• 제어로봇시스템학회논문지
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• 제12권10호
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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.

• 대한기계학회논문집
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• 제11권1호
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• pp.88-96
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• 1987

본 논문에서는 Maubach의 방법에 내재된 불합리한점을 보완하고자 Fig.1(b)와 같이 .iota.=0인 곳에서 속도구배를 ㄹ변환하여 마찰계수와 조도함수를 계산하였다. 이 방법에 의해 얻어진 속도분포에서는 .iota.=0인 곳에서 속도구배에 불연적성이 일어나지 않는다.

• The Journal of Asian Finance, Economics and Business
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• 제1권3호
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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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• 제30권4호
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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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• 제3권3호
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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.

• 한국항해항만학회지
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• 제31권5호
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• pp.409-414
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• 2007

GPS 환경에서 다중경로 신호는 의사거리 측정 정확도의 성능을 감소시키므로 GPS에 기반한 응용에서 위치 성능 감소로 나타나며, 이는 특히 고층 건물이 많은 도심환경 및 수면에 의한 반사가 많은 해양에서 문제가 된다. 다중경로 신호는 GPS 수신기 내부 상관기에서 상관 함수의 Early-Late 간 비대칭을 유발하므로, 본 논문에서는 Late 상관 값의 비대칭 정도를 보상하여 다중경로 오차를 제거하기 위한 가중 상관기 구조를 소프트웨어 GPS 수신기를 이용하여 구현하고, 그 성능을 평가하였다. 가중 상관기는 2개의 상관 암으로 이루어진 다중 상관기를 사용하여 상관함수의 비대칭 여부를 판단하고, 비대칭성을 감소시키기 위한 보정치를 생성한다. 이 구조는 다중 상관기에 비하여 연산 처리량 부하는 감소시키는 반면, 비슷한 다중경로 오차 제거 성능을 제공한다. 본 논문에서는 다중경로 신호 생성 블록을 포함한 GPS 신호 발생기와 가중 상관기 구조를 포함한 소프트웨어 GPS 수신기를 이용하여 다중경로 오차 제거 성능을 검증하였다. 실험을 통하여 가중 상관기가 일반 상관기와 협대역 상관기보다 더 나은 오차 제거 성능을 보임을 확인하였다.

• Journal of Mechanical Science and Technology
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• 제16권11호
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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.

• 구강회복응용과학지
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• 제17권4호
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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.

• 한국염색가공학회지
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• 제25권4호
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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.

• 재무관리연구
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• 제27권1호
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• pp.1-30
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• 2010

본 연구는 영국 파운드, 캐나다 달러, 호주달러, 원달러 및 브라질 레알화 통화선물시장과 현물시장 수익률사이의 선도-지연관계, 변동성의 비대칭적 인과관계 및 시장효율성을 비교분석하였다. 각 통화현 선물시장 수익률간의 선도 지연관계 분석을 위하여 VAR(vector auto regressive)모형에 기초를 둔 Granger 인과관계분석을 실시하였으며 변동성의 비대칭적인 정보전달메커니즘 분석은 시간변동MA(1)-GJR-GARCH(1, 1)-M모형을 도입하였다. 주요 실증분석결과는 다음과 같다. 첫째, Granger 인과관계분석결과 각 통화선물 및 현물시장사이에는 피드백적인 인과관계가 존재하는 것으로 나타났다. 각 통화선물시장의 현물시장에 대한 가격발견기능이 통화현물시장의 선물시장에 대한 영향력보다 상대적으로 더 높은 것으로 나타났다. 둘째, MA(1)-GJR-GARCH(1, 1)-M모형을 추정한 결과, 각국 통화 현 선물시장사이에는 피드백적인 조건부평균이전효과(conditional mean spillovers)가 강하게 존재하는 것으로 나타났으며 전반적으로 선물시장의 현물시장에 대한 영향력이 그 반대의 경우보다 상대적으로 강한 것으로 나타났다. 셋째, 변동성의 비대칭적인 전이효과를 분석한 결과, 각국 모두 통화 선물시장에서 현물시장으로의 비대칭적인 변동성이전효과가 강하게 존재하고 있으며 통화현물시장에서 선물시장으로는 호주달러현물시장을 제외하고 나머지 시장에서는 정보의 비대칭적특성이 존재하는 것으로 나타났다. 이러한 각국 통화선물시장과 현물시장사이의 대칭적 비대칭적 정보이전효과로부터 통화 선물시장이 현물시장에 대한 가격발견기능이 지배적이며 각 통화 현 선물시장은 정보에 비효율적인 시장임을 추론해 볼 수 있다. 이는 주식시장을 연구한 Stoll and Whaley(1990), Abhyankar(1995), Brooks et al.(2001) 등의 연구와 일맥상통하는 것으로 나타났다.