• Communications for Statistical Applications and Methods
• /
• v.17 no.2
• /
• pp.255-261
• /
• 2010

A class of threshold-asymmetric GRACH(TGARCH, hereafter) models has been useful for explaining asymmetric volatilities in the field of financial time series. The cumulative impulse response function of a conditionally heteroscedastic time series often measures a degree of unstability in volatilities. In this article, a general form of the cumulative impulse response function of the TGARCH model is discussed. In particular, We present formula in their closed forms for the first two lower order models, viz., TGARCH(1, 1) and TGARCH(2, 2).

• Proceedings of the Korean Vacuum Society Conference
• /
• 2010.08a
• /
• pp.234-234
• /
• 2010

The PR transitions in asymmetric dot-in-double-quantum-well (DdWELL) photodetector is identified by bias-dependent spectral behaviors. Discrete n-i-n infrared photodetectors were fabricated on a 30-period asymmetric InAs-QD/[InGaAs/GaAs]/AlGaAs DdWELL wafer that was prepared by MBE technique. A 2.0-monolayer (ML) InAs QD ensemble was embedded in upper combined well of InGaAs/GaAs and each stack is separated by a 50-nm AlGaAs barrier. Each pixel has circular aperture of 300 um in diameter, and the mesa cell ($410{\times}410\;{\mu}m^2$) was defined by shallow etching. PR measurements were performed in the spectral range of $3{\sim}13\;{\mu}m$ (~ 100-400 meV) by using a Fourier-transform infrared (FTIR) spectrometer and a low-noise preamplifier. The asymmetric photodetector exhibits unique transition behaviors that near-/far-infrared (NIR/FIR) photoresponse (PR) bands are blue/red shifted by the electric field, contrasted to mid-infrared (MIR) with no dependence. In addition, the MIR-FIR dual-band spectra change into single-band feature by the polarity. A four-level energy band model is proposed for the transition scheme, and the field dependence of FIR bands numerically calculated by a simplified DdWELL structure is in good agreement with that of the PR spectra. The wavelength shift by the field strength and the spectral change by the polarity are discussed on the basis of four-level transition.

• Journal of ILASS-Korea
• /
• v.4 no.4
• /
• pp.38-45
• /
• 1999

The near field structure of round turbulent jets with initially asymmetric velocity distribution is investigated experimentally. Experiments were carried out using a constant temperature hot-wire anemometry system to measure streamwise velocity in the jets. The measurements were undertaken across the jet at various streamwise stations in a range starting from the jet exit plane and up to a downstream location of twelve diameters. The experimental results include the distribution of mean and instantaneous velocities, vorticity field, turbulence intensity, and the Reynolds shear stress. The asymmetry of the jet exit plane was obtained by using circular cross-section pipes with a bend at the upstream of the exit. Three pipes were used for this study: A straight pipe, 90 and 160 degree-bended pipes. Therefore, at the upstream of the pipe exit, the secondary flow through the bend and the mean streamwise velocity distribution could be controlled by changing the curvature of pipes.

• Journal of Ocean Engineering and Technology
• /
• v.15 no.2
• /
• pp.33-38
• /
• 2001

The subsidence characteristics of artificial reef (AFR) in the unsteady flow such as tidal flow were investigated. The scour and subsidence characteristics were confirmed in the steady flow field. In a main study, the interaction of "Flow - Sediment Movement - Structure Behavior" and scou $r_sidence mechanism were discussed int he unsteady flow field. AFR subsidence characteristics was discussed with Reynolds number(Re*), Shields number(Sn*), dimensionless acceleration of flow (af/g) and dimensionless time (t/T). Most of all, the continuous AFR subsidence from the scour was occurred by periodic behavior of AFR. This behavior is result from the asymmetric ground, and is influenced by maximum velocity, duration time and direction of flow.ow.

• Journal of the Institute of Electronics and Information Engineers
• /
• v.49 no.10
• /
• pp.128-134
• /
• 2012

The performance evaluation and fabrication of integrated-optic electric-field sensor utilizing $Ti:LiNbO_3$ asymmetric Mach-Zehnder intensity modulator with a push-pull lumped electrode and a plate-type probe antenna to measure an electric field strength is described. The modulator has a small device size of $46{\times}7{\times}1\;mm$ and operates at a wavelength $1.3{\mu}m$. The devices are simulated based on the BPM software and fabricated utilizing Ti-diffused $LiNbO_3$ channel optical waveguides. The minimum detectable electric field is 1.02 V/m and 6.91 V/m, corresponding to a dynamic range of ~35 dB and ~10 dB at the frequencies of 500 KHz and 5 MHz, respectively.

• Journal of the Korean Crystal Growth and Crystal Technology
• /
• v.6 no.1
• /
• pp.1-10
• /
• 1996

A numerical study was conducted on the effects of the cusp magnetic field in 8" silicon single crystal grwoth by Czochralski method. For a damping effects simulation by magnetic field, low reynolds number ${\kappa} - {\varepsilon}$ model was adopted. Symmetrci cusp magnetic field has a effect of damping streamline crystal, is lowerd with the increasing cusp magnetic field intensity. The uniformity of the oxygen concentration was improved. The asymmetirc cusp magnetic field increased the oxygen concentration however, oxygen concentration distribution in the radial direction was remained uniform. Suitable combination of symmetric and asymmetric cusp magnetic fields could give uniform and low oxygen concentration in the axial direction.tion.

• The Korean Journal of Applied Statistics
• /
• v.27 no.1
• /
• pp.159-168
• /
• 2014

The news impact curve(NIC) originally proposed by Engle and Ng (1993) is a graphical representation of volatility for financial time series. The NIC is a simple but a powerful tool for identifying variability of a given time series. It is noted that the NIC is suited to symmetric volatility. Recently a lot of attention has been paid to asymmetric volatility models and therefore asymmetric version of the NIC would be useful in the field of financial time series. In this article, we propose to incorporate LASSO in constructing asymmetric NICs based on asymmetric GARCH models. In particular, bilinear GARCH models are considered and illustrated via KOSDAQ data.

• 대한방사선치료학회:학술대회논문집
• /
• 1997.06a
• /
• pp.15-15
• /
• 1997

• The Journal of Korean Society for Radiation Therapy
• /
• v.8 no.1
• /
• pp.103-107
• /
• 1996

• Smart Structures and Systems
• /
• v.20 no.6
• /
• pp.641-656
• /
• 2017

The effects of vertical component of earthquakes on torsional amplification due to mass eccentricity in seismic responses of base-isolated structures subjected to near-field ground motions are studied in this paper. 3-, 6- and 9-story superstructures and aspect ratios of 1, 2 and 3 have been modeled as steel special moment frames mounted on Triple Concave Friction Pendulum (TCFP) bearings considering different period and damping ratios. Three-dimensional linear superstructures resting on nonlinear isolators are subjected to both 2 and 3 component near-field ground motions. Effects of mass eccentricity and vertical component of 25 near-field earthquakes on the seismic responses including maximum isolator displacement and base shear as well as peak superstructure acceleration are studied. The results indicate that the effect of vertical component on the responses of asymmetric structures, especially on the base shear is significant. Therefore, it can be claimed that in the absence of the vertical component, mass eccentricity has a little effect on the base shear increase. Additionally, the impact of this component on acceleration is remarkable so the roof acceleration of a nine-story structure has been increased 1.67 times, compared to the case that the structure is subjected to only horizontal components of earthquakes.