, 2007 to June 30, 2013. The analysis methods of Quandt-Andrews break point test and Threshold GARCH model are employed. The empirical results of this study are summarized as follows: First, the result of Quandt-Andrews break point test shows that a single structural change in price volatility occurred on May 4, 2010 over the sample period. Second, during the period before structural change, daily price change rate has averagely positive value which means price increase, but during the period after structural change daily price change rate has averagely negative value which means price decrease. Also, daily volatility of price change rate during the period before structural change is higher than during the period after structural change. This indicates that price volatility decreases after structural change. Third, the estimation results of Threshold GARCH Model show that the volatility response against price increase is larger during the period after structural change than during the period before structural change. Also the result shows the volatility response against price decrease is larger during the period after structural change than during the period before structural change. And, irrespective of the timing of structural change, price increase has an larger effect on volatility than price decrease. This means volatility is asymmetric at price increase.

• Journal of Mechanical Science and Technology
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• v.15 no.1
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• pp.10-20
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• 2001

The leak before break(LBB) concept is difficult to apply to a structure with a thin tube that is immersed in a water environment. A heat exchanger in a nuclear power plant is such a structure. The present paper addresses an application of the LBB concept to a heat exchanger in a nuclear power plant. The minimum leaked coolant amount(approximately 37.9 liters) containing the radioactive material which can activate the radiation detector device installed in near the heat exchanger is assumed. A postulated initial flaw size that can not grow to a critical flaw size within the time period to activate the radiation detector is justified. In this case, the radiation detector can activate the warning signal caused by coolant leakage from initially postulated flaws of the heat exchanger. The nuclear plant can safely shutdown when this occurs. Since the postulated initial flaw size can not grow to the critical flaw size, the structural integrity of the heat exchanger is not impeded. Particularly the informational scenario presented in this paper discusses an actual nuclear plant.