• Journal of Institute of Control, Robotics and Systems
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• v.12 no.10
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• pp.1050-1055
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• 2006

Since the muiltipath signal arrives at the GPS receiver later than the line-of-sight signal, the multipath signal makes the shape of the correlation function asymmetric. This paper proposes a multipath mitigation method through asymmetry estimation of the correlation function, in which multiple correlators are utilized. The asymmetry is estimated from correlation values of correlators which have different chip spacings. Based on the estimated asymmetry, the correlation function is modified in order to get a better code tracking performance. Even through the proposed method uses multiple correlators including the narrow correlator, the acquisition performance is not degraded since the number of search cell of the narrow correlator part can be reduced in the algorithm of the proposed method. The simulation results show that the proposed method gives better performance than the generic correlator in multipath environment.

• Transactions of the Korean Society of Mechanical Engineers
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• v.11 no.1
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• pp.88-96
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• 1987

A method is presented to calculate the fiction factor and velocity distribution of asymmetric flow in rough channels and annuli. This method is derived from an assumption of linearly-varying shear stress which is different from Maubach's constant shear stress assumption. This method gives continuous velocity gradient at the position of maximum velocity and the predicted velocity profiles are in better agreements with experimental data than those obtained by Maubach's method. In this paper, a new correlation of roughness function is proposed and the predictions of friction factors by this correlation agree well with experimental data.

• The Journal of Asian Finance, Economics and Business
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• v.1 no.3
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• pp.5-16
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• 2014

This study aims to examine the dynamics of price changes and trading volume of Kuala Lumpur Options and Financial Futures Exchange (KLOFFE) from 2000 to 2008. With augmented analysis, our results support two hypotheses. First, under information spillover, our findings support noise traders' hypothesis as the time span for variance of past trading volume to cause variance of current return is found to be asymmetric under bull and bear markets. Second, looking at the dynamic relation between volume and volatility of price changes, our findings support Liquidity-Driven Trade hypothesis as past trading volume and subsequent volatility of return exhibit positive correlation. In terms of investors' behavior in response to the news, we find that investors are more risk taking in bull market and more risk reverse in bear market. Our study suggests that investors should adjust their strategy in the futures market in a dynamic manner as the time span of new information arrival is not consistent. Also, uninformed investors with information asymmetry should expect noninformational trading from informed investors to establish their desired positions for better liquid position.

• Journal of the Korean Statistical Society
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• v.30 no.4
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• pp.613-635
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• 2001

This paper proposes a skewed multivariate probit model for analyzing a correlated binary response data with covariates. The proposed model is formulated by introducing an asymmetric link based upon a skewed multivariate normal distribution. The model connected to the asymmetric multivariate link, allows for flexible modeling of the correlation structure among binary responses and straightforward interpretation of the parameters. However, complex likelihood function of the model prevents us from fitting and analyzing the model analytically. Simulation-based Bayesian inference methodologies are provided to overcome the problem. We examine the suggested methods through two data sets in order to demonstrate their performances.

• The Journal of Asian Finance, Economics and Business
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• v.3 no.3
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• pp.79-91
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• 2016

This paper is the first of its kind using a non-linear approach based on cross-correlation function (CCF) to investigate the information arrival hypothesis in crude palm oil (CPO) futures market. Based on daily data from 1986 to 2010, our empirical results reveal that: First, the volume of volatility is not a proxy of information flow. Second, dependence causality running from current return to future volume in conditional variance exhibit an asymmetric pattern of time span with different signs of correlation between price and volume series. This finding indicates the presence of noise traders' hypothesis of price-volume interaction in CPO futures market. Both findings suggest that this futures market is weak-form inefficiency. In terms of investors' behavior, they tend to change their expectations on current return based on errors made in previous trade in generating abnormal volume in the subsequent period. As implied, it is advisable for the investors devise their future trading strategies according to time span and changes of return.

• Journal of Navigation and Port Research
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• v.31 no.5 s.121
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• pp.409-414
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• 2007

The effect of multipath is especially serious in urban area and sea surface where buildings and water reflect GPS signal. Multipath brings about the performance degradation on many GPS application because the presence of multipath causes the diminution of pseudorange measurement accuracy in turn position accuracy. In this paper, a multipath mitigation named weighted correlation method is implemented on software GPS receiver, in which the asymmetric correlation function is compensated by modifying the late correlation value. Asymmetry compensation is obtained as weighted sum of two correlators which have different early-late chip spaces. This structure is adopted to lessen the computation load lower keeping up performance similar to that. The performance of implemented multipath mitigation technique is evaluated using GPS signal and multipath signal generated by GPS signal generator and software GPS receiver. The test results show that the weighted correlation method gives hefter performance than the standard correlator and the narrow correlator.

• Journal of Mechanical Science and Technology
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• v.16 no.11
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• pp.1522-1539
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• 2002

In the present study, an explicit algebraic stress model is shown to be the exact tensor representation of algebraic stress model by directly solving a set of algebraic equations without resort to tensor representation theory. This repeals the constraints on the Reynolds stress, which are based on the principle of material frame indifference and positive semi-definiteness. An a priori test of the explicit algebraic stress model is carried out by using the DNS database for a fully developed channel flow at Rer = 135. It is confirmed that two-point correlation function between the velocity fluctuation and the Laplacians of the pressure-gradient i s anisotropic and asymmetric in the wall-normal direction. Thus, a novel composite algebraic Reynolds stress model is proposed and applied to the channel flow calculation, which incorporates non-local effect in the algebraic framework to predict near-wall behavior correctly.

• Journal of Dental Rehabilitation and Applied Science
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• v.17 no.4
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• pp.225-230
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• 2001

Morphological characteristics of the asymmetric mandible in 135 adult male patients were investigated. Panoramic X-ray images were recorded. Age, ramus height, antegonial notch height, condylar height, coronoid process height, ramus body height and condylar neck angle were calculated and measured. Statistical analysis of unpaired two-tailed t-test and correlation coefficients was performed to find the morphologic differences between short ramus height side and the other. Condylar height and ramus body height in short ramus height side were smaller than those of the other side. Antegonial notch height, coronoid process height, condylar neck angle showed no differences. Condylar neck height was correlated with condylar neck angle.

• Textile Coloration and Finishing
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• v.25 no.4
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• pp.241-246
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• 2013

The color properties of a white or nearly colorless fabric are represented by whiteness index (WI) or yellowness index (YI). These two indexes relate to a white fabric's color quality. The purpose of this study was to identify the properties of WI and YI on the CIELAB through the simulations of estimation data for a systemization of color quality control. The results indicated that the relationship between WI and YI was a negative correlation, however the coefficients of correlation function between WI and YI were depended on hue. There were two hue transition points of the rate of changes in WI and YI. These hue transition points were the reference points to divide the hue contribution to WI and YI. These points were not the point of h=0 and h=180 and asymmetric. In addition, where the colors were same distance from the white point on the CIELAB, the rate of changes in WI and YI by ${\Delta}$Ew were depending on hue. Specifically, when WI decreased, YI of reddish and yellowish tinted colors decreased more than bluish tinted colors.

• The Korean Journal of Financial Management
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• v.27 no.1
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• pp.1-30
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• 2010

This paper tested the lead-lag relationship as well as the symmetric and asymmetric volatility spillover effects between international currency futures markets and cash markets. We use five kinds of currency spot and futures markets such as British pound, Australian and Canadian dollar, Brasilian Real and won/dollar spot and futures markets. daily closing prices covering from September 15, 2003 to July 30, 2009. For this purpose we employed dynamic time series models such as the Granger causality based on VAR and time-varying MA(1)-GJR-GARCH(1, 1)-M. The main empirical results are as follows; First, according to Granger causality test, we find that the bilateral lead-lag relationship between the five countries' currency spot and futures market. The price discover effect from currency futures markets to spot market is relatively stronger than that from currency spot to futures markets. Second, based on the time varying GARCH model, we find that there is a bilateral conditional mean spillover effects between the five currency spot and futures markets. Third, we also find that there is a bilateral asymmetric volatility spillover effects between British pound, Canadian dollar, Brasilian Real and won/dollar spot and futures market. However there is a unilateral asymmetric volatility spillover effect from Australian dollar futures to cash market, not vice versa. From these empirical results we infer that most of currency futures markets have a much better price discovery function than currency cash market and are inefficient to the information.