• Title/Summary/Keyword: Impulse-Response Analysis

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Linear Time Domain Analysis of Radiation Problems (시간영역법에 의한 강제동요시 동유체력 해석)

  • I.Y.,Gong;K.P.,Rhee
    • Bulletin of the Society of Naval Architects of Korea
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    • v.24 no.4
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    • pp.9-18
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    • 1987
  • The hydrodynamic radiation forces acting on a ship travelling in waves have been conventionally treated by strip theories or by direct three dimensional approaches, most of which have been formulated in frequency domain. If the forward speed of a ship varies with time, or if its path is not a straight line, conventional frequency domain analysis can no more be used, and for these cases time domain analysis may be used. In this paper, formulations are made in time domain with applications to some problems the results of which are known in frequency domain. And the results of both domains are compared to show the characteristics and validity of time domain solutions. The radiation forces acting on a three dimensional body within the framework of a linear theory. If the linearity of entire system is assumed, radiation forces due to arbitrary ship motions can be expressed by the convolution integral of the arbitrary motion velocity and the so called impulse response function. Numerical calculations are done for some bodies of simple shapes and Series-60[$C_B=0.7$] ship model. For all cases, integral equation techniques with transient Green's function are used, and velocity or acceleration potentials are obtained as the solution of the integral equations. In liner systems, time domain solutions are related with frequency domain solutions by Fourier transform. Therefore time domain solutions are Fourier transformed by suitable relations and the results are compared with various frequency domain solutions, which show good agreements.

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The Impact of COVID-19 on Individual Industry Sectors: Evidence from Vietnam Stock Exchange

  • TU, Thi Hoang Lan;HOANG, Tri M.
    • The Journal of Asian Finance, Economics and Business
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    • v.8 no.7
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    • pp.91-101
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    • 2021
  • The paper examines the impact of the COVID-19 pandemic on the stock market prices. The vector autoregression model (VAR) has been used in this analysis to survey 341 stocks on the Ho Chi Minh City Stock Exchange (HOSE) for the period from January 23, 2020 to December 31, 2020. The empirical results obtained from the analysis of 11 economic sectors suggest that there is a statistically significant impact relationship between COVID-19 and the healthcare and utility industries. Additional findings show a statistically significant negative impact of COVID-19 on the utility share price at lag 1. Analysis of impulse response function (IRF) and forecast error variance decomposition (FEVD) show an inverse reaction of utility stock prices to the impact of COVID-19 and a gradual disappearing shock after two steps. Major findings show that there is a clear negative effect of the COVID-19 pandemic on share prices, and the daily increase in the number of confirmed cases, indicate that, in future disease outbreaks, early containment measures and positive responses are necessary conditions for governments and nations to protect stock markets from excessive depreciation. Utility stocks are among the most severely impacted shares on financial exchanges during a pandemic due to the high risk of immediate or irreversible closure of manufacturing lines and poor demand for basic amenities.

An Analysis of the Dynamics between Media Coverage and Stock Market on Digital New Deal Policy: Focusing on Companies Related to the Fourth Industrial Revolution (디지털 뉴딜 정책에 대한 언론 보도량과 주식 시장의 동태적 관계 분석: 4차산업혁명 관련 기업을 중심으로)

  • Sohn, Kwonsang;Kwon, Ohbyung
    • The Journal of Society for e-Business Studies
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    • v.26 no.3
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    • pp.33-53
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    • 2021
  • In the crossroads of social change caused by the spread of the Fourth Industrial Revolution and the prolonged COVID-19, the Korean government announced the Digital New Deal policy on July 14, 2020. The Digital New Deal policy's primary goal is to create new businesses by accelerating digital transformation in the public sector and industries around data, networks, and artificial intelligence technologies. However, in a rapidly changing social environment, information asymmetry of the future benefits of technology can cause differences in the public's ability to analyze the direction and effectiveness of policies, resulting in uncertainty about the practical effects of policies. On the other hand, the media leads the formation of discourse through communicators' role to disseminate government policies to the public and provides knowledge about specific issues through the news. In other words, as the media coverage of a particular policy increases, the issue concentration increases, which also affects public decision-making. Therefore, the purpose of this study is to verify the dynamic relationship between the media coverage and the stock market on the Korean government's digital New Deal policy using Granger causality, impulse response functions, and variance decomposition analysis. To this end, the daily stock turnover ratio, daily price-earnings ratio, and EWMA volatility of digital technology-based companies related to the digital new deal policy among KOSDAQ listed companies were set as variables. As a result, keyword search volume, daily stock turnover ratio, EWMA volatility have a bi-directional Granger causal relationship with media coverage. And an increase in media coverage has a high impact on keyword search volume on digital new deal policies. Also, the impulse response analysis on media coverage showed a sharp drop in EWMA volatility. The influence gradually increased over time and played a role in mitigating stock market volatility. Based on this study's findings, the amount of media coverage of digital new deals policy has a significant dynamic relationship with the stock market.

An Analysis of Eating Out Expenditure Behavior of Urban Households by Decile Group (도시가계의 10분위별 외식비 지출행태 분석)

  • Choi, Mun-Yong;Mo, Soo-Won;Lee, Kwang-Bae
    • Journal of the Korea Academia-Industrial cooperation Society
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    • v.16 no.11
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    • pp.7820-7830
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    • 2015
  • Korean households' demand for food consumed away from home is on the steady increase. The ratio of eating-out expenditure of the household income, however, tends to decrease recently irrespective of income groups. This paper, therefore, aims to analyse the food-away-from-home expenditures of salary and wage earners' households by income decile group. The eating-out expenditure is modelled as a function of household income and then estimated using econometric methods such as regression, rolling regression, impulse response, and variance decomposition of forecast error. The regression results indicate that the higher the income decile group is, the lower the income elasticity of eating-out expenditure is, and the high income groups enjoy seasonal eating-out, the low groups do not. The coefficients of dynamic rolling regression are much smaller than those of static one, meaning that households tend to decrease the eating-out expenditure of their income. The impulse response analysis suggests that the eating-out expenditure increase of higher income groups lasts long relative to that of lower income groups. The variance decomposition, also, shows that household income plays much more important role in determining eating-out expenditure at the higher income groups than at the lower income groups.

Electromagnetic Susceptibility Analysis of Phase Noise in VCOs (위상 잡음 이론을 적용한 전압 제어 발진기의 전자파 내성 분석)

  • Hwang, Jisoo;Kim, SoYoung
    • The Journal of Korean Institute of Electromagnetic Engineering and Science
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    • v.26 no.5
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    • pp.492-498
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    • 2015
  • As the integration of circuit components increases steadily, various EMS(Electromagnetic Susceptibility) problems have emerged from integrated circuits and electrical systems. The electromagnetic susceptibility of VCOs(Voltage Controlled Oscillator) is especially critical in RF systems. Therefore, in this paper, through the phase noise theory that models electrical oscillators as linear time variant systems, the EMS characteristics of representative VCO -ring VCO and LC VCO- with 1.2 GHz of reference oscillating frequency are analyzed under the existence of the electromagnetic noise coupled in power supply. An simulation algorithm is developed to extract impulse response function based on the phase noise theory. When there is no supply noise, the magnitude of the jitter of two oscillators were similar to around 2.1 ps, but in presence of supply noise, the jitter was significantly lower in LC VCOs than ring VCOs.

Communication Performance Analysis according to Seasons in West Sea (서해상에서의 계절에 따른 통신 성능 분석)

  • Kim, Ju-Ho;Bok, Tae-Hoon;Bae, Jin-Ho;Paeng, Dong-Guk;Lee, Chong-Hyun;Kim, Seong-Il
    • Journal of the Institute of Electronics Engineers of Korea TC
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    • v.48 no.1
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    • pp.9-15
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    • 2011
  • Communication environments in the context of underwater channel are characterized to be bad by the characteristics of multipath. Multipaths are affected by various factors e.g. the temperature and the salinity of the ocean. In this paper, the representative sound speed profiles were calculated in the southern part of Baengnyeoung island so that the eigen-ray paths with the channel impulse responses were determined using the average sound speed profile of last decade. The performance of underwater communication was analyzed using the BPSK modulation and time reversal method. The significant differences of results were shown according to the change of season and carrier frequency by using computer simulation. In addition, improved performance is obtained using preprocess channel impulse response for the better comparison of two cases of summer and autumn.

Adaptive Channel Estimation Algorithm for DVB-T (DVB-시스템을 위한 적응형 채널 추정 알고리즘)

  • Kim, Seung-Hwan;Lee, Jin-Beom;Lee, Jin-Yong;Kim, Young-Lok
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.33 no.6A
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    • pp.676-684
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    • 2008
  • In digital video broadcasting-terrestrial (DVB-T), which is the European digital terrestrial television standard, the orthogonal frequency division multiplexing (OFDM) has been adopted for signal transmission. The main reasons using OFDM are to increase the robustness against the frequency selective fading and impulse noise, and to use available bandwidth efficiently. However, channel variation within an OFDM symbol destroys orthogonality between subcarriers, resulting in inter-carrier interference (ICI), which increases an error floor in proportional to maximum Doppler spread. This paper provides an ICI analysis in both time and frequency domains while existing literatures analyze the ICI effects mainly in frequency domain and proposes the algorithms that estimate the channel impulse response and channel variation using least square (LS) algorithm which is the most simple channel estimation technique. And we propose adaptive channel estimation algorithm that estimates the velocity of terminals. The simulation results show that proposed algorithm has similar performance with about 1.5% computational complexity of noise and ICI reduction LS algorithm in low speed environments.

Comparison of the Response Inhibitory Event Related Potential between Suicide Attempt and Ideation (자살 시도와 자살 사고 간 반응억제 사건유발전위 비교 연구)

  • Kim, Ji Sun;Kwon, Young Joon;Shim, Se-hoon
    • Anxiety and mood
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    • v.16 no.1
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    • pp.41-48
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    • 2020
  • Objective : There have been limited scientific studies differentiating those who attempt suicide from those who think about suicide but do not attempt suicide. Altered event-related potential (ERP) performance, such as GoNogo ERP has been regarded as the neurocognitive processes associated with behavioral inhibition and poor impulse control. The purpose of this study was to investigate the association between Nogo ERP and suicide attempt. Methods : A total of 63 participants (33 participants with suicide ideation and 30 with suicide attempt) were recruited, and performed GoNogo tasks during the electroencephalogram measurement. Depression, anxiety, emotional regulation and impulsivity were evaluated by self-rating scales. The clinical measures and Nogo P3 component were compared between the groups. The correlational analyse was conducted to evaluate the relationship between the clinical characteristics and the Nogo P3 component. Results : Participants with suicide attempt significantly decreased the Nogo P3 amplitudes at the frontal-central electrode than participants with suicide ideation (p=0.004, FDR adjusted p=0.032). In the correlation analysis, the Nogo P3 amplitude at frontal-central electrode was correlated with the total score of the Barrett impulsivity scale (r=-0.383, p=0.002), attentional impulsivity (r=-0.365, p=0.003) and motor impulsivity (r=-0.389, p=0.002) subscales of the Barrett impulsivity scale. Conclusion : These findings suggest that the decreased Nogo P3 amplitude may be one of the candidates of biological marker for poor impulse control in those who attempt suicide.

Theoretical and experimental study on damage detection for beam string structure

  • He, Haoxiang;Yan, Weiming;Zhang, Ailin
    • Smart Structures and Systems
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    • v.12 no.3_4
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    • pp.327-344
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    • 2013
  • Beam string structure (BSS) is introduced as a new type of hybrid prestressed string structures. The composition and mechanics features of BSS are discussed. The main principles of wavelet packet transform (WPT), principal component analysis (PCA) and support vector machine (SVM) have been reviewed. WPT is applied to the structural response signals, and feature vectors are obtained by feature extraction and PCA. The feature vectors are used for training and classification as the inputs of the support vector machine. The method is used to a single one-way arched beam string structure for damage detection. The cable prestress loss and web members damage experiment for a beam string structure is carried through. Different prestressing forces are applied on the cable to simulate cable prestress loss, the prestressing forces are calculated by the frequencies which are solved by Fourier transform or wavelet transform under impulse excitation. Test results verify this method is accurate and convenient. The damage cases of web members on the beam are tested to validate the efficiency of the method presented in this study. Wavelet packet decomposition is applied to the structural response signals under ambient vibration, feature vectors are obtained by feature extraction method. The feature vectors are used for training and classification as the inputs of the support vector machine. The structural damage position and degree can be identified and classified, and the test result is highly accurate especially combined with principle component analysis.

A Study on the Relationships between the Stock Markets of Korea, the US, China, and Japan: Focusing on the Pre- and Post-COVID-19 Periods (한국, 미국, 중국, 일본 주식시장 간 동적 관계에 관한 연구: 코로나19 전후 비교 중심으로)

  • Yong-Hao Yu;Se-ryoong Ahn
    • Asia-Pacific Journal of Business
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    • v.15 no.2
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    • pp.143-157
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    • 2024
  • Purpose - This paper aims to analyze the relationship and correlation between the stock markets of Korea, the US, China, and Japan before and after the outbreak of COVID-19. Design/methodology/approach - This study conducted an empirical analysis using the stock market data from January 2016 to June 2023 for the representative market indices of Korea, the US, China, and Japan. The analysis employed the VAR model, Granger causality test, impulse response function, and variance decomposition. Findings - Analyzing the relationships of these stock markets before and after the outbreak of COVID-19, we obtained the following results. (i) The influence of the U.S. stock market was found to be absolute regardless of the COVID-19 period, and the rise in the U.S. stock market led to rises in other stock markets. (ii) The Chinese stock market had a significant negative impact on the U.S., Korean, and Japanese stock markets before COVID-19, but this influence disappeared after COVID-19. This suggests that the Chinese market exhibited unique characteristics different from the global market after COVID-19. (iii) Analyzing the period excluding the first quarter of 2020, when global stock market volatility was extremely high due to the spread of COVID-19, we found that the results were very similar to the analysis including the first quarter of 2020. Therefore, it is difficult to argue that the increased uncertainty during this period distorted the relationships among the stock markets of these four countries. Research implications or Originality - We anticipate that these findings will offer valuable insights for both individual and institutional investors, aiding them in portfolio diversification and risk mitigation.