• Title/Summary/Keyword: Impulse 함수

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The Relationship Between International Capital Flows and Foreign Exchange Volatility (국제 자본이동과 환율 변동성에 관한 연구: 주요 통화대비 원화 환율을 중심으로)

  • Choi, Don-Seung
    • Korea Trade Review
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    • v.42 no.4
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    • pp.1-20
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    • 2017
  • This study is to investigate the dynamic relationship between international capital flows and won exchange rate to the major currency in Korea. As the results of Granger causality test, international capital flows Granger-cause currency rate volatility in the short term. However, over time, won exchange rate volatility Granger-cause international capital flows in Korea. According to the results by period divided based on 2008 financial crisis, international capital flows have the significant effects on won-dollar exchange rate volatility before 2008 crisis although currency rate volatility Granger-cause international capital flows after the crisis. As the results of impulse-response function of the basis of VAR, foreign exchange rate volatility has no connection with international capital flows before the crisis while it doesn't after. After the crisis, currency rate volatility has promoted international capital flows, while its influence diminishes as time passes. As these results, the uncertainty of foreign exchange market tend to influence the international capital flows rather than vice versa in Korea. Thus, it would be a more effective policy to control the uncertainty of market than the direct restrictions international capital flows.

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A Nuclide Transfer Model for Barriers of the Seabed Repository Using Response Function (응답함수를 이용한 해저처분장의 방벽에 대한 핵종전달 모델)

  • Lee, Youn-Myoung;Kang, Chul-Hyung;Hahn, Pil-Soo
    • Nuclear Engineering and Technology
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    • v.28 no.2
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    • pp.175-184
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    • 1996
  • A nuclide transfer by utilizing mass transfer coefficient and barrier response function defined for each barrier is proposed, by which the final nuclide transfer rate into the sea water can be evaluated. When simple and immediate quantification of the nuclide release is necessary in the conservative aspect, using this kind of approach may be advantageous since each layered barrier can be treated separately from other media in series in the repository system, making it possible to apply separate solutions in succession to other various media. Although one disadvantage is that while flux continuity can be maintained at the interface by using the exit nuclide flux from the first medium as the source flux for the next one, there may be no guarantee for concentration continuity, this problem could be eliminated assuming that there is no boundary resistance to mass transfer across the interface. Mass transfer coefficient can be determined by the assumption that the nuclide concentration gradient at the interface between adjacent barriers remains constant and barrier response function is obtained from an analytical expression for nuclide flow rate out of each barrier in response to a unit impulse into the barrier multiplied by mass transfer coefficient. Total time-dependent nuclide transfer rate from the barrier can then be obtained by convoluting the response function for the barrier with a previously calculated set of time-varying input of nuclide flow rate for the previous barrier.

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Impact of Enterprise R&D Investment on International Trade in Korea under the new Normal Era (뉴 노멀 시대하 한국기업의 R&D투자가 무역에 미치는 영향)

  • Kim, Seon-Jae;Lee, Young-Hwa
    • The Journal of the Korea Contents Association
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    • v.12 no.9
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    • pp.357-368
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    • 2012
  • The purpose of this study is to empirically examine the impact of enterprise R&D investment on international trade in Korea under the new Normal Era. In order to test whether the time series data of trade variables are stationary or not, we put in operation unit root test and cointegration test. Based on VECM (Vector Error Correction Model), we also apply impulse response functions and variance decomposition to estimate the dynamic effects in the short-run and long-run. The results show that the relationship between enterprise R&D investment and international trade (export and import) exists in the long-run as well as in the short-run. The results of applying impulse response functions and variance decomposition also indicate that the impact of enterprise R&D investment on international trade is positive, and a significant portion of fluctuations in the trade variable is explained by enterprise R&D investment. Therefore, enterprise R&D investment must be continuously increased to improve economic growth with promoting trading competition power in Korea under the new Normal Era.

The Effects of the Changes of Economic Variables on the Import Container Volume of Gwangyang Port (경제변수의 변동이 광양항 수입컨테이너 물동량에 미치는 효과)

  • Mo, Soo-Won
    • Journal of Korea Port Economic Association
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    • v.25 no.3
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    • pp.269-282
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    • 2009
  • This study investigates the difference of behavioral patterns between the import container volume of all ports and that of Gwangyang port in Korea. All series span the period January 1999 to December 2008. I first test whether the series are stationary or not. I can reject the null hypothesis of a unit root in each of the level variables and of a unit root for the residuals from the cointegration at the 5 percent significance level. I hitherto make use of variance decompositions and impulse response functions, both of which have now been widely used to examine how much movement in one variable can be explained by innovations in different variables and how rapidly these fluctuations in one variable can be transmitted to another. The variance decompositions for the import container volume show that the proportions of the forecast error variance of import container volumes explained by themselves are 30 and 26 per cent after 12 months, respectively. As a result, innovations in exchange rate and business activity explain 70 and 74 per cent of the variance in the import container volume. All in all, innovation accounting indicates that import container volumes are not exogenous with respect to exchange rate and business activity. The impulse responses indicate that container volumes decrease sharply to the shocks in exchange rate and decay very slowly to its pre-shock level, while container volumes respond positively to the shocks in the business activity and disappear very slowly, showing that the shocks last very long. Furthermore Gwangyang port is more sensitive to the change of the exchange rate and the industrial production than all ports.

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Performance improvement of underwater target distance estimation using blind deconvolution and time of arrival method (블라인드 디컨볼루션 및 time of arrival 기법을 이용한 수중 표적 거리 추정 성능 향상 기법)

  • Han, Min Su;Choi, Jea Young;Son, Kweon;Lee, Phil Ho
    • The Journal of the Acoustical Society of Korea
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    • v.36 no.6
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    • pp.378-386
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    • 2017
  • Accurate distance measurement between maneuver target in underwater and measuring devices is required to perform quantitative test evaluation in marine weapons system R&D process. In general, the target distance is measured using a one-way ToA (Time of Arrival) method that calculates the time difference between transmitted and received signals from the two accurately synchronized devices. However, the distance estimation performance is degraded because of the multi-path environments. In this paper, the time-variant transfer function of complex underwater environment is estimated from each received data frame using RBD (Ray-based Blind Deconvolution), and the estimated time-variant transfer function is then used to get rid of the effect about complex underwater environment and to recover the data signal using PTRM (Passive Time Reversal Mirror). The result from the simulation and experimental data show that the suggested method improve the distance estimation performance when comparing with the conventional ToA method.

Resonant Formation Rates of Muonic Molecular ion in Muon-Catalyzed Fusion (뮤온 촉매 핵융합에서 뮤온 분자 이온의 공명 형성율)

  • Im, Ki-Hak;Hong, Sang-Hee
    • Nuclear Engineering and Technology
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    • v.24 no.1
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    • pp.63-74
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    • 1992
  • The resonant formation rates of muonic molecular ion dtr in the muon-catalyzed fusion are calculated in various fuel temperatures and densities. The elastic scattering cross sections between t$\mu$ and deuterons are obtained by making use of the partial wave method. The transition property of the excited compound molecule [(dt$\mu$)dee]* derived by the impulse approximation in the form of a bound-state form factor. The radiative, Auger, and collisional deexcitations are considered as the deexcitation mechanisms of the excited dt$\mu$, and each deexcitation width is calculated as well as back decay width. The resultant reaction widths are used to calculate the formation cross sections of resonant dt$\mu$. The resonant formation rates for dt$\mu$-d and dt$\mu$-t collisions are computed as functions of fuel temperature and density. The calculations show that the resonant formation rates increase with fuel densities and have the maximum values at the particular temperatures where the relative collision energies are equal to the resonant ones.

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The Energy Conserving Algorithm of the System Acted by an Exponential Impact Force (지수형 충격력을 받는 시스템의 에너지보존 알고리듬)

  • 윤성호
    • Journal of the Computational Structural Engineering Institute of Korea
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    • v.16 no.3
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    • pp.311-319
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    • 2003
  • This paper aims at investigating the exact dynamic response of the system undergoing a exponential impact force from the viewpoints of conservations of momentum and energy. The midpoint method applied in the Newmark's family algorithm is found to be identical to the case of the application of the trapezoidal method which provides conservations of momentum and energy. For the linear impact force the mid point, the trapezoidal and the (n+1) point method exactly meet the conservation characteristics independent of the size of integration interval. On the other hand, constants for the dynamic motion resulting from the nonlinear impact are underestimated or overestimated by these method mentioned above. To overcome this indispensible error, the Simpson 1/3 method as one of multi step methods whose advantages is to use longer time interval with the same number of evaluation functions is adopted for the exact conservations of momentum and energy. Moreover, the suggested method is expected to expand the similar algorithm for the general dynamic motion including finite rotations.

Comparison Impulse Response Method with Method of Characteristics for Transient Analysis in a Pipeline System with hydraulic devices (수리구조물이 부착된 관망에서의 천이류 해석에 대한 임펄스응답법과 특성선방법의 비교 연구)

  • Song, Yong-Seok;Jang, Il;Kim, Sang-Hyun
    • Proceedings of the Korea Water Resources Association Conference
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    • 2007.05a
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    • pp.1179-1183
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    • 2007
  • 관망 내에서 흐름의 연속 방정식과 운동량 방정식을 상 미분으로 전개하여 해석한 특성선 방법은 주로 가압 관망체계(Pressurized Pipeline System)에서의 부정류 해석(Unsteady Analysis)에 사용 된다. 그러나 이특성선 방법은 천이류 해석을 위한 관망 재구성 과정에서 Courant수 조건의 만족을 위한 관의 재배열에 천문학적인 계산용량과 시간이 필요하다는 단점이 있다. 이는 현장 적용 시 압력파 전파속도의 불확실성과 연계되어 상당한 장해요소가 되고 있다. 이에 대안적인 방법으로서 임펄스응답법이 개발되었다. 이는 경계지점에서 복소수 유량에 대한 복소수 수두의 비율로써 정의된 관망에서의 수리임피던스를 역퓨리에 변환에 적용하여, 주파수 영역의 수치를 시간 영역으로 변환하여 응답함수를 산출한 후, 산출된 응답함수와 구해진 경계지점에서의 유량과의 적분을 통하여 임의의 지점에서의 수두 및 유량을 계산하는 방법이다. 임펄스 응답법은 관 부속물관의 특성을 기술하는 수학적 표현의 난해함으로 인해 지금까지는 단일관에 대한 연구에만 국한되어 왔다. 본 연구에서는 임펄스응답법을 수리구조물이 부착된 관망에 적용하여 다양한 조건에서 천이류 분석을 시행하였다. 즉, 에어챔버 및 서지탱크와 같은 수리구조물을 각각에 대한 수리임피던스를 구하고, 가지관 및 통합 관성항으로 취급하여 수리구조물을 처리하였다. 그리고 이러한 결과를 특성선방법과 비교하여 그 적절성을 검증하였는데, 특성선 방법에 의한 모의 결과와 비교하였을 때, 일치하는 결과를 나타내었다. 임펄스응답법에 의한 모의 결과에서 감쇄효과를 과대평가하는 경향이 관찰되었다. 이는 임펄스 응답법의 가정에 기인한 것으로써 난류 상태의 흐름에서 상당한 불일치를 가져올 수 있으나, 수리 구조물에 의한 수격압이 감쇄되는 과정에서 대부분 흐름이 층류 상태로 전환된다고 가정 할 때는 상당한 적용성이 있다. 본 연구는 수리구조물이 부착된 관망의 해석함에 있어서 임펄스응답법의 적용이 가능함을 보였고, 이는 보다 복잡한 관망에서의 천이류 해석이 가능함을 시사한다.

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A Study on the Sloshing Impact Response Analysis for the Insulation System of Membrane Type LNG Cargo Containment System (LNG 탱크 방열구조의 슬로싱 충격 응답 해석법에 관한 연구)

  • Nho, In-Sik;Ki, Min-Seok;Lee, Jae-Man;Kim, Sung-Chan
    • Proceedings of the Computational Structural Engineering Institute Conference
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    • 2011.04a
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    • pp.531-538
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    • 2011
  • To ensure the structural integrity of membrane type LNG tank, the rational assessment of impact pressure and structural responses due to sloshing should be preceded. The sloshing impact pressures acting on the insulation system of LNG tank are typical irregular loads and the structural responses caused by them also very complex behaviors including fluid structure interaction. So it is not easy to estimate them accurately and huge time consuming process would be necessary. In this research, a simplified method to analyze the dynamic structural responses of LNG tank insulation system under pressure time histories obtained by sloshing model test or numerical analysis was proposed. This technique basically based on the concept of linear combination of the triangular response functions which are obtained by the transient response analysis under the unit triangular impact pressure acting on structures in time domain. The validity of suggested method was verified through the example calculations and applied to the structural analysis of real Mark III type insulation system using the sloshing impact pressure time histories obtained by model test.

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Underwater Acoustic Communication Channel Modeling Regarding Magnitude Fluctuation Based on Ocean Surface Scattering Theory and BELLHOP Ray Model and Its Application to Passive Time-reversal Communication (해수면에 의한 신호 응답 강도의 시변동성 특성이 적용된 벨홉 기반의 수중음향 통신 채널 모델링 및 수동 시역전 통신 응용)

  • Kim, Joonsuk;Koh, Il-Suek;Lee, Yongshik
    • The Journal of the Acoustical Society of Korea
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    • v.32 no.2
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    • pp.116-123
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    • 2013
  • This paper represents generation of time-varying underwater acoustic channels by performing scattering simulation with time-varying ocean surface and Kirchhoff approximation. In order to estimate the time-varying ocean surface, 1D Pierson-Moskowitz ocean power spectrum and Gaussian correlation function were used. The computed scattering coefficients are applied to the amplitudes of each impulse of BELLHOP simulation result. The scattering coefficients are then compared with measured doppler spectral density of signal components which were scattered from ocean surface and the correlation time used in the Gaussian correlation function was estimated by the comparison. Finally, bit-error-rate and channel correlation simulations were performed with the generated time-varying channel based on passive time-reversal communication scenario.