• Title/Summary/Keyword: Under-test

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Stationary bootstrap test for jumps in high-frequency financial asset data

  • Hwang, Eunju;Shin, Dong Wan
    • Communications for Statistical Applications and Methods
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    • v.23 no.2
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    • pp.163-177
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    • 2016
  • We consider a jump diffusion process for high-frequency financial asset data. We apply the stationary bootstrapping to construct a bootstrap test for jumps. First-order asymptotic validity is established for the stationary bootstrapping of the jump ratio test under the null hypothesis of no jump. Consistency of the stationary bootstrap test is proved under the alternative of jumps. A Monte-Carlo experiment shows the advantage of a stationary bootstrapping test over the test based on the normal asymptotic theory. The proposed bootstrap test is applied to construct continuous-jump decomposition of the daily realized variance of the KOSPI for the year 2008 of the world-wide financial crisis.

Durability Improvement of High Pressure Seal for ISU under the Track Vibration (궤도진동에 대한 ISU 고압 시일 내구성능 개선)

  • Han, In-Sik
    • Transactions of the Korean Society of Automotive Engineers
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    • v.17 no.2
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    • pp.112-117
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    • 2009
  • The new suspension, called ISU(In-arm suspension system) was developed for Infantry Fighting Vehicle. During vehicle field test, early failure of ISU's sealing system was occurred after driving the paved road. From the failure analysis, ISU's displacement data was obtained. In analysis of PSD data, track induced vibration which has high frequency and small amplitude characteristics, was dominant. Such track vibration would result in early seal failure because of friction increase and lack of lubrication. To simulate track vibration environment in laboratory, seals were tested under the condition of 20Hz, ${\pm}1$, ${\pm}2mm$ amplitude. The same type of seal failure occurred in vehicle test, was reproduced in the lab test under ${\pm}1mm$ amplitude. From the test results, the durability of improved seal was increased by 2.5 times compared with the previous one.

Secondary Current Range Extension of Current Transformers by Using Two Different Current Transformers and Absolute Evaluation Technique (전류변성기 두 대와 절대 평가 기술을 이용한 2차 전류 범위 확장)

  • Kim, Yoon-Hyoung;Han, Sang-Gil;Jung, Jae-Kap;Han, Sang-Ok
    • The Transactions of the Korean Institute of Electrical Engineers P
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    • v.58 no.1
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    • pp.72-78
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    • 2009
  • We have developed a current range extension method to obtain the ratio error and phase displacement of a current transformer (CT) by using absolute evaluation method and two different CTs. The method was applied to CTs under test with the current ratios in the range of 5,000 A / 1 A - 20,000 A / 1 A. The ratio error and phase displacement of the CT under test obtained in this study are consistent with those measured at the national institute in Germany using the same CT under test within an expanded uncertainty (k = 2) in the overall current ratios.

Procedures of Biaxial Seismic Capacity Test and Seismic Performance Evaluation (수평이축방향 내진역량시험과 내진성능평가 절차)

  • 김재관;김익현;이재호
    • Proceedings of the Earthquake Engineering Society of Korea Conference
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    • 2001.04a
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    • pp.453-460
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    • 2001
  • The seismic capacity of columns usually has been tested in uniaxial loading condition. The seismic performance used to be evaluated under the same assumption. Since the real earthquake motion is multi-directional, the effects of multi-directional excitation on the seismic capacity of structures need to be carefully examined. In this paper, a frequency dependent alternate biaxial cyclic loading test is proposed as an evaluation method of seismic capacity under multi-directional excitation. Four test specimens were made and tested to study the degradation of strength, stiffness and ductility under biaxial loading condition. A multi- directional excitation. The capacity is obtained using frequency dependent alternate biaxial cyclic loading test. The orthogonal effect is taken into account by increasing the demand.

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Evaluation Technique for Ratio Error of Current Transformer Comparator (전류변성기 비교기의 비오차 평가 기술)

  • Kim, Yoon-Hyoung;Han, Sang-Gil;Jung, Jae-Kap;Han, Sang-Ok
    • The Transactions of the Korean Institute of Electrical Engineers P
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    • v.57 no.3
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    • pp.291-295
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    • 2008
  • We have developed an evaluation technique for ratio errors of current transformer (CT) comparator by using the precise standard capacitors. By applying this technique for equivalent circuit of CT comparator evaluation system, we can obtain the calculated and measured ratio errors in the CT comparator. Thus we can evaluate ratio errors of CT comparator by comparing the calculated and measured ratio errors. Because this method requires only the standard capacitors, it is simple and easy method to reliability and accuracy maintenance of CT comparator. The method was applied to CT comparator under test with the ratio error ranges of $0{\sim}{\pm}10%$. The ratio error of the CT comparator under test theoretically obtained in this method are consistent with that measured for same CT comparator under test by using wide ratio error CT within an estimated expanded uncertainty (k = 2) in the overall ratio error ranges.

Study of a Durability Test for Single-input Multi-output Power Take-off Gearboxes (단일입력 다출력 PTO 기어박스의 내구성시험에 관한 연구)

  • Lee, Yong Bum;Yoo, Han Ju
    • Journal of Drive and Control
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    • v.14 no.1
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    • pp.29-34
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    • 2017
  • This study analyzed a life test method for a power take-off (PTO) gearbox. An engine transfers mechanical power (rotation and torque) to a hydraulic pump through a PTO Gearbox with one input shaft and three output shafts. PTO gear box durability under high loads over long time periods was tested using dynamometers. In order to reflect the rated operating conditions, power must be distributed to each output shaft, and experiments were conducted under various conditions to verify the characteristics of the distributed power. An accelerated life test was designed using speed and torque as acceleration factors. Also, efficiency tests were conducted under various load conditions. Also, a lubrication oil composition analysis was performed to analyze gearbox wear status.

Extension of Absolute Evaluation Technique for Ratio Error and Phase Displacement of Core Type Current Transformers: Ip =$5\;kA{\sim}40\;kA$ (철심형 전류변성기의 비오차 및 위상오차 절대 평가 기술의 확장 : 1차 전류 = $5\;kA{\sim}40\;kA$)

  • Kim, Yoon-Hyoung;Han, Sang-Gil;Jung, Jae-Kap;Han, Sang-Ok
    • The Transactions of the Korean Institute of Electrical Engineers P
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    • v.57 no.4
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    • pp.431-436
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    • 2008
  • We have extended an absolute evaluation method to obtain the ratio error and phase displacement of a current transformer (CT) up to primary current of 40,000 A by measuring four parameters of equivalent circuit in CT. The method was applied to CTs under test with the current ratios in the range of 5,000 A / 5 A - 40,000 A / 5 A. The ratio error and phase displacement of the CTs under test obtained in this study are consistent with those measured at the national institutes in Canada and Germany using the same CTs under test within an expanded uncertainty (k = 2) in the overall current ratios.

An Experimental Evaluation of Seismic Performancef for Damaged Reinforced Concrete Bridge Piers. (손상된 철근콘크리트 교각의 내진성능평가를 위한 실험연구)

  • 박창규;이은희;이대형;정영수
    • Proceedings of the Earthquake Engineering Society of Korea Conference
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    • 2003.03a
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    • pp.385-392
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    • 2003
  • Experimental investigation was conducted into the flexure/shear-critical behavior of earthquake-damaged reinforced concrete columns with lap splicing of longitudinal reinforcement in the plastic hinge region. Six test specimens in the aspect ratio of 2.5 were made with test parameters: confinement ratios, lap splices, and retrofitting FRP materials. They were damaged under series of artificial earthquakes that could be compatible in Korean peninsula. Directly after the pseudo-dynamic test, damaged columns were retested under inelastic reversal cyclic loading simultaneously under a constant axial load, P = 0.1 $f_{ck}$ $A_{g}$. Residual seismic performance of damaged columns was evaluated and compared to that of the corresponding original columns. Test results show that RC bridge piers with lap-spliced longitudinal steels in the plastic hinge region appeared to fail at low ductility. This was due to the debonding of the lap splice, which resulted from insufficient development of the longitudinal steels. The specimens externally wrapped with composite FRP straps in the potential plastic hinge region indicated significant improvement both in flexural strength and displacement ductility.y.

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Characteristic of Fatigue Crack Behavior on the Mixed-Mode in Aluminum Alloy 5083-O

  • Kim, Gun-Ho;Cho, Kyu-Chun;Lee, Ho-Yeon;Won, Young-Jun
    • Journal of Advanced Marine Engineering and Technology
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    • v.35 no.7
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    • pp.899-906
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    • 2011
  • Generally, load conditions of machine or structure in fatigue destruction is occurred not under single load conditions but under mixed load conditions. However, the experiment under mixing mode is insufficient because of no having test standard to the behavior of crack under mixing mode and variety of test methods, and many tests are required. In this paper measured crack direction path by created figure capture system when a experiment. Also, we studied by comparison the behavior of crack giving the change of stress ratio and inserting beach mark. Through the test under mixing mode, advancing path of crack is indicated that advancing inclined angle ${\Theta}$ (direction of specimen length) has increased depending on the increase of mixed mode impaction. It is indicated that according to the increase of mixed mode loading condition impaction under mixing mode, advancing speed of crack gets slow. Also, we found that inner crack(cross section of specimen) is progressed more rapidly than outer crack based on data through beach mark.

Shear mechanism and bearing capacity calculation on steel reinforced concrete special-shaped columns

  • Xue, J.Y.;Chen, Z.P.;Zhao, H.T.;Gao, L.;Liu, Z.Q.
    • Steel and Composite Structures
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    • v.13 no.5
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    • pp.473-487
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    • 2012
  • An experimental study was performed to investigate the seismic performance of steel reinforced concrete (SRC) special-shaped columns. For this purpose, 17 steel reinforced concrete special-shaped column specimens under low-cyclic reversed load were tested, load process and failure patterns of the specimens with different steel reinforcement were observed. The test results showed that the failure patterns of these columns include shear-diagonal compression failure, shear-bond failure, shear-flexure failure and flexural failure. The failure mechanisms and characteristics of SRC special-shaped columns were also analyzed. For different SRC special-shaped columns, based on the failure characteristics and mechanism observed from the test, formulas for calculating ultimate shear capacity in shear-diagonal compression failure and shear-bond failure under horizontal axis and oblique load were derived. The calculated results were compared with the test results. Both the theoretical analysis and the experimental results showed that, the shear capacity of T, L shaped columns under oblique load are larger than that under horizontal axis load, whereas the shear capacity of +-shaped columns under oblique load are less than that under horizontal axis load.