• Title/Summary/Keyword: Fractal index

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Fractal Structure of the Stock Markets of Leading Asian Countries

  • Gunay, Samet
    • East Asian Economic Review
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    • v.18 no.4
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    • pp.367-394
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    • 2014
  • In this study, we examined the fractal structure of the Nikkei225, HangSeng, Shanghai Stock Exchange and Straits Times Index of Singapore. Empirical analysis was performed via non-parametric, semi-parametric long memory tests and also fractal dimension calculations. In order to avoid spurious long memory features, besides the Detrended Fluctuations Analysis (DFA), we also used Smith's (2005) modified GPH method. As for fractal dimension calculations, they were conducted via Box-Counting and Variation (p=1) tests. According to the results, while there is no long memory property in log returns of any index, we found evidence for long memory properties in the volatility of the HangSeng, the Shanghai Stock Exchange and the Straits Times Index. However, we could not find any sign of long memory in the volatility of Nikkei225 index using either the DFA or modified GPH test. Fractal dimension analysis also demonstrated that all raw index prices have fractal structure properties except for the Nikkei225 index. These findings showed that the Nikkei225 index has the most efficient market properties among these markets.

Fractal evaluation of the level of alligator cracking in pavements

  • Vallejo, Luis E.
    • Geomechanics and Engineering
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    • v.4 no.3
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    • pp.219-227
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    • 2012
  • Pavement management systems require systematic monitoring of pavement surfaces to determine preventive and corrective maintenance. The process involves the accumulation of large amounts of visual data, typically obtained from site visitation. The pavement surface condition is then correlated to a pavement distress index that is based on a scoring system previously established by state or federal agencies. The scoring system determines if the pavement section requires maintenance, overlay or reconstruction. One of the surface distresses forming part of the overall pavement distress index is the Alligator Crack Index (AC Index). The AC Index involves the visual evaluation of the crack severity of a section of a pavement as being low, medium, or high. This evaluation is then integrated into a formula in order to obtain the AC Index. In this study a quantification of the visual evaluation of the severity of alligator cracking is carried out using photographs and the fractal dimension concept from fractal theory. Pavements with low levels of cracking were found to have a fractal dimension equal to 1.051. Pavements with moderate levels of cracking had a fractal dimension equal to 1.1754. Pavements with high degrees of cracking had a fractal dimension that varied between 1.5037 (high) and 1.7111 (very high). Pavements with a level of cracking equal to 1.8976 represented pavements that disintegrated and developed potholes. Thus, the visual evaluation of the state of cracking of a pavement (the AC Index) could be enhanced with the use of the fractal dimension concept from fractal theory.

Study on the comparison topographical factor with slope stability using fractal dimension and surface area index (프랙탈 차원과 표면적 지수를 이용한 지형인자와 사면안정성 비교 연구)

  • Noh, Soo-Kack;Chang, Pyoung-Wuck;Cha, Kyung-Seob
    • Proceedings of the Korean Society of Agricultural Engineers Conference
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    • 2005.10a
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    • pp.387-392
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    • 2005
  • The research was performed to predict the potential landslide with roughness index. It was known that fractal dimension and surface area index can be represented the topography, specially when the natural slopes were rough or rugged. A test site was selected and fractal dimension and surface area index were calculated from the irregular triangle network. Fractal dimension were ranged between $2.016{\sim}2.046$ and surface area index $1.56E+07{\sim}2.59E+07$. Surface area index increased as fractal dimension increased. Slope stability was calculated by infinite slope stability analysis model and was compared to slope stability by fractal and surface area index. In the result, unsafe zones where slope stability is under 1.1 were $5.11{\sim}6.25%$ for the test site. It can be said that fractal dimension and surface area index are a good index to evaluate the slope stability because when fractal dimension and surface area index are greater, then stability of the site is more unsafe.

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Performance Comparisons on MongoDB with B-Tree Indexes and Fractal Tree Indexes (MongoDB에서 B-트리 인덱스와 Fractal 트리 인덱스를 이용한 성능 비교)

  • Jang, Seongho;Kim, Suhee
    • Proceedings of the Korean Institute of Information and Commucation Sciences Conference
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    • 2014.05a
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    • pp.622-625
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    • 2014
  • As Big data began to produce a variety of values, a database that allows for huge amount of data with varieties became to be needed. Therefore, for the purpose of overcoming the limitations of the complexity and capacity of the existing RDBMS, NoSQL databases were introduced. Among the different types of NoSQL databases, MongoDB is most commonly used and is offered as open sources. The B-Tree index, used in MongoDB, experiences a significant decrease in performance as the amount of data increases. The fractal tree index enables to enhance the performance of B-Tree substantially by improving B-Tree's insertion algorithm. In this paper, the performances of MongoDB when using B-Tree Index and when using Fractal Tree Index are compared.

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The Estimation of the Extent of Weathering using Fractal Dimension through a Comparison with Chemical Characteristic (화학적 특성과의 비교 분석을 통한 프랙탈 차원을 이용한 풍화도 추정)

  • Noh, Soo-Kack;Son, Young-Hwan;Bong, Tae-Ho;Park, Jae-Sung
    • Journal of The Korean Society of Agricultural Engineers
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    • v.54 no.2
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    • pp.127-135
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    • 2012
  • The processes of chemical and physical weathering occur simultaneously. The objective of this study was to estimate the degree weathered using fractal dimension through comparison with chemical characteristic of soil samples from Pohang (PH) and Kimpo (KP). Comparing chemical characteristics with fractal dimension, $SiO_2$, $Na_2O$, $K_2O$ content decreased and loss of ignition increased as fractal dimension increased. And fractal dimension showed high correlation with CWI while ATI, STI CIW, PI, CIA and RR demonstrated different degrees of correlation with fractal dimension. The tendency of the changes in oxide content and chemical weathering index with increasing fractal dimension appeared to be similar with the chemical changes due to weathering. Therefore, fractal dimension could be a good indicator representing the extent of weathering and chemical changes.

A Study on the Quantifying of Rural Landscape Picture by Fractal Index (프랙탈 지수를 이용한 농촌 경관사진의 정량화 방안 연구)

  • Jeong, Ho-Hyun;Jung, Nam-Su
    • Journal of Korean Society of Rural Planning
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    • v.16 no.3
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    • pp.11-17
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    • 2010
  • With international attention to the rural landscape, there have been landscape management and conservation efforts. Because it contains characteristics of rural area, rural landscape has been recognized as an important component of rurality. With rural amenity resources survey projects launched since 2005, rural landscape categorization and evaluation such as resource value, use value, beauty, originality, traditionality, maintenance are performed by expert questionnaire survey and 100 rural amenity resources are selected. In this study, we performed fractal analysis for developing evaluation system of the rural landscape photographs. In evaluating processes, main and surrounding landscape are separated and fractal indexes are calculated and analyzed with beauty value scoured by experts. Results show that beauty value is not significantly related with fractal index but differences of main and surrounding landscape fractal index.

Transient Stability Analysis Using Fractal Behaviours (프랙탑 현상을 이용한 과도 안정도 해석)

  • Choi, Jong-Yun;Ahn, Hyun-Sik;Kim, Jin-O
    • Proceedings of the KIEE Conference
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    • 1997.07c
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    • pp.1103-1105
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    • 1997
  • Transient stability analysis is concerned with a power system's response to unwanted disturbance. Recently, direct method which utilize the stable region of stable equilibrium point is used to analyze transient stability This paper focuses on the controlling UEP method using the fractal behaviours. In the controlling UEP method, many algorithms are used to find controlling UEP However, the existence of fractal region gives difficulty in finding the controlling UEP. So, this paper observes the fractal feature arid introduce the fractal index to explain how much the fractal region occupies in the entire space. Using an improved algorithm from the view point of fractal index, we are going to find the controlling UEP.

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A Review of the Applicability of The Fractal Dimension of Grain Size Distribution for a Analysis of Submarine Sedimentary Environments (프랙탈 차원을 이용한 해저 퇴적환경 분석 적용성 검토)

  • Noh, Soo-Kack;Son, Young-Hwan;Bong, Tae-Ho;Park, Jae-Sung
    • Journal of The Korean Society of Agricultural Engineers
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    • v.53 no.6
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    • pp.43-50
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    • 2011
  • The fractal method has recently been applied to a model for determining soil grain size distribution. The objective of this study is to review the applicability of the fractal method for a analysis of submarine sedimentary environments by comparing fractal constants with grain size statistical analysis for the soil samples of Pohang (PH) and Namhae (NH). The y-interception of log (grain size)-log (passing) equation was also used because grain size distribution couldn't be expressed with fractal dimension only. The result of comparison between fractal constants (dimension, y-interception) and grain size statistical indices, the fractal dimension was directly proportional to the mean and the sorting. And the y-interception showed high correlation with the mean. The fractal dimension and y-interception didn't show significant correlation with the skewness and the kurtosis. Thus regression equations between fractal constants and two statistical indices (mean, sorting) were derived. All classifications of the mean and the sorting could be determined using the regression equation based on the fractal dimension and y-interception. Therefore, fractal constants could be used as an alternative index representing the sedimentary environments instead of the mean and sorting.

Development of a Nondestructive Seismic Technique for Flexural Rigidity of Concrete Track as Slab Displacement Index (콘크리트 슬래브궤도의 휨강성 평가를 위한 비파괴 탄성파 기법의 개발)

  • Cho, Mi-Ra;Joh, Sung-Ho;Lee, Il-Wha
    • KSCE Journal of Civil and Environmental Engineering Research
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    • v.28 no.6D
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    • pp.905-913
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    • 2008
  • Recently, concrete tracks are introduced into high-speed railroads as an alternative to ballast tracks. Concrete tracks are superior to ballast tracks in the aspect of durability, maintenance and safety. However, deteriorated stiffness of railroad bed and settlement of soft ground induced by trapped or seepage water lead to problems in safety of train operation. In this research, flexural rigidity of concrete tracks was employed as an index of track displacement and a new seismic technique called FRACTAL (Flexural-Rigidity Assessment of Concrete Tracks by Antisymmetric Lamb Waves) method was proposed to delineate flexural rigidity of concrete tracks in a 2-D image. In this paper, to establish theoretical background, parametric research was performed using numerical simulations of stress-wave tests at concrete tracks. Feasibility of the FRACTAL technique was proved at a real concrete track for Korean high-speed trains. Validity of the FRACTAL technique was also verified by comparing the results of impulse-response tests performed at the same measurement array and the results of DC resistivity survey performed at a shoulder nearby the track.

Hydraulic Properties of Duksan Hot-spring Area (덕산온천 지역의 수리적 성질)

  • 함세영;조병욱;성익환
    • The Journal of Engineering Geology
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    • v.9 no.2
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    • pp.101-118
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    • 1999
  • The pumping test analysis on 28 pumping test data in Duksan hot-spring area was performed using the fractal model, the leaky fractal model, and the steady-state dual-porosity fractal model. The fractional flow dimension 1.9 or 2.0 was determined in the central put of the hot spring and the fractional flow dimension 1.5-1.7 in the marginal area. For the flow dimension 2.0, the correlation between the transmissivity and the productivity index by the aquifer loss was much better than that between the transmissivity and the specific yield by the total drawdown. On the other hand, for the flow dimension 1.9, the correlation between the generalized transmissivity and the productivity index was very similar to that between the generalized transmissivity and the specific yield.

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