• Proceedings of the Korean Society for Noise and Vibration Engineering Conference
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• 2013.04a
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• pp.725-726
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• 2013

• Proceedings of the Korean Society for Noise and Vibration Engineering Conference
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• 2012.10a
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• pp.647-648
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• 2012

• The Korean Journal of Financial Management
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• v.22 no.2
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• pp.189-212
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• 2005

This study examines the interactions between KTB spot and futures markets using the daily prices from March 4, 2002 to January 31, 2005. We use Granger causality test, impulse Response Analysis and Variance Decomposition through vector autoregressive analysis (VAR). However, considering the long-term relationships between the level variables of KTB spot and futures, we introduced Vector Error Correction Model. The main results are as follows. According to the results of Granger-causality test and impulse response analysis, we find that the yields of KTB forward have a great influence on the change of KTB spot but not vice versa. In terms of volatility analysis, there is no inter-dependence between KTB forward and spot markets. In the variance decomposition analysis we find that the short-term KTB forward has much more impact on the KTB spot market than the long-term KTB forward does. We think these results are meaningful for bond investors who are in charge of capital asset pricing valuation, risk management and international portfolio management.

• Journal of Broadcast Engineering
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• v.4 no.1
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• pp.1-11
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• 1999

This paper introduces orthogonally multiplexed modulation and demodulation methods based on Wavelet Packet Bases and particularly describes Wavelet Packet Modulation (WPM) techniques that provide the designer of transmission signal set in time-frequency domain with tree structural information which can be adapted to given channel characterristics. Multi-dimensional signaling methods are also contrasted to common and different characteristics of conventional QAM. multi-tone modulation methods. The paper addresses the mothod how to find a best tree structure that has more adaptivity to impulse and narrowband tone pulse noises using a tunning algorithm which arbitrarily partitions the time-frequency space and makes a suitable orthogonal signaling waveforms. Simulation results exhibits a favorable performance over existing mod/demod methods specially for narrowband tone pulse and impulse interferences.

• The Journal of the Acoustical Society of Korea
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• v.13 no.2E
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• pp.5-13
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• 1994

Simulation of the target-scattered echo requires the understanding of scattering mechanism at the highlight points. In this paper, the basic assumption of Highlight Model is reviewed through the analyzed data obtained in the acoustic water tank experiment. The analysis shows that the scattering mechanism involves pulse elongation and frequency shift as elements of target-scattered echo, and that the internal structures affect the temporal response of the target-scattered echo significantly. The band-limited impulse response or Green's function due to the diffraction from highlight points of internal structures is not mere delta function, but acts like a filter, which causes frequency shift and is elongated in time.

• Journal of the Society of Naval Architects of Korea
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• v.52 no.3
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• pp.187-197
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• 2015

This study aims the development of a semi-analytic method for the parametric roll of large containerships advancing in longitudinal waves. A 1.5 Degree-of-Freedom(DOF) model is proposed to account the change of transverse stability induced by wave elevations and vertical motions (heave and pitch). By approximating the nonlinearity of restoring moment at large heel angles, the magnitude of roll amplitude is predicted as well as susceptibility check for parametric roll occurrence. In order to increase the accuracy of the prediction, the relationship between righting arm(GZ) and metacentric height(GM) is examined in the presence of incident waves, and then a new formula is proposed. Based on the linear approximation of the mean and first harmonic component of GM, the equation of parametric roll in irregular wave excitations is introduced, and the computational results of the proposed model are validated by comparing those of weakly nonlinear simulation based on an impulse-response-function method combined with strip theory. The present semi-analytic doesn’ t require heavy computational effort, so that it is very efficient particularly when numerous sea conditions for the analysis of parametric roll should be considered.

• International Area Studies Review
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• v.13 no.3
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• pp.309-330
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• 2009

This paper analyzes comparatively the effects of changes in real effective exchange rates on the business fluctuations of the cases of Korea and Japan employing structural vector auto-regression(S-VAR) model which uses quarterly data for the five variables of real effective exchange rates, GDP gap, real interest rates, oil prices, inflation rates for the period of 1980-2006. The paper employes impulse-response analysis and variance decompositions. The paper finds that real exchange rate depreciations are contractionay for the case of Korea while they are expansionary for the case of Japan. These results are consistent with the prevailing empirical results that real exchange rate depreciations are contractionary for developing countries while expansionary for advanced countries.

• Korean Journal of Optics and Photonics
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• v.8 no.1
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• pp.1-6
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• 1997

The amplitude impulse S(x) of an interferometric optical imaging system for λ=193 nm(ArF laser) and NA=0.5 is derived for the pupil with superposed three Gauss pupils $A_1$($\omega$), $A_{2-}$($\omega$) and $A_{2+}$($\omega$). It is shown that FWHM of S(x) can be far less than the Rayleigh's criterion of resolution $\frac{1}{2}{\epsilon}_R$, where ${\epsilon}_R$ is equal to λ=193 nm in the present case of NA=0.5. The three Gauss pupils are provided in an optical system which consists of a Twyman-Green interferometer and an imaging system. The system is proposed and relevent optical components are discussed. Siloxane polymer is suggested for fabrications of amplitude modulation plates. In the present work, we assumed the system is free from aberration and linear. The case that the system has residual aberrations is important, and further work is necessary.

• The Journal of the Acoustical Society of Korea
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• v.20 no.1
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• pp.13-20
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• 2001

Adaptive digital filters with long impulse response such as acoustic echo canceller and active noise controller suffer from slow convergence and computational burden. Subband techniques and multirate signal processing have been recently developed to improve the problem of computational complexity and slow convergence in conventional adaptive filter. Any FIR transfer function can be realized as a serial connection of interpolators followed by subfilters with a sparse impulse response. In this case, each interpolator which is related to the column vector of Hadamard matrix has band-pass magnitude response characteristics shifted uniformly. Subband technique using Hadamard transform and decimation of subband signal to reduce sampling rate are adapted to system modeling and acoustic noise cancellation In this paper, delayless subband structure with nonuniform bandwidth has been proposed to improve the performance of the convergence speed without aliasing due to decimation, where input signal is split into subband one using tree-structured filter bank, and the subband signal is decimated by a decimator to reduce the sampling rate in each channel, then subfilter with sparse impulse response is transformed to full band adaptive filter coefficient using Hadamard transform. It is shown by computer simulations that the proposed method can be adapted to general adaptive filtering.

• The Journal of the Acoustical Society of Korea
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• v.27 no.7
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• pp.333-341
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• 2008

In this paper, a new interpolation model for the head related transfer function (HRTF) was proposed. In the method herein, we assume that the impulse response of the HRTF for each azimuth angle is given by linear interpolation of the time-delayed neighboring impulse responses of HRTFs. The time delay of the HRTF for each azimuth angle is given by sum of the sound wave propagation time from the ears to the sound source, which can be estimated by using azimuth angle, the physical shape of the underlying head and the distance between the head and sound source, and the refinement time yielding the minimum mean square error. Moreover, in the proposed model, the interpolation intervals were not fixed but varied, which were determined by minimizing the total number of HRTFs while the synthesized signals have no perceptual difference from the original signals in terms of sound location. To validate the usefulness of the proposed interpolation model, the proposed model was applied to the several HRTFs that were obtained from one dummy-head and three human heads. We used the HRTFs that have 5 degree azimuth angle resolution at 0 degree elevation (horizontal plane). The experimental results showed that using only $30\sim40%$ of the original HRTFs were sufficient for producing the signals that have no audible differences from the original ones in terms of sound location.