• Communications for Statistical Applications and Methods
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• 제22권5호
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• pp.495-506
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• 2015

Volatility is a variation measure in finance for returns of a financial instrument over time. GARCH models have been a popular tool to analyze volatility of financial time series data since Bollerslev (1986) and it is said that volatility is highly persistent when the sum of the estimated coefficients of the squared lagged returns and the lagged conditional variance terms in GARCH models is close to 1. Regarding persistence, numerous methods have been proposed to test if such persistency is due to volatility shifts in the market or natural fluctuation explained by stationary long-range dependence (LRD). Recently, Lee et al. (2015) proposed a residual-based cumulative sum (CUSUM) test statistic to test volatility shifts in GARCH models against LRD. We propose a bootstrap-based approach for the residual-based test and compare the sizes and powers of our bootstrap-based CUSUM test with the one in Lee et al. (2015) through simulation studies.

• 대한기계학회논문집A
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• 제27권11호
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• pp.1856-1863
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• 2003

Overlay model had several advantages to describe hysteretic behavior of material and showed good capability for many engineering materials. However, this model is only applicable to material obeying Masing postulate. Some materials such as 316L stainless steel do not follow Masing postulate and show cyclic hardening(or softening) and strain range dependence. Low cycle fatigue tests of 316L stainless steel at 600$^{\circ}C$ were performed to investigate the characteristics of cyclic behavior of non-Masing material. From all tests cyclic softening was observed. There were differences in elastic limit of hysteresis loop according to applied strain range. To consider these features, modified overlay model was developed. Yield stresses of subelements were divided into isotropic and anisotropic part to describe the non-Masing behavior. The plastic strain range memorization was introduced to consider the strain range dependence. The prediction using modified overlay model showed a good accordance to actual hysteresis loops.

• 한국통신학회논문지
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• 제22권10호
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• pp.2091-2101
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• 1997

기존의 프랙탈 영상 복호화 방법은 복원하고자 하는 영상의 전체 치역 블럭에 대해 반복 축소 변환을 적용하여야 하므로 복호화시 많은 계산량이 요구되었다. 따라서 본 논문에서는 반복 축소 변환에 소요되는 계산량을 줄이기 위하여 데이타 의존성을 이용한 고속 복호화 알고리즘을 제안한다. 복원하고자 하는 영상의 치역을 변환 계수에 따라 정의역으로 참조된 부분, 즉 참조 치역과 정의역으로 참조되지 않은 부분, 즉 비참조 치역으로 나눈다. 참조치역은 독립적인 반복 축소 변환에 의해 수렴되는 영역이며, 비참조 치역은 참조 치역의 수렴에 의존하여 복호화가 가능한 영역이다. 그러므로 비참조 치역을 데이타 의존 영역으로 정의하였다. 데이타 의존영역은 참조 치역이 수렴될 경우 한 번의 축소 변환만으로 복원된다. 따라서 제안한 방법은 데이타 의존 여역을 제외한 참조 치역에만 반복 축소 변환을 적용하여, 복호화시 소요되는 계산량을 감소함으로써 프랙탈 영상의 고속 복호화를 가능하게 한다.

• 한국전자파학회논문지
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• 제13권8호
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• pp.777-782
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• 2002

일반적인 시간 영역에서의 레이더 신호들은 표적의 관측각에 민감하게 변화한다. 따라서 대표적인 시간영역 레이더 신호인 1차원 range profile을 이용하여 구분실험을 하는 경우에 있어서 central moments와 PCA를 결합하여 먼저 특성벡터를 추출한 후 clustering 기법에 기반한 subclass concept을 사용하는 구분기를 사용하여 넓은 관측각에서의 표적인식 성능을 향상시킨 결과들을 보여준다.

• 한국안전학회지
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• 제3권2호
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• pp.35-48
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• 1988

Modern technological progress demands the use of materials at high temperature and high pressure. One of the most critical factors in considering such applications - perhaps the most critical one - is creep behavior. In this study the stress exponents n were determined during creep over the temperature range of $90^{\circ}C\;to\;500^{\circ}C$ (0.4 - 0.85 Tm) and stress range of 0.64 kgt/$mm^2$ in order to investigate the creep hehavior. The stress dependence of rapture time (n') were determined over the temperature range of $200^{\circ}C\;to\;240^{\circ}C$ and stress range of 8.13 kgt/$mm^2$ to 9.55 kgt/$mm^2$ in order to investigate to creep rupture property. And the stress transient dip tests were also carried out for the internal stress ${\sigma}i$ over the temperature range of $90^{\circ}C\;to\;500^{\circ}C$ and stress range of 0.64kgt/$mm^2$ to 17.2 kgt/$mm^2$. The creep tests for constant temperature and stress transient dip tests were conducted in air with Al 7075 alloy under constant tensile load. At around the temperature range $200^[\circ}C\;-\;230^{\circ}C$ and the stress level 8.13 - 9.55 (kgt/$mm^2$), the temperature range $280^{\circ}C\;-\;310^{\circ}C$ and the stress level 1.85 - 2.55 (kgt/$mm^2$), the temperature range $380^{\circ}C\;-\;410^{\circ}C$ and the stress 1.53 - 0.91 (kgt/$mm^2$), the stress exponent in had the value of 6.2 - 6.65 but at around the temperature range $90^{\circ}C\;-\;120^{\circ}C$ and the stress level 10 - 17.2(kgt/$mm^2$), the value of 1.3, and at around the temperature range $470^{\circ}C\;-\;500^{\circ}C$, the stress level 0.62 - 1.02 (kgt/$mm^2$) the value of 1-1. Besides these results, at around the temperature $200^{\circ}C\;-\;240^{\circ}C$ the stress dependence of rupture time (n') had the value of 6.3. Finally, it was found that the value n calculated by considering the applied stress dependence of the internal stress were in good agreement with those obtained for the creep test. Then, it was concluded that the change in n was mainly attributed to the difference of the applied stress dependence of the internal stress and the ratio of the internal stress to the applied stress, and the creep rupture life may be represented as.

• 응용통계연구
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• 제27권2호
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• pp.291-305
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• 2014

금융시계열 자료의 변동성에 나타나는 대표적인 현상 중에 지속성(persistence)이 있는데, 이를 설명하기 위하여 IGARCH 모형이 주로 사용된다. 최근에 변동성의 지속성은 변동성 변화와 장기억성에 기인한다는 사실이 많은 연구 결과에서 발표되고 있을 뿐만 아니라 장기억성은 변동성 변화로, 변동성 변화는 장기억성으로 보이게 되는 현상이 빈번히 나타난다. 따라서 본 논문에서는 변동성의 지속성, 장기억성 및 변동성 변화를 구분하는 통계적인 방법론을 고려하였다. 이를 위해 GARCH 모형 잔차를 기반으로 하는 CUSUM 통계량을 도입하여, size 왜곡(distortion) 현상을 해결할 뿐만 아니라 우수한 검정력을 얻을 수 있음을 입증하였다. 한편 변동성 변화가 존재하는 경우 변화점 추정이 중요해 지는데, 이를 위해 GARCH 모형을 기반으로 한 AIC 방법과 BIC 방법을 비교하였다. 다양한 모의실험과 실증자료를 분석하여 우리가 제안하는 잔차 기반의 CUSUM 통계량의 우수성을 입증하였다.

• Bulletin of the Korean Chemical Society
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• 제8권6호
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• pp.449-453
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• 1987

The temperature dependence of the vibrational relaxation of NO(= 2) by NO(v = 0) has been investigated over the temperature range 100-3000 K. We have assumed that the deexcitation of NO(2) by NO(0) undergoes vibration-to-vibration (VV) energy exchange with the transfer of the energy mismatch ${\Delta}$E through rotation (R) and translation(T). The relaxation rate constants are calculated by solving the time-dependent Schrodinger equation. The sum of V-V, T, and V-V, R contributions shows very weak temperature dependence and is in reasonable agreement with observed data over the temperature range 300-3000 K.

• 한국재료학회지
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• 제24권11호
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• pp.625-631
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• 2014

To investigate the deformation properties of TiC-(5-20) mol% Mo solid solution single crystals at high temperature by compression testing, single crystals of various compositions were grown by the radio frequency floating zone technique and were deformed by compression at temperature from 1250K to 2270K at strain rates from $5.1{\times}10^{-5}$ to $5.9{\times}10^{-3}/s$. The plastic flow property of solid solution single crystals was found to be clearly different among a three-temperature range (low, intermediate and high temperature ranges) whose boundaries were dependent on the strain rate. From the observed property, we conclude that the deformation in the low temperature range is controlled by the Peierls mechanism, in the intermediate temperature range by the dynamic strain aging and in the high temperature range by the solute atmosphere dragging mechanism. The work softening tends to become less evident with an increasing experimental temperature and with a decreasing strain rate. The temperature and strain rate dependence of the critical resolved shear stress is the strongest in the high temperature range. The curves are divided into three parts with different slopes by a transition temperature. The critical resolved shear stress (${\tau}_{0.2}$) at the high temperature range showed that Mo content dependence of ${\tau}_{0.2}$ with temperature and the dependence is very marked at lower temperature. In the higher temperature range, ${\tau}_{0.2}$ increases monotonously with an increasing Mo content.

• 한국재료학회지
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• 제19권4호
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• pp.186-191
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• 2009

Thermoelectric power and resistivity are measured for the perovskite $LaNi_{1-x}Ti_xO_3$ ($x{\leq}0.5$) in the temperature range 77 K - 300 K. The measured thermoelectric power of $LaNi_{1-x}Ti_xO_3$ ($x{\leq}0.5$) increases linearly with temperature and is represented by A + BT. The x = 0.1 sample showed metallic behavior, the x = 0.3 showed metal and insulating transition around 150 K, and x = 0.5 showed insulating behavior the over the whole temperature range. The electrical resistivity of x = 0.1 shows linear temperature dependence over the whole temperature range and $T^2$ dependence. On the other hand, the electrical resistivity of x = 0.3 shows a linear relation between $ln{\rho}$ and $T^{-1/4}$ (variable range hopping mechanism) in the range of 77 K to 150 K. For x = 0.5, the temperature dependence of resistivity is characteristic of insulating materials; the resistivity data was fitted to an exponential law, such as ln(${\rho}/T$) and $T^{-1}$, which is usually attributed to a small polaron hopping mechanism. These experimental results are interpreted in terms of the spin polaron (x = 0.1) and variable range hopping (x = 0.3) or small polaron hopping (x = 0.5) of an almost localized $Ni^{3+}$ 3d polaron.

• 한국초전도ㆍ저온공학회논문지
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• 제24권4호
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• pp.36-39
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• 2022

Since the MgB₂ superconductor is simply composed of two constituents of Mg and B, its performance can be monitored easily with the change of one ingredient compared to the other. With the powder size of B less than 100 nm, two different sizes of Mg powders are used to investigate the reaction temperature dependence of MgB₂ bulk samples. In the range of 630-700℃ for the duration of 30 min., the un-reacted Mg is seen only at 630℃ with Mg powder size of <5 ㎛, whereas Mg traces are detected at all the temperature range with Mg powder size of <45 ㎛. The reaction temperature dependence of MgB₂ superconducting transition temperature, T_c, shows little difference whether Mg powder size is large or small in this range except for the 630℃. It is worthy of notice that the critical current densities of MgB₂ show higher performance with the small size of Mg compared to the large one at all field ranges. With the Mg powder size of <45 ㎛, flux pinning is enhanced with decreasing the reaction temperature, whereas flux pinning properties is quite similar in the Mg powder size of <5 ㎛ except for the 630℃, where Mg is left behind after the reaction.