• KDI Journal of Economic Policy
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• 제32권3호
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• pp.71-99
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• 2010

Adrian and Brunnermeier(2009)가 제안한 CoVaR는 위기의 파급효과를 측정하는 데 유용한 도구이다. 특히 어떤 금융기관이 금융시스템에 대해 어느 정도의 잠재적 리스크를 갖고 있는지를 측정할 수 있다. 본 연구는 CoVaR를 추정하는데 있어서 Adrian and Brunnermeier(2009)가 사용한 분위수 회귀방식이 아니라 이변량 정규분포 및 $S_U$-정규분포 등 모수적 분포함수를 이용하여 CoVaR를 추정하는 방법을 제안한다. 이들 모형을 이용하여 국내 은행산업을 대상으로 CoVaR를 추정하고, 이를 통해 CoVaR의 현실적 유용성을 점검함과 동시에 각 모형들의 추정 성과를 비교한다. 추정 결과, 은행들이 시스템리스크에 양(+)의 기여를 하고 있는 것으로 나타났다. 모형별로는 $S_U$-정규분포모형에 비해 분위수 회귀와 정규분포모형이 CoVaR를 (절댓값에서) 크게 과소평가하며, 위기수준을 높일수록 그 정도가 심해지는 것으로 나타났다.

• 한국컴퓨터정보학회논문지
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• 제24권10호
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• pp.33-39
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• 2019

본 논문에서는 인체의 활동량을 측정하기 위해 가속도 센서로 부터 얻은 운동신호를 파라미터로 모델링 하는 방법을 제안한다. 상체와 하체의 움직임이 동시에 일어나지 않는 경우, 현재의 단체널 방식의 운동량 분석방법은 많은 오차를 수반하게 된다. 본 연구에서는 3축 가속도 센서를 팔과 다리에 부착하고 인체의 활동을 측정한 후, 각 채널 별로 팔과 다리의 운동량을 계산하고, 채널별로 선형예측계수를 얻는다. 또한, 상체와 하체운동간의 교차상관도를 측정함으로써 상체와 하체의 주기성을 판단하게 된다. 선형예측계수와 주기 값은 운동의 종류와 이에 따른 운동량을 측정하는 자료로 이용하게 된다. 결과에서 제안한 방법의 유효성을 확인하기 위해 계단내려가기, 계단오르기, 언덕오르기, 언덕내려가기 등의 4가지 운동을 측정하여, 제시한 파라미터 모델의 유용성을 확인한다.

• Wind and Structures
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• 제34권2호
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• pp.199-213
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• 2022

The current study investigates the dynamic effects in the tornado-structure response of an aeroelastic self-supported lattice transmission tower model tested under laboratory simulated tornado-like vortices. The aeroelastic model is designed for a geometric scale of 1:65 and tested under scaled down tornadoes in the Wind Engineering, Energy and Environment (WindEEE) Research Institute. The simulated tornadoes have a similar length scale of 1:65 compared to the full-scale. An extensive experimental parametric study is conducted by offsetting the stationary tornado center with respect to the aeroelastic model. Such aeroelastic testing of a transmission tower under laboratory tornadoes is not reported in the literature. A multiaxial load cell is mounted underneath the base plate to measure the base shear forces and overturning moments applied to the model in three perpendicular directions. A three-axis accelerometer is mounted at the level of the second cross-arm to measure response accelerations to evaluate the natural frequencies through a free-vibration test. Radial, tangential, and axial velocity components of the tornado wind field are measured using cobra probes. Sensitivity analyses are conducted to assess the variation of the structural dynamic response associated with the location of the tornado relative to the lattice transmission tower. Three different layouts representing the change in the orientation of the tower model relative to the components of the tornado-induced loads are considered. The structural responses of the aeroelastic model in terms of base shear forces, overturning moments, and lateral accelerations are measured. The results are utilized to understand the dynamic response of self-supported transmission towers to the tornado-induced loads.

• Earthquakes and Structures
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• 제19권1호
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• pp.1-16
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• 2020

This study presents an investigation of the dynamic interactions between a surface structure lying on two different soil deposits and a square-shaped buried structure embedded in the soil. To this end, a large number of numerical models are generated by using a well-known Finite Element Method software, i.e., OpenSEES. The interaction phenomenon is assumed to be affected by six different parameters. In the parametric study, these parameters are assumed to have various values in accordance with the engineering practices. A total of 1620 possible combinations of the parameter values are addressed in this study. 30 different numerical models are also generated as the 'free-field cases' to set a reference. The surface structure drift and acceleration amplifications are used as a measure to evaluate the dynamic interactions. The response (i.e., drifts and accelerations) amplifications are calculated as the ratio of the maximum surface structure response in any 'case' to the maximum surface structure response in corresponding free-field case. Variation of the response amplifications with any of the investigated parameters is addressed in this paper. The results obtained from the numerical analyses clearly reveal that the presence of a buried structure in the vicinity of a surface structure can cause both amplification and de-amplification of the surface structure responses, depending on the case parameters.

• 한국컴퓨터그래픽스학회논문지
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• 제7권1호
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• pp.37-49
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• 2001

본 논문에서는 다중 모달리티 영상으로부터 상호보완적인 정보를 추출하여 통합된 형태로 표현하기 위하여 다해상도 영상정합을 위한 상호정보 최적화 방법을 제안한다. 본 방법은 두 영상이 기하학적으로 정렬되면 명암도 유사성 측정을 위한 평가함수인 상호정보가 최대화된다는 가정 하에 두 영상에서 대응되는 화소 명암도간 통계적 의존관계나 정보중복성을 계산하여 영상간 변환관계를 추정하여 정합한다. 실험결과로는 뇌 자기공명영상과 뇌 전산화단층 촬영영상을 사용하여 육안평가를 통한 정확성 측면과 초기조건 변화와 잡음 첨가를 통한 견고성 측면으로 검증한다. 본 방법은 표면이나 특징 부위 추출에 의한 정합이 아닌 영상 자체 정보를 사용함으로써 사용자와의 빈번한 상호작용을 줄이며 비모수화 밀도추정으로 기존 평가함수보다 견고하게 밀도추정이 가능하다. 또한 다해상도 기법을 적용한 확률적 최적화로 견고한 수렴을 유도한다.

• 한국항해학회지
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• 제16권2호
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• pp.1-19
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• 1992

선박설계의 과정에서의 설계변수가 건조된 선박의 운항경제성에 미치는 영향을 조사하였다. 대상선박은 산적화물선으로하였고, 전통적인 설계방식을 전산화하였고, 건조비는 국내의 대형조선소의 경우로 하였다. 경제성검토기준은 貨物運負率 (Required Freight Rate, Unit: U.S.D./Ton)를 사용하였다. 계산결과의 비교를 용이하게 하기위하여 션박의 주요치수는 무차원화하였다. 재화용량, 주요치수, 선형계수등이 운항비에 주는 영향으로 인하여 유가가 상승되면 속장비가 크고 속 력이 비교적 작은 선박이 경제적으로 우수한것으로 판단되었다. 이 프로그램은 조선소의 수주와 선주의 경영에도 많은 도움이 될것으로 생각된다.

• Journal of Power Electronics
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• 제18권4호
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• pp.1255-1267
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• 2018

Parasitic parameters have a larger influence on Silicon Carbide (SiC) devices with an increase of the switching frequency. This limits full utilization of the performance advantages of the low switching losses in high frequency applications. By combining a theoretical analysis with a experimental parametric study, a mathematic model considering the parasitic inductance and parasitic capacitance is developed for the basic switching circuit of a SiC MOSFET. The main factors affecting the switching characteristics are explored. Moreover, a fast-switching double pulse test platform is built to measure the individual influences of each parasitic parameters on the switching characteristics. In addition, guidelines are revealed through experimental results. Due to the limits of the practical layout in the high-speed switching circuits of SiC devices, the matching relations are developed and an optimized layout design method for the parasitic inductance is proposed under a constant length of the switching loop. The design criteria are concluded based on the impact of the parasitic parameters. This provides guidelines for layout design considerations of SiC-based high-speed switching circuits.

• 한국정밀공학회지
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• 제25권9호
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• pp.109-115
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• 2008

The cleaning process of contaminant particles adhering to the microchips, integrated circuits (ICs) or the like is essential in modern microelectronics industry. In the cleaning process particularly working with the application of inert gases, the removal of contaminant particles of submicron scale is very difficult because the particles are prone to reside inside the boundary layer of the working fluid, The use of cryogenic $CO_2$ cleaning method is increasing rapidly as an alternative to solve this problem. In contrast to the merits of high efficiency of this process in the removal of minute particles compared to the others, even fundamental parametric studies for the optimal process design in this cleaning process are hardly done up to date, In this study, we attempted to measure the cleaning efficiency with the variations of some principal parameters such as mass flow rate, injection distance and angle, and tried to draw out optimal cleaning conditions by measuring and evaluating an effective cleaning width called $d_{50}$.

• 한국생산제조학회지
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• 제22권6호
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• pp.921-930
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• 2013

From an economic perspective, an enterprise's business activity depends on the efficient use of corporate resources for generating profits. However, on the enterprise side, it is difficult to measure and evaluate the effective use of each resource. This paper suggests an alternative for eliminating process inefficiencies in the consolidation of competitive power in auto parts manufacturing company A. Multitudinous process variables from company A's raw materials-to-shipment process are configured as input resources, and a Data Envelopment Analysis(DEA) is carried out to determine economical benefit of said resources' operation, as well as how products are manufactured. The DEA model offers a non-parametric approach to measuring relative efficiency using input and output factors. Furthermore, AHP is used for logically deciding the importance of each evaluation factor. In general, DEA models have been used for measuring efficiency of the service and public sectors. However, this study focused on measuring the efficiency of SMEs production lines.

• 한국경영과학회지
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• 제39권3호
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• pp.23-40
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• 2014

This paper measures the operational efficiency of domestic online game companies and analyze its trends and patterns by using data envelopment analysis (DEA). DEA is a non-parametric approach to measuring the relative efficiency of decision-making units (DMUs) with multiple inputs and outputs. 14 online game companies are selected as DMUs and three inputs (number of employees, capital and asset) and three outputs (sales, operating profit and net profit) are selected as DEA variables. First, the output-oriented BCC model and super-efficiency model are employed to measure the static operational efficiency of the online game companies from 2003 to 2012. We also conduct the dynamic analysis with DEA window model to capture the trends of their operational efficiency influenced by internal and external environmental changes. The results are expected to provide fruitful implications for strategic decision making of online game companies and policy making for the online game industry.