• Title/Summary/Keyword: 추종성 지수

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간이 선박조종 시뮬레이터 개선에 관한 연구

  • Choe, Won-Jin;Jeon, Seung-Hwan
    • Proceedings of the Korean Institute of Navigation and Port Research Conference
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    • 2019.11a
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    • pp.257-258
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    • 2019
  • 이 연구는 기 개발한 간이 선박조종 시뮬레이터의 조종성능 개선에 관한 것이다. 선박조종 시뮬레이터에서 모델선박의 조종성 지수는 임의로 정하는 것이 아니라 가능한 모델대상선박의 실제 움직임과 동등하거나 유사하게 설정되어야 한다. 선행연구에서는 이미 발표된 대학교 실습선(한바다호)의 선박조종 실선데이터를 기반으로 모델선박의 조종성 지수를 도출하였으나, 타각이 10°를 초과할 경우 네 종류의 실선시험 결과와 평균 17.9%의 상대오차가 발생하였다. 이에, 타각 10°, 20° 및 35°에서의 한바다호 조종성 지수에 대해 에르미트 보간을 이용하여 3차 다항식을 산출하고, 이를 모델선박에 적용하였다. 그 결과 타각 35° 이내의 전 구간에서 조종성능의 상대오차가 평균 13.7%에서 11.6%로 약 2.1% 개선됨을 확인하였다.

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3-stage Portfolio Selection Ensemble Learning based on Evolutionary Algorithm for Sparse Enhanced Index Tracking (부분복제 지수 상향 추종을 위한 진화 알고리즘 기반 3단계 포트폴리오 선택 앙상블 학습)

  • Yoon, Dong Jin;Lee, Ju Hong;Choi, Bum Ghi;Song, Jae Won
    • Smart Media Journal
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    • v.10 no.3
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    • pp.39-47
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    • 2021
  • Enhanced index tracking is a problem of optimizing the objective function to generate returns above the index based on the index tracking that follows the market return. In order to avoid problems such as large transaction costs and illiquidity, we used a method of constructing a portfolio by selecting only some of the stocks included in the index. Commonly used enhanced index tracking methods tried to find the optimal portfolio with only one objective function in all tested periods, but it is almost impossible to find the ultimate strategy that always works well in the volatile financial market. In addition, it is important to improve generalization performance beyond optimizing the objective function for training data due to the nature of the financial market, where statistical characteristics change significantly over time, but existing methods have a limitation in that there is no direct discussion for this. In order to solve these problems, this paper proposes ensemble learning that composes a portfolio by combining several objective functions and a 3-stage portfolio selection algorithm that can select a portfolio by applying criteria other than the objective function to the training data. The proposed method in an experiment using the S&P500 index shows Sharpe ratio that is 27% higher than the index and the existing methods, showing that the 3-stage portfolio selection algorithm and ensemble learning are effective in selecting an enhanced index portfolio.

실습선 아라호(A-RA)의 조종성능에 관한 연구

  • 안영화;박명호;최찬문;정용진
    • Proceedings of the Korean Society of Fisheries Technology Conference
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    • 2001.10a
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    • pp.73-74
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    • 2001
  • 선박의 조종성능은 풍조나 파랑등 외력에 의한 영향이나 그 선박의 홀수, 속력등 항행환경에 따라서 조종성능이 달라 질 뿐만 아니라 조타에 대한 선체의 응답운동이 달라지게 된다. 따라서, 조선자는 선박이 항행중 다른 선박이나 위험물에 접근 했을 때 안전하게 피항하기 위해서는 그 선박에 대한 선회성과 추종성 등 조타에 의한 조종 성능을 잘파악하고 있어야 하며, 이러한 조종 성능은 일반적으로 선회시 선회권에 의한 종거 및 횡거와 선회경의 크기로 결정되는 선회성과 조타에 의한 선체운동등 추종성을 나타내는 조종성 지수로써 그 선박에 대한 조종성능의 양부를 판별하게 되는 것이다. (중략)

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A Study on the Ship's Performance of T.S. HANBADA(III) - The Evaluation of Maneuvering Performance with Actual Ship Trials - (실습선 한바다호의 운항성능에 관한 연구(III) - 실선시험을 통한 조종성능 평가 -)

  • Jung, Chang-Hyun;Lee, Hyong-Ki;Kong, Gil-Yong
    • Journal of Navigation and Port Research
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    • v.32 no.6
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    • pp.439-445
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    • 2008
  • Various turning tests were carried out according to the rudder angle, turning direction, and the speed etc. with the ship's maneuverability measuring system on the training ship HANBADA. After that they were compared with each other on the turning circle, maneuvering performance index and the distance of new course, and then found out that they were satisfied with the IMO maneuvering standards. And the turning circles of port were smaller than those of starboard with all the rudder angles and maneuvering indexes such as K and T were relatively bigger than other vessels. Also, the distance cf new course was measured to $125{\sim}300m$ in case of the new course on $30^{\circ}{\sim}90^{\circ}$. All of these results will be helpful to escape from collision and to alter course on coastal voyage.

The Relative Productivity to the Technology Frontier and Korea's Productivity Growth (기술선도국과의 상대적 생산성 수준과 한국 제조업 생산성간의 관계)

  • Choi, Yong-Seok
    • International Area Studies Review
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    • v.12 no.2
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    • pp.99-123
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    • 2008
  • In this paper, technology gap between Korea's manufacturing industries compared to technology frontier countries was estimated in order to take into account Korea's status as a technology follower country. Then by using this measure the role of technology gap was investigated in explaining total factor productivity growth of the Korean manufacturing at industry level. The main empirical findings are as follows: First, the conventional factors that were emphasized in the previous literature such as R&D intensity, trade openness and human capital play important role in explaining the growth rate of Korea's total factor productivity. Second, the larger the technology gap between Korea and technology leader country (and the faster the technology growth rate in the leader country), the higher the growth rate of total factor productivity in Korea as well. Third when the technology gap is large, the most efficient way of absorbing higher technology from frontier country seems to be the international trade channel rather than R&D or human capital accumulation.

Maneuverabilities of the M.S. TAMYANG (탐양호의 조종성능에 관한 연구)

  • 김정창
    • Journal of the Korean Society of Fisheries and Ocean Technology
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    • v.31 no.2
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    • pp.172-177
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    • 1995
  • The maneuverabilities of the M.S. TAMYANG are studied, based on maneuvering indices and the data obtained from her Z test. The results obtained are summarized as follows : 1. The maneuvering indices K'and T'of the M.S. TAMYANG are 0.9464, 0.6895 at 10$^{\circ}$Z test and 0.8651, 0.4224 at 20$^{\circ}$Z test and 0.8349, 0.4328 at 30$^{\circ}$Z test respectively. The above calculated values K', T'showed that her maneuverabilities are more effective when the rudder is used to small angle than to large angle. 2. As her maneuvering indices K'and T'at 10$^{\circ}$Z test are smaller than the standard maneuvering indices of fishing boats, her turning ability was found to be lower but her obeying ability higher. 3. The running distance of a turn at her 10$^{\circ}$Z test was about 8.8 times her own length and she was considered to have good maneuverabilities synthetically.

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A Study on the Interregional Relationship of Housing Purchase Price Volatility (지역간 주택매매가격 변동성의 상관관계에 관한 연구)

  • Yoo, Han-Soo
    • Korean Business Review
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    • v.20 no.2
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    • pp.15-27
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    • 2007
  • This paper analyzed the relationship between Housing Purchase Price volatility of Seoul and Housing Purchase Price volatility of local large city. Other studies investigates the effect on the observed volatility Observed volatility consists of fundamental volatility and transitory volatility. Fundamental volatility is caused by information arrival and transitory volatility is caused by noise trading. Fundamental volatility is trend component and is modelled as a random walk with drift. Transitory volatility is cyclical component and is modelled as a stationary process. In contrast to other studies, this study investigates the effect on the fundamental volatility and transitory volatility individually. Observed volatility is estimated by GJR GARCH(1,1) model. We find that GJH GARCH model is superior to GARCH model and good news is more remarkable effect on volatility than bad news. This study decomposes the observed volatility into fundamental volatility and transitory volatility using Kalman filtering method. The findings in this paper is as follows. The correlation between Seoul housing price volatility and Busan housing price volatility is high. But, the correlation between Seoul and Daejeon is low. And the correlation between Daejeon and Busan is low. As a distinguishing feature, the correlation between fundamental volatilities is high in the case of all pairs. But, the correlation between transitory volatilities turns out low. The reason is as follows. When economic information arrives, Seoul, Daejeon, and Busan housing markets, all together, are affected by this information.

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PID Controller Tuning for Integrating Processes with Time Delay (시간지연을 갖는 적분시스템용 PID 제어기의 동조)

  • Lee Yun-Hyung;Ahn Jong-Kap;Kim Min-Jung;So Myung-Ok;Jin Gang-Gyoo
    • Proceedings of the Korean Institute of Navigation and Port Research Conference
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    • 2006.06b
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    • pp.325-330
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    • 2006
  • Integrating processes are frequently encountered in process industries. Generally they are most commonly associated with level control problems. In this paper, tuning formulae of PID controllers for set-point tracking and load disturbance rejection are presented on integrating processes with time delay. In particular, the controller parameters are determined such that performance criteria(IAE, ISE and ITSE) are minimized. Optimal PID parameter sets are obtained by means of a real-coded genetic algorithm(RCGA) and then tuning rules are addressed using obtained PID parameter sets and another RCGA. The performances of the proposed tuning rules are tested on two processes.

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Technical Trading Rules for Bitcoin Futures (비트코인 선물의 기술적 거래 규칙)

  • Kim, Sun Woong
    • Journal of Convergence for Information Technology
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    • v.11 no.5
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    • pp.94-103
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    • 2021
  • This study aims to propose technical trading rules for Bitcoin futures and empirically analyze investment performance. Investment strategies include standard trading rules such as VMA, TRB, FR, MACD, RSI, BB, using Bitcoin futures daily data from December 18, 2017 to March 31, 2021. The trend-following rules showed higher investment performance than the comparative strategy B&H. Compared to KOSPI200 index futures, Bitcoin futures investment performance was higher. In particular, the investment performance has increased significantly in Sortino Ratio, which reflects downside risk. This study can find academic significance in that it is the first attempt to systematically analyze the investment performance of standard technical trading rules of Bitcoin futures. In future research, it is necessary to improve investment performance through the use of deep learning models or machine learning models to predict the price of Bitcoin futures.

Study of the high pressure hose assemblies by accelerated life test (고압호스 조립체의 가속수명시험에 관한 연구)

  • Lee, Gi Chun;Lee, Yong Bum
    • Journal of Advanced Marine Engineering and Technology
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    • v.37 no.8
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    • pp.886-892
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    • 2013
  • Hydraulic hose assemblies are used as piping components for construction machinery, automobile, aircraft, industrial machinery, machine tools, and machinery for ships. Then the reliability of hose assemblies is important because total hydraulic system, which used to deliver the fluid power ($P^*Q$) needed to flexibility in the piping system, is not operated if the hose assembly failed in the system. The data of the accelerated life test estimated through the shape parameter(${\beta}$) resulting of the Weibull distribution analysis. This study has tried to reduce the test time resulting from varying impulse pressure range and the flexing diameter. Accelerated life test model for the test results was adopted the GLL(generalized log linear) and the accelerated indexes are identified as 6.64 for the pressure and 4.46 for flexing radius. Also, it found that shape parameter is 6.19, scale parameter(${\eta}$) is $1.035{\times}108$, which were adopted the pressure 35 MPa and the flexing diameter R100 mm in the used condition.