• Journal of Korea Port Economic Association
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• v.23 no.1
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• pp.1-18
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• 2007

The purpose of this study is to examine the effect of exchange rate volatility on Trading Volume of Container of Korea, and to induce policy implication in the contex of GARCH and regression model. In order to test whether time series data is stationary and the model is fitness or not, we put in operation unit root test, cointegration test. And we apply impulse response functions and variance decomposition to the structural model to estimate dynamic short run behavior of variables. The major empirical results of the study show that the increase in exchange rate volatility exerts a significant negative effect on Trading Volume of Container in long run. The results Granger causality based on an error correction model indicate that uni-directional causality between trading volume of container and exchange rate volatility is detected. This study applies impulse response function and variance decompositions to get additional information regarding the Trading Volume of Container to shocks in exchange rate volatility. The results indicate that the impact of exchange rate volatility on Trading Volume of Container is negative and converges on a stable negative equilibrium in short-run. Th exchange rate volatility have a large impact on variance of Trading Volume of Container, the effect of exchange rate volatility is small in very short run but become larger with time. We can infer policy suggestion as follows; we must make a stable policy of exchange rate to get more Trading Volume of Container

• 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 Korean Society of Food Culture
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• v.26 no.2
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• pp.170-177
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• 2011

We examined household's food expenditures in this study. The empirical work outlined here used quarterly data from 2003 Q1 to 2010 Q3. All variables are in log form and were obtained from the Korea National Statistical Office. The food items included cereals, dairy products, fruits, meat, vegetables, and alcoholic beverages. We applied the ordinary least squares method to a model consisting of household income and seasonal dummies. This is because household expenditures are ordinarily a function of income and have seasonal characteristics. The household's food consumption patterns also reflect the prevailing social and environmental circumstances. This study showed that the income coefficients of cereals, meat, dairy products, and alcoholic beverages tend to increase in the long-run, whereas those of vegetables and fruits decreased. The results also revealed that consumption of alcoholic beverages and meat was greatly affected by household income fluctuations, whereas those of vegetables and dairy products were not sensitive to income. The impulse response functions indicated that expenditures not only increased slowly before peaking one to eight quarters after the income shock but declined very slowly to pre-shock levels. The response of dairy products at the twelfth step was three times as large as that of the first step.

• Transactions of the Korean Society for Noise and Vibration Engineering
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• v.12 no.9
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• pp.685-693
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• 2002

Analytical model of beat response is derived on a slightly asymmetric ring and the model is veryfied by experiment. The asymmetric ring is a simplified model used to explain the beat property of a Korean bell. The asymmetric ring has mode pairs having slight frequency difference in each radial mode. Each mode pair produces beat phenomenon by the interaction of the two close frequency components. Based on the analytical model, beat maps are first proposed and characteristics of beat on the circumference are detaily explained.

• Journal of Technology Innovation
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• v.24 no.2
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• pp.91-113
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• 2016

The purpose of this study is to examine the causal relationship among R&D spending and variables of technology trade, and to explore promoting R&D activities and revitalizing technology trade. To analyze the causal relationship, we built a multivariate model that consists of government R&D spending, private R&D spending, technical importation and export of techniques, and employed the Granger-causality test based on an error correction model. The results show that there are five Granger-causality relationship among them in the short run, as well as there are eleven Granger-causality relationship among a total of twelve causal relationship, excluding only a unidirectional causality relationship from the government R&D spending to the export of techniques, in the long run. Besides, we attempted the impulse-response analysis on them to observe the reaction of any dynamic system in response to some external change. The significance of this paper is to make sure the causal relationship between R&D investments and the technology trade by analyzing empirically, and to suggest several implications for promoting the R&D activities and revitalizing the technology trade.

• Journal of the Korean Institute of Illuminating and Electrical Installation Engineers
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• v.27 no.2
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• pp.54-61
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• 2013

This paper presents transient response behavior and frequency-dependent ground impedance of a single carbon ground electrode. The ground impedance of the carbon ground electrode was measured as a function of frequency of injected currents and simulated by using the distributed parameter circuit model with due regard to the frequency-dependent soil parameters, and the transient response behavior of the carbon ground electrode against impulse currents were investigated. As a consequence, the frequency-dependent ground impedance of the carbon ground electrode showed the capacitive behavior, that is, the ground impedance decreases with increasing the frequency of injected currents and lowers at the fast front time of impulse current. It was found that the carbon ground electrode is effective in grounding system for lightning protection. The ground impedance simulated with due regard to the frequency-dependent soil parameters was in good agreement with the measured data. The adequacy of the simulation technique and the distributed parameter circuit model for the carbon ground electrode was verified. It is expected that the simulation methodology, which analyzes the frequency-dependent ground impedance of the carbon ground electrode proposed in this work, can be used in the design of a grounding system for protection against lightning.

• Journal of the Society of Naval Architects of Korea
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• v.57 no.5
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• pp.305-311
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• 2020

This study presents a probabilistic time series forecast of ship structural response using Bayesian inference combined with Volterra linear model. The structural response of a ship exposed to irregular wave excitation was represented by a linear Volterra model and unknown uncertainties were taken care by probability distribution of time series. To achieve the goal, Volterra series of first order was expanded to a linear combination of Laguerre functions and the probability distribution of Laguerre coefficients is estimated using the prepared data by treating Laguerre coefficients as random variables. In order to check the validity of the proposed methodology, it was applied to a linear oscillator model containing damping uncertainties, and also applied to model test data obtained by segmented hull model of 400,000 DWT VLOC as a practical problem.

• The Journal of Korean Institute of Information Technology
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• v.16 no.11
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• pp.97-103
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• 2018

In this paper, the estimation method for the power signal harmonics is proposed by using the time-varying optimal finite impulse response (FIR) filter. To estimate the magnitude and phase-angle of the harmonic components, the time-varying optimal FIR filter is designed for the state space representation of the noisy power signal which the magnitude and phase is considered as a stochastic process. Since the time-varying optimal FIR filter used in the proposed method does not use any priori information of the initial condition and has FIR structure, the proposed method could overcome the demerits of Kalman filter based method such as poor estimation and divergence problem. Due to the FIR structure, the proposed method is more robust against to the model uncertainty than the Kalman filter. Moreover, the proposed method gives more general solution than the time-invariant optimal FIR filter based harmonic estimation method. To verify the performance and robustness of the proposed method, the proposed method is compared with time-varying Kalman filter based method through simulation.

• Proceedings of the IEEK Conference
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• 2000.11d
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• pp.85-88
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• 2000

We present a new approach to analyzing the dynamic false contour noise of AC plasma display panels (PDP), which is known to degrade the image quality severely. Compared with the existing methods that consider only the amount of light emission from PDP during 1 field time, the proposed approach uses the impulse response model of the human vision system and estimates how the human beings actually feel as the function of time. Experimental results using various benchmark sub-field scan algorithms are included.

• The Journal of Korean Institute of Communications and Information Sciences
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• v.27 no.1B
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• pp.114-124
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• 2002

In this paper, we proposed the image-based 3D ray tracing indoor propagation model using a patch scattering model for fading analysis of indoor propagation environments. An image-based 3D ray tracing technique is mainly used, which allows the rapid generation of the complex channel impulse response for any given location and polarization of transmitter and receiver. Due to the site specific nature of indoor environment, we took into account the location and the electrical properties of individual walls and objects such as windows, doors and plaster board in our propagation model. Besides, the 3D radiation beam-patterns and polarizations of arbitrary antennas were considered, and using patch scattering model we can consider the change of the polarization due to the scattering from the various indoor objects, like desks, chairs and etc. the are almost impossible to be modeled with the basic image-based ray tracing method. The model will predict the impulse response, the rms delay spread, the fading characteristics of the channel and performances of the polarization diversity schemes.