• Wind and Structures
• /
• 제7권6호
• /
• pp.421-447
• /
• 2004

This paper presents a time domain approach for predicting buffeting response of long suspension bridges under skew winds. The buffeting forces on an oblique strip of the bridge deck in the mean wind direction are derived in terms of aerodynamic coefficients measured under skew winds and equivalent fluctuating wind velocities with aerodynamic impulse functions included. The time histories of equivalent fluctuating wind velocities and then buffeting forces along the bridge deck are simulated using the spectral representation method based on the Gaussian distribution assumption. The self-excited forces on an oblique strip of the bridge deck are represented by the convolution integrals involving aerodynamic impulse functions and structural motions. The aerodynamic impulse functions of self-excited forces are derived from experimentally measured flutter derivatives under skew winds using rational function approximations. The governing equation of motion of a long suspension bridge under skew winds is established using the finite element method and solved using the Newmark numerical method. The proposed time domain approach is finally applied to the Tsing Ma suspension bridge in Hong Kong. The computed buffeting responses of the bridge under skew winds during Typhoon Sam are compared with those obtained from the frequency domain approach and the field measurement. The comparisons are found satisfactory for the bridge response in the main span.

• 상하수도학회지
• /
• 제30권5호
• /
• pp.481-489
• /
• 2016

Method of characteristic(MOC) has been widely used as a transient analysis technique for pressurized pipeline systems. There are substantial studies using MOC for the water hammer triggered through instantaneous valve closures, pump stoppage and pump startup for pipelines systems equipped with a centrifugal pump. Considering restrictions of MOC associated with courant number condition for complicated pipeline systems, an impulse response method(IRM) was developed in the frequency domain. this study implements the impact of centrifugal pump using transfer function in frequency domain approach. Using pump performance curve and the affinity law, this study formulated transfer functions which relate complex pressure head at upstream of pump system to that of downstream location. Simulations of simple reservoir-pump-valve system using IRM with formulated transfer function were similar to those obtained through MOC.

• 산경연구논집
• /
• 제8권1호
• /
• pp.5-13
• /
• 2017

Purpose - In this article, a dynamic model like a VAR is an appropriate choice for estimating the possible interrelationship between ownership structure and firm performance as a dynamic process. Research design, data, and methodology - Data of this work are collected from Chinese stock exchange including 350 Chinese-listed firms during the period of 1999-2012. We hypothesize that this interrelationship dynamically exists between ownership structure and firm performance. To examine the correlation, a panel Vector Auto-regression (PVAR) approach generated by GMM method is utilized to test the possible dynamic relation embedded in corporate governance. Another two dynamic analysis solutions such as orthogonalized impulse-response function and variance decomposition are also used simultaneously. Results - Findings of this study indicate the evidence that dynamically endogenous relationship exists between ownership structure and firm performance. Further, there is a dynamical correlation between investment and performance. Impulse response and variance decomposition illustrate that impact of a shock to variables themselves is the main source for their variability. Conclusions - The conclusion in this study is that there is a bidirectional and inter-temporal effect between proportion of ownership and corporate performance for a long run in accordance with impulse response function. Overall, our results suggest that corporate governance in China is more market oriented.

• 한국산학기술학회논문지
• /
• 제17권12호
• /
• pp.670-677
• /
• 2016

본 연구는 LNG 저장 탱크 운반선 9% NI Steel에 대한 실험분석과 메타분석 연구이다. 본 연구는 LNG 저장 탱크 운반선 9% NI Steel에 대한 선행연구에 기초해서 메타분석을 수행한 후에, 9% Ni Steel의 패스(pass)와 다층용접(multi pass)이 인장강도(tensile strength)에 미치는 영향을 분석하기 위하여 충격반응검정(impulse-response test)을 통한 실험분석을 수행하였다. 본 연구의 실험분석 결과 다음과 같은 연구결과를 얻었다, 첫째, 9% Ni Steel의 다층용접(multi pass welding)에 대한 인장강도(tensile strength)를 시험한 결과 패스 1부터 패스 3까지 인장강도가 증가하였으나, 패스 3 이후부터 다층용접의 인장강도는 감소하는 것으로 보인다. 둘째, 다층용접(Multi pass welding)이 인장강도(tensile strength)에 미치는 영향을 분석한 결과, 패스(pass), 다층용접(multi pass)이 인장강도(tensile strength) 에 유의한 정(+)의 영향을 미치는 것으로 보인다. 용접시간(welding time)이 인장강도(tensile strength)에 미치는 영향을 분석한 결과, 용접시간(welding time), 인장강도시간(tensile time)이 인장강도(tensile strength) 에 유의한 정(+)의 영향을 미치는 것으로 보인다.

• 재무관리연구
• /
• 제22권2호
• /
• pp.189-212
• /
• 2005

본 연구는 새로운 정보에 대하여 국채선도금리시장(forward market)과 국채 현물시장(spot market) 중 어느 시장이 더 효율적으로 반응하는지에 관한 분석을 실시하였다. 2002년 3월부터 2005년 1월말까지 3개월, 6개월, 9개월 및 1년물 국채선도금리(forward rate)와 각 시계열들의 현물 금리의 수익률 및 변동성자료를 사용하여 그랜져인과관계분석, 충격반응함수 및 분산분해 분석을 실시하였으며 주요 분석결과는 다음과 같다. 먼저 수익률 및 변동성을 이용한 그랜져인과관계분석(Granger causality test)결과에 의하면 국채 선도금리시장이 국채현물시장보다 새로운 정보에 대하여 더 효율적으로 반응하는 것으로 나타났다. 충격 반응함수(impulse response analysis)에서도 국채선도금리시장의 국채현물시장에 대한 영향력이 국채현물시장의 국채선도금리시장에 대한 영향력보다 더 강하고 지속적인 것으로 나타났다. 분산분해분석(variance decomposition analysis)에서는 전체적으로 3개월 및 6개월 등기간이 짧은 국채선도금리 수익률 및 변동성이 기간이 긴 국채선도금리보다 국채현물시장에 대한 영향력이 상대적으로 더 큰 것으로 나타났다. 이러한 분석결과로부터 새로운 정보에 대하여 국채현물시장보다는 국채선도금리시장이 더 효율적으로 반응하고 있음을 추론해 볼 수 있으며 이는 기존 국내외 주식현물시장과 선물시장들 간의 영향력을 분석한 결과 선물시장의 현물시장에 대한 영향력이 더 강한다는 결과들과 일맥상통하는 것으로 나타났다.

• Ocean and Polar Research
• /
• 제40권1호
• /
• pp.49-58
• /
• 2018

This study aimed to analyze the causality of hairtail prices among import and domestic distribution channels using a Vector Error Correction Model(VECM). The results are as follows. First, since the ADF unit-root test suggests that each of the price variables, apart from retail price, has a unit root, the price variables should be 1st-differenced to secure the stability of the prices. Next, through the Johansen co-integration test, it was discovered that there are long-term relationships among the price variables. On the basis of the co-integration test, VECM analysis shows that the producer price has a long-run balance with the import and wholesale prices. In particular, when the prices deviate from the balance, the producer price dynamically adjusts to return to the long-term relationship among prices. It also indicates that the producer price has an impact on the import, wholesale, and retail prices in the short-term, and the import price has an influence on the producer and wholesale prices. In addition, the impulse response analysis demonstrates that the impulse of import and producer prices has a lasting impact on each of the prices.

• 수산경영론집
• /
• 제46권1호
• /
• pp.93-107
• /
• 2015

This study aims to analyze causalities among Hairtail prices by distribution channel using a vector autoregressive model. This study applies unit-root test for stability of data, uses Granger causality test to know interaction among Hairtail Prices by distribution channel, and employes the vector autoregressive model to estimate statistical impacts among t-2 period variables used in model. Analyzing results of this study are as follows. First, ADF, PP, and KPSS tests show that the change rate of Hairtail price by distribution channel differentiated by logarithm is stable. Second, a Granger causality test presents that the producer price of Hairtail leads the wholesale price and then the wholesale price leads the consumer price. Third, the vector autoregressive model suggests that the change rate of Hairtail producer price of t-2 period variables statistically, significantly impacts change rates of own, wholesale, and consumer prices at current period. Fourth, the impulse response analysis indicates that impulse responses of the structural shocks with a respectively distribution channel of the Hairtail prices are relatively more powerful in own distribution channel than in other distribution channels. Fifth, a forecast error variance decomposition of the Hairtail prices points out that the own price has relatively more powerful influence than other prices.

• 한국소음진동공학회논문집
• /
• 제23권11호
• /
• pp.951-956
• /
• 2013

This paper describes techniques used to analyze the sweet spot of sound field reproduced by ear-level linear arrays of loudspeakers by geometrical approach method. Previous researches have introduced various sweet spot definitions in their own way. In general, sweet spot is defined as an area whose stereophonic sound effect is valid. Its size is affected by the geometrical arrangement of the system. In this paper, a case when plane waves are generated by linear arrays of loudspeakers in the horizontal plane is considered. So the sweet spot is defined as an area in which the listener can perceive the desired azimuth angle. Because there are many loudspeakers, impulse responses at listener's ears are in the form of pulse-train and the time-duration of the pulse-train affects the localization performance of the listener. So we calculated the maximum time duration of pulse-train by geometrical approach method and identified with the results of impulse response simulation. This paper also includes parameter analysis with respect to aperture size, so it suggests a tool for sound engineers to expect the sweet spot size and listener's sound perception.

• 한국소음진동공학회:학술대회논문집
• /
• 한국소음진동공학회 2002년도 춘계학술대회논문집
• /
• pp.241-246
• /
• 2002

Usually vibration properties are obtained from frequency response functions or impulse response functions of a system. Since the contact type sensors can affect the characteristics of vibrating systems, the non-contact type sensors such as laser Doppler vibrometer (LDV) are being widely used. Currently researches are being carried out in terms of modal analysis using a scanning vibrometer. For the continuous scan; the Chebyshev demodulation (or polynomial) is apparently suggested to extract the mode shapes. With single frequency sinusoidal excitation, this approach is well fitted. In this research, the Chebyshev demodulation technique has been applied to the impact excitation case. The vibration of the tested structure is modeled using impulse response functions. The technique is also adopted to the random excitation case. In order to verify the technique, a simply supported beam was chosen as the test rig. The calculation modules are developed by using MATLAB$\^$(R)/ in WindowsNT$\^$(R)/ environment.

• KSII Transactions on Internet and Information Systems (TIIS)
• /
• 제6권9호
• /
• pp.2218-2230
• /
• 2012

In this paper, we propose an efficient channel delay estimation method for orthogonal frequency-division multiplexing (OFDM) systems, especially over doubly-selective fading channels which are selective in both the symbol time domain and subcarrier frequency domain. For the doubly-selective fading channels in single frequency network (SFN), long and strong echoes exist and thus the conventional discrete Fourier Transform (DFT) based channel delay estimation system often fails to produce the exact channel delay profile. Based on the analysis of the discrete-time frequency response of the channel impulse response (CIR) coefficients in the DFT-based channel delay estimation system, we develop a method to effectively extract the true CIR from the aliased signals by employing a simple narrow-band low-pass filter (NB-LPF). The performance of the proposed system is verified using the COST207 TU6 SFN channel model.