• Title/Summary/Keyword: the first interaction model

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Quadratic GARCH Models: Introduction and Applications (이차형식 변동성 Q-GARCH 모형의 비교연구)

  • Park, Jin-A;Choi, Moon-Sun;Hwan, Sun-Young
    • The Korean Journal of Applied Statistics
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    • v.24 no.1
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    • pp.61-69
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    • 2011
  • In GARCH context, the conditional variance (or volatility) is of a quadratic function of the observation process. Examine standard ARCH/GARCH and their variant models in terms of quadratic formulations and it is interesting to note that most models in GARCH context have contained neither the first order term nor the interaction term. In this paper, we consider three models possessing the first order and/or interaction terms in the formulation of conditional variances, viz., quadratic GARCH, absolute value GARCH and bilinear GARCH processes. These models are investigated with a view to model comparisons and applications to financial time series in Korea

Deactivation kinetics of C. rugosa lipase

  • 손현수;이준식
    • Proceedings of the Korean Society for Applied Microbiology Conference
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    • 1986.12a
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    • pp.523.1-523
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    • 1986
  • To extend the spectrum of enzyme utilization in the organic solvent system, C. rugosal lipase was selected as a model enzyme because its substrate is soluble to organic solvent. One of the serious disadvantages in this system was the deactivation of the lipase. The pattern of lipase deactivation was the biphasic model. The activation energies for the deactivation were 14.05${\times}$10$^4$ KJ/Kg mole in the first phase and 3.59 ${\times}$ 10$^4$ KJ/mole in the second phase. The several factors were studied for their influences on the pattern of deactivation. Iso-octane as organic solvent influenced more on the first phase than the second phase. Urea as the reagent affecting boty hydrophobic interaction and hydrogen bond of enzyme also influencea more on the first phase. And the optimum pH for the activity was not correlated to that of the stability.

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Train/Track/Bridge Interaction Analysis Using 2-Dimensional Articulated High-Speed Train Model (2차원 관절형 고속열차 모델을 이용한 차량/궤도/교량 상호작용해석)

  • 김만철;양신추;이종득
    • Proceedings of the KSR Conference
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    • 1999.05a
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    • pp.414-421
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    • 1999
  • In this paper, the simplified method for 2-dimensional train/track/bridge interaction analysis is utilized in the analysis of dynamic behavior of bridges in which the eccentricity of axle loads and the effect of the toriosnal forces acting on the bridge are included for the more accurate train/track/bridge interaction analysis. Inverstigations mainly into the influence of vehicle speed on train/track/bridge interactions are carried out for the two cases. The first case is that only train and bridge are considered in the modelling and the other case is that train, track and bridge are considered.

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Interaction of External Family Support and Economic Pressure on Marital Satisfaction Under the Economic Crisis (경제적 위기 상황에서 결혼 만족도에 대한 가족 외부 지원과 경제적 압박의 상호작용 효과)

  • Kwon, Hee-Kyung
    • Journal of Families and Better Life
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    • v.27 no.5
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    • pp.59-68
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    • 2009
  • External social support for family can be an important resource for families to overcome economic pressure, and can be a way to understand the concept and process of family resilience in the context of Korean economic crisis. To explore the role of external social support that alleviates the negative effects of economic pressure on marital satisfaction, the buffering effects were tested in two ways. First, the interaction effect between external social support and economic pressure on marital satisfaction was tested using hierarchical linear regression model. Second, the scores of marital satisfaction were plotted by the median scores of economic pressure and external social support. Results from the analyses of 191 couples (382 husbands and wives) indicated that external social support help families by buffering the negative effects of economic pressure on marital satisfaction by interacting with economic pressure.

Design of pressure and flowrate control systems for a supercritical extraction process (초임계 추출 공정의 압력 및 유량 제어계 구성)

  • 김원철;김홍식;이광순
    • 제어로봇시스템학회:학술대회논문집
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    • 1988.10a
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    • pp.471-475
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    • 1988
  • Pressure and flowrate control systems for a supercritical extraction process are designed and analyzed. To do this, the dynamic model was first set up using the performance equations of control valves, CO2 compressor and the state equation of the supercritical fluid. Using this model, optimum pairs of manipulated and controlled variable which give least steady stat interaction are determined though the relative gain analysis.

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Multi-channel Speech Enhancement Using Blind Source Separation and Cross-channel Wiener Filtering

  • Jang, Gil-Jin;Choi, Chang-Kyu;Lee, Yong-Beom;Kim, Jeong-Su;Kim, Sang-Ryong
    • The Journal of the Acoustical Society of Korea
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    • v.23 no.2E
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    • pp.56-67
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    • 2004
  • Despite abundant research outcomes of blind source separation (BSS) in many types of simulated environments, their performances are still not satisfactory to be applied to the real environments. The major obstacle may seem the finite filter length of the assumed mixing model and the nonlinear sensor noises. This paper presents a two-step speech enhancement method with multiple microphone inputs. The first step performs a frequency-domain BSS algorithm to produce multiple outputs without any prior knowledge of the mixed source signals. The second step further removes the remaining cross-channel interference by a spectral cancellation approach using a probabilistic source absence/presence detection technique. The desired primary source is detected every frame of the signal, and the secondary source is estimated in the power spectral domain using the other BSS output as a reference interfering source. Then the estimated secondary source is subtracted to reduce the cross-channel interference. Our experimental results show good separation enhancement performances on the real recordings of speech and music signals compared to the conventional BSS methods.

The Effect of Teacher's Teaching-Efficacy and Classroom Environment on Peer-Play Interaction: Mediation Effect of Teacher-Child Interaction (유아교육기관 교사의 교수효능감과 교실환경이 유아의 또래놀이 상호작용에 미치는 영향: 교사-유아 상호작용의 매개효과)

  • Seo, Seok-weon;Park, Ji-sun
    • Human Ecology Research
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    • v.54 no.3
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    • pp.293-305
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    • 2016
  • This study examines the mediation effect of teacher-child interactions in the process of the impact of teacher's teaching-efficacy on childhood education institutions and classroom environment on peer-play interactions. We used data from 970 children aged between 49 and 55 months and 970 homeroom teachers from the fifth Korean Child Panel (2012) of the Korea Institute of Child Care and Education. The model fitness was excellent after data were statistically analyzed with model of structure to testify the relationship and effect among teaching efficacy, classroom environment, teacher-child interactions, and peer-play interactions. First, the analysis also showed that the teacher's teaching efficacy did not influence peer-play interactions directly, but gave an indirect effect on the peer-play interactions with the mediation of the teacher-child interactions. Second, the classroom environment directly and indirectly influenced the peer-play interactions with the mediation of the teacher-child interactions. Third, the variable of teacher-child interactions was fully effective as a mediating variable in the process of the teaching efficacy and classroom environment influence on teacher-child interactions. Teaching efficacy and classroom environment influenced the peer-play interactions through the mediation of the teacher-child interactions. The significance of mediation effect of the teacher-child interactions was verified through a bootstrapping method.

Assessment of 3D earthquake response of the Arhavi Highway Tunnel considering soil-structure interaction

  • Sevim, Baris
    • Computers and Concrete
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    • v.11 no.1
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    • pp.51-61
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    • 2013
  • This paper describes earthquake response of the Arhavi Highway Tunnel its geometrical properties, 3D finite element model and the linear time history analyses under a huge ground motion considering soil-structure interaction. The Arhavi Highway Tunnel is one of the tallest tunnels constructed in the Black Sea region of Turkey as part of the Coast Road Project. The tunnel has two tubes and each of them is about 1000 m tall. In the study, lineartime history analyses of the tunnel are performed applying north-south, east-west and up accelerations components of 1992 Erzincan, Turkey ground motion. In the time history analyses, Rayleigh damping coefficients are calculated using main natural frequency obtained from modal analysis. Element matrices are computed using the Gauss numerical integration technique. The Newmark method is used in the solution of the equation of motion. Because of needed too much memory for the analyses, the first 10 second of the ground motions, which is the most effective duration, is taken into account in calculations. The results obtained 3D finite element model are presented. In addition, the displacement and stress results are observed to be allowable level of the concrete material during the earthquakes.

Experimental investigation of the excitation frequency effects on wall stress in a liquid storage tank considering soil-structure-fluid interaction

  • Diego Hernandez-Hernandez;Tam Larkin;Nawawi Chouw
    • Structural Engineering and Mechanics
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    • v.89 no.4
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    • pp.421-436
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    • 2024
  • This research addresses experimentally the relationship between the excitation frequency and both hoop and axial wall stresses in a water storage tank. A low-density polyethylene tank with six different aspect ratios (water level to tank radius) was tested using a shake table. A laminar box with sand represents a soil site to simulate Soil-Structure Interaction (SSI). Sine excitations with eight frequencies that cover the first free vibration frequency of the tank-water system were applied. Additionally, Ricker wavelet excitations of two different dominant frequencies were considered. The maximum stresses are compared with those using a nonlinear elastic spring-mass model. The results reveal that the coincidence between the excitation frequency and the free-vibration frequency of the soil-tank-water system increases the sloshing intensity and the rigid-like body motion of the system, amplifying the stress development considerably. The relationship between the excitation frequency and wall stresses is nonlinear and depends simultaneously on both sloshing and uplift. In most cases, the maximum stresses using the nonlinear elastic spring-mass model agree with those from the experiments.

Analysis of Fluid-Structure Interaction for Development of Korean Inflatable Rubber Dams for Small Hydropower (소수력 발전용 한국형 공기주입식 고무댐 개발을 위한 유체-구조 연성 해석)

  • Hwang, Tae-Gyu;Kim, Jin-Gu
    • Journal of Advanced Marine Engineering and Technology
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    • v.32 no.8
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    • pp.1221-1230
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    • 2008
  • Inflatable rubber dams are used for controlling flood, impounding water for recreations, preventing beach erosions, diverting water for irrigations, and generating hydropower. They are long, flexible, inflated with air, cylindrical structures on a rigid horizontal foundation such as concrete. The dam is modeled as an elastic shell inflated with air. The mechanical behaviors of the inflated dam model were investigated by using the finite element method. The analysis process such as One Way Coupling Fluid-Structure Interaction consists of two steps. First, the influences of the fluid side were investigated, viz, the shape changes of the inflated rubber dam due to the fluid motions was captured when the height of the dam was 30cm with air pressure 0.01MPa, at which the pressure distributions over the surface of the dam were calculated. And next, the structural deformations were calculated using the pressure distributions. The initial inlet velocity for flow field was set to 0.1m/s. The structural deformation behaviors were investigated. The final research goal is to develop a Korean Inflatable Rubber Dam to be used for generating small hydropower.