• 제목/요약/키워드: Time Spread

검색결과 1,715건 처리시간 0.026초

PRICING FORWARD-FUTURES SPREAD BASED ON COPULAS WITH STOCHASTIC SIMULATION

  • Pu, Yuqi;Kim, Seki
    • 한국수학교육학회지시리즈B:순수및응용수학
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    • 제21권1호
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    • pp.77-93
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    • 2014
  • This paper focuses on computational contractual distinctions as an explanation for the spread between a forward contract and a similar futures contract which is derived and investigated. We evaluate this spread by constructing a time series model, which was established based on copula functions, and also show that the forward-futures spread is more significant for long maturity.

시간축 공격에 강인한 오디오 저작권보호 기술 (Robust Audio Copyright Protection Technology to the Time Axis Attack)

  • 배경율
    • 지능정보연구
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    • 제15권4호
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    • pp.201-212
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    • 2009
  • 확산 스펙트럼 방식 워터마킹 기술은 일반적인 공격에 매우 강인한 알고리즘으로 알려져있으나 시간 축 변형 공격에 대해서 만큼은 취약성을 드러내고 있다. 본 연구에서는 확산 스펙트럼 방식 워터마킹 기술의 장점을 살리면서 시간 축 공격에도 강인한 알고리즘을 제안한다. 시간 축 공격은 오디오 신호의 주파수 성분을 변화시키거나 피치성분은 유지하면서 오디오 신호의 길이를 변화시키는 등의 공격을 포함하고 있다. 확산 스펙트럼 방식에 의해서 삽입된 워터마크를 검출하기 위해서는 시간 축 공격의 비율을 정확히 알아야만 한다는 어려움이 있으며, 그 비율을 알기 위해서는 많은 알고리즘의 처리가 필요하고 현실적으로 구현이 불가능한 등의 어려움이 있다. 본 연구에서는 이러한 문제점을 해결하기 위해서 오디오 신호를 시 불변 영역(time-invariant domain)으로 변환하고, 이 영역에서 확산 스펙트럼 방식의 워터마크를 삽입함으로써 확산 스펙트럼 방식의 장점을 유지하고 시간 축 공격에 대해서도 강인한 알고리즘을 제안하였다. 이를 위해서 오디오 신호에 대해 log scale time axis를 사용하고, log scale time axis 신호를 Fourier 변환함으로써 시 불변 영역을 얻을 수 있었다.

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통상 및 미소 중력의 초임계 압력하에서 일차원 액적 배열의 화염 퍼짐 거동의 비교 연구 (Comparative Study of Flame Spread Behaviors in One Dimensional Droplet Array Under Supercritical Pressures of Normal Gravity and Microgravity)

  • 박정;신현동;코바야시 히데아키;니오카 다카시
    • 대한기계학회논문집B
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    • 제23권1호
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    • pp.140-148
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    • 1999
  • Experiments on flame spread in an one-dimensional droplet array up to supercritical pressures of fuel droplet have been conducted In normal gravity and microgravity. Evaporating process around unburnt droplet is observed through high-speed Schlieren and direct visualizations in detail, and flame spread rate is measured using high speed chemiluminescence images of OH radical. Flame spread behaviors are categorized into three: flame spread is continuous at low pressures and is regularly intermittent up to the critical pressure of fuel. flame spread is irregularly intermittent and zig-zag at supercritical pressures of fuel. At atmospheric pressure, the limit droplet spacing and the droplet spacing of maximum flame spread rate in microgravity are larger than those in normal gravity. In microgravity, the flame spread rate with the increase of ambient pressure decreases initially, takes a minimum, and then decreases after taking maximum. This is so because the flame spread time is determined by competing effects between the increased transfer time of thermal boundary layer due to reduced flame diameter and the reduced ignition delay time in terms of the increase of ambient pressure. Consequently, it is found that flame spread behaviors in microgravity are considerably different from those in normal gravity due to the absence of natural convection.

사례 조사를 통한 산불 방향 및 확산 특성 (Forest Fire Direction and Spread Characteristics by Field Investigations)

  • 이병두;구교상;이명보
    • 한국화재소방학회논문지
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    • 제23권5호
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    • pp.96-102
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    • 2009
  • 산불 발생 및 확산특성은 산불 관리에 있어서 기초로 요구되는 자료이다. 본 연구에서는 2007년부터 2009년 봄철까지 발생한 101개의 산불을 대상으로 발화지의 사면향, 확산방향, 바람방향을 분석하였다. 또한 발화 후 경과 시간을 이용하여 확산면적, 화선길이, 화두속도, 측면속도를 추정할 수 있는 회귀식을 도출하였다. 분석결과 57%의 산불이 남향계열의 방위에서 발생하여, 서풍계열(66%)의 영향을 받아, 68%의 산불이 동향으로 확산되었다. 산불 발생 후 시간당 약 11.8ha의 산림이 연소되면서 화선의 길이는 0.5km가 증가하였다. 화두 방향에서는 시간당 약 0.13km 속도로, 산불의 측면에서는 시간당 약 0.05km 속도로 확산되었다.

Upward Flame Spread for Fire Risk Classification of High-Rise Buildings

  • McLaggan, Martyn S.;Gupta, Vinny;Hidalgo, Juan P.;Torero, Jose L.
    • 국제초고층학회논문집
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    • 제10권4호
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    • pp.299-310
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    • 2021
  • External fire spread has the potential to breach vertical compartmentation and violate the fire safety strategy of a building. The traditional design solution to this has been the use of non-combustible materials and spandrel panels but recent audits show that combustible materials are widespread and included in highly complex systems. Furthermore, most jurisdictions no longer require detailing of spandrel panels under many different circumstances. These buildings require rapid investigation using rational scientific methods to be able to adequately classify the fire risk. In this work, we use an extensive experimental campaign of material-scale data to explore the critical parameters driving upward flame spread. Two criteria are outlined using two different approaches. The first evaluates the time to ignition and the time to burnout to assess the ability for a fire to spread, and can be easily determined using traditional means. The second evaluates the preheated flame length as the critical parameter driving flame spread. A wide range of cladding materials are ranked according to these criteria to show their potential propensity to flame spread. From this, designers can use conservative approaches to perform fire risk assessments for buildings with combustible materials or can be used to aid decision-making. Precise estimates of flame spread rates within complex façade systems are not achievable with the current level of knowledge and will require a substantial amount of work to make progress.

3단 덕트 시스템에서 화염전달함수가 연소불안정 모델링 결과에 미치는 영향 (Effects of Flame Transfer Function on Modeling Results of Combustion Instabilities in a 3 Step Duct System)

  • 홍수민;김대식
    • 한국분무공학회지
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    • 제25권3호
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    • pp.119-125
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    • 2020
  • In this paper, we used Helmholtz solver based on 3D finite element method to quantitatively analyze the effects of change of gain, time delay and time delay spread, which are the main variables of flame transfer function, on combustion instability in gas turbine combustor. The effects of the variable of flame transfer function on the frequency and growth rate, which are the main results of combustion instability, were analyzed by applying the conventional heat release fluctuation model and modified one considering the time spread. The analysis results showed that the change of gain and time delay in the same resonance mode affected the frequency of the given resonance modes as well as growth rate of the feedback instability, however, the effect of time delay spread was not relatively remarkable, compared with the dominant effect of time delay.

제천스포츠센터 화재확산경로 추정을 위한 예측식 및 화재시뮬레이션 비교 분석에 관한 연구 (A Study on the Comparative Analysis of Hand Calculations and Fire Simulation for Estimating Fire Spread Paths in Jecheon Sports Center)

  • 최윤주;김윤성;이병흔;권영진
    • 한국건축시공학회:학술대회논문집
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    • 한국건축시공학회 2022년도 가을 학술논문 발표대회
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    • pp.51-52
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    • 2022
  • In previous studies, fire simulation was used to estimate the fire spread path. According to previous studies, the fire spread path was estimated to be the main staircase, but consideration of interior materials and internal bulkheads was insufficient. In this study, the ignition time of the 3rd layer was analyzed using the prediction formula considering the interior materials and internal bulkheads. As a result of referring to the architectural drawings, it was found that the interior material of the 3rd floor was made of polystyrene. The internal ignition time of the third floor using FDTs was calculated to be 14,070 seconds (about 234 minutes). The internal ignition time of the 3rd floor using the Handbook on Design Calculation Methods of Fire Behavior was calculated to be 3,104 seconds (about 51 minutes). As a result of calculating the ignition time through the predictive formula, there is a large difference in the ignition time, so it is necessary to review the condition of the variable as a result of the calculation in the future.

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공동주택 실물화재 실험 (A Full-scale Fire Test of an Apartment House)

  • 김명배;한용식;최병일;도규형
    • 한국화재소방학회논문지
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    • 제23권4호
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    • pp.104-111
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    • 2009
  • 국내 저층 공동주택 화재시의 화재 전파 경로와 상층으로의 화재 전파를 살펴보기 위하여 4층 공동 주택을 대상으로 실물화재 실험을 수행하였다. 화재는 3층 주택에서 발화하는 것으로 하였고, 초기 화원은 주방에서 과열된 식용유에 발화되어 발생하는 것으로 하였다. 주택 내부 가연물은 일반 가정의 필수 가연물을 모두 포함하였다. 내부 화재 성상을 확인하기 위하여 가시화, 주요부의 온도측정, 산소농도 측정을 수행하였다. 실험 결과 초기 화원의 발화 시간, 화재 층 내부 각 구획으로의 전파시간, 전역화재 발생시간을 파악하였으며, 상층으로의 연소확대 경로를 파악하였다.

Self-Encoded Spread Spectrum with Iterative Detection under Pulsed-Noise Jamming

  • Duraisamy, Poomathi;Nguyen, Lim
    • Journal of Communications and Networks
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    • 제15권3호
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    • pp.276-282
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    • 2013
  • Self-encoded spread spectrum (SESS) is a novel modulation technique that acquires its spreading code from a random information source, rather than using the traditional pseudo-random noise (PN) codes. In this paper, we present our study of the SESS system performance under pulsed-noise jamming and show that iterative detection can significantly improve the bit error rate (BER) performance. The jamming performance of the SESS with correlation detection is verified to be similar to that of the conventional direct sequence spread spectrum (DSSS) system. On the other hand, the time diversity detection of the SESS can completely mitigate the effect of jamming by exploiting the inherent temporal diversity of the SESS system. Furthermore, iterative detection with multiple iterations can not only eliminate the jamming completely but also achieve a gain of approximately 1 dB at $10^{-3}$ BER as compared with the binary phase shift keying (BPSK) system under additive white gaussian noise (AWGN) by effectively combining the correlation and time diversity detections.

합판(合板)의 내화처리(耐火處理)에 관(關)한 연구(硏究) - III. 제1인산(第一燐酸)암모늄처리합판(處理合板)의 내화도(耐火度) (Studies on Plywood Treated Fire-Retardant - III. The Fire-Retardant Degree of Monoammonium Phosphate Treated Plywood)

  • 김종만
    • Journal of the Korean Wood Science and Technology
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    • 제14권4호
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    • pp.21-28
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    • 1986
  • Plywood used for construction as a decorative inner material is inflammable and can fire accident, causing destruction of human life and property. In this study, 3.5mm Kapur plywoods were soaked in the 23% monoammonium phosphate solutions by cold soaking method 3, 6, 9hrs and hot-cold bath method for 3/3hrs, and redrying was carried out by press-drying at the platen temperature of 110, 130, 160, 180$^{\circ}C$, and then fire test was carried out to investigate burning point, flame exhausted length, frame spread length, back side carbonized area and weight loss. The results are as follows; 1. In cold soaking method for 3, 6, 9hrs. retentions of monoammonium phosphate were 0.377, 0.448, 0.498kg/(30cm)$^3$ respectively, and in hot-cold bath method for 3/3hrs, the retention was 1.331kg(30cm)$^3$ that exceeded the minimum retention 1.124kg/(30cm)$^3$. 2. Correlation coefficients among the variable were shown in table 2. From the table, it could be recognized that there were close negative correlations between the treatment and burning point, flame spread length, back side carbonized area, flame exhausted time and weight loss, and there was negative correlation between treating time and back side carbonized area, but there was positive correlation between platen temperature and burning point. 3. From table 3, it can be observed that there were highly significant differences for burning point, flame spread length, flame exhausted time, back side carhonized area, weight loss between treatments. And in 2-way interactions, there were also highly significant for burning point, flame spread length, flame exhausted time, weight loss between time x treatment. 4. It was observed that burning point, flame exhausted time, flame spread length, back side carbonized area, and weight loss in fire-retardant treated plywood were the best effects in fire-retardant treated plywood, water treated plywood and nontreated plywood. In conclusion, I can estimate that absorbed chemical contents by hot-cold bath method for 3/3hrs, have a lot of effects on fire-retardant factors such as burning point, flame spread length, flame exhausted time, backside carbonized area and weight loss, but platen temperatures have a little effects on the fire factors.

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