• The Journal of Asian Finance, Economics and Business
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• 제7권9호
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• pp.95-104
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• 2020

In financial economics studies, the autoregressive model has been a workhorse for a long time. However, the model has a fixed value on every parameter and requires the stationarity assumptions. Time-varying coefficient autoregressive model that we use in this paper offers some desirable benefits over the traditional model such as the parameters are allowed to be varied over-time and can be applies to non-stationary financial data. This paper provides the Monte Carlo simulation studies which show that the model can capture the dynamic movement of parameters very well, even though, there are some sudden changes or jumps. For the daily data from January 1, 2015 to February 12, 2020, our paper provides the empirical studies that Thailand, Taiwan and Tokyo Stock market Index can be explained very well by the time-varying coefficient autoregressive model with lag order one while South Korea's stock index can be explained by the model with lag order three. We show that the model can unveil the non-linear shape of the estimated mean. We employ GJR-GARCH in the condition variance equation and found the evidences that the negative shocks have more impact on market's volatility than the positive shock in the case of South Korea and Tokyo.

• 제어로봇시스템학회:학술대회논문집
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• 제어로봇시스템학회 2004년도 ICCAS
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• pp.8-13
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• 2004

In the paper, we present a practical design tool which allows us to design PID types and the first order lead/lag compensators incorporating the step response requirements in the stability. For a given plant transfer function of arbitrary order, this program provides a set of controller gains that satisfies both stability and time domain performances. This implies that even if one selects any controller parameters inside the set, the closed loop system with the controller gains meets the design objectives. This tool based on Matlab and GUI will be very useful for control design in the controller parameter space, especially when time domain requirement is given.

• 제어로봇시스템학회:학술대회논문집
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• 제어로봇시스템학회 2003년도 ICCAS
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• pp.514-518
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• 2003

In this paper, we investigate three dimensional optimal evasive maneuver patterns for air-to-surface attack missiles against proportionally navigated anti-air defense missiles. Interception error of the defense missile can be generated by evasive maneuver of the attack missile during the time of flight for which the defense missile intercepts the attack missile. Time varying weighted sum of the inverse of these interception errors forms a performance index to be minimized. Direct parameter optimization technique using CFSQP is adopted to get the attack missile's optimal evasive maneuver patterns according to parameter changes of both the attack missile and the defense missile such as maneuver limit and time constant of autopilot approximated by the 1st order lag system. The overall shape of resultant optimal evasive maneuver to enhance the survivability of air-to-surface missiles against proportionally navigated anti-air missiles is a kind of deformed barrel roll.

• Journal of Mechanical Science and Technology
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• 제15권6호
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• pp.764-775
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• 2001

Oscillartory thermocapillary flow of high Prandtl number fluids in the half-zone configuration is investigated. Based on experimental observations, one oscillation cycle consists of an active period where the surface flow is strong and the hot corner region is extended and a slow period where the opposite occurs. It is found that during oscillations the deformation of free surface plays an important role and a surface deformation parameter S correlates the experimental data well on the onset of oscillations. A scaling analysis is performed to analyze the basic steady flow in the parametric ranges of previous ground-based experiments and shows that the flow is viscous dominant and is mainly driven in the hot corner. The predicted scaling laws agree well with the numerical results. It is postulated that the oscillations are caused by a time lag between the surface and return flows. A deformation parameter S represents the response time of the return flow to the surface flow.

• 한국농공학회논문집
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• 제58권5호
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• pp.59-69
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• 2016

This study aims to evaluate the Soil and Water Assessment Tool (SWAT) hourly hydrological modeling performance and compare it with daily SWAT modeling parameters. For the Byeolmicheon catchment ($1.17km^2$) located in the upstream of Gyeongancheon watershed and total 18 storm events measured during 3 years (2011-2013), the hourly SWAT was calibrated and validated using the Green and Ampt (G&A) infiltration equation. The determination coefficient ($R^2$) and Nash-Sutcliffe model efficiency (NSE) of hourly SWAT discharge were 0.81 and 0.73 respectively, and the most sensitive parameter was soil saturated hydraulic conductivity (SOL_K) and calibrated with the average value of 0.075 mm/hr. In addition, the hourly SWAT simulation by G&A was compared with the daily SWAT simulation by SCS-CN (Soil Conservation Service-Curve Number) method for the whole 3 years period. The houlrly G&A results showed $R^2$ and NSE of 0.71 and 0.50, and the daily SCS-CN results were 0.71 and 0.66, respectively. The SOL_K by daily SCS_CN method was calibrated at 75.5 mm/hr, 1,000 times greater than the hourly G&A method. The next sensitive parameters for the hourly simulation were lag time of lateral flow (LAT_TIME) and lag time of surface runoff (SURLAG).

• 전기학회논문지P
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• 제51권4호
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• pp.175-185
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• 2002

In this paper, a new fully digital current control method of UPS inverter, which is based on an internal model control, is proposed. In the proposed control system, overshoots and oscillations due to the computation time-delay are compensated by explicit incorporation of the time-delay in the current control loop transfer function. The internal model controller is adopted to a second order deadbeat reference-to-output response which means that its response reaches the reference in two sampling time including computational time-delays. That is, the average current of filter capacitor is been exactly equal to the reference current with a time lag of two sampling intervals. Therefore, this method has an essentially overshoot free reference-to-output response with a minimum possible rise time. The effectiveness of the proposed control system has been verified by the simulation and experimental respectively. From the simulation and experimental results, the proposed system is achieved the robust characteristics to the calculation time delay and parameter variation as well as very fast dynamic performance, thus it can be effectively applied to the power supply for the critical load.

• 대한설비공학회지:설비저널
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• 제4권1호
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• pp.6-17
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• 1975

For a periodic variation of the flue gas temperature the heat conduction through the Ondol floor was analysized. Also the heat loss to the ground was estimated. The floor thermal capacity, as a function of the floor thickness, has strong influence on the time lag of the temperature variation. It is an important design parameter for intermittent heating. Even for the steady periodic variation, there was significant heat loss to the ground below the Ondol floor.

• Structural Engineering and Mechanics
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• 제85권3호
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• pp.305-314
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• 2023

The article is about the theoretical analysis of the transmission and reflection of elastic waves through the interface of perfectly connected materials. The solid continuum mediums considered are piezoelectric semiconductors and transversely isotropic in nature. The connection among the mediums is considered in such a way that it holds the continuity property of field variables at the interface. The concept of strain and stress introduced by non-local theory is also being involved to make the study more applicable It is found that, the incident wave results in the generation of four reflected and three transmitted waves including the thermal and elastic waves. The thermal waves generated in the medium are encountered by using the concept of three phase lag heat model along with fractional ordered time thermoelasticity. The results obtained are calculated graphically for a ZnO material with piezoelectric semiconductor properties for medium M₁ and CdSc material with transversely isotropic elastic properties for medium M₂. The influence of fractional order parameter, non-local parameter, and steady carrier density parameter on the amplitude ratios of reflected and refraction waves are studied graphically by MATLAB.

• 한국수자원학회논문집
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• 제30권2호
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• pp.97-106
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• 1997

Nash 모형의 매개변수를 유역의 수문지형특성과 시간응답의 상사성을 이용하여 분석하고 이를 미계측 유역에 대한 추정방법으로 적용하여 보았다. 유역의 수문지형특성의 상사성은 유역의 지형학적 동질성에 대한 검증방법인 자기상사성을 통해 파악하였으며 시간응답의 상사성은 Nash 모형의 매개변수들과 지체시간 및 도달시간과의 관계를 수립하여 이용하였다. 위천유역의 경우 이러한 상사성에 대한 주목할만한 특징이 발견되었는데 이를 미계측 유역에 대한 매개변수 측정에 이용한 결과 좋은 성과를 얻을 수 있었다.

• 한국수산과학회지
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• 제22권1호
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• pp.41-47
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• 1989

Using computer simulated irregular waves, variations of ocean wave statistics according to sea state are analyzed, and the reasonable conditions that transform the energy spectrum to individual wave statistics are discussed. Ocean wave statistics varying with sea state are found to respond linearly to the spectral peakedness parameter $Q_p$ and spectrum moments $m_n$ (n = 0, 1, 2${\cdots}{\cdots}\;\infty$ ). It is clarified that the 2nd-order spectrum moment is a reasonable parameter which represents the wave statistics including wave periods, and that the spectrum analysis should be carried out under the conditions of minimum data length of 10 times of peak period $T_p$ with time lag of $7T_p$ to satisfy the stable condition of wave statistics.