• Title/Summary/Keyword: Two-Dimensional Attention

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News Impact Curves of Volatility for Asymmetric GARCH via LASSO (LASSO를 이용한 비대칭 GARCH 모형의 변동성 커브)

  • Yoon, J.E.;Lee, J.W.;Hwang, S.Y.
    • The Korean Journal of Applied Statistics
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    • v.27 no.1
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    • pp.159-168
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    • 2014
  • The news impact curve(NIC) originally proposed by Engle and Ng (1993) is a graphical representation of volatility for financial time series. The NIC is a simple but a powerful tool for identifying variability of a given time series. It is noted that the NIC is suited to symmetric volatility. Recently a lot of attention has been paid to asymmetric volatility models and therefore asymmetric version of the NIC would be useful in the field of financial time series. In this article, we propose to incorporate LASSO in constructing asymmetric NICs based on asymmetric GARCH models. In particular, bilinear GARCH models are considered and illustrated via KOSDAQ data.

Development of a distributed hydrological model considering hydrological change

  • Kim, Deasik;An, Hyunuk;Jang, Minwon;Kim, Seongjoon
    • Korean Journal of Agricultural Science
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    • v.45 no.3
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    • pp.521-532
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    • 2018
  • In recent decades, the dry stream phenomena of small and medium sized rivers have been attracting much attention as an important social problem. To prevent dry stream phenomena, it is necessary to build an infrastructure that manages rivers. To accurately determine the progress of dry stream phenomena, it is necessary to continuously measure the discharge and other hydrological factors for small and medium sized rivers. However, until now, the flow data for small and medium rivers in Korea has been insufficient. To overcome the lack of supporting data for supporting rational decision-making in policy and project implementation, a short- and long-term hydrological model was developed that takes into consideration hydrological changes such as the increase of the impervious area due to urban development and groundwater pumping, the construction of a large-scale sewage treatment plant, the maintenance of stream-oriented rivers, etc. In the developed model, the distributed grid is represented by three layers: Surface flow, interflow, and groundwater flow. The surface flow and intermediate flow flowed along the flow direction, and the groundwater flow was calculated by a two-dimensional groundwater analysis model such that the outflow occurred in all directions without a specific flow direction. The effects of land use and cover on evapotranspiration and infiltration and the effects of multiple landscapes can be simulated in the developed model.

Schottky Barrier Free Contacts in Graphene/MoS2 Field-Effect-Transistor

  • Qiu, Dongri;Kim, Eun Kyu
    • Proceedings of the Korean Vacuum Society Conference
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    • 2015.08a
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    • pp.209.2-209.2
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    • 2015
  • Two dimensional layered materials, such as transition metal dichalcogenides (TMDs) family have been attracted significant attention due to novel physical and chemical properties. Among them, molybdenum disulfide ($MoS_2$) has novel physical phenomena such as absence of dangling bonds, lack of inversion symmetry, valley degrees of freedom. Previous studies have shown that the interface of metal/$MoS_2$ contacts significantly affects device performance due to presence of a scalable Schottky barrier height at their interface, resulting voltage drops and restricting carrier injection. In this study, we report a new device structure by using few-layer graphene as the bottom interconnections, in order to offer Schottky barrier free contact to bi-layer $MoS_2$. The fabrication of process start with mechanically exfoliates bulk graphite that served as the source/drain electrodes. The semiconducting $MoS_2$ flake was deposited onto a $SiO_2$ (280 nm-thick)/Si substrate in which graphene electrodes were pre-deposited. To evaluate the barrier height of contact, we employed thermionic-emission theory to describe our experimental findings. We demonstrate that, the Schottky barrier height dramatically decreases from 300 to 0 meV as function of gate voltages, and further becomes negative values. Our findings suggested that, few-layer graphene could be able to realize ohmic contact and to provide new opportunities in ohmic formations.

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Influence of Unsteady Wake on Turbulent Separated Flows over a Backward-Facing Step (후향 계단 주위 난류 박리 유동에 대한 비정상 후류의 영향)

  • Chun, Se-Jong;Sung, Hyung-Jin
    • Transactions of the Korean Society of Mechanical Engineers B
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    • v.27 no.12
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    • pp.1708-1715
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    • 2003
  • An experimental study was made of turbulent separated and reattaching flow over a backward-facing step, where unsteady wake was generated by a spoked-wheel type wake generator with cylindrical rods in front of the separated flow. The influence of unsteady wake was scrutinized in terms of the rotating speed of the wake generator (0$\leq$S $t_{H}$$\leq$0.4). A conditional averaging technique in corporation with SBF was employed to elucidate the influence of the unsteady wake on the large-scale vortical structures of the separated flow. Special attention was made during two-dimensional measurements of wall-pressure with or without unsteady wake. The wall-pressure fluctuations were used to predict dipole sound source by Curie's integral formula. It was found that the reduction of the dipole sound source was due to the reduction of turbulent kinetic energy by unsteady wake in the recirculation region.n.

A Study on the Dip-pen Nanolithography Process and Fabrication of Optical Waveguide for the Application of Biosensor

  • Kim, Jun-Hyong;Yang, Hoe-Young;Yu, Chong-Hee;Lee, Hyun-Yong
    • Transactions on Electrical and Electronic Materials
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    • v.9 no.4
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    • pp.163-168
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    • 2008
  • Photonic crystal structures have been received considerable attention due to their high optical sensitivity. One of the techniques to construct their structure is the dip-pen lithography (DPN) process, which requires a nano-scale resolution and high reliability. In this paper, we propose a two dimensional photonic crystal array to improve the sensitivity of optical biosensor and DPN process to realize it. As a result of DPN patterning test, we have observed that the diffusion coefficient of the mercaptohexadecanoic acid (MHA) molecule ink in octanol is much larger than that in acetonitrile. In addition, we have designed and fabricated optical waveguides based on the mach-zehnder interferometer (MZI) for application to biosensors. The waveguides were optimized at a wavelength of 1550 nm and fabricated according to the design rule of 0.45 delta%, which is the difference of refractive index between the core and clad. The MZI optical waveguides were measured of the optical characteristics for the application of biosensor.

Estimation of Optimal Weight in Tidal Modeling with the Adjoint Method (조석 모델링에서 adjoint 방법 적용시 적정 가중치 산정)

  • Lee, Jae-Hak;Park, Kyeong;Song, Yong-Sik
    • The Sea:JOURNAL OF THE KOREAN SOCIETY OF OCEANOGRAPHY
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    • v.5 no.3
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    • pp.177-185
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    • 2000
  • The adjoint method is a method of data assimilation to improve the model results by seeking for model parameters that minimize the cost function and satisfy the governing equations of a model simultaneously. An adjoint package was set up for the two-dimensional linear tidal model and was applied to an idealized domain for an optimal estimation of the open boundary conditions. The assimilating data were selected from the results of forward modeling. Attention is paid on the response of the adjoint package to weighting parameters, the importance of initial estimates of model parameters and the applicability of the adjoint package to the case with varying depth. A procedure to determine optimal weight is presented based on the relationships between weights and other factors.

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Diffusion-flame instability in the premixed-flame regime (예혼합화염 영역에서 확산화염의 불안정성에 관한 연구)

  • Lee, Su-Ryong;Kim, Jong-Su
    • Transactions of the Korean Society of Mechanical Engineers B
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    • v.21 no.9
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    • pp.1218-1229
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    • 1997
  • The diffusional-thermal instability of diffusion flames in the premixed-flame regime is studied in a constant-density two-dimensional counterflow diffusion-flame configuration, to investigate the instability mechanism by which periodic wrinkling, travelling or pulsating of the reaction sheet can occur. Attention is focused on flames with small departures of the Lewis number from unity and with small values of the stoichiometric mixture fraction, so that the premixed-flame regime can be employed for activation-energy asymptotics. Cellular patterns will occur near quasisteady extinction when the Lewis number of the more completely consumed reactant is less than a critical value( ~ =0.7). Parametric studies for the instability onset conditions show that flames with smaller values of the Lewis number and stoichiometric mixture fraction and with larger values of the Zel'dovich number tend to be more unstable. For Lewis number greater than unity, near-extinction flame are found to exhibit either travelling instability or pulsating instability.

Vibration analysis of a Timoshenko beam carrying 3D tip mass by using differential transform method

  • Kati, Hilal Doganay;Gokdag, Hakan
    • Structural Engineering and Mechanics
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    • v.65 no.4
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    • pp.381-388
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    • 2018
  • Dynamic behaviour of beam carrying masses has attracted attention of many researchers and engineers. Many studies on the analytical solution of beam with concentric tip mass have been published. However, there are limited works on vibration analysis of beam with an eccentric three dimensional object. In this case, bending and torsional deformations of beam are coupled due to the boundary conditions. Analytical solution of equations of motion of the system is complicated and lengthy. Therefore, in this study, Differential Transform Method (DTM) is applied to solve the relevant equations. First, the Timoshenko beam with 3D tip attachment whose centre of gravity is not coincident with beam end point is considered. The beam is assumed to undergo bending in two orthogonal planes and torsional deformation about beam axis. Using Hamilton's principle the equations of motion of the system along with the possible boundary conditions are derived. Later DTM is applied to obtain natural frequencies and mode shapes of the system. According to the relevant literature DTM has not been applied to such a system so far. Moreover, the problem is modelled by Ansys, the well-known finite element method, and impact test is applied to extract experimental modal data. Comparing DTM results with finite element and experimental results it is concluded that the proposed approach produces accurate results.

A Study on Subsidence of Offshore Wind Power System Foundation (해상풍력시스템의 기초침하에 관한 연구)

  • Seo, Dong-Il;Shin, Sung-Ryul;Lim, Jong-Se;Yoon, Ji-Ho;Jang, Won-Yil
    • Journal of Advanced Marine Engineering and Technology
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    • v.31 no.8
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    • pp.1020-1027
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    • 2007
  • As a national enterprise has been expanded over and over, the worldwide energy consumption has been growing necessarily. Moreover, as recently energy spendings are on the increase in countries such as BRICs, it has resulted that a rise in the price of both oil and mineral resources and instability between supply and demand become serious issue in the world resources market. The recent high price of oil and mineral resources have a deep influence on economy and threaten energy security and even national prosperity of Korea. In addition to these, exhaustion of fossil fuels and the enhanced greenhouse effect which results from gases emitted as a result of fossil fuels has been in serious questions which occur a great deal of effort to secure clean energy resources all around the world. As it is considerably possible for Korea that the Kyoto protocol may come into effect on and after 2013, it is essential to require the technological development to promote energy efficiency as well as to develope safe and renewable energy resources. The wind energy technology which converts kinetic energy into electrical energy has been in the focus of the world's attention. In this study, two-dimensional numerical analyses were conducted to observe subsidence aspects of the sea bottom on differently applied loads and various ground conditions.

Mapping Vegetation Volume in Urban Environments by Fusing LiDAR and Multispectral Data

  • Jung, Jinha;Pijanowski, Bryan
    • Korean Journal of Remote Sensing
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    • v.28 no.6
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    • pp.661-670
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    • 2012
  • Urban forests provide great ecosystem services to population in metropolitan areas even though they occupy little green space in a huge gray landscape. Unfortunately, urbanization inherently results in threatening the green infrastructure, and the recent urbanization trends drew great attention of scientists and policy makers on how to preserve or restore green infrastructure in metropolitan area. For this reason, mapping the spatial distribution of the green infrastructure is important in urban environments since the resulting map helps us identify hot green spots and set up long term plan on how to preserve or restore green infrastructure in urban environments. As a preliminary step for mapping green infrastructure utilizing multi-source remote sensing data in urban environments, the objective of this study is to map vegetation volume by fusing LiDAR and multispectral data in urban environments. Multispectral imageries are used to identify the two dimensional distribution of green infrastructure, while LiDAR data are utilized to characterize the vertical structure of the identified green structure. Vegetation volume was calculated over the metropolitan Chicago city area, and the vegetation volume was summarized over 16 NLCD classes. The experimental results indicated that vegetation volume varies greatly even in the same land cover class, and traditional land cover map based above ground biomass estimation approach may introduce bias in the estimation results.