• 응용통계연구
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• 제37권1호
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• pp.39-48
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• 2024

이 논문에서는 비대칭 지렛대 효과를 처리하기 위한 확장된 GARCH 모형을 소개한다. 표준 GARCH 모형의 분산은 이전의 조건부 분산과 이전의 잔차 제곱 항으로 구성되어 있다. 잔차 제곱항으로는 비대칭 지렛대 효과를 모형화할 수 없는데 이 논문에서는 Yeo-Johnson 변환을 이용하여 지렛대 효과를 설명하는 확장된 GARCH 모형을 제안한다. Yeo-Johnson 변환은 변환 모수를 조절하여 비대칭 자료를 보다 정규성 또는 대칭성을 만족하도록 만든데 우리는 Yeo-Johnson 변환의 성질을 역으로 이용하여 비대칭 변동성을 모형화 한다. 제안 모형의 특징에 대해 살펴보고 모수 추정에 대해 알아본다. 제안 모형에서 예측과 예측구간을 어떻게 구하는지 살펴보고 실증 자료분석을 통해 제안모형과 GARCH, 비대칭 지렛대 효과를 모형화한 다른 GARCH 모형을 비교해 본다.

• 한국전자파학회논문지
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• 제14권6호
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• pp.599-605
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• 2003

이중모드 비대칭 canonical 구조 필터는 일반적으로 위성 중계기의 입력 멀티플렉서에 주로 사용된다. 본 논문에서는 비대칭형 canonical 필터의 용이한 합성 방법에 대하여 언급하였다. 비대칭형 canonical 필터의 결합행렬은 대칭형 canonical 필터의 결합 행렬로부터 평면 회전(plane rotation)과 같은 similarity transformation을 이용하여 구하였다. 비대칭형 canonical 필터의 결합 행렬을 구하기 위한 similarity transformation 과정에 있어서 회전 순서, 피벗(pivot), 회전각을 제시하였다. 본 논문에서 제시한 방법을 이용하여 8차 및 10차 비대칭 canonical filter의 결합 행렬을 추출하였으며, 비대칭형 canonical 필터의 주파수 응답 특성은 대칭형 canonical 필터의 주파수 응답 특성과 동일한 특성을 나타내었다.

• 한국공간구조학회논문집
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• 제20권2호
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• pp.77-85
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• 2020

This paper examined the dynamic instability of a shallow arch according to the response characteristics when nearing critical loads. The frequency changing feathers of the time-domain increasing the loads are analyzed using Fast Fourier Transformation (FFT), while the response signal around the critical loads are analyzed using Hilbert-Huang Transformation (HHT). This study reveals that the models with an arch shape of h = 3 or higher exhibit buckling, which is very sensitive to the asymmetric initial conditions. Also, the critical buckling load increases as the shape increases, with its feather varying depending on the asymmetric initial conditions. Decomposition results show the decrease in predominant frequency before the threshold as the load increases, and the predominant period doubles at the critical level. In the vicinity of the critical level, sections rapidly manifest the displacement increase, with the changes in Instantaneous Frequency (IF) and Instant Energy (IE) becoming apparent.

• 한국분무공학회지
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• 제7권4호
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• pp.9-15
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• 2002

Convolution Fourier transformation tomographically reconstructs the spatially resolved spray injection rate from direct measuring cells. Asymmetric sprays generated from a twin-hole air shroud injector are tested with 12 equiangular projections of measurements. For each projection angle, line of sight integrated injection rate was measured at 35 positions with equal spacing measuring cells of 3 mm in width, 100 mm in length, 55 mm in depth and 0.5 mm thickness of separating wall. Interpolated data between the projection angles effectively increase the number of projections, which significantly enhances the signal-to-noise level in the reconstructed data. This modified convolution Fourier transformation scheme predicts well the structure of asymmetric sprays. Comparative study has been made between sprays with and without air shrouding. Tomograhpic reconstruction of injection rate from direct measuring cells obtained can be used to estimate the accuracy of volume fraction of spray from the LDPA tomographic reconstruction.

• 응용통계연구
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• 제33권6호
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• pp.713-722
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• 2020

본 논문에서는 금융시계열의 특징인 비대칭 변동성을 연구하고 있다. 멱변환을 동시에 고려한 멱변환-비대칭 GARCH 모형을 소개하고 있다. 변동성이 비정상인 모형을 다루고 있으며 오차항으로 표준정규분포와 더불어 표준화 t-분포도 고려하여 변동성 정상/비정상 조건을 제시하고 있다. 미국 주가 시계열인 다우지수 적용사례를 예시하였다.

• 한국자동차공학회논문집
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• 제4권1호
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• pp.177-186
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• 1996

A convolution alogorithm combined with Fourier transformation is applied to the tomographic reconstruction of the asymmetric spray structure to identify the local drop size and volume concentration. The line of sight intergrated data from Malvern particle analyzer with multiangular scanning form a basic information for the deconvolution. Linear interpolation is tested to obtain the effect of increasing number of scanning angles. This transformation method predicts well the structure of asymmetric spray. The tehnique can be extended to other line of sight combustion diagnostics.

• 소성∙가공
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• 제26권6호
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• pp.333-340
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• 2017

The cyclic hardening behavior of transformation-induced plasticity (TRIP) steels shows tension-compression asymmetry known to be attributed to transformation of retained austenite into martensite during deformation. In this work, YoshidaUemori hardening model was used to represent the asymmetric hardening behavior of TRIP1180 steel. Yoshida-Uemori hardening model parameters were obtained from three sets of data: tension-compression, compression-tension, and a combination of the two. Material models were validated for U-bending and springback.

• 조명전기설비학회논문지
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• 제27권8호
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• pp.98-104
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• 2013

AC machines are in wide use in industry and d-q transformation from 3 phase of a, b, c is commonly used to analyze these kinds of machines. The equivalent circuits of d and q axis are, however, generally cross coupled and difficult to analyze. In this study, a modeling technique of AC machine including induction and PM synchronous motors using matrix vector is proposed. With that model, it can not only explain the AC machines physically but also make it simple to analyze them. The separating process of d and q components is not needed in this model and this model can be applied to analyze asymmetric motors like IPMSM machine. With this technique, the model becomes simple, easy to understand physically, and yields results that are the same as those from other models. These simulation results of the proposed model for induction motor are compared with those of other models to verify the method proposed.

• Bulletin of the Korean Chemical Society
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• 제26권4호
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• pp.515-522
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• 2005

Enzyme-metal combo catalysis is described as a useful methodology for the synthesis of optically active compounds. The key point of the method is the use of enzyme and metal in combination as the catalysts for the complete transformation of racemic substrates to single enantiomeric products through dynamic kinetic resolution (DKR). In this approach, enzyme acts as an enantioselective resolving catalyst and metal does as a racemizing catalyst for the efficient DKR. Three kinds of enzyme-metal combinations - lipase-ruthenium, subtilisin-ruthenium, and lipase-palladium –have been developed as the catalysts for the DKRs of racemic alcohols, esters, and amines. The scope of the combination catalysts can be extended to the asymmetric transformations of ketones, enol acetates, and ketoximes via the DKRs. In most cases studied, enzyme-metal combo catalysis provided enantiomerically-enriched products in high yields.

• Structural Engineering and Mechanics
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• 제33권3호
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• pp.339-355
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• 2009

The sealed, tuned liquid column gas damper (TLCGD) with gas-spring effect extends the frequency range of application up to about 5 Hz and efficiently increases the modal structural damping. In this paper the influence of several TLCGDs to reduce coupled translational and rotational vibrations of plan-asymmetric buildings under wind or seismic loads is investigated. The locations of the modal centers of velocity of rigidly assumed floors are crucial to select the design and the optimal position of the liquid absorbers. TLCGD's dynamics can be derived in detail using the extended non-stationary Bernoulli's equation for moving reference systems. Modal tuning of the TLCGD renders the optimal parameters by means of a geometrical transformation and in analogy to the classical tuned mass damper (TMD). Subsequently, fine-tuning is conveniently performed in the state space domain. Numerical simulations illustrate a significant reduction of the vibrations of plan-asymmetric buildings by the proposed TLCGDs.