• Title/Summary/Keyword: variance structure

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Large-Scale Vortical Structure of Turbulent Separation Bubble Affected by Unsteady Wake (비정상 후류가 난류박리기포의 응집구조에 미치는 영향)

  • Jeon, Se-Jong;Seong, Hyeong-Jin
    • Transactions of the Korean Society of Mechanical Engineers B
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    • v.26 no.9
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    • pp.1218-1225
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    • 2002
  • Large-scale vortical structure of a turbulent separation bubble affected by unsteady wake is essential to understand flow mechanisms in various fluid devices. A spoked-wheel type of wake generator provides unsteady wake, which modifies the turbulent separation bubble significantly by changing rotation directions and passing frequencies. A detailed mechanism of vortex shedding from the separation bubble with unsteady wake is analyzed by taking a conditional average with spatial box filtering, which spatially integrates measured signals at pre-determined wavelength. A convecting nature of the large-scale vortical structure is analyzed carefully. Spatial evolution of the large-scale vortical structure with frequency variance is also exemplified.

Clustering Korean Stock Return Data Based on GARCH Model (이분산 시계열모형을 이용한 국내주식자료의 군집분석)

  • Park, Man-Sik;Kim, Na-Young;Kim, Hee-Young
    • Communications for Statistical Applications and Methods
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    • v.15 no.6
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    • pp.925-937
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    • 2008
  • In this study, we considered the clustering analysis for stock return traded in the stock market. Most of financial time-series data, for instance, stock price and exchange rate have conditional heterogeneous variability depending on time, and, hence, are not properly applied to the autoregressive moving-average(ARMA) model with assumption of constant variance. Moreover, the variability is font and center for stock investors as well as academic researchers. So, this paper focuses on the generalized autoregressive conditional heteroscedastic(GARCH) model which is known as a solution for capturing the conditional variance(or volatility). We define the metrics for similarity of unconditional volatility and for homogeneity of model structure, and, then, evaluate the performances of the metrics. In real application, we do clustering analysis in terms of volatility and structure with stock return of the 11 Korean companies measured for the latest three years.

A Study on Construction of an Optimal Fossil Fuel Mix: A Portfolio-Based Approach (평균-분산 모형을 이용한 화석에너지원 소비조합 구성에 관한 연구)

  • Cha, Kyungsoo
    • Environmental and Resource Economics Review
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    • v.20 no.2
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    • pp.335-356
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    • 2011
  • In this paper, we attempted to suggest a way to evaluate appropriateness and efficiency for the energy consumption structure. For this, based on Markowitz (1952)' mean-variance portfolio model, we constructed an optimal fossil fuel mix. In constructing the optimal mix, we first defined returns on fossil fuels (oil, coal and natural gas) as TOE (Ton of Oil Equivalent) per $1. Then, by using the dynamic latent common factor model, we decomposed the growth rates of the returns on each fossil fuel into two parts : the common part and the idiosyncratic part. Finally, based on the results from the dynamic latent common factor model, we constructed the optimal fossil fuel mix implied by the mean-variance portfolio model. Our results indicate that for the fossil fuel mix to be on the efficient frontier, it is crucial to reduce oil consumption as low as possible. Moreover, our results imply that it is more efficient to increase natural gas consumption rather than coal consumption in reducing oil consumption. These results are in line with the strategies for the future energy consumption structure pursued by Korea and indicate that reduction in oil use can improve overall efficiency in energy consumption.

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Multivariate Procedure for Variable Selection and Classification of High Dimensional Heterogeneous Data

  • Mehmood, Tahir;Rasheed, Zahid
    • Communications for Statistical Applications and Methods
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    • v.22 no.6
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    • pp.575-587
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    • 2015
  • The development in data collection techniques results in high dimensional data sets, where discrimination is an important and commonly encountered problem that are crucial to resolve when high dimensional data is heterogeneous (non-common variance covariance structure for classes). An example of this is to classify microbial habitat preferences based on codon/bi-codon usage. Habitat preference is important to study for evolutionary genetic relationships and may help industry produce specific enzymes. Most classification procedures assume homogeneity (common variance covariance structure for all classes), which is not guaranteed in most high dimensional data sets. We have introduced regularized elimination in partial least square coupled with QDA (rePLS-QDA) for the parsimonious variable selection and classification of high dimensional heterogeneous data sets based on recently introduced regularized elimination for variable selection in partial least square (rePLS) and heterogeneous classification procedure quadratic discriminant analysis (QDA). A comparison of proposed and existing methods is conducted over the simulated data set; in addition, the proposed procedure is implemented to classify microbial habitat preferences by their codon/bi-codon usage. Five bacterial habitats (Aquatic, Host Associated, Multiple, Specialized and Terrestrial) are modeled. The classification accuracy of each habitat is satisfactory and ranges from 89.1% to 100% on test data. Interesting codon/bi-codons usage, their mutual interactions influential for respective habitat preference are identified. The proposed method also produced results that concurred with known biological characteristics that will help researchers better understand divergence of species.

Adaptive Beamforming System Architecture Based on AOA Estimator (AOA 추정기 기반의 적응 빔형성 시스템 구조)

  • Mun, Ji-Youn;Bae, Young-Chul;Hwang, Suk-Seung
    • The Journal of the Korea institute of electronic communication sciences
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    • v.12 no.5
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    • pp.777-782
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    • 2017
  • The Signal Intelligence (SIGINT) system based on the adaptive beamformer, comprised of the AOA estimator followed by the interference canceller, is a cutting edge technology for collecting various signal information utilizing all sorts of devices such as the radar and satellite. In this paper, we present the efficient adaptive SIGINT structure consisted of an AOA estimator and an adaptive beamformer. For estimating AOA information of various signals, we employ the Multiple Signal Classification (MUSIC) algorithm and for efficiently suppressing high-power interference signals, we employ the Minimum Variance Distortionless Response (MVDR) algorithm. Also, we provide computer simulation examples to verify the performance of the presented adaptive beamformer structure.

Development of an Integrated Packet Voice/Data Terminal (패킷 음성/데이터 집적 단말기의 개발)

  • 전홍범;은종관;조동호
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.13 no.2
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    • pp.171-181
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    • 1988
  • In this study, a packet voice/data terminal(PVDT) that services both voice and data in the packet-switched network is implemented. The software structure of the PVDT is designed according to the OSI 7 layer architecture. The discrimination of voice and data is made in the link layer. Voice packets have priority over data packets in order to minimize the transmission delay, and are serviced by a simple protocol so that the overhead arising form the retransmission of packets may be minimized. The hardware structure of the PVDT is divided into five modules; a master control module, a speech proessing module, a speech activity detection module, a telephone interface module, and an input/output interface module. In addition to the hardware implementation, the optimal reconstruction delay of voice packets to reduce the influence of delay variance is analyzed.

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Quality of Sexual Life in Married Women: Its Factor Structure and Determinants (기혼 여성에 있어서 성생활의 질: 그 요인 구조와 결정 변인)

  • Yang, Eun-Young
    • Women's Health Nursing
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    • v.13 no.2
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    • pp.77-87
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    • 2007
  • Purpose: This study was examined the quality of the sexual life among married women in terms of the factor structure of Sexual Quality of Life(SQOL) and evaluated the predictive value of 11 variables for SQOL. Method: Two hundred and ninety-three married women completed the Korean version SQOL scale with information on age, education, length of marriage, family income, health, sexual knowledge, coital frequency, harmony with family members, levels of affection, and general and sexual communication. Data were analysed with principal components and regression analyses. Result: The SQOL scale had two clearly defined factors, Negative Quality of Sexual Life and Positive Quality of Sexual Life, on which all scale items were significantly loaded, accounting for 54.3% of the total variance. Independent regression analysis showed all variables except education to be significant predictors of SQOL with interpersonal variables (general and sexual communication, affection and harmony with family members) being the most powerful predictors. However when the 11 variables were combined together in stepwise analysis, only 6 variables (general communication, age, affection, coital frequency, sexual knowledge and health) were significant, accounting for 39% of the total variance. Conclusion: The Korean version SQOL scale is a good measure to tackle SQOL in married women. To enhance SQOL, strengthening interpersonal interaction focusing on general/sexual communication, affection and harmony with family members seems to be more important than sexual activities and personal characteristics.

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Shape Optimization of the Lower Control Arm using the Characteristic Function and the Fatigue Analysis (특성함수와 피로해석을 이용한 로워컨트롤암의 형상최적설계)

  • Park Youngchul;Lee Donghwa
    • Transactions of the Korean Society of Automotive Engineers
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    • v.13 no.1
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    • pp.119-125
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    • 2005
  • The current automotive is seeking the improvement of performance, the prevention of environmental pollution and the saving of energy resources according to miniaturization and lightweight of the components. And the variance analysis on the basis of structure analysis and DOE is applied to the lower control am. We have proposed a statistical design model to evaluate the effect of structural modification by performing the practical multi-objective optimization considering weight, stress and fatigue lift. The lower control arm is performed the fatigue analysis using the load history of real road test. The design model is determined using the optimization of acquired load history with the fatigue characteristic. The characteristic function is made use of the optimization according to fatigue characteristics to consider constrained function in the optimization of DOE. The structure optimization of a lower control arm according to fatigue characteristics is performed. And the optimized design variable is D=47 m, T=36mm, W=12 mm. In the real engineering problem of considering many objective functions, the multi-objective optimization process using the mathematical programming and the characteristic function is derived an useful design solution.

Design of a Self-tuning Controller with a PID Structure Using Neural Network (신경회로망을 이용한 PID구조를 갖는 자기동조제어기의 설계)

  • Cho, Won-Chul;Jeong, In-Gab;Shim, Tae-Eun
    • Journal of the Institute of Electronics Engineers of Korea SC
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    • v.39 no.6
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    • pp.1-8
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    • 2002
  • This paper presents a generalized minimum-variance self-tuning controller with a PID structure using neural network which adapts to the changing parameters of the nonlinear system with nonminimum phase behavior and time delays. The neural network is used to estimate the controller parameters, and the control output is obtained through estimated controller parameter. In order to demonstrate the effectiveness of the proposed algorithm, the computer simulation is done to adapt the nonlinear nonminimum phase system with time delays and changed system parameter after a constant time. The proposed method compared with direct adaptive controller using neural network.

Design and Analysis of Continuous Media Representation Mechanism to minimize the Variance of Latency Time (지연시간의 변화를 고려한 연속미디어 표현 메카니즘의 설계 및 분석)

  • Yeo, In-Kook;Hwang, Dae-Hoon
    • The Transactions of the Korea Information Processing Society
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    • v.2 no.5
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    • pp.787-796
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    • 1995
  • In this paper, a mechanism to enhance the utilization of the tertiary storage devices such as optical disk, digital tape and so on is proposed. For this purpose, we suggest a storage structure with a CD-ROM and multiple disk and design an efficient mechanism to represent the continuous media stored in CD-ROM. The continuous media storage structure proposed in this pater can enhanced the retrieval capability of information by sending data using a shared bus with high bandwidth. And a continuous media representation mechanism not only can reduce the discontinuity of representation using parallel operation of fetch and representation but also minimize the variance of service time and the missing ratio of re-reference requirement by residing frequently accessed object on the disk.

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