• Journal of the Korean Society of Manufacturing Process Engineers
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• v.19 no.11
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• pp.49-57
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• 2020

The forced vibration characteristics for two impulse forces with time lag was discussed in the vehicle dull progress model. Detailed numerical analyses of the time domain were performed systematically. By the two exciting impulse forces, the responses of displacement, the velocity, and the acceleration were investigated in detail for the vehicle's vibration. Notably, the forced vibration responses in the time domain can be used to identify and monitor several vehicle vibration models. In order to define the responses of displacement, the velocity, and the acceleration, we applied a numerical technique (i.e., the Runge-Kutta-Gill method[1,2]). These variables were subsequently used to analyze the vehicle's vibration according to the time lapse and while it passed over a bump stock; moreover, the characteristics of the variables were analyzed in detail according to their force conditions. Finally, the intrinsic characteristics of the forced vibration were discussed in the context of the automobile model. Overall, our results indicate that the tested method can be successfully applied under different damped conditions.

• Journal of the Korean Society for Railway
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• v.17 no.2
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• pp.100-105
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• 2014

To design a submerged floating railway that is safe against underwater explosions, railway behavior must be investigated and clarified. In this paper, shock waves and impulse pressures generated by a charge away from the submerged floating railway are expressed using experimental formulas. The submerged floating railway tethered by mooring lines is modeled as a simply supported beam with elastic springs. Finite element analysis for the beam model subjected to impulse loading is conducted so that the response of the submerged floating railway can be investigated. For design purposes, a simplified analysis method combined with dynamic load factor is proposed for the same model. Maximum deformation and internal forces are calculated and compared with the time dependent analysis results. It is shown that the simplified analysis results show good agreement.

• 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.

• The Journal of Fisheries Business Administration
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• v.37 no.1 s.70
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• pp.95-110
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• 2006

Japan's frozen shrimp future market is the only fisheries future commodity market in the world. This empirical study examines the lead and lag relationship between Japan frozen shrimp spot and future markets using the daily prices from August 1, 2002 to December 31, 2005. Frozen shrimp future contract is listed on Japan Kansai Commodities Exchange. Japan imports approximately 250,000 tons of frozen shrimp annually, of which just under 70,000 tons, nearly 30%, are black tiger shrimp. Approximately 90% of black tiger shrimp are caught in Indonesia, India, Thailand and Vietnam, and the two largest consumers of these shrimp are Japan and the U.S.A. Kansai Commodities Exchange adopts the India black tiger shrimp as standard future commodity. We use unit root test, Johansen cointegration test, Granger causality test, Vector autoregressive analysis and Impulse response analysis. However, considering the long - term relationships between the level variables of frozen shrimp spot and futures, we introduced Vector Error Correction Model. We find that the price change of frozen shrimp futures with next 1, 2, 3, 4, 5 month maturity have a strong predictive power to the change of frozen shrimp spot and the change of frozen shrimp spot also have a predictive power to the change of frozen shrimp with next 1, 2, 3 month maturity. But, the explanatory power of the frozen shrimp futures is relatively greater than that of frozen shrimp spot.

• Asian Journal of Business Environment
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• v.9 no.1
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• pp.21-28
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• 2019

Purpose - The purpose of this paper is to investigate the relationship between corporate social responsibility disclosure (CSRD) and investment-cash flow sensitivity, which is a surrogate for financing constraints. Research design, data, and methodology - Taking China's A-share listed companies between 2009 and 2016 as a sample, this paper empirically tests the relationship between CSRD and investment-cash flow sensitivity by Panel VAR model. By introducing the orthogonal impulse response function, this paper distinguishes the fundamental factors and financial ones that affect corporate investment behavior. Results - Findings indicate that: (1) investment-cash flow sensitivity of firms with low level of CSRD is significantly lower than that of firms with high level of CSRD; (2) the orthogonal impulse response of corporate investment to cash flow in firms with high level of CSRD is significantly different from zero, but it is not significant in firms with low level of CSRD; (3) for firms with low level of CSRD, 0.7% of corporate investment volatility can be explained by the change in cash flow, which is lower than that of firms with high level of CSRD (1.1%). Conclusions - Corporations disclosing more and higher quality CSRD are often those faced with financing constraints. Voluntary disclosure can help them alleviate information asymmetry and financing constraints.

• Knowledge Management Research
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• v.19 no.2
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• pp.1-19
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• 2018

This study aims to identify the causal relationship among public technology transfer, technological performance, and research and development (R&D) productivity. Using the impulse-response function(IRF) of a panel vector autoregressive model (panel VAR), this study suggests the results of how long the factors such as technological performance (patent), public technology transfer, and R&D productivity takes and lasts if a one-unit shock of standard deviation occurs. As a result, first, the increase of public technology transfer activities has no power to increase the technology performance but improve the R&D productivity. If the public institute increases its technology transfer activities by one unit, the R&D productivity will increase within five years. Second, the impact of increasing technological performance on improvement of public technology transfer and R&D productivity is an insignificant. Third, the effect of R&D productivity on the public technology transfer creates a substantial reaction after a current time. Considering the structural relationships among public technology transfer, technological performance, and R&D productivity, if policy makers intend to construct the active R&D circumstance, technology suppliers should be motivated to run the active R&D mechanism because they achieve gains.

• Proceedings of the Korean Operations and Management Science Society Conference
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• 2006.05a
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• pp.92-100
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• 2006

In many common control charting situations, the statistic to be charted can be viewed as the output of a linear filter applied to the sequence of process measurement data. In recent work that has generalized this concept, the charted statistic is the output of a general linear filter in impulse response form, and the filter is designed by selecting its impulse response coefficients in order to optimize its average run length performance. In this work, we restrict attention to the class of all second-order linear filters applied to the residuals of a time series model of the process data. We present an algorithm for optimizing the design of the second-order filter that is more computationally efficient and robust than the algorithm for optimizing the general linear filter. We demonstrate that the optimal second-order filter performs almost as well as the optimal general linear filter in many situations. Both methods share a number of interesting characteristics and are tuned to detect any distinct features of the process mean shift, as it manifests itself in the residuals.

• ETRI Journal
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• v.34 no.3
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• pp.379-387
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• 2012

In this paper, an error compensation technique for a dead reckoning (DR) system using a magnetic compass module is proposed. The magnetic compass-based azimuth may include a bias that varies with location due to the surrounding magnetic sources. In this paper, the DR system is integrated with a Global Positioning System (GPS) receiver using a finite impulse response (FIR) filter to reduce errors. This filter can estimate the varying bias more effectively than the conventional Kalman filter, which has an infinite impulse response structure. Moreover, the conventional receding horizon Kalman FIR (RHKF) filter is modified for application in nonlinear systems and to compensate the drawbacks of the RHKF filter. The modified RHKF filter is a novel RHKF filter scheme for nonlinear dynamics. The inverse covariance form of the linearized Kalman filter is combined with a receding horizon FIR strategy. This filter is then combined with an extended Kalman filter to enhance the convergence characteristics of the FIR filter. Also, the receding interval is extended to reduce the computational burden. The performance of the proposed DR/GPS integrated system using the modified RHKF filter is evaluated through simulation.

• 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.

• Proceedings of the KIEE Conference
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• 1998.11a
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• pp.97-99
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• 1998

This paper presents a numerical study of the behavior of the transformer winding, when stressed by the standard impulse voltage. The mathematical model of the transformer takes several points into the account. Capacitance of not adjacent winding as well as adjacent winding, eddy current loss caused by self and mutual inductance given as the functions of frequency. Not like the previous approach where calculation of capacitance is performed, in average sense. In this paper, capacitance of both adjacent and not adjacent winding is calculated using the numerical approach(B.E.M.), so they can get the more accurate value of capacitance. Because of frequency dependency of inductance, numerical-laplace-transform technique is required. Finally, to validate this approach, a simple test winding is simulated.