• Journal of Korean Society of Steel Construction
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• v.9 no.3 s.32
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• pp.421-430
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• 1997

In this study, the static and the fatigue tests were performed with high tension bolted joints, of which the surfaces were spread with inorganic zinc-primer after shot-blast, and milling surface, and steel-natural surface, difference of friction surface condition were examined by comparing the esults of tests. From the result of synthetical investigation of this study. it is proper that using the torque management method in order to introduce design axial force to blots, and the provision of specifications that initial axial forces must be 110% of design axial forces is proper. Decreasing ratio of axial forces to initial force is proportional to common lorgarithms of time progress, it converge constant value after 20 hours, and decreasing ratio is little related to the roughness of friction surface. Sliding coefficient of milling, spreading inorganic zinc-primer, just producting is great in order and sliding forces are dependent on the applied axial forces, but if the applied axial forces are great, sliding coefficient become small by a loss of roughness. So it is confirmed that relation between the applied axial forces and the sliding forces are not proportional linearly. From the result of estimation on fatigue strength, all specimens satisfy the specifications with B-grade and milling surface is lower than the others about 14% in fatigue strength because in milling surface lose the function of friction-types joints at lower number of cycles. From the result of eximination for the distribution area of compressive force, friction area near to inside bolt is wider in the direction of stress than near to outside. It is guessed that this situation occurs because outside bolts firstly change from the friction connection to the bearing connection.

• The Journal of Engineering Geology
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• v.15 no.3
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• pp.245-255
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• 2005

Three dimensional Monte-Carlo simulations of non-ergodic transport of a non-reactive solute plume by steady-state groundwater flow under a uniform mean velocity in isotropic heterogeneous aquifers were conducted. The log-normally distributed hydraulic conductivity, K(x), is modeled as a random field. Significant efforts are made to reduce the simulation uncertainties. Ensemble averages of the second spatial moments of the plume, $$lt;S_{ij}'(t',l')$gt;$ and plume centroid variances, $$lt;R_{ij}'(t',l')$gt;$ were simulated with 3200 Monte Carlo runs for three variances of log K, $\omega^2_y1.0,,2.5,$ and 5.0, and three dimensionless lengths of line plume sources ( l=,5 and 10) normal to the mean velocity. The simulated second spatial moment and the plume centroid variance in longitudinal direction fit well to the first order theoretical results while the simulated transverse moments are not fit well with the first order results. The first order theoretical results definitely underestimated the simulated transverse second spatial moments for the aquifers of large u: and small initial plume sources. The ergodic condition for the second spatial moments is far from reaching, and the first order theoretical results of the transverse second spatial moment of the ergodic plume slightly underestimated the simulated moments.

• Journal of Broadcast Engineering
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• v.14 no.6
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• pp.733-741
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• 2009

The design rule of digital communication systems is the reliable data transmission with high spectral efficiency and minimum allowable power. This paper suggests the method that saves the average power by implementing a multi-dimensional constellation in case of multi-carrier communication system. By using multi-dimensional constellations we can relocate constellation points in the form of a sphere. If we simply convert the two-dimensional QAM modulation into multi-dimensional QAM, constellation points of 2 N dimensional cube form are made up. Relocating outermost constellation points of 2 N dimensional cube form into low energy constellation points, the constellation of the 2 N-dimensional sphere form is made up which decreases power consumption. In this paper, the multi-dimensional constellations of 2 N-dimensional sphere form are designed from 16-QAM to 2,048-QAM, and power reductions are obtained by comparing constellations of 2-dimensional QAMs and multi-dimensional constellations of 2 N-dimensional sphere form. The result shows that the average power consumption of higher dimensional constellations increases, because the more a dimension elevates, the more the relocatable constellation points increase. But, the increment of the average power savings decreases as the a dimension elevates. The transmission of the data by using multi-dimensional constellations of the sphere form is effective to save the average power consumption with little hardware complexity.

• Clinical and Experimental Pediatrics
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• v.50 no.4
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• pp.348-354
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• 2007

Purpose : Perinatal hepatitis B viral infection is decreasing; however, 10% of babies to HBeAg positive mothers still become chronic carriers despite perinatal prophylaxis. Although, the cause of prophylaxis failure is still unclear, an importance of maternal HBV-DNA level at the delivery time has been suggested. This study was established to certify if it would be a useful predictable factor for the outcome of perinatal prophylaxis. Methods : Twenty-nine HBeAg positive mothers whose babies had known outcomes of prophylaxis were selected. To determine the amount of maternal HBV-DNA, a quantitative PCR was performed with the WHO International Standard for HBV DNA NAT assays. Results : The mean logarithm HBV-DNA level of mothers with failed outcomes was significantly higher than that of mothers with succeessful outcomes (7.99 vs. 6.72, P=0.015). The predictable maternal HBV-DNA cut-off level to prophylaxis outcome was $2.83{\times}10^7copies/mL$ (100 pg/mL). None out of the case 16 (0%) who had below this level, and 5 out of 13 (38.5%) who had above this level of maternal HBV-DNA failed in perinatal prophylaxis. Conclusion : Mothers with higher levels of HBV-DNA at delivery time would be prone to a worse outcome of prophylaxis using the conventional approach. Perinatal prophylaxis failure rate can be reduced, if we try to introduce more potent prophylactic treatment into the cases with this risk factor.

• Applied Biological Chemistry
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• v.19 no.1
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• pp.1-23
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• 1976

The female moths of Lepidoptera comprising over 1,000,000 described species possess long-chain unsaturated alcohols or esters as the typical structure of potential sex attractants. In this experiment, various stereoisomers of $C_{16}-unsaturated$ acetates were synthesized for potential sex attractants; e.g., $CH_3(CH_2)_mCH=CH(CH_2)_nOR$ (m=0-12, n=1-13, R=H and $-COCH_3$). Seventeen acetates were spectrometrically examined so that the data would provide a ready catalog of gas chromatography and mass spectrometric data for comparison with natural insect sex attractants. Exclusively cis and trans isomers were obtained by the catalytic and chemical reduction methods, respectively. Commercially available $CH_3(CH_2)_mBr,\;CH_3(CH_2)_mC{\equiv}CH,\;HC{\equiv}C(CH_2)_nOH\;and\;HO(CH_2)_n\;OH$ were used for the synthetic starting material. 1-Alkynes, $CH_3(CH_2)_m\;C{\equiv}CH$ exceeding nine methylene groups did not condense with alkyl dihalides. The yield of coupling products was gradually decreased with increasing the molecular weight of diols. In the coupling reaction of $BrCH_2CH_2$ OTHP with acetylene gas, the tetrahydropyranyl ether of bromohydrin produced undesirable elimination product. In this experiment, it seems that p-toluenesulfonic acid is greatly favoured hydrolyzing agent over dilute sulfuric acid in the hydrolysis of the tetrahydropyranyl ether of long-chain alkynols.

• Journal of Intelligence and Information Systems
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• v.23 no.2
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• pp.107-122
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• 2017

Volatility in the stock market returns is a measure of investment risk. It plays a central role in portfolio optimization, asset pricing and risk management as well as most theoretical financial models. Engle(1982) presented a pioneering paper on the stock market volatility that explains the time-variant characteristics embedded in the stock market return volatility. His model, Autoregressive Conditional Heteroscedasticity (ARCH), was generalized by Bollerslev(1986) as GARCH models. Empirical studies have shown that GARCH models describes well the fat-tailed return distributions and volatility clustering phenomenon appearing in stock prices. The parameters of the GARCH models are generally estimated by the maximum likelihood estimation (MLE) based on the standard normal density. But, since 1987 Black Monday, the stock market prices have become very complex and shown a lot of noisy terms. Recent studies start to apply artificial intelligent approach in estimating the GARCH parameters as a substitute for the MLE. The paper presents SVR-based GARCH process and compares with MLE-based GARCH process to estimate the parameters of GARCH models which are known to well forecast stock market volatility. Kernel functions used in SVR estimation process are linear, polynomial and radial. We analyzed the suggested models with KOSPI 200 Index. This index is constituted by 200 blue chip stocks listed in the Korea Exchange. We sampled KOSPI 200 daily closing values from 2010 to 2015. Sample observations are 1487 days. We used 1187 days to train the suggested GARCH models and the remaining 300 days were used as testing data. First, symmetric and asymmetric GARCH models are estimated by MLE. We forecasted KOSPI 200 Index return volatility and the statistical metric MSE shows better results for the asymmetric GARCH models such as E-GARCH or GJR-GARCH. This is consistent with the documented non-normal return distribution characteristics with fat-tail and leptokurtosis. Compared with MLE estimation process, SVR-based GARCH models outperform the MLE methodology in KOSPI 200 Index return volatility forecasting. Polynomial kernel function shows exceptionally lower forecasting accuracy. We suggested Intelligent Volatility Trading System (IVTS) that utilizes the forecasted volatility results. IVTS entry rules are as follows. If forecasted tomorrow volatility will increase then buy volatility today. If forecasted tomorrow volatility will decrease then sell volatility today. If forecasted volatility direction does not change we hold the existing buy or sell positions. IVTS is assumed to buy and sell historical volatility values. This is somewhat unreal because we cannot trade historical volatility values themselves. But our simulation results are meaningful since the Korea Exchange introduced volatility futures contract that traders can trade since November 2014. The trading systems with SVR-based GARCH models show higher returns than MLE-based GARCH in the testing period. And trading profitable percentages of MLE-based GARCH IVTS models range from 47.5% to 50.0%, trading profitable percentages of SVR-based GARCH IVTS models range from 51.8% to 59.7%. MLE-based symmetric S-GARCH shows +150.2% return and SVR-based symmetric S-GARCH shows +526.4% return. MLE-based asymmetric E-GARCH shows -72% return and SVR-based asymmetric E-GARCH shows +245.6% return. MLE-based asymmetric GJR-GARCH shows -98.7% return and SVR-based asymmetric GJR-GARCH shows +126.3% return. Linear kernel function shows higher trading returns than radial kernel function. Best performance of SVR-based IVTS is +526.4% and that of MLE-based IVTS is +150.2%. SVR-based GARCH IVTS shows higher trading frequency. This study has some limitations. Our models are solely based on SVR. Other artificial intelligence models are needed to search for better performance. We do not consider costs incurred in the trading process including brokerage commissions and slippage costs. IVTS trading performance is unreal since we use historical volatility values as trading objects. The exact forecasting of stock market volatility is essential in the real trading as well as asset pricing models. Further studies on other machine learning-based GARCH models can give better information for the stock market investors.