• Title/Summary/Keyword: Volume Duration

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Block Trading Based Volatility Forecasting: An Application of VACD-FIGARCH Model

  • TU, Teng-Tsai;LIAO, Chih-Wei
    • The Journal of Asian Finance, Economics and Business
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    • v.7 no.4
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    • pp.59-70
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    • 2020
  • The purpose of this study is to construct the ACD model for the block trading volume duration. The ACD model based on the block trading volume duration is referred to as Volume ACD (VACD) in this study. By integrating with GARCH-type models, the VACD based GARCH type models, which include VACD-GARCH, VACD-IGARCH and VACD-FIGARCH models, are set up. This study selects Chunghwa Telecom (CHT) Inc., offering the America Depository Receipt (ADR) in NYSE, to investigate the block trading volume duration in Taiwanese equity market. The empirical results indicate that the long memory in volume duration series increases dependence at level of volatility clustering by VACD (2,1)-FIGARCH (3,d,1) model. Moreover, the VACD (2,1)-IGARCH (1,1) exhibits relatively better performance of prediction on capturing block trading volume duration. This volatility model is more appropriate in this study to portray the change of the CHT Inc. prices and provides more information about the volatility process for investment strategy, which can be a reference indicator of financial asset pricing, hedging strategy and risk management.

A Simple Proposition for Improving Industrial Hygiene Air Sampling Methods

  • Paik, Samuel Y.;Zalk, David M.
    • Safety and Health at Work
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    • v.10 no.3
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    • pp.389-392
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    • 2019
  • When conducting an exposure assessment, the primary goal of the industrial hygienist is to fully characterize the worker's exposure during a work shift to compare it with an occupational exposure limit. This applies regardless of the duration of the work activity as an activity that is relatively short in duration can still present exposure in excess of the occupational exposure limit even when normalized over an 8-hr shift. This goal, however, is often impeded by the specification of a minimum sample volume in the published sampling method, which may prevent the sample from being collected or submitted for analysis. Removing the specification of minimum sample volume (or adjusting it from a requirement to a recommendation), in contrast, allows for a broader assessment of jobs that consist of short-duration and high-exposure activities and also eliminates the unnecessary practice of running sampling pumps in clean air to collect a specified, minimum volume.

Combustion Characteristics of Landfill Gas in Constant Volume Combustion Chamber for Large Displacement Volume Engine (III) - Torch Ignition (1) - (대형기관 모사 정적연소실에서 매립지 가스의 연소특성에 대한 연구 (III) - 토치 점화 (1) -)

  • Kim, Inok;Ohm, Inyong;Kwon, Soon Tae
    • Transactions of the Korean Society of Mechanical Engineers B
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    • v.39 no.2
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    • pp.125-134
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    • 2015
  • This is the third paper on the combustion characteristics of the landfill gas in a constant volume combustion chamber for a large displacement volume commercial engine. It is the first in this series to discuss the effects of the torch device on combustion. The results show that an optimum orifice ratio exists regardless of the torch volume, and a few adverse effects on the combustion are observed for an excessively small orifice ratio. In addition, the torch ignition decreases the initial burn duration, and the decrease in the heat transfer caused by this decreased duration contributes to an increase in the peak combustion pressure. Finally, the torch mostly plays a positive role in shortening the main burn duration when the combustion condition is worsened by a lower methane fraction. Yet, the torch decreases the initial burn duration rather than the main burn as the methane fraction increases.

A Runoff Characteristics Analysis for the Design of Interior Drainage Systems at Urbanization Catchment in the Cheju Volcanic Island (제주도 화산도서에서 도시화유역 내수처리시스템 설계를 위한 유출특성분석)

  • 김성원
    • Magazine of the Korean Society of Agricultural Engineers
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    • v.41 no.1
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    • pp.39-51
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    • 1999
  • This study has an object to evaluate runoff characteristics with ILLUDAS model and SWMM owing to each rainfall distribution type of Huff's quartile and each rainfall duration time of 30 ,60, 120 and 180 minutes. As a result of this study, Type-Ⅰ Extreme (TIE) rainfall distribution pattern with Huff's 2nd quartile is adequate for Cheju volcanic island . To decide optimal rain fall duration , time of concentration and critical duration should be compared and analyzed each other. In this study, 30 and 120 miniutes were suggeste to iptiaml duration time of A and B study basins. It is concluded that the magnitude of peak runoff discharge is maximum with Huff's 4th quartile, and that of total runoff volume is maximum with Huff's 4th quartile for ILLUDAS model and with Huff's 1st quartile for SWMM. As rainfall duration time increasing is increasing . Also in case of total runoff volume, volumen by SWMM is less than by ILLUDAS model as to variation ratio of total runoff volume in A and B study basin. Therefore, the resulots of this study canb e sued as basic data in determining adequate rainfoal duration time and rainfall distribution type and used for urban drainage systems analysis and design at small urbanization catchment is Cheju volcanic island.

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A Study on the Calculation of Storage Volume of Storm-Water Detention Basins for Small Urban Catchments (도심지 소유역에 적용 가능한 우수저류조의 용량 산정에 관한 연구)

  • Kim, Dae Geun;Koh, Young Chan
    • Journal of Korean Society of Water and Wastewater
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    • v.19 no.5
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    • pp.619-624
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    • 2005
  • This work is for examining a simplified equation based on the rational formula, which can easily decide storm-water detention volume in small urban catchments. The storm-water detention volume is determined by the inflow hydrograph flowing to detention basin and the outflow hydrograph discharged from the detention basin. The ratio of average outflow over the period of rainfall duration against allowable discharge was 0.5 in former simplified equation. But this research has found that the average outflow ratio depends on the storage methodology. In the case of the on-line storage method, the average outflow ratio is a function of the time of concentration of the catchments and rainfall duration, which ranged from 0.5~1.0. In the case of the off-line storage method, the average ratio is a function of peak discharge and allowable discharge except above time of concentration and rainfall duration, where its function value ranged from 1.0~2.0. When applying this equation to small catchment in Mokpo city, South Korea, we could easily calculate the relation curve between the storm-water detention volume and allowable discharge.

Estimation of the Stormwater Impoundments Volume Dependent on the Durations of Design Rainfall (계획강우의 지속기간에 따른 저류지용량의 산정)

  • Yun, Yeo-Jin;Lee, Jae-Cheol
    • Journal of Korea Water Resources Association
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    • v.34 no.5
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    • pp.415-426
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    • 2001
  • After Disaster Impact Assessment(DIA) Program was particed, the wide variety of hydrological data are estimated by introducing the concept of critical storm duration to calculate the stormwater impoundments as the alternative of increasing runoff due to many developments. Critical storm duration is varied by a lot of hydraulic structures, drainage characteristics, temporal distribution of design rainfall, return period, and runoff models. In this study the methods of estimating the proper volume to design the stormwater impoundments are proposed to determine the required volume by comparing and analyzing the maximum stormwater impoundments in accordance with the impoundment volume and rainfall duration by using the concept of storage ratio presented in the existing studies. The methods of determining the critical storm duration of design rainfall which cause the maximum load from the runoff hydrograph will be studied as analyzing rainfall-runoff using the various runoff models and observed data.

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Analysis of factors that affect drainage volume after expander-based breast reconstruction

  • Lim, Yoon Min;Lew, Dae Hyun;Roh, Tai Suk;Song, Seung Yong
    • Archives of Plastic Surgery
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    • v.47 no.1
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    • pp.33-41
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    • 2020
  • Background Closed-suction drains are widely used in expander-based breast reconstruction. These drains are typically removed using a volume-based criterion. The drainage volume affects the hospital stay length and the recovery time. However, few studies have analyzed the factors that influence drainage volume after expander-based breast reconstruction. Methods We retrospectively analyzed data regarding daily drainage from patients who underwent expander-based breast reconstruction between April 2014 and January 2018 (159 patients, 176 expanders). Patient and operative factors were analyzed regarding their influence on total drainage volume and drain placement duration using univariate and multivariate analyses and analysis of variance. Results The mean total drainage volume was 1,210.77±611.44 mL. Univariate analysis showed correlations between total drainage volume and age (B=19.825, P<0.001), body weight (B=17.758, P<0.001), body mass index (B=51.817, P<0.001), and specimen weight (B=1.590, P<0.001). Diabetes history (P<0.001), expander type (P<0.001), and the surgical instrument used (P<0.001) also strongly influenced total drainage. The acellular dermal matrix type used did not affect total drainage (P=0.626). In the multivariate analysis, age (B=11.907, P=0.004), specimen weight (B=0.927, P<0.001), and expander type (B=593.728, P<0.001) were significant predictors of total drainage. Conclusions Our findings suggest that the total drainage and the duration of drain placement needed after expander-based breast reconstruction can be predicted using preoperative and intraoperative data. Patient age, specimen weight, and expander type are important predictors of drainage volume. Older patients, heavier specimens, and use of the Mentor rather than the Allergan expander corresponded to a greater total drainage volume and a longer duration of drain placement.

Aerodynamic Characteristics of Whispered and Normal Speech during Reading Paragraph Tasks (문단낭독 시 속삭임 발화와 정상 발화의 공기역학적 특성)

  • Pyo, Hwayoung
    • Phonetics and Speech Sciences
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    • v.6 no.3
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    • pp.57-62
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    • 2014
  • The present study was performed to investigate and discuss the aerodynamic characteristics of whispered and normal speech during reading paragraph tasks. 39 normal females(18-23 yrs.) read 'Autumn' paragraph with whispered and normal phonation. Their readings were recorded and analyzed by 'Running Speech' in Phonatory Aerodynamic System(PAS) instrument. As results, during whispered speech, the total duration was longer and the numbers of inspiration were more frequently shown than normal speech. The Peak expiratory and inspiratory rate were higher in normal speech, but the expiratory and inspiratory volume were higher in whispered speech. By correlation analysis, both whispered and normal speech showed significantly high correlation between total duration and expiratory/inspiratory airflow duration; numbers of inspiration and inspiratory airflow duration; expiratory and inspiratory volume. These results show that whispered speech needs more respiratory effort but shows poorer aerodynamic efficacy during phonation than normal speech.

Combustion Characteristics of Landfill Gas in Constant Volume Combustion Chamber for Large Displacement Volume Engine (II) - Combustion Analysis - (대형기관 모사 정적연소실에서 매립지 가스의 연소특성에 대한 연구 (II) - 연소 분석 -)

  • Kwon, Soon Tae;Park, Chanjun;Ohm, Inyong
    • Transactions of the Korean Society of Mechanical Engineers B
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    • v.37 no.8
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    • pp.743-752
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    • 2013
  • This is the second paper on the combustion characteristics of landfill gas in a constant volume combustion chamber for a large displacement volume commercial engine, and it discusses the combustion process on the basis of pressure measurements. The results show that the bimodal peak pressure phenomenon, which is caused by the interaction of the heat release and the heat transfer, is more apparent as the mixtures are more favorable to combustion, and the magnitudes of the pressures depend on the unburned fraction. In addition, there exist four main inflection points during heat release owing to variations in the heat transfer area related to flame propagation from the ignition point. Furthermore, the number of inflection points increases as the mixture quality worsens because of the extended burn duration. Consequently, the sophisticated interactions between the heat transfer area changing pattern due to flame propagation and transfer duration might cause very peculiar heat release patterns.

The effect of early arm exercise on drainage volume after total mastectomy and tissue expander insertion in breast cancer patients: a prospective study

  • Joo, Oh Young;Moon, Seung Jin;Lee, Dong Won;Lew, Dae Hyun;Lee, Won Jai;Song, Seung Yong
    • Archives of Plastic Surgery
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    • v.48 no.6
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    • pp.583-589
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    • 2021
  • Background In prosthesis-based breast reconstruction patients, the drain tends to be kept in place longer than in patients who undergo only mastectomy. Postoperative arm exercise also increases the drainage volume. However, to preserve shoulder function, early exercise is recommended. In this study, we investigated the effect of early exercise on the total drainage volume and drain duration in these patients. Methods We designed a prospective randomized trial involving 56 patients who underwent immediate breast reconstruction following mastectomy using tissue expanders. In each group, the patients were randomized either to perform early arm exercises using specific shoulder movement guidelines 2 days after surgery or to restrict arm movement above the shoulder height until drain removal. The drain duration and the total amount of drainage were the primary endpoints. Results There were no significant differences in age, height, weight, body mass index, or mastectomy specimen weight between the two groups. The total amount of drainage was 1,497 mL in the early exercise group and 1,336 mL in the exercise restriction group. The duration until complete removal of the drains was 19.71 days in the early exercise group and 17.11 days in the exercise restriction group. Conclusions Exercise restriction after breast reconstruction did not lead to a significant difference in the drainage volume or the average time until drain removal. Thus, early exercise is recommended for improved shoulder mobility postoperatively. More long-term studies are needed to determine the effect of early exercise on shoulder mobility in prosthesis-based breast reconstruction patients.