• Title/Summary/Keyword: Modulus 변환

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VaR Estimation via Transformed GARCH Models (변환된 GARCH 모형을 활용한 VaR 추정)

  • Park, Ju-Yeon;Yeo, In-Kwon
    • Communications for Statistical Applications and Methods
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    • v.16 no.6
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    • pp.891-901
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    • 2009
  • In this paper, we investigate the approach to estimate VaR under the transformed GARCH model. The time series are transformed to approximate to the underlying distribution of error terms and then the parameters and the one-sided prediction interval are estimated with the transformed data. The back-transformation is applied to compute the VaR in the original data scale. The analyses on the asset returns of KOSPI and KOSDAQ are presented to verify the accuracy of the coverage probabilities of the proposed VaR.

Elastic Modulus of Locally Stiffness-variant Polydimethylsiloxane Substrates for Stretchable Electronic Packaging Applications (신축성 전자패키징용 강성도 국부변환 polydimethylsiloxane 기판의 탄성계수)

  • Oh, Hyun-Ah;Park, Donghyeun;Han, Kee-Sun;Oh, Tae Sung
    • Journal of the Microelectronics and Packaging Society
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    • v.22 no.4
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    • pp.91-98
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    • 2015
  • In order to apply to stretchable electronics packaging, locally stiffness-variant stretchable substrates consisting of island structure were fabricated by combining two polydimethylsiloxane elastomers of different stiffnesses and their elastic moduli were characterized as a function of the width of the high-stiffness island. The low-stiffness substrate matrix and the embedded high-stiffness island of the stretchable substrate were formed by using Dragon Skin 10 of the elastic modulus of 0.09 MPa and Sylgard 184 of the elastic modulus of 2.15 MPa, respectively. A stretchable substrate was fabricated to be a configuration of 6.5-cm length, 0.4-cm thickness, and 2.5-cm width, in which a high-stiffness Sylgard 184 island, of 4-cm length, 0.2-cm thickness, and 0.5~1.5-cm width, was embedded. The elastic modulus of a stretchable substrate was increased from 0.09 MPa to 0.16 MPa by incorporating the Sylgard 184 island of 0.5-cm width to Dragon Skin 10 substrate matrix. The elastic modulus was further improved to 0.18 MPa and 0.2 MPa with increasing the Sylgard 184 island width to 1.0 cm and 1.5 cm, which were in good agreement with values estimated by combining the Voigt structure of isostrain and the Reuss structure of isostress.

Blocking artifact reduction using singularities detection and Lipschitz regularity from multiscale edges (다층스케일 웨이블릿 변환영역에서 특이점 검출 및 Lipschitz 정칙 상수를 이용한 블록화 현상 제거)

  • Lee, Suk-Hwan;Kwon, Kee-Koo;Kim, Byung-Ju;Kwon, Seong-Geun;Lee, Jong-Won;Lee, Kuhn-Il
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.27 no.10A
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    • pp.1011-1020
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    • 2002
  • The current paper presents an effective deblocking algorithm for block-based coded images using singularity detection in a wavelet transform. In block-based coded images, the local maxima of a wavelet transform modulus detect all singularities, including blocking artifacts, from multiscale edges. Accordingly, the current study discriminates between a blocking artifact and an edge by estimation the Lipschitz regularity of the local maxima and removing the wavelet transform modulus of a blocking artifact that has a negative Lipschitz regularity exponent. Experimental results showed that the performance of the proposed algorithm was objectively and subjectively superior.

Deformation Behavior of Locally Stiffness-variant Stretchable Substrates Consisting of the Island Structure (섬(Island) 구조로 이루어진 강성도 국부변환 신축성 기판의 변형 거동)

  • Oh, Hyun-Ah;Park, Donghyeun;Shin, Soo Jin;Oh, Tae Sung
    • Journal of the Microelectronics and Packaging Society
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    • v.22 no.4
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    • pp.117-123
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    • 2015
  • In order to develop stretchable substrate technology for stretchable devices, locally stiffness-variant stretchable substrates were processed with two polydimethylsiloxane elastomers of different stiffnesses and their deformation behavior was characterized. Low-stiffness substrate matrix and embedded high-stiffness island of the stretchable substrate were formed by using Dragon Skin 10 of the elastic modulus of 0.09 MPa and Sylgard 184 of the elastic modulus of 2.15 MPa, respectively. A stretchable substrate was fabricated to a configuration of 6.5 cm length, 0.4 cm thickness, and 2.5 cm width. The elastic modulus of a stretchable substrate was increased from 0.09 MPa to 0.13~0.33 MPa by embedding a Sylgard 184 island of 1 cm width and 1~6 cm length into the center part of the Dragon Skin 10 substrate matrix. The elastic modulus of a stretchable substrate was improved to 0.16~0.2 MPa by embedding a Sylgard 184 island of 4 cm length and 0.5~1.5 cm width and to 0.1421~0.154 MPa by embedding a Sylgard 184 island of 2 cm length and 0.5~1.5 cm width. With increasing the tensile strain of a stretchable substrate, deformation restriction of the locally stiffness-variant Sylgard 184 island was further enhanced due to substantial increase in the strength difference between Sylgard 184 and Dragon 10 at large strain.

Prediction and Application of the Dynamic Modulus of Elasticity of Concrete Using the Wavelet Analysis (웨이블릿 해석을 이용한 콘크리트의 동탄성계수 추정 및 응용)

  • Jung, Beom-Seok
    • Journal of the Korea Concrete Institute
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    • v.22 no.6
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    • pp.843-850
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    • 2010
  • The dynamic modulus of elasticity of concrete can be determined nondestructively using impact echo test as prescribed in KS F 2437. The fundamental longitudinal frequency of the concrete cylinders with free-free boundary condition was estimated by the wavelet transform theory. The advantage of the wavelet transform over either a pure spectral or temporal decomposition of the signal is that the features of the pertinent signals can be characterized in the time-frequency plane. For the concrete mix design utilized in this study, no significant difference between the dynamic and the static moduli of elasticity was observed. This was contrary to the perceived general notion of having the dynamic modulus considerably higher than the static modulus. It has been shown that the modulus from static and dynamic by impact echo test are comparable to each other fairly well, when the effect of strain level was properly taken into account. In this experimental test, it was shown that the dynamic modulus is approximately equal to the tangent modulus at $1{\times}10^{-4}$ strain level.

Viscoelastic properties of electrorheological fluids (전기유변유체의 점탄성 특성에 관한연구)

  • Choe, Yun-Dae;Kim, Sang-Guk
    • Korean Journal of Materials Research
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    • v.2 no.3
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    • pp.220-227
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    • 1992
  • Electrorheological(ER) fluid's storage shear modulus(G') and loss factor(${\eta}$) have been directly measured using small amplitude forced oscillating rheometer as a function of oscillating frequency, strain amplitude and applied electric field. Two types of experiment were performed , (a) frequency sweep and (b) amplitude sweep. Two kinds of sample were employed for this experiment ; cornstarch particles in corn oil and zeolite particles in silicone oil. The storage shear modulus was a strong function of driving frequency. Generally, the modulus increased with driving frequency. On the other hand, the loss factor was not well behaved as storage modulus, but as the driving frequency increases the loss factor slightly decreases was the trend of the material's characteristics. Also the modulus was a strong function of strain amplitude. Generally, modulus decreased with increasing strain, but loss factor increases slightly with increasing strain amplitude. For G', cornstarch in corn oil ER fluid has higher values than zeolite based fluid as we increased applied electric field. On the other hand, zeolite based fluid has higher values for ${\eta}$. There is a reasonable agreement between theoretical calculation and experiment.

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Stress Distribution in Concrete Pavements under Multi-Axle Vehicle Loads Obtained Using Transformed Field Domain Analysis (변환영역 해석법을 통한 콘크리트 도로 포장의 다축 차량 하중에 대한 응력 분포 분석)

  • Kim, Seong-Min;Shim, Jae-Soo;Park, Hee-Beom
    • Journal of the Korea Concrete Institute
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    • v.18 no.5 s.95
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    • pp.695-702
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    • 2006
  • The stress distribution and the critical stresses in concrete pavements were analyzed using formulations in the transformed field domains when dual-wheel single-, tandem-, and tridem-axle loads were applied. First the accuracy of the transformed field domain analysis results was verified by comparing with the finite element analysis results. Then, the stress distribution along the longitudinal and transverse directions was investigated, and the effects of slab thickness, concrete elastic modulus, and foundation stiffness on the stress distribution were studied. The effect of the tire contact pressure related to the tire print area was also studied, and the location of the critical stress occurrence in concrete pavements was finally investigated. From this study, it was found that the critical concrete stress due to multi-axle loads became larger as the concrete elastic modulus increased, the slab thickness increased, and the foundation stiffness decreased. The number of axles did not tend to affect the critical stress ratio except for a small foundation stiffness value with which the critical stress ratio became significantly larger as the number of axles increased. The critical stress location in the transverse direction tended to move into the interior as the tire contact pressure increased, the concrete elastic modulus increased, the slab thickness increased, and the foundation stiffness decreased. The critical stress location in the longitudinal direction was under the axle for single- and tandem-axle loads, but for tridem-axle loads, it tended to move under the middle axle from the outer axles as the concrete elastic modulus and/or slab thickness increased and the foundation stiffness decreased.

A Performance Evaluation of RMMA Adaptive Equalization Algorithm in 16-QAM Signal (16-QAM 신호에서 RMMA 적응 등화 알고리즘의 성능 평가)

  • Lim, Seung-Gag
    • The Journal of the Institute of Internet, Broadcasting and Communication
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    • v.15 no.2
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    • pp.99-104
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    • 2015
  • This paper proposes the RMMA (Region based Multiple Modulus Algorithm) algorithm that is possible to improving the performance of MMA adaptive equalization algorithm in order to the reduction of intersymbol interference occurs at the communication channel. In RMMA algorithm, the output constellation of equalizer are divided by 4 different regions in order to get the error signal for adapting the channel characteristic, and the small error signal is obtained by mapping each region to 4-QAM signal. The conversion effect of constant modulus from nonconstant modulus signal was obtained. In this paper, the adaptive equalization performance of proposed RMMA were evaluated comared to the present MMA. As a result of computer simulation, the convergence speed and residual quantity were improved in residual isi and MD. Especially the superiorities of robustness was confirm in SER performance compared to present MMA.

Reduction of blocking artifacts using the local moduls maxima and singularity detection in wavelet transform (웨이블릿 변환 영역에서의 국부 계수 최대치 및 특이점 검출을 이용한 블록화 현상 제거)

  • 이석환;김승진;김태수;이건일
    • Journal of the Institute of Electronics Engineers of Korea SP
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    • v.41 no.6
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    • pp.109-120
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    • 2004
  • The current paper presents an effective deblocking algorithm for block-based coded images using singularity detection in Mallat wavelet transform. In block-based coded images. The local maxima of the wavelet transform modulus detect all singularities, including blocking artifacts, from multiscale edges. Accordingly, the current study discriminates between blocking artifacts and edges by estimating the Lipschitz regularity of the local maxima and removing the wavelet transform modulus of blocking artifacts. Experimental results showed that the performance of the proposed algorithm was objectively and subjectively superior.

Modulus Blind Watermarking Algorithm and Parameter Optimization (Modulus Blind Watermarking 알고리즘 및 최적 파라미터 추정)

  • Jang, Yong-Won;Kim, In-Taek;Han, Seung-Soo
    • Proceedings of the KIEE Conference
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    • 2001.07d
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    • pp.2681-2683
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    • 2001
  • 최근 인터넷과 컴퓨터의 보급 확대로 디지털 매체의 수요가 늘어나면서 불법복제의 증가로 디지털정보에 대한 저작권 보호가 큰 문제로 대두되고 있다. 이를 위한 디지털 매체의 소유권을 주장하는 방법 중에 하나가 워터마크를 삽입하는 것이다. 본 논문에서는 원본 이미지를 DCT 변환하여 DC 성분에 modulus 연산을 이용하여 워터마크를 삽입하는 알고리즘을 제시하였고, 강인성에 영향을 주는 파라미터 값을 최적화하였다. 새로운 알고리즘은 삽입한 워터마크를 추출할 때 원본이미지가 필요치 않은 blind 워터마킹 방법이며, 워터마크를 삽입할 때 사용된 key값만을 가지고 삽입된 워터마크를 추출한다. 본 알고리즘을 이용하여 워터마크를 삽입한 이미지에 JPEG압축, clipping, noise 삽입, resize 등의 4가지 공격을 가하였을 때 워터마크의 검출률이 90% 이상이 되는 강인성을 보였다.

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