• The Journal of Asian Finance, Economics and Business
• /
• v.7 no.10
• /
• pp.513-521
• /
• 2020

In this paper, we have developed a Fama - French five factor model (FF5 model) from Fama & French (2015) by using concept of time-varying coefficient. For a data set, we have used monthly data form Kenneth R. French home page, it include Japan portfolios (classified by using size and book-to-market) and 5 factors from July 1990 to April 2020. The first analysis, we used Augmented Dickey-Fuller test (ADF test) for the stationary test, from the result, all Japan portfolios and 5 factors are stationary. Next analysis, we estimated a coefficient of Fama - French five factor model by using a generalized additive model with a thin-plate spline to create the time-varying coefficient Fama - French five factor model (TV-FF5 model). The benefit of this study is TV-FF5 model which can capture a different effect at different times of 5 factors but the traditional FF5 model can't do it. From the result, we can show a time-varying coefficient in all factors and in all portfolios, for time-varying coefficients of Rm-Rf, SMB, and HML are significant for all Japan portfolios, time-varying coefficients of RMW are positively significant for SM, and SH portfolio and time-varying coefficients of CMA are significant for SM, SH, and BM portfolio.

• Journal of Institute of Control, Robotics and Systems
• /
• v.13 no.11
• /
• pp.1099-1105
• /
• 2007

In this paper, modified two-port time-domain passivity approach is proposed for stable bilateral control of teleoperators under time-varying communication delay. We separate input and output energy at each port of a bilateral controller, and propose a sufficient condition for satisfying the passivity of the bilateral controller including time-delay. Output energy at the master port should be less than the transmitted input energy from the slave port with time-delay, and output energy at the slave port should be less than the transmitted input energy from the master port with time-delay. For satisfying above two conditions, two passivity controllers are attached at each port of the bilateral controller. A packet reflector with wireless internet connection is used to introduce serious time-varying communication delay of teleoperators. Average amount of time-delay was about 190(msec) for round trip, and varying between 175(msec) and 275(msec). Moreover some data packet was lost during the communication due to UDP data communication. Even under the serious time-varying delay and packet loss communication condition, the proposed approach can achieve stable teleoperation in free motion and hard contact as well.

• Journal of Institute of Control, Robotics and Systems
• /
• v.16 no.2
• /
• pp.140-144
• /
• 2010

In the case of a linear time-varying system, it is difficult to apply the conventional stability conditions of RHC (Receding Horizon Control) to real physical systems because of computational complexity comes from time-varying system and backward Riccati equation. Therefore, in this study, a frozen time RHC for a linear discrete time-varying system is proposed. Since the proposed control law is obtained by time-invariant Riccati equation solved by forward iterations at each control time, its stability can be ensured by matrix inequality condition and the stability condition based on horizon for a time-invariant system, and they can be applied to real physical systems effectively in comparison with the conventional RHC.

• Bulletin of the Korean Mathematical Society
• /
• v.59 no.2
• /
• pp.481-506
• /
• 2022

This paper is concerned with the study of various notions of shadowing of dynamical systems induced by a sequence of maps, so-called time varying maps, on a metric space. We define and study the shadowing, h-shadowing, limit shadowing, s-limit shadowing and exponential limit shadowing properties of these dynamical systems. We show that h-shadowing, limit shadowing and s-limit shadowing properties are conjugacy invariant. Also, we investigate the relationships between these notions of shadowing for time varying maps and examine the role that expansivity plays in shadowing properties of such dynamical systems. Specially, we prove some results linking s-limit shadowing property to limit shadowing property, and h-shadowing property to s-limit shadowing and limit shadowing properties. Moreover, under the assumption of expansivity, we show that the shadowing property implies the h-shadowing, s-limit shadowing and limit shadowing properties. Finally, it is proved that the uniformly contracting and uniformly expanding time varying maps exhibit the shadowing, limit shadowing, s-limit shadowing and exponential limit shadowing properties.

• Journal of Advanced Navigation Technology
• /
• v.27 no.6
• /
• pp.871-876
• /
• 2023

In this paper, we deal with the stable conditions when two uncertainties exist simultaneously in a linear discrete time-varying interval system with time-varying delay time. The interval system is a system in which system matrices are given in the form of an interval matrix, and this paper targets the system in which the delay time of these interval system matrices and state variables is time-varying. We propose the system stability condition when there is simultaneous unstructured uncertainty that includes nonlinearity and only its magnitude and uncertainty in the system matrix of delayed state variables. The stable bounds for two types of uncertainty are derived as an analytical equation. The proposed stability condition and bounds can include previous stability condition for various linear discrete systems, and the values such as time-varying delay time variation size, uncertainty size, and range of interval matrix are all included in the conditional equation. The new bounds of stability are compared with previous results through numerical example, and its effectiveness and excellence are verified.

• Proceedings of the KIEE Conference
• /
• 1998.07b
• /
• pp.641-643
• /
• 1998

This paper deals with the stability of discrete time linear systems with time - varying delays in state. In this paper, the magnitude of time - varying delays is assumed to be upper-bounded. The stability of discrete time linear systems with time - varying delays in state is related with the stability of discrete time linear systems with constant time delay in state. To show this, a new Lyapunov function is proposed. Using this Lyapunov function, a sufficient condition for the asymptotic stability is derived.

• Journal of electromagnetic engineering and science
• /
• v.15 no.3
• /
• pp.134-141
• /
• 2015

The effect of a 60 Hz time-varying electric field was studied using a facing-electrode device (FED) and a coplanar-electrode device (CED) for further investigation of the genotoxicity of 60 Hz time-varying magnetic field (MF) from preceding research. Neither a single 30-minute exposure to the CED or to the FED had any obvious biological effects such as DNA double strand break (DSB) and apoptosis in cancerous SCC25, and HeLa cells, normal primary fibroblast IMR90 cells, while exposures of 60 Hz time-varying MF led to DNA damage with induced electric fields much smaller than those used in this experiment. Nor did repetitive exposures of three days or a continuous exposure of up to 144 hours with the CED induce any DNA damage or apoptosis in either HeLa or IMR90 cells. These results imply that the solitary electric field produced by time-varying MF is not a major cause of DSBs or apoptosis in cancer or normal cells.

• 제어로봇시스템학회:학술대회논문집
• /
• 2000.10a
• /
• pp.225-225
• /
• 2000

We propose the hybrid robust controller for TDC(Time Delay Control) and SMC(Sliding Mode Control) method. TDC and SMC deal with the time-varying system parameters, unknown dynamics and unexpected disturbance. This controller is applied to follow the desired reference model for the uncertain time-varying overhead crane. The control performance is evaluated through simulation. The theoretical results indicate That the proposed controller shows excellent performance to an overhead crane with the uncertain time-varying parameters and disturbance.

• Smart Structures and Systems
• /
• v.20 no.4
• /
• pp.451-460
• /
• 2017

This work produces a new model of nonlocal thermoelastic nanobeams of temperature-dependent physical properties. A nanobeam is excited by harmonically varying heat and subjected to an exponential decaying time varying load. The analytical solution is obtained by means of Laplace transform method in time domain. Inversions of transformed solutions have been preceded by using calculus of residues. Effects of nonlocal parameter, variability thermal conductivity, varying load and angular frequency of thermal vibration on studied fields of nanobeam are investigated and discussed.

• 제어로봇시스템학회:학술대회논문집
• /
• 1995.10a
• /
• pp.231-235
• /
• 1995

In this paper, the frozen time approach is used to analyze the nonlinear system with time varying parameter. Using the extended linearization, we propose two analytical methods that compute an upper bound of the Euclidean norm of the difference between state variable and equilibrium point of the given system. The propertise of the two methods are discussed with simple examples.