• Communications for Statistical Applications and Methods
• /
• v.23 no.2
• /
• pp.163-177
• /
• 2016

We consider a jump diffusion process for high-frequency financial asset data. We apply the stationary bootstrapping to construct a bootstrap test for jumps. First-order asymptotic validity is established for the stationary bootstrapping of the jump ratio test under the null hypothesis of no jump. Consistency of the stationary bootstrap test is proved under the alternative of jumps. A Monte-Carlo experiment shows the advantage of a stationary bootstrapping test over the test based on the normal asymptotic theory. The proposed bootstrap test is applied to construct continuous-jump decomposition of the daily realized variance of the KOSPI for the year 2008 of the world-wide financial crisis.

• Journal of the Korean Society for Aeronautical & Space Sciences
• /
• v.38 no.1
• /
• pp.58-63
• /
• 2010

In this paper, we propose a simple technique for the detection of a frequency jump in the GPS clock behavior. GPS satellite atomic clocks have characteristics of a second order polynomial in the long term and a non-periodic frequency drift in the short term, showing a sudden frequency jump occasionally. As satellite clock anomalies influence on GPS measurements, it requires to develop a real time technique for the detection of the clock anomaly on the real-time GPS precise point positioning. The proposed technique is based on Teager energy which is mainly used in the field of various signal processing for the detection of a specific signal or symptom. Therefore, we employed the Teager energy for the detection of the jump phenomenon of GPS satellite atomic clocks, and it showed that the proposed clock anomaly detection strategy outperforms a conventional detection methodology.

• The Journal of Korean Institute of Electromagnetic Engineering and Science
• /
• v.28 no.3
• /
• pp.195-207
• /
• 2017

Recently, the SAR-GMTI mode is becoming increasingly essential in airborne radar systems. While SAR requires wideband waveforms for high resolution imaging, GMTI requires narrowband waveforms for doppler processing, which makes general LFM waveforms difficult to use for SAR-GMTI. This paper analyses the FJB(Frequency Jump Burst) waveform, which is studied for the SAR-GMTI waveform, and presents the method for the pulse compression and SAR image formation using FJB waveforms. Simulation results show that there is little difference in performances between the FJB waveform and the LFM waveform.

• Transactions of the Korean Society of Automotive Engineers
• /
• v.4 no.3
• /
• pp.102-111
• /
• 1996

For the air-fuel ratio control in a fuel injection SI engine, the Jump-Ramp control algorithm has been widely adopted by using the on/off type oxygen sensor. But the Jump-Ramp control method has limitation on treating the frequency and amplitude of the air-fuel ratio oscillation. This study suggests another feedback control logic named modulated fuel feedback control, which has a concept of pre-tuned air-fuel ratio oscillation. In the modulation method, the oxygen sensor output is not treated as on/off signal but as analog signal for feedback. By using the modulation method, the frequency and the amplitude of air-fuel ratio oscillation can be adjustable to some extent for improving the conversion efficiency of the Three-Way Catalyst. The result shows that the performance of the modulation method is better than that Jump-Ramp control method in reducing the amplitude of the air-fuel ratio oscillation as well as in increasing the frequency of the air-fuel ratio oscillation.

• Journal of Korean Physical Therapy Science
• /
• v.29 no.1
• /
• pp.47-54
• /
• 2022

Background: Plyometric exercise is an exercise exerting forceful power in a brief period using isotonic activation. It is effective to improve reaction of muscle, agility, endurance and athletics performance. Weight training is an exericse improving muscular strength, endurance and respirating ability applying diversely in frequency and load of exercise Plyometric exercise and Weight training is to facilitate the athletics performance though improving the function of lower limb muscle, there is a difference that Plyometic jump squats is the way to improve agility and Weight training is the way to improve muscular strength. Therefore, it is necessary to know how this difference effects on athletics performance as measuring ankle, ROM, and jumping ability. Design: Randomized controlled trial. Method: This study was conducted with the voluntary participation of 40 university students, who were randomly assigned to jump squat and calf raise groups (n=20 per group). For each subject, we measured the range of motion of the ankle joint before and after exercise, as well as a standing broad jump and vertical jump test performance. We compared the performance indices before and after exercises using paired t-tests, and between groups using independent-samples t-tests. Conclusions: Both jump squat and calf raise exercises improved ankle joint dorsiflexion and plantar flexion, as well as standing broad jump and vertical jump height performance. However, there were no significant differences before versus after exercise, or between exercise types. Although jump squats and calf raises have different purposes, it is thought that, in combination, these exercises improve performance more effectively than either alone, and that such a combined exercise program improves the quality of training in both the general public and athletes in various sports.

• The Journal of Korean Physical Therapy
• /
• v.27 no.3
• /
• pp.129-134
• /
• 2015

Purpose: The purpose of this study was to determine the influence of WBV exercise on CMJ and quadriceps muscle activation according to different frequency of vibration in soccer player and also to find effective frequency for leading appropriate treatment reaction. Methods: Thirty three subjects were randomly divided into three groups: the three groups are WBV group using 20 Hz frequency, WBV group using 30 Hz frequency and squat exercise group according to training method. The exercise program was conducted for six weeks. Subjects were measured on CMJ and quadriceps muscle activation. Results: Significant difference in CMJ was observed in the group I, II compared with the group III (p<0.05). Results of post-hoc, showed a significant difference in CMJ in on group I, II compared with the group III, but no a statistically significant difference between group I and II. Significant difference in quadriceps muscle activation was observed in the group I, II compared with the group III (p<0.05, p<0.01). Results of post-hoc, significant difference in quadriceps muscle activation in on group I, II compared with the group III and significant difference between group I and group II. Conclusion: This research intervened WBV for soccer players and compared the differences of CMJ and quadriceps muscle activation; as a result of the effective frequency for improving performance, there is a significant difference in CMJ and quadriceps muscle activation of WBV group with comparison of control group; and it was proved that WBV is effective using 30 Hz frequency for improving quadriceps muscle activation.

• Transactions of the Korean Society of Mechanical Engineers A
• /
• v.27 no.1
• /
• pp.48-57
• /
• 2003

This study presents nonlinear vibration of a cantilever beam subjected to electromagnetic forces. The dynamic responses of the beam show various nonlinear phenomena with the variation of the system parameters, such as the jump phenomenon, multiple solutions, and the movement of the natural frequency. In this study the nonlinear stiffness due to electromagnetic forces which depends on air gap size is measured experimentally, and the system is modeled by a single degree of freedom nonlinear dynamic system and solutions are solved numerically. The numerical results show good agreements with the experimental results, which demonstrate the nonlinearity of electromagnetic force. Finally the occurrences of the jump phenomenon and the first, second and fourth harmonic components are confirmed in using the method of multiple scales.

• Journal of Korea Trade
• /
• v.23 no.2
• /
• pp.110-126
• /
• 2019

Purpose - This paper examines the recently realized continuous volatility and discrete jumps of US Dollar/Euro returns using the frequency of five minute returns spanning the period from February 2010 through February 2018with periodicity filters. Design/Methodology - This paper adopts the nonparametric estimation. The realized volatility and Realized Outlying Weighted variations show non-Gaussian, fat-tailed, and leptokurtic distributions. Some significant volatility jumps in returns occurred from 2010 through 2018, and the very exceptionally large and irregular jumps occurred around 2010-2011, after the EU financial crisis, and 2015-2016. The outliers occurred somewhat frequently around the years of 2015 and 2016. Originality/value - When we include periodicity filters of volatility such as MAD, Short Half Scale, and WSD, the five minute returns of US Dollar/Euro exchange rates have smaller daily jump probabilities by 20-30% than when we do not include the periodicity filters of volatility. Thus, when we consider the periodicity filters of volatility such as MAD, Short Half Scale, and WSD, the five minute returns of US Dollar/Euro have considerably smaller jump probabilities.

• Journal of KSNVE
• /
• v.6 no.4
• /
• pp.439-446
• /
• 1996

This paper introduces a newly designed pendulum system that enables the more accurate boservation of dynamic behaviour arising from both horizontal and vertical(i.e. two dimension) excitation. First, experiments were carried out to examine the frequency responses of the devised pendulum system. Interestingly, experimental results for the three excitation angles of 22, 32 and 48 degree show 'new' jump phenomena. For the further understanding of these phenomena, experimental investigationhas been made to identify the equation of motion of the pendulum system from experimental data. This attempt has revealed that the viscous, coulomb and aerodynamic damping factors are involved in the equation of motion. By applying the Ritz averaging method to the equation, it becomes apparent that the jumping phenomena of the pendulum system in this work is more theoretically understood.

• Journal of the Korean Society of Industry Convergence
• /
• v.4 no.2
• /
• pp.133-139
• /
• 2001

The nonlinear response statistics of an spring-pendulum system with internal resonance under narrow band random excitation is investigated analytically- The center frequency of the filtered excitation is selected to be close to natural frequency of directly excited spring mode. The Fokker-Planck equations is used to generate a general first-order differential equation in the dynamic moment of response coordinates. By means of the Gaussian closure method the dynamic moment equations for the random responses of the system are reduced to a system of autonomous ordinary differential equations. The nonlinear phenomena, such as jump and multiple solutions, under narrow band random excitation were found by Gaussian closure method.