• 제목/요약/키워드: Impulse Responses

검색결과 215건 처리시간 0.021초

Estimation of Nonlinear Impulse Responses of Stock Indices by Asset Class

  • Chang, Young-Jae
    • 응용통계연구
    • /
    • 제25권2호
    • /
    • pp.239-249
    • /
    • 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.

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

  • 신민철;왕세명
    • 한국소음진동공학회논문집
    • /
    • 제18권3호
    • /
    • pp.361-367
    • /
    • 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.

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

  • 유철상;김하영;박주영
    • 한국수자원학회논문집
    • /
    • 제43권6호
    • /
    • pp.571-581
    • /
    • 2010
  • 본 연구에서는 복수의 충격응답함수를 유도하고 이를 이용하여 유역의 강우-유출 특성을 분석하였다. 복수의 충격응답함수를 유도하기 위해 경쟁적 충격응답함수라는 개념을 이용하였다. 이 개념에 따르면 각 충격응답함수는 관측된 유출의 모의에 선택되기 위해 서로 경쟁을 하게 된다. 이와 같은 경쟁적 충격응답의 개념은 정선, 영월, 영춘 및 충주댐 등 4개의 유역에 적용하였다. 각각의 유역에 대해 하나에서 세 개까지의 충격응답을 유도하고 아울러 유역의 특성을 고려하여 비교하였다. 먼저 하나의 충격응답을 유도하는 경우, 그 크기는 유역면적이 증가함에 따라 증가하는 것으로 나타났다. 두 개의 충격응답함수를 유도한 경우에서는 첫 번째 충격응답의 첨두값 및 두 번째 충격응답의 지속기간이 유역의 크기에 비례하여 증가하는 경향을 확인할 수 있었다. 세 개의 충격응답함수를 유도한 결과는 전체적으로 두개의 충격응답을 유도한 결과와 유사하게 나타났다. 그러나 세 번째 충격응답은 그 첨두값의 크기가 상당히 작고 아울러 지속기간이 매우긴 형태로 나타남을 파악하였다. 이상의 결과를 유역의 특성을 고려하여 종합해 보면, 첫 번째 충격응답은 직접유출과 밀접한 관련이 있으며, 두 번째 충격응답은 직접유출 및 중간유출의 특성을 함께 나타내고, 마지막으로 세 번째 충격응답은 중간유출 및 기저유출의 특성을 나타내는 것으로 보인다.

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

  • Kim, Hack-Yoon;Asano, Futoshi;Suzuki, Yoiti;Sone, Toshio
    • 한국음향학회:학술대회논문집
    • /
    • 한국음향학회 1994년도 FIFTH WESTERN PACIFIC REGIONAL ACOUSTICS CONFERENCE SEOUL KOREA
    • /
    • pp.867-872
    • /
    • 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.

  • PDF

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

  • 정혜선;심지숙;이종진
    • 한국조리학회지
    • /
    • 제23권8호
    • /
    • pp.27-39
    • /
    • 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.

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

  • 신민철;왕세명
    • 한국소음진동공학회:학술대회논문집
    • /
    • 한국소음진동공학회 2007년도 추계학술대회논문집
    • /
    • pp.23-27
    • /
    • 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.

  • PDF

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

  • 유양우;조성철;이복희
    • 조명전기설비학회논문지
    • /
    • 제28권4호
    • /
    • pp.62-69
    • /
    • 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.

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

  • 안채헌;임경화
    • 한국소음진동공학회논문집
    • /
    • 제13권3호
    • /
    • pp.164-171
    • /
    • 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.

NFR 슬라이더의 동특성 분석 (Dynamic Analysis of NFR Slider)

  • 안채헌;임경화
    • 한국소음진동공학회:학술대회논문집
    • /
    • 한국소음진동공학회 2001년도 추계학술대회논문집 II
    • /
    • pp.586-591
    • /
    • 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.

  • PDF

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

  • 조상진;최진규;정의필
    • 융합신호처리학회논문지
    • /
    • 제7권3호
    • /
    • pp.102-107
    • /
    • 2006
  • 본 논문에서는 가야금의 안족과 몸통의 임펄스 응답을 이용하여 가야금의 사운드를 합성하였다. 디지털 도파관을 이용한 물리적 모델링에서 가야금의 소리를 제어하는 부분은 현과 몸통, 안족의 세 가지 시스템으로 구성되며, 이 시스템은 직렬 선형적으로 결합된다. 가야금 현의 모델은 지연라인만으로 구현되었고, 몸통과 안족은 각각의 임펄스 응답으로부터 추정하였다. 몸통의 임펄스 응답으로부터 3 개의 공명 주파수를 찾아 이를 공명기로 구현하여 몸통으로 대체하고, 안족은 기본 주파수 대역에 대하여 고역통과필터 특성을 갖는 시스템으로 구현하였다. 합성된 가야금 사운드의 오차(RMSE)는 주로 0.01-0.03 의 아주 작은 값의 분포를 보였다.

  • PDF