• Title/Summary/Keyword: Feed Back

Search Result 652, Processing Time 0.027 seconds

수상지수선물(洙償指數先物) 수익률(收益率)과 현물(現物) 수익률(收益率)간의 일중(日中) 관계(關係)에 관한 연구(硏究)

  • Lee, Pil-Sang;Min, Jun-Seon
    • The Korean Journal of Financial Management
    • /
    • v.14 no.1
    • /
    • pp.141-169
    • /
    • 1997
  • 본 논문은 시장개설 초기 4개월간의 주가지수 선물수익률과 기초자산인 현물(KOSPI 200) 수익률간의 선도-지연효과를 두 개의 모형을 이용하여 실증검증하였다. 첫 번째 모형은 설명 변수로 선물수익률의 시차변수를 사용하고 종속변수로 현물수익률을 사용했다. 두 번째 모형은 설명변수로 선물수익률의 시차변수를 사용하는 것은 첫 번째 모형과 같으나 종속변수로 ARMA모형에서 구한 현물수익률의 오차항(return innovations)을 사용하였다. 또, 여러 시장조건에서 현물수익률과 선물수익률사이의 선도-지연효과가 특정한 양상을 보이는가를 분석하였다. 좋은 정보와 나쁜 정보, 거래량이 많은 경우와 적은 경우, 변동성이 높은 경우와 낮은 경우로 나누어서 선도-지연효과를 살펴보았다. 실증검증의 결과 KOSPI 200 현물수익률은 ARMA(2,3) 모형이 적합하며 선물이 현물을 10분 이내로 선도한다. 하지만 그 관계는 일방적인 것이 아니어서 15분후에는 현물이 선물을 선도하는 피드백(feed-back) 현상이 나타났다. 좋은 정보(good news)에서는 선물이 현물을 5분정도 선도하고 나쁜 정보(bad news)하에서는 선물 선도현상이 약해진다. 보통 정보(morderate news)하에서는 현물이 선물을 10분내로 선도한다. 거래량이 많은 경우와 변동성이 높은 경우에는 선물이 현물을 선도하는 것이 뚜렷하나 거래량이 적은 경우와 변동성이 낮은 경우에는 선물과 현물간에는 특정한 선도-지연현상이 나타나지 않는다.

  • PDF

A Study on Linearity and Efficiency Improvement for 3-Way Doherty Amplifier (3-Way Doherty 증폭기의 선형성 및 효율 개선에 관한 연구)

  • Hong Yong-Eui;Yang Seung-In
    • The Journal of Korean Institute of Electromagnetic Engineering and Science
    • /
    • v.17 no.2 s.105
    • /
    • pp.124-128
    • /
    • 2006
  • In this paper, Compact Microstrip Resonant Cell(CMRC)s have been employed to suppress IMD(Intermodulation Distortion) of the 3-Way Doherty amplifier. This method can not only improve the linearity and the efficiency but also be simpler, smaller and more inexpensive than existing linearity methods; (for example harmonic feedback, back off, feed-forward, predistortion and so on) Also, using only one divider reduces the size of the proposed 3-Way Doherty amplifier. As a result, the IMD3 and the PAE have been improved by 4.5 dB and by $9.2\%$, respectively, using the proposed Doherty amplifier with CMRC.

Design and Fabrication of X-band Broadband Array Antenna for SAR Applications (SAR를 위한 X-band 광대역 배열 안테나의 설계 및 제작)

  • Won, Young-Jin;Lee, Young-Ju;Kong, Young-Kyun;Kim, Young-Soo
    • Proceedings of the Korea Electromagnetic Engineering Society Conference
    • /
    • 2005.11a
    • /
    • pp.317-322
    • /
    • 2005
  • Synthetic Aperture Radars(SAR) are used mainly for high-resolution imaging of the terrain. This paper describes the 16$\times$16 array antenna designed for an X-band, automobile-based SAR(AutoSAR) system. This antenna has the structure of several layers such as radome, radiators, slots, feed network, and honeycomb cores. Each layer is adhesively bonded to meet different combination of structural and electrical design requirements. Using the Strip-Slot-Foam-Inverted-Patch(SSFIP) structure and dogbone slots, a wide bandwidth and a structural hardness were achieved. Measurement results were compared with simulation results. It was observed that the SAR antenna had a bandwidth of 1.7 GHz, side-lobe levels of less than -20 dB, half-power beamwidth of 5$^{\circ}$, and gains of 25.0 dBi. The observed results show that the designed array antenna is suitable for the broadband AutoSAR system.

  • PDF

Development of Precision Inspection Technique for Aircraft Parts Having Very Thin Features on CAD/CAI Integration (CAD/CAI 통합에 기초한 박형 단면을 가지는 항공기 터빈블레이드의 정밀측정기술 개발)

  • Park, Hui-Jae;An, U-Jeong;Kim, Wang-Do
    • Transactions of the Korean Society of Mechanical Engineers A
    • /
    • v.20 no.6
    • /
    • pp.1743-1752
    • /
    • 1996
  • In this paper, a precision inspection technique using CAD/CAI integration is proposed for the parts having very thin and sharp 3 dimensional curve features. The technique begings with feature reconstruction of turbine blades which have 3 dimensional combined feometry, such as splines, and thin circles. The alifnment procedures consistsb of two phases-rough and fine phases : rough phase alignment is based on the conventional 6 point5s probing on the clear cut surfacef, and fine phase alignment is based on the intial measurement on the 3 dimensional curved parts using an lterative measurement feed-back least sequares technique for alignment. Forf the analysis of profile tolerance of parts, the actual measured points are obtained by finding the closet points on the CAD geometry by the developed subdivision technique and the Tschebycheff norm is applied based on iterative fashion, giving accurate profile tolerance value. The developed inspection technique is applied to practical procedures of blade manufacturing and demonstrated high performance.

The Development of a Quality Assessment Tool for the Process of Health Promotion Programs at Public Health Centers (보건소 건강증진사업 수행과정의 질 평가지표 개발 -고혈압관리사업에서의 타당도 검증-)

  • 서영준;정애숙;박태선;이규식
    • Health Policy and Management
    • /
    • v.13 no.3
    • /
    • pp.35-51
    • /
    • 2003
  • This study purports to develop a quality assessment tool for the process of health promotion programs at public health centers(PHC). The draft of the assessment tool developed by the literature was distributed to 242 staffs who were in charge of the health promotion programs at PHCs for evaluating the feasibility of the tool on September and October 2002. The major results of the study were as follows; The quality assessment tool developed in the study consisted of four domains: strategic planning, program management, monitoring and evaluation, and resources and information. The strategic planning dealt with the function of the planning staff and committees, community data analysis, the feasibility of the program, and the approach methods for attaining the goal of the program. The program management included the items on the qualification and power of the program staff. The monitoring and evaluation included the items on the reporting and communication among program units, and feed back after monitoring. Finally, the resources and information dealt with community networking, clients' response, and consulting activity of the staff. The validity of the tools was tested and partly supported by both formative and criterion-related methods. The assessment tools developed in this study could be used by health promotion workers in the self-evaluation of the program quality. In conclusion, the quality assessment tool developed in the study will be a good safeguard for assuring the quality of the process of health promotion programs.

A Single Feedback Based Interference Alignment for Three-User MIMO Interference Channels with Limited Feedback

  • Chae, Hyukjin;Kim, Kiyeon;Ran, Rong;Kim, Dong Ku
    • KSII Transactions on Internet and Information Systems (TIIS)
    • /
    • v.7 no.4
    • /
    • pp.692-710
    • /
    • 2013
  • Conventional interference alignment (IA) for a MIMO interference channel (IFC) requires global and perfect channel state information at transmitter (CSIT) to achieve the optimal degrees of freedom (DoF), which prohibits practical implementation. In order to alleviate the global CSIT requirement caused by the coupled relation among all of IA equations, we propose an IA scheme with a single feedback link of each receiver in a limited feedback environment for a three-user MIMO IFC. The main feature of the proposed scheme is that one of users takes out a fraction of its maximum number of data streams to decouple IA equations for three-user MIMO IFC, which results in a single link feedback structure at each receiver. While for the conventional IA each receiver has to feed back to all transmitters for transmitting the maximum number of data streams. With the assumption of a random codebook, we analyze the upper bound of the average throughput loss caused by quantized channel knowledge as a function of feedback bits. Analytic results show that the proposed scheme outperforms the conventional IA scheme in term of the feedback overhead and the sum rate as well.

IMPROVEMENT OF DRIFT RUNNING PERFORMANCE BY STEERING SYSTEM WHICH ADDS DIFFERENTIATION STEER ASSISTANCE

  • NOZAKI H.
    • International Journal of Automotive Technology
    • /
    • v.6 no.6
    • /
    • pp.615-623
    • /
    • 2005
  • In this research, an effective technique was examined to improve the drift running performance. Concretely, the driver model by which the counter steer was done was assumed to the model by which the vehicle body slip angle (and the vehicle body slip angle velocity) was feed back. Next, the effectiveness of the system which added the assist steer angle corresponding to the steering wheel angle velocity to a front wheel steer angle was clarified as a drift running performance improvement technique of the vehicle. As a result, because the phase advances when the differentiation steer assistance is added, it has been understood to be able to cover the delay of the counter steer when the drift running. Therefore, it has been understood that the drift control does considerably easily. Moreover, it has been understood that the differentiation steer assistance acts effectively at the drift cornering by which the drift angle is maintained in cornering and the severe lane change with a drift at a situation. That is, it was understood to be able to settle to the drift angle of the aim quickly at the time of the drift cornering because the delay of the control steer angle of the counter steer was improved. Moreover, it was understood for the transient overshoot of the vehicle tracks to be able to decrease, and to return to the state of stability quickly at the severe lane change.

The Common Temporary Work Management System Using Historical Database (실적 데이터베이스를 활용한 공통가설공사 관리 시스템 개발)

  • Park Kyoung-Ho;Lee Hoon-ku;Baik Jong-Keon;Kim Jae-Jun
    • Proceedings of the Korean Institute Of Construction Engineering and Management
    • /
    • autumn
    • /
    • pp.367-370
    • /
    • 2002
  • The Elements of common temporary work in Construction Project have ambiguous work scope between client and builder. Also problems of non-breakdown, non-standardization in common temporary work are obstructive when contract. Finally they will be reached claim factors on the construction project. Because the common temporary work information management system is not built, We have to develop common temporary work information management system based on historical cost database for Construction Management. This system will successively accomplish the project in pre-construction step to standardize work items and to forecast the cost of common temporary work. Therefore feasibility study will be possible with historical database in new project.

  • PDF

A Study on the Flat Woven Textile Design used of the Jacquard Fabric Simulation in Textile Design CAD - Focused on the Abstract Image of Textile Design in Interior Fabric Design - (텍스타일 CAD의 직물 시뮬레이션을 활용한 자카드 직물디자인 연구 - 꽃의 추상적 이미지를 응용한 인테리어 직물디자인을 중심으로 -)

  • Song, Ha-Young
    • Journal of the Korea Fashion and Costume Design Association
    • /
    • v.9 no.2
    • /
    • pp.49-57
    • /
    • 2007
  • The purpose of this study was to research the efficient tool of the exclusive fabric simulation in Jacquard Textile CAD system. For performing this design study, it designed the surface design of the abstract images of flowers through EAT Designscope CAD system and simulated the interior fabric. To merchandise the fashion items and see the visual image, these fabric simulations was effected by two or three-dimension modeling through EAT designscope, YongWoo CNI, Alias and so on. The result of this study can be summarized as follows. Before the step of weaving the samples from the surface design works, jacquard fabric design can be done very efficiently to apply the design step of the fabric simulation in CAD(Computer Aided Design). As the usage of the simulation tool in CAD system, jacquard design can be easily feed-back to modify for the right fabrics and produced the various designs in the short running time very efficiently. Therefore, this jacquard design system ultimately can be saved cost and developed the higher value-added goods in more response to consumer demands.

  • PDF

Robust Adaptive Wavelet-Neural-Network Sliding-Mode Speed Control for a DSP-Based PMSM Drive System

  • El-Sousy, Fayez F.M.
    • Journal of Power Electronics
    • /
    • v.10 no.5
    • /
    • pp.505-517
    • /
    • 2010
  • In this paper, an intelligent sliding-mode speed controller for achieving favorable decoupling control and high precision speed tracking performance of permanent-magnet synchronous motor (PMSM) drives is proposed. The intelligent controller consists of a sliding-mode controller (SMC) in the speed feed-back loop in addition to an on-line trained wavelet-neural-network controller (WNNC) connected in parallel with the SMC to construct a robust wavelet-neural-network controller (RWNNC). The RWNNC combines the merits of a SMC with the robust characteristics and a WNNC, which combines artificial neural networks for their online learning ability and wavelet decomposition for its identification ability. Theoretical analyses of both SMC and WNNC speed controllers are developed. The WNN is utilized to predict the uncertain system dynamics to relax the requirement of uncertainty bound in the design of a SMC. A computer simulation is developed to demonstrate the effectiveness of the proposed intelligent sliding mode speed controller. An experimental system is established to verify the effectiveness of the proposed control system. All of the control algorithms are implemented on a TMS320C31 DSP-based control computer. The simulated and experimental results confirm that the proposed RWNNC grants robust performance and precise response regardless of load disturbances and PMSM parameter uncertainties.