• East Asian Economic Review
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• 제19권2호
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• pp.189-220
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• 2015

Multi-scale representations are effective in characterising the time-frequency characteristics of financial return series. They have the capability to reveal the properties not evident with typical time domain analysis. Given the aforesaid, this study derives crucial insights from multi scale analysis to investigate the co-movements between Indian and emerging Asian equity markets using wavelet correlation and wavelet coherence measures. It is reported that the Indian equity market is strongly integrated with Asian equity markets at lower frequency scales and relatively less blended at higher frequencies. On the other hand the results from cross correlations suggest that the lead-lag relationship becomes substantial as we turn to lower frequency scales and finally, wavelet coherence demonstrates that this correlation eventually grows strong in the interim of the crises period at lower frequency scales. Overall the findings are relevant and have strong policy and practical implications.

• 한국토양환경학회지
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• 제5권1호
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• pp.3-12
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• 2000

다영역 모델은 Preferential 흐름에 대한 해석을 위하여 토양을 여러개의 공극군으로 나누고 각 토양의 수리학적 특성을 이용하여 토양내의 흐름을 표현한 방정식이다. 이 모델을 유한차분법을 이용하여 수치적으로 풀이할 때 해의 정확도와 일관성을 분석하기위해 수정등가편미분방정식(MEPDE)을 구하고, 안정성을 분석하기위해 Von Neumann법을 이용한다. 수정등가편미분방정식을 이용하여 얻은 유한차분계에 대한 평가는 모델방정식에 대하여 일관성이 있는 것으로 나타났고 모델방정식에 대한 유한차분법은 2차의 정확도를 얻었다. 모델방정식의 안정성 해석은 Von Neumann방법을 이용하여 진폭도와 위상지연을 구하고 이를 분석하였다. 유한차분계의 진폭비는 Peclet수의 변화에 관계없이 비분산적이었으며 Peclet수가 1.0일때 가장 큰 값을 나타냈고, 위상지연은 참값에 대한 빈도요소보다 더 느리게 파동함을 나타냈다. 모델방정식의 안정성 해석 결과, 모델의 영역분해는 보다 정확한 결과를 얻기 위해서 Peclet수는 1.0보다 작고 Courant수는 3.0보다 작은 범위 안에서 분해하는 것이 좋은 것으로 분석된다.

• 한국환경보건학회지
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• 제45권1호
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• pp.30-41
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• 2019

Objectives: The effects of particulate matter and ozone on health are being reported in a number of studies. These effects are likely to be stronger on the elderly population, but studies in this regard are scarce. The purpose of this study was to examine the effects of particulate matter ${\leq}2.5{\mu}m$ and ozone on the acute health status of the elderly population. Methods: In order to analyze the health status of the elderly population, the NHIS-Senior Cohort data was used. In this study of people 60 years or older in Seoul, the number of outpatient visits and ER visits between 2002 and 2013 were calculated. Each disorder and the lag effect were analyzed separately. Particulate matter and ozone were analyzed using both the single exposure model and the adjusted multi-exposure model. Results: In the single exposure analysis with PM2.5 as the exposure variable, with each increase of $10{\mu}g/m^3$, the number of outpatient visits increased by 1.0081 times, vascular disease 1.0065 times, chronic pulmonary disease 1.0086 times, and diabetes 1.0055 times. In the multi-exposure model adjusting for ozone, the number of outpatient visits increased by 1.0066 times. There was a one-day lag effect and 1.0066 times increase between PM2.5 and ER visits in the multi-exposure model and 1.0057 times when adjusted for ozone (p value <0.10). There was a one-day lag effect in all multi-exposure models with ozone as the main variable, and when the particulate matter was adjusted, there was a one-day delay and 1.0143 times increase in ER visits. Conclusions: In our study, an increase in the number of outpatient and ER visits in the elderly population in accordance with the increase in PM2.5 and ozone was found. The association found in our study could also produce a socioeconomic burden. Future studies need to be performed in regards to younger populations and other air pollutants.

• 대한기계학회논문집A
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• 제23권6호
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• pp.1001-1010
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• 1999

Thermo-mechanical behavior of discontinuous shape memory alloy(SMA) reinforced polymeric composite has been studied using modified shear lag theory and finite element(FE) analysis with 2-D multi-fiber model. The aligned and staggered models of short-fiber arrangement are employed. The effects of fiber overlap and aspect ratio on the thermomechanical responses such as the thermal expansion coefficient are investigated. It is found that the increase of both tensile stress(resistance stress) in SMA fiber and compressive stress in polymer matrix with increasing aspect ratio is the main cause of low thermal deformation of the composite.

• 제어로봇시스템학회:학술대회논문집
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• 제어로봇시스템학회 2001년도 ICCAS
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• pp.91.4-91
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• 2001

In this paper, a development of the sensor fusion algorithm for a visual control of mobile robot is presented. The output data from the visual sensor include a time-lag due to the image processing computation. The sampling rate of the visual sensor is considerably low so that it should be used with other sensors to control fast motion. The main purpose of this paper is to develop a method which constitutes a sensor fusion system to give the optimal state estimates. The proposed sensor fusion system combines the visual sensor and inertial sensor using a modified Kalman filter. A kind of multi-rate Kalman filter which treats the slow sampling rate ...

• Steel and Composite Structures
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• 제31권5호
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• pp.517-527
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• 2019

To move forward in large steps rather than in small increments, the community would benefit from a systematic and comprehensive database of multi-scale composites and measured properties, driven by comprehensive studies with a full range of types of fiber-reinforced polymers. The multi-scale hierarchy is a promising chemical approach that provides superior performance in synergistically integrated microstructured fibers and nanostructured materials in composite applications. Achieving high-efficiency thermal conductivity and mechanical properties with a simple surface treatment on single-walled carbon nanotubes (SWCNTs) is important for multi-scale composites. The main purpose of the project is to introduce ozone-treated SWCNTs between an epoxy matrix and basalt fibers to improve mechanical properties and thermal conductivity by enhancing dispersion and interfacial adhesion. The obvious advantage of this approach is that it is much more effective than the conventional approach at improving the thermal conductivity and mechanical properties of materials under an equivalent load, and shows particularly significant improvement for high loads. Such an effort could accelerate the conversion of multi-scale composites into high performance materials and provide more rational guidance and fundamental understanding towards realizing the theoretical limits of thermal and mechanical properties.

• 한국산업정보학회논문지
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• 제25권2호
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• pp.57-72
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• 2020

철광석의 가격은 여러 국가와 기업들의 수요와 공급에 따라서 높은 변동성이 지속되고 있다. 이러한 비즈니스 환경에서 철광석의 가격을 예측하는 것은 중요해졌다. 본 연구는 머신러닝 기법을 이용하여 철광석이 거래되는 시점으로부터 한 달 전에 철광석 거래가격을 미리 예측하는 모형을 개발하고자 하였다. 예측 모형은 시계열 데이터를 활용한 예측 방법론으로 많이 활용되고 있는 시차분포 모형과 다층신경망 (Multi-layer perceptron), 순환신경망 (Recurrent neural network), 그리고 장단기 기억 네트워크 (Long short-term memory)와 같은 딥 러닝(Deep Learning) 모형을 사용하였다. 측정지표를 통해 개별 모형을 비교한 결과에 따르면, LSTM 모형이 예측 오차가 가장 낮은 것으로 나타났다. 또한, 앙상블 기법을 적용한 모형들을 비교한 결과, 시차분포와 LSTM의 앙상블 모형이 예측오차가 가장 낮은 것으로 나타났다.

• Wind and Structures
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• 제2권1호
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• pp.25-40
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• 1999

In this paper, artificial neural networks, a new kind of intelligent method, are employed to model and predict amplitude dependent damping in buildings based on our full-scale measurements of buildings. The modelling method and procedure using neural networks to model the damping are studied. Comparative analysis of different neural network models of damping, which includes multi-layer perception network (MLP), recurrent neural network, and general regression neural network (GRNN), is performed and discussed in detail. The performances of the models are evaluated and discussed by tests and predictions including self-test, "one-lag" prediction and "multi-lag" prediction of the damping values at high amplitude levels. The established models of damping are used to predict the damping in the following three ways : (1) the model is established by part of the data measured from one building and is used to predict the another part of damping values which are always difficult to obtain from field measurements : the values at the high amplitude level. (2) The model is established by the damping data measured from one building and is used to predict the variation curve of damping for another building. And (3) the model is established by the data measured from more than one buildings and is used to predict the variation curve of damping for another building. The prediction results are discussed.

• 물과 미래
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• 제24권4호
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• pp.67-72
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• 1991

단일지점(Single Site)에 대한 하천유량의 추계학적인 모의 발생을 위해서는 간단한 모델중의 하나로 Univariate AR(1) 모델이 흔히 쓰여왔다. 그러나 다지점(Multi Sites)에 대한 하천유량에 관한 추계학적인 모의발생은 지점간 서로의 연관성 때문에 단일지점을 위한 모의발생처럼 쉽게 해결되지 않았다. 본 연구에서는 미국 아이다호주의 Camas Creek 유역에 대하여 하나의 키이지점(Key Station)과 주변에 세 개의 종속지점(Subordinate Station)을 설정하고 다변량 AR(1)모델을 적용하여 모의발생된 월유량과 실측치를 통계적으로 비교, 분석하였다. 모의 발생된 월유량과 실측치를 평균, 분산, 왜곡도, 상관관계등에 의해 비교, 분석한 결과 모이 발생된 월유량과 실측치는 통계적으로 서로 유사성을 보였다.

• 대한전기학회논문지
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• 제35권6호
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• pp.209-216
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• 1986

This paper describes the design of multi channel data acquisiton system for industrial process automation. The prototype hardware assembly consists of Z-80A microprocessor, 10-bit A/D converter with 16-channel analog multiplexor and related interface circuitry. The first order lag filter, which can be implemented without any particular computational problem has implemented in software, and the simulation results are shown. The protype system can communicate with a central processor through RS-232C, and can be used either as an intelligent stand-alone controller or as a satellite controller which can be monitored and controlled by a central processor. The singal conditioners for various temperature and humidity sensors are designed and experimental results are shown.