• Title/Summary/Keyword: Impulse Responses

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Estimation of Nonlinear Impulse Responses of Stock Indices by Asset Class

  • Chang, Young-Jae
    • The Korean Journal of Applied Statistics
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    • v.25 no.2
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    • pp.239-249
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    • 2012
  • We estimate nonlinear impulse responses of stock indices by asset class by the Local Projection method as suggested by Jorda (2005) to compute impulse responses. The method estimates impulse responses without the specification and estimation of the underlying multivariate dynamic system unlike the usual way of vector autoregression(VAR). It estimates Local Projections at each period of interest rather than extrapolating into increasingly distant horizons with the advantages of easy estimation and non-linear flexible specification. The Local Projection method adequately captures the nonlinearity and asymmetry of the impulse responses of the stock indices compared to those from VARs.

New Learning Hybrid Model for Room Impulse Response Functions (새로운 학습 하이브리드 실내 충격 응답 모델)

  • Shin, Min-Cheol;Wang, Se-Myung
    • Transactions of the Korean Society for Noise and Vibration Engineering
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    • v.18 no.3
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    • pp.361-367
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    • 2008
  • Many trials have been used to model room impulse responses, all attempting to provide efficient representations of room acoustics. The traditional model designs for room impulse response seem to fail in accuracy, controllability, or computational efficiency. In the time domain, room impulse responses are generally considered as combination of the three Parts having different acoustic characteristics, initial time delay, early reflection, and late reverberation. This paper introduces new learning hybrid model for room impulse responses. In this proposed model, those three parts are modeled using different models with learning algorithms that determine the boundary of each model in the hybrid model. By the simulation with measured room impulse responses, the performance of proposed model shows the best efficiency in views of computational burden and modeling error.

Analysis of Runoff Characteristics Using Multiple Impulse Response Functions (복수의 충격응답함수를 이용한 유역의 유출특성 분석)

  • Yoo, Chul-Sang;Kim, Ha-Young;Park, Joo-Young
    • Journal of Korea Water Resources Association
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    • v.43 no.6
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    • pp.571-581
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    • 2010
  • This study analyzed rainfall-runoff characteristics by deriving multiple impulse responses. The concept of competing impulse responses was used for deriving multiple impulse responses. Based on this concept, each response function derived competes to be selected for simulating the runoff measured. This concept of competing linear impulse responses was applied to four basins, Jeongseon, Yeongwol, Youngchoon and Chungju Dam. One to three impulse responses have been derived and compared each other considering basin characteristics. First, in case of deriving one linear impulse response, the peak flow of the impulse response was found to be increased according to their study basins area. In case of deriving two linear impulse response, the peak flow of the first impulse response and the duration of the second impulse response were increased according to their basin size. The case of deriving three impulse response showed similar characteristics of deriving two impulse responses. However, the peak flow of third impulse response was very small and lasted quite long time. Summarizing these results considering the basin characteristics, the first impulse response seems to be related with the surface runoff, the second impulse with the surface runoff and interflow, and the third impulse response with the interflow and base flow.

MEASUREMENT OF LONG IMPULSE RESPONSE BY USING A TIME-STRETCHED PULSE

  • Kim, Hack-Yoon;Asano, Futoshi;Suzuki, Yoiti;Sone, Toshio
    • Proceedings of the Acoustical Society of Korea Conference
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    • 1994.06a
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    • pp.867-872
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    • 1994
  • The transfer function of an acoustic system, in general, often exhibits a wide dynamic range and a very long impulse response. The time-stretched pulse (TSP) proposed by Aoshima (ATSP) has a small peak-factor and is accordingly suitable for the measuring impulse responses. The pulse is not so suitable, however, for the measurement of impulse responses over a wide frequency range. In this paper, we try to generalize and optimize this method (OATSP). This makes the method applicable for measuring of impulse responses longer than the length of the TSP. An analysis of error in such a case is also shown. Finally, we discuss how to implement this technique in specific measurement conditins.

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The Effects of Consumption Value of Female Consumers who Buy Bakery Goods on Impulse Buying and Purchase Satisfaction (베이커리제품을 구매하는 여성소비자의 소비가치가 충동구매와 구매만족도에 미치는 영향)

  • Chung, Hye-Sun;Sim, Ji-Suk;Lee, Jong-Jin
    • Culinary science and hospitality research
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    • v.23 no.8
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    • pp.27-39
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    • 2017
  • This study was to examine how consumption value of female consumers affects impulse consumption and purchase satisfaction when they buy bakery goods, present specific determinant factors that affect them, and identify its influencing factors. The survey was conducted with those who have bought bakery goods of female consumers in Seoul and Kyonggi area, using a convenience sampling method. After a total of 400 responses was collected, 366 responses were included for the multiple regression analyses in order to test the hypotheses. To summarize findings from this study, analysis of the first hypothesis showed that "emotional impulse buying," "stimulating impulse buying," "reminder impulse buying," and "situational impulse buying" among impulse buying factors in consumption value factors had positive effects. The second hypothesis analyzed that "emotional impulse buying," "stimulating impulse buying," and "situational impulse buying" gave positive impacts on "purchase satisfaction," while "reminder impulse buying" had no influence. Analysis of the third hypothesis demonstrated that "consumption value" had positive effects on "purchase satisfaction." These findings were significant to examine consumption value that show the consuming pattern of consumers, analyze influencing factors on impulse buying of female consumers, and further present marketing strategies used for advantageous tools with competing stores to bakery owners or marketers.

New Learning Hybrid Model for Room Impulse Response Functions (새로운 학습 하이브리드 실내 충격 응답 모델)

  • Shin, Min-Cheol;Wang, Se-Myung
    • Proceedings of the Korean Society for Noise and Vibration Engineering Conference
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    • 2007.11a
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    • pp.23-27
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    • 2007
  • Many trials have been used to model room impulse responses, all attempting to provide efficient representations of room acoustics. The traditional model designs for room impulse response seem to fail in accuracy, controllability, or computational efficiency. In time domain, a room impulse response is generally considered as the combination of three parts having different acoustic characteristics, initial time delay, early reflection, and late reverberation. This paper introduces new learning hybrid model for the room impulse response. In this proposed model, those three parts are modeled using different models with learning algorithms that determine the length or boundary of each model in the hybrid model. By the simulation with measured room impulse responses, it was examined that the performance of proposed model shows the best efficiency in views of both the parameter numbers and modeling error.

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A Fundamental Study on the Impulse Responses of Ground Rod Attendant upon Soil Discharges (토중방전을 수반하는 접지봉의 임펄스응답에 대한 기초적 연구)

  • Yoo, Yang-Woo;Cho, Sung-Chul;Lee, Bok-Hee
    • Journal of the Korean Institute of Illuminating and Electrical Installation Engineers
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    • v.28 no.4
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    • pp.62-69
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    • 2014
  • This paper deals with the fundamental characteristics of transient and conventional ground impedances associated with soil discharges when the lightning impulse voltage was applied to a small-sized ground rod. The potential rise responses of the test ground rod to impulse currents were observed. The current-voltage (I-V)curves, transient and conventional ground impedance curves were examined.. To analyze the transient behaviors of ground rod attendant upon soil discharges, the impulse responses of ground rod were compared with those of non-inductive resistor. As a consequence, the potential rise and impedance of ground rod were reduced and the currents dispersed into the earth were increased due to soil discharges near the ground rod. Soil discharges are classified into two regimes; ionization and breakdown phenomena. The potential rise and impulse impedance of ground rod are significantly decreased by breakdown processes in soil.

Dynamic Analysis of a Slider in Near-field Optical Recording Disk Drive (근접장 광기록용 슬라이더의 동특성 분석)

  • 안채헌;임경화
    • Transactions of the Korean Society for Noise and Vibration Engineering
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    • v.13 no.3
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    • pp.164-171
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    • 2003
  • Dynamic analysis using impulse responses is formulated to estimate effect of slider rail shape on dynamic responses in near-field optical recording drive. Impulse responses are obtained on numerical nonlinear model including rigid motion of a slider and fluid motion of an air bearing under the slider. Dynamic characteristics of slider motion are evaluated by utilizing the decay ratio of impulse responses and modal frequencies from frequency response functions. The dynamic characteristics of the designed NFR slider are checked by comparing those of a HDD slider(Nutcracker). Also, sensitivities of slider Position conditions and rotation speed on the dynamic characteristics are investigated.

Dynamic Analysis of NFR Slider (NFR 슬라이더의 동특성 분석)

  • 안채헌;임경화
    • Proceedings of the Korean Society for Noise and Vibration Engineering Conference
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    • 2001.11b
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    • pp.586-591
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    • 2001
  • Dynamic analysis using impulse responses is formulated to estimate effect of slider rail shape on dynamic responses. Impulse responses are obtained on numerical nonlinear model including rigid motion of slider and fluid motion of air bearing under the slider. Dynamic characteristics of slider motion are evaluated by utilizing the decay ratio of impulse responses and modal frequencies from frequency response functions. The dynamic characteristics of the developed NFR(Near Field Recording) slider are checked by comparing those of HDD sider(Nutcracker). Also, sensitivities of slider position conditions and rotation speed on the dynamic characteristics are investigated. The researches show that the utilized method is a good indicator of designing the better slider.

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Sound Synthesis of Gayageum by Impulse Responses of Body and Anjok (안족과 몸통의 임펄스 응답을 이용한 가야금 사운드 합성)

  • Cho Sang-Jin;Choi Gin-Kyu;Chong Ui-Pil
    • Journal of the Institute of Convergence Signal Processing
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    • v.7 no.3
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    • pp.102-107
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    • 2006
  • In this paper, we propose a method of a sound synthesis of Korean plucked string instrument, gayageum, by physical modeling which use impulse responses of body and Anjok. Gayageum consists of three kinds of systems: string, body, and Anjok. These are a serial combination of linear time invariant systems. String can be modeled by digital delay line. Body and Anjok can be estimated by their impulse responses. We found three resonance frequencies in the body impulse response, and implemented resonator as body. Anjok was implemented as high pass filter in fundamental frequency band of gayageum. RMSEs of synthesized sounds are distributed from 0.01 to 0.03. It was difficult to distinguish the resulting synthesized sounds from the originals sound by ear.

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