• Title/Summary/Keyword: varying coefficients

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An Analysis on the Asymmetric Time Varying Spillover Effect between Capesize and Panamax Markets (케이프사이즈와 파나막스 시장간의 비대칭 시간가변 파급효과에 관한 분석)

  • Chung, Sang-Kuck
    • Journal of Korea Port Economic Association
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    • v.27 no.3
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    • pp.41-64
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    • 2011
  • This article investigates the interrelationships in daily returns using fractionally integrated error correction term and volatilities using constant conditional correlation and dynamic conditional correlation GARCH with asymmetries between Capesize and Panamax markets. Our findings are as follows. First, for the fractionally cointegrated error correction model, there is a unidirectional relationship in returns from the Panamax market to the Capesize market, but a bidirectional causal relationship prevails for the traditional error correction models. Second, the coefficients for the error correction term are all statistically significant. Of particular interest are the signs of the estimates for the error correction term, which are all negative for the Capesize return equation and all positive for the Panamax return. Third, there are bidirectional volatility spillovers between both markets and the direction of the information flow seems to be stronger from Panamax to Capesize. Fourth, the coefficients for the asymmetric term are all significantly positive in the Capesize market, but the Panamax market does not have a significant effect. However, the coefficients for the asymmetric term are all significant, implying that the leverage effect does exist in the Capesize and Panamax markets.

Design of a Low Power Digital Filter Using Variable Canonic Signed Digit Coefficients (가변 CSD 계수를 이용한 저전력 디지털 필터의 설계)

  • Kim, Yeong-U;Yu, Jae-Taek;Kim, Su-Won
    • Journal of the Institute of Electronics Engineers of Korea SD
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    • v.38 no.7
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    • pp.455-463
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    • 2001
  • In this Paper, an approximate processing method is proposed and tested. The proposed method uses variable CSD (VCSD) coefficients which approximate filter stopband attenuation by controlling the precision of the CSD coefficient sets. A decimation filter for Audio Codec '97 specifications has been designed having processor architecture that consists of program/data memory, arithmetic unit, energy/level decision, and sinc filter blocks, and fabricated with 0.6${\mu}{\textrm}{m}$ CMOS sea-of-gate technology. For the combined two halfband FIR filters in decimation filter, the number of addition operations were reduced to 63.5%, 35.7%, and 13.9%, compared to worst-case which is not an adaptive one. Experimental results show that the total power reduction rate of the filter is varying from 3.8 % to 9.0 % with respect to worst-case. The proposed approximate processing method using variable CSD coefficients is readily applicable to various kinds of filters and suitable, especially, for the speech and audio applications, like oversampling ADCs and DACs, filter banks, voice/audio codecs, etc.

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Estimation of a 9.77 G/T Small Fishing Vessel's Operating Performance Depending on Forward Speed Based on 3-DoF Captive Model Tests (9.77톤급 소형어선의 3자유도 구속모형시험을 통한 선속 별 운항성능 추정)

  • Dong-Jin Kim;Haeseong Ahn;Kyunghee Cho;Dong Jin Yeo
    • Journal of Navigation and Port Research
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    • v.47 no.6
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    • pp.305-314
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    • 2023
  • In this study, a mathematical model of a 9.77 G/T small fishing vessel was established based on captive model tests. The powering and manoeuvring performances of the vessel in the harbor and coastal sea were focused on, so captive model tests were conducted up to the full-scale speed of 8 knots. Propeller open water, resistance, and self-propulsion tests of a 1/3.5-scaled model ship were performed in a towing tank, and the full-scale powering performance was predicted. Hydrodynamic coefficients in the mathematical model were obtained by rudder open water, horizontal planar motion mechanism tests of the same model ship. In particular, in static drift and pure yaw tests which were conducted at a speed of 2 to 8 knots, the linear hydrodynamic coefficients varied with the ship speed. The effect of the ship speed on the linear coefficients was considered in the mathematical model, and manoeuvring motions, such as turning circles and zig-zags, were simulated with various approach speeds and analyzed.

A Biomechanical Study on a New Surgical Procedure for the Treatment of Intertrochanteric Fractures in relation to Osteoporosis of Varying Degrees (대퇴골 전자간 골절의 새로운 수술기법에 관한 생체역학적 분석)

  • 김봉주;이성재;권순용;탁계래;이권용
    • Journal of Biomedical Engineering Research
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    • v.24 no.5
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    • pp.401-410
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    • 2003
  • This study investigates the biomechanical efficacies of various cement augmentation techniques with or without pressurization for varying degrees of osteoporotic femur. For this study, a biomechanical analysis using a finite element method (FEM) was undertaken to evaluate surgical procedures, Simulated models include the non-cemented(i.e., hip screw only, Type I), the cement-augmented(Type II), and the cemented augmented with pressurization(Type III) models. To simulate the fracture plane and other interfacial regions, 3-D contact elements were used with appropriate friction coefficients. Material properties of the cancellous bone were varied to accommodate varying degrees of osteoporosis(Singh indices, II∼V). For each model. the following items were analyzed to investigate the effect surgical procedures in relation to osteoporosis of varying degrees : (a) von Mises stress distribution within the femoral head in terms of volumetric percentages. (b) Peak von Mises stress(PVMS) within the femoral head and the surgical constructs. (c) Maximum von Mises strain(MVMS) within the femoral head, (d) micromotions at the fracture plane and at the interfacial region between surgical construct and surrounding bone. Type III showed the lowest PVMS and MVMS at the cancellous bone near the bone-construct interface regardless of bone densities. an indication of its least likelihood of construct loosening due to failure of the host bone. Particularly, its efficacy was more prominent when the bone density level was low. Micromotions at the interfacial surgical construct was lowest in Type III. followed by Type I and Type II. They were about 15-20% of other types. which suggested that pressurization was most effective in limiting the interfacial motion. Our results demonstrated the cement augmentation with hip screw could be more effective when used with pressurization technique for the treatment of intertrochanteric fractures. For patients with low bone density. its effectiveness can be more pronounced in limiting construct loosening and promoting bone union.

Exploring NDVI Gradient Varying Across Landform and Solar Intensity using GWR: a Case Study of Mt. Geumgang in North Korea (GWR을 활용한 NDVI와 지형·태양광도의 상관성 평가 : 금강산 지역을 사례로)

  • Kim, Jun Woo;Um, Jung Sup
    • Journal of Korean Society for Geospatial Information Science
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    • v.21 no.4
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    • pp.73-81
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    • 2013
  • Ordinary least squares (OLS) regression is the primary statistical method in previous studies for vegetation distribution patterns in relation to landform. However, this global regression lacks the ability to uncover some local-specific relationships and spatial autocorrelation in model residuals. This study employed geographically weighted regression (GWR) to examine the spatially varying relationships between NDVI (Normalized Difference Vegetation Index) patterns and changing trends of landform (elevation, slope) and solar intensity (insolation and duration of sunshine) in Mt Geum-gang of North-Korea. Results denoted that GWR was more powerful than OLS in interpreting relationships between NDVI patterns and landform/solar intensity, since GWR was characterized by higher adjusted R2, and reduced spatial autocorrelations in model residuals. Unlike OLS regression, GWR allowed the coefficients of explanatory variables to differ by locality by giving relatively more weight to NDVI patterns which are affected by local landform and solar factors. The strength of the regression relationships in the GWR increased significantly, by showing regression coefficient of higher than 70% (0.744) in the southern ridge of the experimental area. It is anticipated that this research output will serve to increase the scientific and objective vegetation monitoring in relation to landform and solar intensity by overcoming serious constraints suffered from the past non-GWR-based approach.

Determination of Complex Formation Constant of Sodium-Selective Ionophores in Solvent Polymeric Membranes (용매 고분자막 상에 고정된 나트륨 이온선택성 물질의 착물형성상수 결정)

  • Kang, Tae Young;Kim, Sung Bae;Oh, Hyon Joon;Han, Sang Hyun;Cha, Geun Sig;Nam, Hakhyun
    • Analytical Science and Technology
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    • v.13 no.4
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    • pp.466-473
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    • 2000
  • The complex formation constants (${\beta}_{MLn}$) of potassium and various sodium-selective neutral carriers in solvent polymeric membranes have been determined using solvent polymeric membrane-based optodes and ion-selective electrodes (ISEs). Two different types of PVC-based membranes containing the H^+selective chromoionophore (ETH 5294) with and without a sodium ionophore (4-tert-bntylcalix[4]arenetetraacetic acid tetraethyl ester, ETH 2120, bis[(12-crown-4)methyl] dodecylmethylmalonate or monensin methyl ester) were prepared and their optical responses to either the changes in alkali metal cation (e.g., sodium and potassium) concentrations at a fixed pH (0.05 M Tris-HCl, pH 7.2) or varying pH at a fixed alkali metal cation concentration (0.1 M) were measured. The same type of membranes were also mounted in conventional electrode body and their potentiometric responses to varying pH at a fixed alkali metal cation concentration (0.1 M) were measured. The complex formation constants of the ligand could be calculated from the calibration plots of the relative absorbance vs. the activity ratios of cation and proton ($a_{M^+}/a_{H^+}$) and of the emf vs. pH. It was confirmed that the ratio values of the complex formation constants for the primary and interfering ions are closely related to the experimental selectivity coefficients of ISEs.

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Performance Evaluation of Hypersonic Turbojet Experimental Aircraft Using Integrated Numerical Simulation with Pre-cooled Turbojet Engine

  • Miyamoto, Hidemasa;Matsuo, Akiko;Kojima, Takayuki;Taguchi, Hideyuki
    • Proceedings of the Korean Society of Propulsion Engineers Conference
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    • 2008.03a
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    • pp.671-679
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    • 2008
  • The effect of Pre-cooled Turbojet Engine installation and nozzle exhaust jet on Hypersonic Turbojet EXperimental aircraft(HYTEX aircraft) were investigated by three-dimensional numerical analyses to obtain aerodynamic characteristics of the aircraft during its in-flight condition. First, simulations of wind tunnel experiment using small scale model of the aircraft with and without the rectangular duct reproducing engine was performed at M=5.1 condition in order to validate the calculation code. Here, good agreements with experimental data were obtained regarding centerline wall pressures on the aircraft and aerodynamic coefficients of forces and moments acting on the aircraft. Next, full scale integrated analysis of the aircraft and the engine were conducted for flight Mach numbers of M=5.0, 4.0, 3.5, 3.0, and 2.0. Increasing the angle of attack $\alpha$ of the aircraft in M=5.0 flight increased the mass flow rate of the air captured at the intake due to pre-compression effect of the nose shockwave, also increasing the thrust obtained at the engine plug nozzle. Sufficient thrust for acceleration were obtained at $\alpha=3$ and 5 degrees. Increase of flight Mach number at $\alpha=0$ degrees resulted in decrease of mass flow rate captured at the engine intake, and thus decrease in thrust at the nozzle. The thrust was sufficient for acceleration at M=3.5 and lower cases. Lift force on the aircraft was increased by the integration of engine on the aircraft for all varying angles of attack or flight Mach numbers. However, the slope of lift increase when increasing flight Mach number showed decrease as flight Mach number reach to M=5.0, due to the separation shockwave at the upper surface of the aircraft. Pitch moment of the aircraft was not affected by the installation of the engines for all angles of attack at M=5.0 condition. In low Mach number cases at $\alpha=0$ degrees, installation of the engines increased the pitch moment compared to no engine configuration. Installation of the engines increased the frictional drag on the aircraft, and its percentage to the total drag ranged between 30-50% for varying angle of attack in M=5.0 flight.

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A Study on the Measurements of Sub-surface Residual Stress in the Field of Linear Stress Gradient (선형구배 응력장에서 표층의 잔류응력 측정에 관한 연구)

  • 최병길;전상윤;이택순
    • Transactions of the Korean Society of Mechanical Engineers
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    • v.16 no.9
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    • pp.1632-1642
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    • 1992
  • When a blind hole of small diameter is drilled in the field of residual stress, strain relieved around the hole is function of magnitude of stress, patterns of stress distribution and hole geometry of diameter and depth. Relieved strain coefficients can be calculated from FEM analysis of relieved strain and actual stress. These relieved strain coefficients make it possible to measure residual stress which vary along the depth in the subsurface of stressed material. In this study, the calibration tests of residual stress measurement are carried out by drilling a hole incrementally on the cantilever or on the tensile test bar. Residual stresses can be determined from measured strains around a shallow hole by application of power series method. For the sake of reliable measurement of residual stress, much efforts should be done to measure relieved strains and hole depth more accurately comparing with conventional procedures of gage subject to the external load. Otherwise linear equations converting strains into stresses may yield erratic residual stresses because of ill-conditions of linear equations. With accurate measurements of relieved strains, residual stress even if varying along the depth can be measured. It is also possible to measure residual stress in the thin film of material by drilling a shallow hole.

Exact Solutions for Vibration and Buckling of Rectangular Plates Loaded at Two Simply-Supported Opposite Edges by In-Plane Moments, Free along the Other Two Edges (면내(面內) 모멘트를 받는 단순지지된 두 모서리와 자유경계인 나머지 두 모서리를 갖는 직사각형 판의 진동과 좌굴의 엄밀해)

  • Shim, Hyun-Ju;Woo, Ha-Young;Kang, Jae-Hoon
    • Journal of Korean Association for Spatial Structures
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    • v.6 no.4 s.22
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    • pp.81-92
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    • 2006
  • This paper presents exact solutions for the free vibrations and buckling of rectangular plates having two opposite, simply supported edges subjected to linearly varying normal stresses causing pure in-plane moments, the other two edges being free. Assuming displacement functions which are sinusoidal in the direction of loading (x), the simply supported edge conditions are satisfied exactly. With this the differential equation of motion for the plate is reduced to an ordinary one having variable coefficients (in y). This equation is solved exactly by assuming power series in y and obtaining its proper coefficients (the method of Frobenius). Applying the free edge boundary conditions at y=0, b yields a fourth order characteristic determinant for the critical buckling moments and vibration frequencies. Convergence of the series is studied carefully. Numerical results are obtained for the critical buckling moments and some of their associated mode shapes. Comparisons are made with known results from less accurate one-dimensional beam theory. Free vibration frequency and mode shape results are also presented. Because the buckling and frequency parameters depend upon Poisson's ratio ( V ), results are shown for $0{\leq}v{\leq}0.5$, valid for isotropic materials.

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Analysis Technique for Chloride Penetration using Double-layer and Time-Dependent Chloride Diffusion in Concrete (콘크리트내의 이중구조와 시간의존성을 고려한 염화물 해석기법의 개발)

  • Mun, Jin-Man;Kim, Jin-Yeong;Kim, Young-Joon;Oh, Gyeong-Seok;Kwon, Seung-Jun
    • Journal of the Korea institute for structural maintenance and inspection
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    • v.19 no.5
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    • pp.83-91
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    • 2015
  • With varying conditions of concrete surface, induced chloride contents are changed and this is a key parameter for steel corrosion and service life in RC (Reinforced Concrete) structures. Many surface enhancement techniques using impregnation have been developed, however the evaluation techniques for chloride behavior through doubly layered media and time-dependent diffusion are rarely proposed. This paper presents an analysis technique considering double-layer concrete and time-dependent diffusion behavior, and the results are compared with those from the previous test results through reverse analysis. The chloride profiles from the surface-impregnated concrete exposed to atmospheric, tidal, submerged zone for 2 years are adopted. Furthermore surface chloride contents and diffusion coefficients are obtained, and are compared with those from Life365. Through consideration of time effect, the relative error decreases from 0.28 to 0.20 in atmospheric, 0.29 to 0.11 in tidal, and 0.54 to 0.40 in submerged zone, respectively, which shows more reasonable results. Utilizing the diffusion coefficients from Life365, relative errors increases and it needs deeper penetration depth (e) and lower diffusion coefficient ratio ($D_1/D_2$) due to higher diffusion coefficient.