• Title/Summary/Keyword: 구조적 안정도

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A Study on the Nonlinear Deterministic Characteristics of Stock Returns (주식 수익률의 비선형 결정론적 특성에 관한 연구)

  • Chang, Kyung-Chun;Kim, Hyun-Seok
    • The Korean Journal of Financial Management
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    • v.21 no.1
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    • pp.149-181
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    • 2004
  • In this study we perform empirical tests using KOSPI return to investigate the existence of nonlinear characteristics in the generating process of stock returns. There are three categories in empirical tests; the test of nonlinear dependence, nonlinear stochastic process and nonlinear deterministic chaos. According to the analysis of nonlinearity, stock returns are not normally distributed but leptokurtic, and appear to have nonlinear dependence. And it's decided that the nonlinear structure of stock returns can not be completely explained using nonlinear stochastic models of ARCH-type. Nonlinear deterministic chaos system is the feedback system, which the past incidents influence the present, and it is the fractal structure with self-similarity and has the sensitive dependence on initial conditions. To summarize the results of chaos analysis for KOSPI return, it is the persistent time series, which is not IID and has long memory, takes biased random walk, and is estimated to be fractal distribution. Also correlation dimension, as the approximation of fractal dimension, converged stably within 3 and 4, and maximum Lyapunov exponent has positive value. This suggests that chaotic attractor and the sensitive dependence on initial conditions exist in stock returns. These results fit into the characteristics of chaos system. Therefore it's decided that the generating process of stock returns has nonlinear deterministic structure and follow chaotic process.

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Characteristics of Creep Deformation Behavior of Granite under Uniaxial Compression (단축압축하중을 받는 대전 화강암의 크립 변형거동 특성에 관한 연구)

  • 홍지수;전석원
    • Tunnel and Underground Space
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    • v.14 no.1
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    • pp.69-77
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    • 2004
  • Investigation of the time-dependent behavior of rock and the associated mechanisms are of key interest in long-term stability analysis of many engineering applications. In this study, creep tests were performed on Daejeon granite samples of 25.4mm diameter under uniaxial compression at varying stress levels. The effect of moisture was investigated by testing both air-dried and fully water-saturated samples. The creep behavior of Daejeon granite exhibited three distinctive stages of primary, secondary and tertiary creep. The ultimate strength of granite under a constant stress decreased considerably with time. Saturation and immersion of the test specimen in water markedly increased the total creep strain as well as the secondary creep rate. The experimental creep curves are fitted to Burger's model as well as two other empirical models suggested by previous researchers. A number of the parameters determined for each model are dependent on stress and influenced by the presence of water. Based on the experimental results, an empirical relation between the applied stress and the time-dependent strain is established separately for each air-dried and fully water-saturated Daejeon granite.

Pulsed Laser Deposition을 이용하여 GZO/Glass 기판상에 성장시킨 염료감응형 태양전지용 $TiO_2$ Blocking Layer의 특성 연구

  • Yeo, In-Hyeong;Kim, Ji-Hong;No, Ji-Hyeong;Kim, Jae-Won;Do, Gang-Min;Sin, Ju-Hong;Jo, Seul-Gi;Park, Jae-Ho;Mun, Byeong-Mu
    • Proceedings of the Korean Vacuum Society Conference
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    • 2011.08a
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    • pp.259-259
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    • 2011
  • 염료감응형 태양전지(Dye-Sensitized Solar Cells:DSSC)는 환경 친화적이며, 저가의 공정에 대한 가능성으로 기존의 고가의 결정질 실리콘 태양전지의 경제적인 대안으로 각광을 받고 있다. 최근 염료감응형 태양전지는 투명 전도성 산화막(Transparent Conducting Oxide : TCO)으로 사용되는 Fluorine Tin Oxide (FTO)가 증착된 유리기판 위에 주로 제작된다. FTO는 낮은 비저항과 가시광선 영역에서 높은 투과도를 가지는 우수한 전기-광학적 특성을 갖지만, 비교적 공정이 까다로운 Chemical Vapor Deposition (CVD)법으로 제조하며, 전체 공정비용의 60%를 차지하는 높은 생산단가로 인해 현재 FTO를 대체할 재료개발 연구가 활발히 진행되고 있다. 그 중 ZnO (Zinc Oxide)는 우수한 전기-광학적 특성과 비교적 저렴한 가격으로 새로운 TCO로써 주목받고 있다. ZnO는 넓은 energy band gap (3.4 [eV])의 육방정계 울자이트(hexagonal wurtzite) 결정 구조를 가지는II-VI족 n형 반도체 물질이며, III족 금속원소인 Al, Ga 및 In 등의 불순물을 첨가하면 TCO로서 우수한 전기-광학적 특성과 안정성을 나타낸다. 이들 물질중 $Zn^{2+}$ (0.060 nm)의 이온반경과 유사한 $Ga^{2+}$0.062 nm) 이온이 ZnO의 격자반경을 최소화 시킬 수 있다는 장점으로 최근 주목 받고 있다. 하지만 Ga-doped ZnO (GZO)의 경우 DSC에 사용되는 루테늄 계열의 산성 염료 하에 장시간 두면 표면이 파괴되는 문제가 발생하며, $TiO_2$ paste를 Printing 후 열처리하는 과정에서도 박막의 파괴가 발생할 수 있다. 이를 방지하기 위해 $TiO_2$ Blocking Layer를 GZO 투명전극 위에 증착하였다. 또한, $TiO_2$ Blocking Layer를 적용한 GZO 박막을 전면전극으로 이용하여 DSC를 제작하여 효율을 확인하였다. 2wt%의 $Ga_2O_3$가 도핑된 ZnO 박막은 20mTorr 400$^{\circ}C$에서 Pulsed Laser Deposition (PLD)에 의해 성장되었고, $TiO_2$박막은 Ti 금속을 타겟으로 이용하여 30mTorr 400$^{\circ}C$에서 증착되었다. Scanning electron microscopy (FE-SEM)을 이용한 박막 분석 결과 $TiO_2$가 증착된 GZO 박막의 경우 표면 파괴가 일어나지 않았다. Solar Simulator을 이용하여 I-V특성 측정결과 상용 FTO를 사용한 DSC 수준의 효율을 나타내었다. 이에 따라 Pulsed Laser Deposition을 이용해 제작된 GZO 기판은 $TiO_2$ Blocking Layer를 이용하여 표면 파괴를 방지할 수 있었으며, 이는 향후 염료감응형 태양전지의 투명전극에 적용 가능 할 것으로 판단된다.

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A Study on the Trade Effects of FTAs in Busan's Manufacturing Industry (FTA가 부산지역 제조업의 무역에 미치는 영향)

  • Hwang, Young-Soon;Kim, Hong-Youl
    • International Commerce and Information Review
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    • v.14 no.4
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    • pp.517-541
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    • 2012
  • Since the Korea-Chile FTA in 2003, eight FTAs are now in force including Korea-EU and Korea-US FTA. The government anticipate that FTAs increase the GDP of Korea. Government-related research institutes officially reports the positive economic impact in Korea. However, the report does not show that how much Busan economy is affected by the FTAs. For this reason, we study the economic effects of FTAs in Busan. We compare the trade statistics before and after the time each FTA is in force. The resulting figures show that the exports and trades of Busan with the FTA nations increased significantly after the enforcement. For example, the exports to Chile increased by 273% when we compare the three-year average trade. We also construct an econometrics model to estimate the price elasticity. The estimated elasticity of exports for manufactured goods is 1.38 while that of imports is 0.83. Among the manufacturing industry, machinery has the highest price elasticity, 1.8. The average tariff for manufactured goods is 3.9% for FTA nations, while that is 5.8% for Busan. This higher price fall in Busan is offset by the lower price elasticity to make Busan's export increase be greater than Busan's import increase. Busan's export increases by 4.8% while import increases by 3.7%. So, it is expected to be added to the annual trade surplus of approximately $107million.

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Study on Potential Water Resources of Andong-Imha Dam by Diversion Tunnel (안동-임하 연결도수로 설치에 따른 가용 수자원량에 관한 연구)

  • Choo, Yeon Moon;Jee, Hong Kee;Kwon, Ki Dae;Kim, Chul Young
    • Journal of the Korea Academia-Industrial cooperation Society
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    • v.15 no.2
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    • pp.1126-1139
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    • 2014
  • World is experiencing abnormal weather caused by urbanization and industrialization increasing greenhouse gas and one of these phenomenon domestically happening is flood and drought. The increase of green-house gases is due to urbanization and industrialization acceleration which are causing abnormal climate changes such as the El Nino and a La Nina phenomenon. It is expected that there will be many difficulties in water management, especially considering the topography and seasonal circumstances in Korea. Unlike in the past, a variety of water conservation initiatives have been undertaken like the river-management flow and water capacity expansion projects. To meet the increasing demand for water resources, new environmentally-friendly small and medium-sized dams have been built. Therefore, the development of a new paradigm for water resources management is essential. This study shows that additional security is needed for potential water resources through diversion tunnels and is very important to consider for future water supplies and situations. Using RCP 6.0 and RCP 8.5 in representative concentration pathway climate change scenario, specific hydrologic data of study basin was produced to analyze past observed basin rainfall tendency which showed both scenario 5%~9% range increase in rainfall. Through sensitivity analysis using objective function, population in highest goodness was 1000 and cross rate was 80%. In conclusion, it is expected that the results from this study will help to make long-term and stable water supply plans by using the potential water resource evaluation model which was applied in this study.

Analysis of Export Behaviors of Busan, Incheon and Gwangyang Port (부산항, 인천항, 광양항의 수출행태분석)

  • Mo, Soowon;Chung, Hongyoung;Lee, Kwangbae
    • Journal of Korea Port Economic Association
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    • v.32 no.3
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    • pp.35-46
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    • 2016
  • This study investigates the export behavior of Busan, Gwangyang and Incheon Port. The monthly data cover the period from January 2000 to December 2015. We employ six export functions composed of various exchange rates and industrial production index. This paper finds that the nominal effective exchange rate is more appropriate for explaining the export behaviors of the three ports, regardless of the narrow and wide indices which comprise 26 and 61 economies for the nominal and real indices respectively. This paper tests whether exchange rate and industrial production are stationary or not, rejecting the null hypothesis of a unit root in each of the level variables and of a unit root for the residuals from the cointegration at the 5 percent significance level. The error-correction model is estimated to find that both Gwangyang and Incheon ports are much slower than Busan port in adjusting the short-run disequilibrium and Gwangyang port is a little slower than Incheon port. The rolling regressions show that the influence of exchange rate as well as industrial production tends to decrease in all of three ports. The variance decomposition, however, shows that the export variables are very exogenous and the export of Busan Port is the least exogenous and that of Gwangyang Port the most. This result indicates that the economic variables such as exchange rate and economic activity affect the export of Busan Port more strongly than that of Gwangyang and Incheon Port.

Raman Spectroscopic Study on Corrosion Layers of Archaeological Bronzes (라만분광분석을 통한 출토 청동유물의 부식층 연구)

  • Kim, Beom jun;Chung, Kwang Yong
    • Korean Journal of Heritage: History & Science
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    • v.48 no.4
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    • pp.4-23
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    • 2015
  • Buried bronze objects are naturally corroded by their surrounding environment, which results in producing corrosion layers containing a number of constituents. Corrosion layers in stable condition protect the objects from the environment and also could provide information in terms of the objects. Characteristic and mechanism of the corrosion layers is likely to be valuable information for the conservation treatment. Many research have been conducted to figure out the formation and characteristic of the corrosion layers, but the more research should be conducted with various approach and analytical methods. Raman spectroscopy is one of the analytical methods to identify microcrystal as a compound while other analytical methods are used to identify element. Therefore, the aim of this research is to identify the characteristic of corrosion layers of both excavated bronze objects through the raman spectroscopy. Two analytical methods, which are raman spectroscopy and SEM~EDS, were used to analyse four excavated bronze bowls. In the case of bronze bowls, malachite was found from the exterior corrosion layer and albite, quartz, and microcline, which are minerals, were also found. Cuprite was detected from the interior corrosion layers illustrating slightly different spectrum due to the combined compound. Lead segregation shows the form of PbO, $PbSO_4$ and $PbCO_3$ or it replaced as cuprite. In this study, small number of samples were analysed. This research is likely to be useful information to figure out not only the characteristic of the corrosion layers but also the authenticity of the artifacts if relevant research will be conducted. Therefore, further comprehensive researches on the various archaeological objects and corrosion environment condition are required in the future.

Analysis of the Convergent Relationship between Stress Factors and Depression Levels in a College Students (일개 대학생의 스트레스 요인 및 우울 수준의 융복합적 관련성 분석)

  • Lee, Hyun-Suk;Bae, Sang-Yun
    • Journal of Digital Convergence
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    • v.17 no.4
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    • pp.219-227
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    • 2019
  • This study examined the convergent relationship of stress factors related to the depression level(CES-D) of a college student. The questionnaire was used using an unregistered self-administered questionnaire for 304 students from a college located in J area from Nov. 12, 2018 to Dec. 14, 2018. The hierarchical multiple regression analysis results are as follows: The depression level of respondents turned out to be significantly higher in following groups: a group in which job seeking stress(CMI) is higher, a group in which academic burnout(MBI-SS) is higher, a group in which anxiety(BAI) are higher. The results show explanatory power of 60.7%. The results of the study indicate that the efforts, to decrease job seeking stress, to decrease academic burnout and, to decrease anxiety, are required to decrease the depression level among college students. These results can be utilized in various interventional efforts for academic counseling and guidance, job counseling, and psychological and emotional stability that lowers the depression level in college students. Following studies requires the presentation and analysis of structural models for the structural model that effects the depression levels of college students.

Extending StarGAN-VC to Unseen Speakers Using RawNet3 Speaker Representation (RawNet3 화자 표현을 활용한 임의의 화자 간 음성 변환을 위한 StarGAN의 확장)

  • Bogyung Park;Somin Park;Hyunki Hong
    • KIPS Transactions on Software and Data Engineering
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    • v.12 no.7
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    • pp.303-314
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    • 2023
  • Voice conversion, a technology that allows an individual's speech data to be regenerated with the acoustic properties(tone, cadence, gender) of another, has countless applications in education, communication, and entertainment. This paper proposes an approach based on the StarGAN-VC model that generates realistic-sounding speech without requiring parallel utterances. To overcome the constraints of the existing StarGAN-VC model that utilizes one-hot vectors of original and target speaker information, this paper extracts feature vectors of target speakers using a pre-trained version of Rawnet3. This results in a latent space where voice conversion can be performed without direct speaker-to-speaker mappings, enabling an any-to-any structure. In addition to the loss terms used in the original StarGAN-VC model, Wasserstein distance is used as a loss term to ensure that generated voice segments match the acoustic properties of the target voice. Two Time-Scale Update Rule (TTUR) is also used to facilitate stable training. Experimental results show that the proposed method outperforms previous methods, including the StarGAN-VC network on which it was based.

Implementation of a walking-aid light with machine vision-based pedestrian signal detection (머신비전 기반 보행신호등 검출 기능을 갖는 보행등 구현)

  • Jihun Koo;Juseong Lee;Hongrae Cho;Ho-Myoung An
    • The Journal of Korea Institute of Information, Electronics, and Communication Technology
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    • v.17 no.1
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    • pp.31-37
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    • 2024
  • In this study, we propose a machine vision-based pedestrian signal detection algorithm that operates efficiently even in computing resource-constrained environments. This algorithm demonstrates high efficiency within limited resources and is designed to minimize the impact of ambient lighting by sequentially applying HSV color space-based image processing, binarization, morphological operations, labeling, and other steps to address issues such as light glare. Particularly, this algorithm is structured in a relatively simple form to ensure smooth operation within embedded system environments, considering the limitations of computing resources. Consequently, it possesses a structure that operates reliably even in environments with low computing resources. Moreover, the proposed pedestrian signal system not only includes pedestrian signal detection capabilities but also incorporates IoT functionality, allowing wireless integration with a web server. This integration enables users to conveniently monitor and control the status of the signal system through the web server. Additionally, successful implementation has been achieved for effectively controlling 50W LED pedestrian signals. This proposed system aims to provide a rapid and efficient pedestrian signal detection and control system within resource-constrained environments, contemplating its potential applicability in real-world road scenarios. Anticipated contributions include fostering the establishment of safer and more intelligent traffic systems.