• Journal of the Korean Data and Information Science Society
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• v.25 no.6
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• pp.1449-1466
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• 2014

In this paper, we consider a hedge portfolio based on futures of underlying asset. A classical way to estimate a hedge ratio for a hedge portfolio of a spot and futures is a regression analysis. However, a regression analysis is not capable of reflecting long-run equilibrium between a spot and futures and volatility clustering in the conditional variance of financial time series. In order to overcome such defects, we analyzed KOSPI200 index and futures using VECM-CC-GARCH model and computed a hedge ratio from the estimated conditional covariance-variance matrix. In real data analysis, we compared a regression and VECM-CC-GARCH models in terms of hedge effectiveness based on variance, value at risk and expected shortfall of log-returns of hedge portfolio. The empirical results show that the multivariate GARCH models significantly outperform a regression analysis and improve hedging effectiveness in the period of high volatility.

• Proceedings of the Korea Water Resources Association Conference
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• 2012.05a
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• pp.605-605
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• 2012

최근 통계자료에 의하면 국내 제방붕괴 유형 중 11.5%가 제체 불안정에 의한 붕괴로 보고되고 있다. 홍수시 노후화된 제방이 붕괴하여 발생하는 인명 및 재산피해는 점차 증가하고 있는 상황이어서, 이에 대한 제방 시설물의 보강 및 안전관리 대책이 필요한 상황이다. 하천시설물 주변의 흐름특성에 의하여 세굴이 발생할 수 있는 지점에는 보호공을 설치하여 시설물의 안정성을 확보하도록 하천설계기준 해설(2009)에서 제안하고 있다. 그러나 구조물을 보완하는 보호공의 공종 및 규격 등을 설계하기 위한 세부적인 설계지침이 미흡하여 외국의 연구 또는 설계사례를 참고하여 국내 하천에 적용하고 있는 상황이다. 해외의 연구사례를 살펴보면, 설계공식에 적용된 설계인자인 유속 및 수심 등을 1차원 단면평균값을 활용하는 경우가 많아서 복잡한 하천의 흐름특성을 반영하기에 미흡한 상황이다. 본 연구에서는 국내 하천해석에서 주로 활용되고 있는 수치모형을 이용하여 실험수로의 흐름을 재현하고 수리실험을 통하여 관측한 유속 및 수위분포 결과와 비교하였다. 2차원 수치모형으로는 RMA2, CCHE2D, FLUMEN 등의 상용모형과 최근 연구가 활발히 진행되고 있는 Approximate Riemann 기법을 적용하여 개발된 유한체적모형을 적용하였다. 제방 부근에서 형성되는 흐름을 상세하게 모의하기 위하여 국내 하천시설물 설계에서 많이 활용되고 있는 FLOW-3D 모형을 적용하여 3차원 모의결과와 수리실험결과를 비교하였다. 수리실험에서 관측된 사석호안공의 이탈시 흐름현상을 재현하여 호안공 이탈에 영향을 미치는 국부유속 및 전단응력을 산정하여 호안설계에 적합한 설계인자를 분석하였다. 연구결과를 활용하여 사석호안공 설계 기법에 적용되는 수치모형을 통하여 산정되는 설계인자의 정확성을 향상시킴으로써, 정량적이고 합리적인 사석호안공 설계기법개발에 도움이 될 것으로 판단된다.

• Journal of Aerospace System Engineering
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• v.13 no.5
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• pp.32-38
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• 2019

The flying wing configuration with high sweep angles and rounded leading edge represent a complex flow of structures by the leading edge vortex. For control of the tailless flying wing configuration with unstable directional stability, flaperon is used. In this study, we conducted numerical simulations for a non-slender flying wing configuration with a rounded leading edge and analyzed the effect of the sideslip angle and flaperon. Through aerodynamic coefficient analysis, it was found that the effect of AoS on lift and drag coefficient was minimal and the side force and moment coefficient were markedly influenced by AoS. As the sideslip angle increased, the pitch break, which is related to the pitching moment coefficient, was delayed. Through stability analysis, the directional and lateral static stability of the flying wing configuration were increased by flaperon. Also, the structure and behavior of the leading edge vortex were analyzed by observing the contour of the pressure coefficient and the skin friction line.

• Proceedings of the Korea Water Resources Association Conference
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• 2016.05a
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• pp.555-555
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• 2016

본 연구는 낙동강 유역의 대표지점별 과거 수문자료의 타당성을 검토하고, 발생된 오류에 대해서는 표준화된 방법으로 수정 보완하여 하천유량 적정관리를 위한 기초 통계자료를 구축하는데 그 목적이 있다. 따라서 수문자료의 정확성 확보와 향후 자료의 활용성을 증대하기 위하여 낙동강홍수통제소의 수문관측소를 중심으로 수위, 수위-유량관계곡선식, 유량자료를 다양한 근거자료 및 수문자료의 특성 등을 고려하여 기초적인 통계자료 구축을 위해 노력하였다. 과거자료를 검토한 결과 2000년대를 기점으로 수위자료의 정확도가 향상되는 것으로 판단하였으며, 사용자에게 신뢰성 있는 자료를 제공하기 위하여 2000년도 이후의 수위자료와 수위-유량관계곡선식을 수집하여 검토?분석하였고, 자료 보완을 통하여 신뢰성 있는 유량자료를 구축할 수 있도록 하였다. 대상지점 12개소에 대하여 취득기간별에 따른 각종 기초통계 특성에 대하여 요약 정리하였다. 자료의 취득률은 대부분 90% 이상의 양호한 결과를 나타내었지만, 몇몇 지점에서는 수위자료의 불안정으로 인하여 60% 이하를 나타내는 지점 또한 존재하였다. 연평균 손실고는 평균강수량에서 유출고를 뺀 값을 나타내고, 이에 대한 유출률을 산정하였다. 또한 취득기간 동안의 평균 풍 평 저 갈수량을 분석하였다. 치수 및 이수 측면을 고려하여 최고유량과 이에 대한 발생일을 조사하였으며, 최저유량의 경우는 7일 평균 최저유량과 이에 대한 발생일을 조사하였다. 최저유량 발생일은 7일 중 중간일을 기준으로 표시하였고 조석이나, 지속적인 배수의 영향을 받는 지점은 홍수위 및 홍수량에 대해서만 산출하였다. 비록 2000년 이전 자료에 대해서는 현실적인 한계로 인하여 검토를 실시하지 못하였으나, 최소 10년간의 자료에 대해서는 신뢰성을 확보하기 위한 노력을 기울였으며, 이러한 경험으로 다시는 재현되는 않는 자연현상에 대한 현장단위에서의 관측 및 측정뿐만 아니라 이를 바탕으로 축적된 자료의 구축, 검증을 통한 DB 구축 등에 더욱 각고의 노력이 필요할 것으로 판단된다.

• Journal of the Korean Society of Propulsion Engineers
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• v.22 no.2
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• pp.29-37
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• 2018

This paper reports the preliminary firing test performed with an ADN-based monopropellant using a 5 N scale thruster. ADN-based propellant and catalyst was fabricated and catalytic combustion of propellant was characterized by DSC-TG analysis. Although an explosion in the catalyst bed was occurred, high temperature in the catalyst bed obtained and demonstrated catalytic combustion of the propellant. Preliminary test results motivates the research for catalysts with better thermal stability.

• Nuclear Engineering and Technology
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• v.14 no.2
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• pp.51-63
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• 1982

Stability of a PWR core against xenon-induced axial power oscillation is studied using one-dimensional xenon trausient analysis code, DD1D, that has been developed and verified at KAERI. Analyzed by DD1D utilizing the Kori Unit 1 design and operating data is the sensitivity of axial stability in a PWR core to the changes in core physical parameters including core power level, moderator temperature coefficient, core inlet temperature, doppler power coefficient and core average turnup. Through the sensitivity study the Kori Unit 1 core is found to be stable against axial xenon oscillation at the beginning of cycle 1. But, it becomes less stable as turnup progresses, and unstable at the end of the cycle. Such a decrease in stability is mainly due to combined effect of changes in axial power distribution, moderator temperature coefficient and doppler power coefficient as core turnup progresses. It is concluded from the stability analysis of the Kori Unit 1 core that design of a large PWR with high power density and increased dimension can not avoid xenon-induced axial power instabilities to some extents, especially at the end of cycle.

• Korean Journal of Optics and Photonics
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• v.32 no.4
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• pp.187-194
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• 2021

This paper presents a study of laser output characteristics. We fabricated a MOPA (master oscillator power amplifier)-type high-power, narrowbandwidth fiber laser with a bidirectional pumping configuration in its main amplifier. As signal beams, light sources with bandwidths of 3 GHz and 10 GHz-phase-modulated through a PRBS (pseudo-random binary sequence)-were used interchangeably. Furthermore, the characteristics of the SBS (stimulated Brillouin scattering) were analyzed using a signal beam with 3 GHz bandwidth, by adjusting the forward to backward pumppower ratio. Moreover, the characteristics of the transverse mode instability were analyzed by adjusting the forward to backward pump-power ratio, using a signal beam with 10-GHz bandwidth. Finally, the output power from 10 GHz bandwidth was amplified to more than 1 kW using a forward to backward pump-power ratio of 1.6. The beam quality M² was measured to be approximately 1.36, and the optical-to-optical efficiency was 80% at maximum output power.

• Journal of Korean Association for Spatial Structures
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• v.20 no.4
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• pp.149-158
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• 2020

The governing equation for a dome-type shallow spatial truss subjected to a transverse load is expressed in the form of the Duffing equation, and it can be derived by considering geometrical non-linearity. When this model under constant load exceeds the critical level, unstable behavior is appeared. This phenomenon changes sensitively as the number of free-nodes increases or depends on the imperfection of the system. When the load is a periodic function, more complex behavior and low critical levels can be expected. Thus, the dynamic unstable behavior and the change in the critical point of the 3-free-nodes space truss system were analyzed in this work. The 4-th order Runge-Kutta method was used in the system analysis, while the change in the frequency domain was analyzed through FFT. The sinusoidal wave and the beating wave were utilized as the periodic load function. This unstable situation was observed by the case when all nodes had same load vector as well as by the case that the load vector had slight difference. The results showed the critical buckling level of the periodic load was lower than that of the constant load. The value is greatly influenced by the period of the load, while a lower critical point was observed when it was closer to the natural frequency in the case of a linear system. The beating wave, which is attributed to the interference of the two frequencies, exhibits slightly more behavior than the sinusoidal wave. And the changing of critical level could be observed even with slight changes in the load vector.

• Journal of the Korea Convergence Society
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• v.13 no.5
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• pp.357-363
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• 2022

South Korea faces elderly care crisis with both low fertility rate and rapid ageing rate. Long-term care insurance in 2008 has taken care burden from family to nation. However, few options, lack of tailored services, and unstable community care plan caused blankness of care in some areas. Especially, increasing dementia rate has become an emergent social issue. Welfare technology could be a useful alternative to fill out the gap between demand and supply. Using FGI method on two groups(high-risk dementia group and MCI group), intimacy, accessibility and preventive way of dementia with welfare technology are analysed in this paper. Despites of a few differences of dementia progress, interests towards technology are expressed. More suggestions using TV and normal telephone to improve daily independence are presented as well. Amongst MCI group, help-service for technology-use at ADS and linkage ways of in-home services are also suggested.

• KIPS Transactions on Software and Data Engineering
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• v.12 no.2
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• pp.83-90
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• 2023

Blurred image is an important factor in lowering image recognition rates in Computer vision. This mainly occurs when the camera is unstablely out of focus or the object in the scene moves quickly during the exposure time. Blurred images greatly degrade visual quality, weakening visibility, and this phenomenon occurs frequently despite the continuous development digital camera technology. In this paper, it replace the modified building module based on the Deep multi-patch neural network designed with convolution neural networks to capture details of input images and Attention techniques to focus on objects in blurred images in many ways and strengthen the image. It measures and assigns each weight at different scales to differentiate the blurring of change and restores from rough to fine levels of the image to adjust both global and local region sequentially. Through this method, it show excellent results that recover degraded image quality, extract efficient object detection and features, and complement color constancy.