• The Journal of Asian Finance, Economics and Business
• /
• v.3 no.3
• /
• pp.79-91
• /
• 2016

This paper is the first of its kind using a non-linear approach based on cross-correlation function (CCF) to investigate the information arrival hypothesis in crude palm oil (CPO) futures market. Based on daily data from 1986 to 2010, our empirical results reveal that: First, the volume of volatility is not a proxy of information flow. Second, dependence causality running from current return to future volume in conditional variance exhibit an asymmetric pattern of time span with different signs of correlation between price and volume series. This finding indicates the presence of noise traders' hypothesis of price-volume interaction in CPO futures market. Both findings suggest that this futures market is weak-form inefficiency. In terms of investors' behavior, they tend to change their expectations on current return based on errors made in previous trade in generating abnormal volume in the subsequent period. As implied, it is advisable for the investors devise their future trading strategies according to time span and changes of return.

• The Journal of Korean Institute of Communications and Information Sciences
• /
• v.19 no.12
• /
• pp.2439-2447
• /
• 1994

In this paper, We analyze Colpitts type voltage contrqlled oscillator(VCO) used in personal handheld phone using a nonlinear analysis with third-order model. The resul shows the non-exponentially decaying shifting bias superimposed on the oscillator output which is different with the exponentially decaying shifting bias from the linear analysis. The stable oscillation criterion during a frequency change in a design of VOC can be also determined using proposed non-linear analysis. The theory is confirmed using PSPICE simulation and the experimental result of GaAs VCO matched very well with the theory.

• Proceedings of the KIEE Conference
• /
• 2000.07d
• /
• pp.2299-2301
• /
• 2000

In this paper, the design of PID controller using Neural networks for the control of non-linear system is presented. First, non-linear system is identified using BPN(Backpropagation Network) algorithm. This identified model is connected to the PID controller and the parameters of PID controller are updated to the direction of reducing the difference between the identified model output and model reference output in arbitrary input signal. Therefore, identified model output tracks the model reference output in an acceptable error range and the parameters of controller are updated adaptively. The output of the system has a good performance in case of both noisy and noiseless model reference and we can control the system stable in off-line when the dynamics of the system is changed.

• The Journal of the Society of Korean Medicine Diagnostics
• /
• v.11 no.2
• /
• pp.84-95
• /
• 2007

Background and Purpose: We have studied the trends of EEG signals in the voluntary breathing condition by applying the fractal analysis. According to chaos theory, irregularity of EEG signals can result from low dimensional deterministic chaos. A principal parameter to quantify the degree of Chaotic nonlinear dynamics is correlation dimension. The aim of this study was to analyze correlation between the correlation dimension of EEG and HRV(heart rate variability). We have studied the trends of EEG signals in the voluntary breathing condition by applying the fractal analysis. Methods: EEG raw data were measured by moving windows during 15 minutes. Then, the correlation dimension(D2) was calculated by each 40-seconds-segment in 15 minutes data, totally 36 segments. 8 channels EEG study on the Fp, F, T, P was carried out in 30 subjects. Results and Conclusion: Correlation analysis of HRV was calculated with deterministic non-linear data and stochastic non-linear data. 1. Ch1(Fp1), Ch4(F3), Ch4(F4) is positive correlated with In LF. 2. Ch1(Fp1), Ch3(F3) is positive correlated with In TF.

• Journal of Korea Water Resources Association
• /
• v.50 no.5
• /
• pp.325-334
• /
• 2017

In this study, the numerical investigation of the non-linear behavior of the fluid flow with physical properties, such as porosity and intrinsic permeability of a porous medium, and kinematic viscosity of a fluid, are carried out. The applied numerical model is ANSYS CFX which is the three-dimensional fluid dynamics model and this model is verified through the application of existing physical and numerical results. As a result of the verification, the results of the pressure gradient-velocity relationship and the friction coefficient-Reynolds number relationship produced from this study show relatively good agreement with those from existing physical and numerical experiments. As a result of the simulation by changing the porosity and intrinsic permeability of a porous medium and the kinematic viscosity of a fluid, the kinematic viscosity has the biggest effect on the non-linear behavior of the fluid flow in the porous medium.

• Wind and Structures
• /
• v.4 no.3
• /
• pp.177-196
• /
• 2001

At present the most popular turbulence models used for engineering solutions to flow problems are the $k-{\varepsilon}$ and Reynolds stress models. The shortcoming of these models based on the isotropic eddy viscosity concept and Reynolds averaging in flow fields of the type found in the field of Wind Engineering are well documented. In view of these shortcomings this paper presents the implementation of a non-linear model and its evaluation for flow around a building. Tests were undertaken using the classical bluff body shape, a surface mounted cube, with orientations both normal and skewed at $45^{\circ}$ to the incident wind. Full-scale investigations have been undertaken at the Silsoe Research Institute with a 6 m surface mounted cube and a fetch of roughness height equal to 0.01 m. All tests were originally undertaken for a number of turbulence models including the standard, RNG and MMK $k-{\varepsilon}$ models and the differential stress model. The sensitivity of the CFD results to a number of solver parameters was tested. The accuracy of the turbulence model used was deduced by comparison to the full-scale predicted roof and wake recirculation zone lengths. Mean values of the predicted pressure coefficients were used to further validate the turbulence models. Preliminary comparisons have also been made with available published experimental and large eddy simulation data. Initial investigations suggested that a suitable turbulence model should be able to model the anisotropy of turbulent flow such as the Reynolds stress model whilst maintaining the ease of use and computational stability of the two equations models. Therefore development work concentrated on non-linear quadratic and cubic expansions of the Boussinesq eddy viscosity assumption. Comparisons of these with models based on an isotropic assumption are presented along with comparisons with measured data.

• Earthquakes and Structures
• /
• v.4 no.1
• /
• pp.109-132
• /
• 2013

Current codes incorporate simplified methods for the prediction of acceleration demands on secondary structural and non-structural elements at different levels of a building. While the use of simple analysis methods should be advocated, damage to both secondary structural and non-structural elements in recent earthquakes have highlighted the need for improved design procedures for such elements. In order to take a step towards the formation of accurate but simplified methods of predicting floor spectra, this work examines the floor spectra on elastic and inelastic single-degree of freedom systems subject to accelerograms of varying seismic intensity. After identifying the factors that appear to affect the shape and intensity of acceleration demands on secondary structural and non-structural elements, a new series of calibrated equations are proposed to predict floor spectra on single degree of freedom supporting structures. The approach uses concepts of dynamics and inelasticity to define the shape and intensity of the floor spectra at different levels of damping. The results of non-linear time-history analyses of a series of single-degree of freedom supporting structures indicate that the new methodology is very promising. Future research will aim to extend the methodology to multi-degree of freedom supporting structures and run additional verification studies.

• Proceedings of the KIEE Conference
• /
• 2006.10c
• /
• pp.226-228
• /
• 2006

This paper is concerned with an Adaptive Fuzzy Sliding Mode Control(AFSMC) that the fuzzy systems are used to approximate the unknown functions of nonlinear system. In the adaptive fuzzy system, we adopt the adaptive law to approximate the dynamics of the nonlinear plant and to adjust the parameters of AFSMC. The stability of the suggested control system is proved via Lyapunov stability theorem, and convergence and robustness properties are demonstrated. The simulation results demonstrate that the performance is improved and the system also exhibits stability.

• Journal of Magnetics
• /
• v.20 no.4
• /
• pp.460-465
• /
• 2015

The paper presents methodologies and results concerning one- and two-dimensional numerical modeling of radio frequency oscillations in a coaxial transmission line fed with a short pulse of electric current. The line is partially filled with a ferrite material, magnetized longitudinally close to saturation. The 2D model has permitted analyzing, for the first time in the art, the spatial structure and dynamics of the wave field within the radially non-uniform cross-section planes of the non-linear and dispersive guiding structure. This opens ways for optimizing size parameters of the line and the extent to which it is filled with the ferromagnetic material, thus increasing the line's electric strength and intensity of the r.f. oscillations.

• Management & Information Systems Review
• /
• v.36 no.5
• /
• pp.99-120
• /
• 2017

Recent studies shows that international entrepreneurship orientation is recognized as a very important tool for improving corporate performance in international business activities. However, these relationships show various research results. Therefore, it can be a very interesting research topic to examine whether these relationships are linear or non-linear when selected as a target in developing country like China. The purpose of this study is to examine whether the effects of international entrepreneurship orientation on the export performance is non-liner type in China's manufacturing firms. And investigated the moderating role of degree of internationalization and market dynamism relative to the relationship between the international entrepreneurial-orientation and the export performance. A total of 478 questionnaires were used for the hypothesis test. The results of this study are summarized as follows: First, there is a J-shaped. relationship between international entrepreneurship orientation and export performance. Second, degree of Internationalization strengthened the reverse J-shaped relationship between international entrepreneurship orientation and export performance. Finally, degree of internationalization and market dynamics show that J-shaped relationship between international entrepreneurial orientation and export performance is strengthened. The results of the study's theoretical contribution and the managerial contribution is as followed. As a theoretical contribution, it is confirmed that international entrepreneurial orientation (J-shaped) and export performance form a non-linear relationship, and it is possible to make an empirical contribution that can newly approach the relationship between international entrepreneurial orientation and export performance. The managerial contribution suggests that China's exporting companies have a higher degree of Internationalization in their international business activities and that the higher the dynamics of the overseas markets, the more advanced the international entrepreneurial behavior should be required to improve the export performance.