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A Study on Price Discovery Function of Japan's Frozen Shrimp Future Market (일본 냉동새우 선물시장의 가격발견기능에 관한 연구)

  • Nam Soo-Hyun
    • The Journal of Fisheries Business Administration
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    • v.37 no.1 s.70
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    • pp.95-110
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    • 2006
  • Japan's frozen shrimp future market is the only fisheries future commodity market in the world. This empirical study examines the lead and lag relationship between Japan frozen shrimp spot and future markets using the daily prices from August 1, 2002 to December 31, 2005. Frozen shrimp future contract is listed on Japan Kansai Commodities Exchange. Japan imports approximately 250,000 tons of frozen shrimp annually, of which just under 70,000 tons, nearly 30%, are black tiger shrimp. Approximately 90% of black tiger shrimp are caught in Indonesia, India, Thailand and Vietnam, and the two largest consumers of these shrimp are Japan and the U.S.A. Kansai Commodities Exchange adopts the India black tiger shrimp as standard future commodity. We use unit root test, Johansen cointegration test, Granger causality test, Vector autoregressive analysis and Impulse response analysis. However, considering the long - term relationships between the level variables of frozen shrimp spot and futures, we introduced Vector Error Correction Model. We find that the price change of frozen shrimp futures with next 1, 2, 3, 4, 5 month maturity have a strong predictive power to the change of frozen shrimp spot and the change of frozen shrimp spot also have a predictive power to the change of frozen shrimp with next 1, 2, 3 month maturity. But, the explanatory power of the frozen shrimp futures is relatively greater than that of frozen shrimp spot.

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An inverse LQG/LTR problem applied to the vehicle steering system

  • Park, Yong-Woon;Kim, Dae-Hyun;Scott, Kimbrough
    • 제어로봇시스템학회:학술대회논문집
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    • 1996.10a
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    • pp.324-327
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    • 1996
  • This paper describes the robust controller design methods applied to the problem of an automatic system for tow-vehicle/trailer combinations. This study followed an inverse Linear Quadratic Regulator(LQR) approach which combines pole assignment methods with conventional LOR methods. It overcomes two concerns associated with these separate methods. It overcomes the robustness problems associated with pole placement methods and trial and error required in the application of the LQR problem. Moreover, a Kalman filter is used as the observer, but is modified by using the loop transfer recovery (LTR) technique with modified transmission zero assignment. The proposed inverse LQG,/LTR controllers enhances the forward motion stability and maneuverability of the combination vehicles. At high speeds, where the inherent yaw damping of the vehicle system decreases, the controller operates to maintain an adequate level of yaw damping. At backward moton, both 4WS (2WS tow-vehicle, 2WS trailer) and 6WS (4WS tow-vehicle, 2WS trailer) control laws are proposed by using inverse LQG/LTR method. To evaluate the stability and robustness of the proposed controllers, simulations for both forward and backward motion were conducted using a detailed nonlinear model. The proposed controllers are significantly more robust than the previous controllers and continues to operate effectively in spite of parameter perturbations that would cause previous controllers to enters limit cycles or to loose stability.

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A Study on the Implementation of the DC Characteristic Measurement System for Semiconductor Devices (반도체 소자의 직류특성 측정 시스템의 구현에 관한 연구)

  • Park, In-Kyu;Shim, Tae-Eun;Jeong, Hae-Yong;Kim, Jae-Chul;Park, Jong-Sik
    • Journal of Institute of Control, Robotics and Systems
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    • v.7 no.10
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    • pp.837-842
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    • 2001
  • In this paper, we design and implement the DC characteristic measurement system for semiconductor devices. The proposed system is composed of 4 SMU(Source and Measure Unit) channels. Various efforts in hardware and software have been made to reduce the measurement errors. Internal and external sources of errors in measurement system especially in pA range measurement have been identified and removed. Also, various digital signal processing techniques are developed. Calibration is executed under the control of microprocessor periodically. Experimental results show that the implemented system can measure the DC characteristic of semiconductor devices with less than 0.2% error in various voltage and current source/measurement range.

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Estimation of Acid Concentration Model of Cooling and Pickling Process Using Volterra Series Inputs (볼테라 시리즈 입력을 이용한 냉연 산세 라인 산농도 모델 추정)

  • Park, Chan Eun;Song, Ju-man;Park, Tae Su;Noh, Il-Hwan;Park, Hyoung-Kuk;Choi, Seung Gab;Park, PooGyeon
    • Journal of Institute of Control, Robotics and Systems
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    • v.21 no.12
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    • pp.1173-1177
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    • 2015
  • This paper deals with estimating the acid concentration of pickling process using the Volterra inputs. To estimate the acid concentration, the whole pickling process is represented by the grey box model consists of the white box dealing with known system and the black box dealing with unknown system. Because there is a possibility of nonlinear term in the unknown system, the Volterra series are used to estimate the acid concentration. For the white box modeling, the acid tank solution level and concentration equations are used, and for the black box modeling, the acid concentration is estimated using the Volterra Least Mean Squares (LMS) algorithm and Least Squares (LS) algorithm. The LMS algorithm has the advantage of the simple structure and the low computation, and the LS algorithm has the advantage of lowest error. The simulation results compared to the measured data are included.

Domestic Helicopter Accident Analysis using HFACS & Dirty Dozen

  • Kim, Su-Ro;Cho, Young-Jin;Song, Byung-Heym
    • International Journal of Internet, Broadcasting and Communication
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    • v.12 no.4
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    • pp.1-10
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    • 2020
  • Safety can be defined as being maintained or reduced to a level below which the possibility of human or physical harm can be tolerated through continuous identification of risks and safety risk management. FAA, EASA, IATA and Boeing, major organizations that conduct research and analysis for aviation safety around the world, report that about 70 percent of aviation accidents are caused by human factors, which have led to a surge in interest in human factors-induced accident prevention activities around the world. As part of this purpose, the FAA in the U.S. is raising awareness among aviation workers by publicizing the 12 human errors (Boeing, 2016), which account for the largest part of aviation accidents under the theme of Dirty Dozen, to prevent aviation accidents. Therefore, based on the domestic helicopter accidents reported to the Air Railroad Accident Investigation Committee from 2007 until recently, this study aims to use HFACS to extract human factors for the six recent helicopter accidents in Korea, analyze the extracted human factors in conjunction with the Dirty Dozen concept, and then present measures to prevent accidents by item.

Static Analysis of String Stability and Group Territory in Computer Go (컴퓨터 바둑에서 String안정도와 Group 영역에 의한 정적분석)

  • 박현수;이두한;김항준
    • Journal of the Institute of Electronics Engineers of Korea CI
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    • v.40 no.6
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    • pp.76-86
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    • 2003
  • We define a string stability heuristically and divide the board into group territory in computer Go. Elements of string stability are eye(E), eye-like(EL), special-eye(SE), extension-point(EX), liberty(L) and connection-point(CP). A string stability have 5 levels that are complete alive, alive, unsettled, danger and killed level. A group is made strings and link-points and have the territory. Territory division of a group is acquired by strings stability and link-points which are marym-mo, hankan, nalil-ja, and twokan between string and string. We compare our method with the result of evaluation of professional player. As a result, the mean error is 8.7.

A Study on the Realization of a Digital Bit Synchronizer using the Gauss-Markov Estimation Technique (Gauss-Markov 추정 기법을 이용한 디지탈 비트 동기화기 실현에 관한 연구)

  • Bae, Hyeon-Deok;Ryu, Heung-Gyoon
    • The Journal of the Acoustical Society of Korea
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    • v.9 no.2
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    • pp.61-69
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    • 1990
  • We have investigated the digital bit synchronization problem in baseband communication receiver systems using the Gauss-Markov estimation technique which is equivalent to the weighted least square method. The realized bit synchronizer, including the data detector, processes the input signal two dimensionally into the transition phase and data level under the white Gaussian noise environment. We have confirmed the relization of the bit synchronizer via computer simulation. In addition, we have compared and evaluated the estimation error performance of the proposed method with that of the conventional DTTL method and of the minimum likelihood method.

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Accuracy Assessment of Topographic Volume Estimation Using Kompsat-3 and 3-A Stereo Data

  • Oh, Jae-Hong;Lee, Chang-No
    • Journal of the Korean Society of Surveying, Geodesy, Photogrammetry and Cartography
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    • v.35 no.4
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    • pp.261-268
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    • 2017
  • The topographic volume estimation is carried out for the earth work of a construction site and quarry excavation monitoring. The topographic surveying using instruments such as engineering levels, total stations, and GNSS (Global Navigation Satellite Systems) receivers have traditionally been used and the photogrammetric approach using drone systems has recently been introduced. However, these methods cannot be adopted for inaccessible areas where high resolution satellite images can be an alternative. We carried out experiments using Kompsat-3/3A data to estimate topographic volume for a quarry and checked the accuracy. We generated DEMs (Digital Elevation Model) using newly acquired Kompsat-3/3A data and checked the accuracy of the topographic volume estimation by comparing them to a reference DEM generated by timely operating a drone system. The experimental results showed that geometric differences between stereo images significantly lower the quality of the volume estimation. The tested Kompsat-3 data showed one meter level of elevation accuracy with the volume estimation error less than 1% while the tested Kompsat-3A data showed lower results because of the large geometric difference.

Two Messages out of One 2D Matrix Bar Code

  • Cvitic, Filip;Pavcevic, Mario Osvin;Pibernik, Jesenka
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • v.9 no.3
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    • pp.1105-1120
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    • 2015
  • With the proposed principle of two-dimensional matrix bar code design based on masks, the whole surface of a 2D bar code is used for creating graphic patterns. Masks are a method of overlaying certain information with complete preservation of encoded information. In order to ensure suitable mask performance, it is essential to create a set of masks (mask folder) which are similar to each other. This ultimately allows additional error correction on the whole code level which is proven mathematically through an academic example of a QR code with a matrix of size $9{\times}9$. In order to create a mask folder, this article will investigate parameters based on Weber's law. With the parameters founded in the research, this principle shows how QR codes, or any other 2D bar code, can be designed to display two different messages. This ultimately enables a better description of a 2D bar code, which will improve users' visual recognition of 2D bar code purpose, and therefore users' greater enjoyment and involvement.

PERFORMANCE OF THE AUTOREGRESSIVE METHOD IN LONG-TERM PREDICTION OF SUNSPOT NUMBER

  • Chae, Jongchul;Kim, Yeon Han
    • Journal of The Korean Astronomical Society
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    • v.50 no.2
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    • pp.21-27
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    • 2017
  • The autoregressive method provides a univariate procedure to predict the future sunspot number (SSN) based on past record. The strength of this method lies in the possibility that from past data it yields the SSN in the future as a function of time. On the other hand, its major limitation comes from the intrinsic complexity of solar magnetic activity that may deviate from the linear stationary process assumption that is the basis of the autoregressive model. By analyzing the residual errors produced by the method, we have obtained the following conclusions: (1) the optimal duration of the past time for the forecast is found to be 8.5 years; (2) the standard error increases with prediction horizon and the errors are mostly systematic ones resulting from the incompleteness of the autoregressive model; (3) there is a tendency that the predicted value is underestimated in the activity rising phase, while it is overestimated in the declining phase; (5) the model prediction of a new Solar Cycle is fairly good when it is similar to the previous one, but is bad when the new cycle is much different from the previous one; (6) a reasonably good prediction of a new cycle can be made using the AR model 1.5 years after the start of the cycle. In addition, we predict the next cycle (Solar Cycle 25) will reach the peak in 2024 at the activity level similar to the current cycle.