• Title/Summary/Keyword: impulse response analysis

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Application of Digital Signal Analysis Technique to Enhance the Quality of Tracer Gas Measurements in IAQ Model Tests

  • Lee, Hee-Kwan;Awbi, Hazim B.
    • Journal of Korean Society for Atmospheric Environment
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    • v.23 no.E2
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    • pp.66-73
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    • 2007
  • The introduction of tracer gas techniques to ventilation studies in indoor environments provides valuable information that used to be unattainable from conventional testing environments. Data acquisition systems (DASs) containing analogue-to-digital (A/D) converters are usually used to function the key role that records signals to storage in digital format. In the testing process, there exist a number of components in the measuring equipment which may produce system-based inference to the monitored results. These unwanted fluctuations may cause significant error in data analysis, especially when non-linear algorithms are involved. In this study, a pre-processor is developed and applied to separate the unwanted fluctuations (noise or interference) in raw measurements and to reduce the uncertainty in the measurement. Moving average, notch filter, FIR (Finite Impulse Response) filters, and IIR (Infinite Impulse Response) filters are designed and applied to collect the desired information from the raw measurements. Tracer gas concentrations are monitored during leakage and ventilation tests in the model test room. The signal analysis functions are introduced to carry out the digital signal processing (DSP) work. Overall the FIR filters process the $CO_2$ measurement properly for ventilation rate and mean age of air calculations. It is found that, the Kaiser filter was the most applicable digital filter for pre-processing the tracer gas measurements. Although the IIR filters help to reduce the random noise in the data, they cause considerable changes to the filtered data, which is not desirable.

An Analysis of Money Supply in Indonesia: Vector Autoregressive (VAR) Approach

  • YULIADI, Imamudin
    • The Journal of Asian Finance, Economics and Business
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    • v.7 no.7
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    • pp.241-249
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    • 2020
  • The role of money in the modern economy highly determines the intensity and the development of the macroeconomy. The money supply is assumed to be as much as money demand, which reflects the economic character of a country and indicates the growth and development of macroeconomy. In Indonesia, the money supply (M1) is related to the economic dynamics in either the monetary market or the goods market. This research aims at analyzing factors that influence the money supply and to what extent the economic factors affect the money supply in Indonesia. The analysis method used in this research was Vector Autoregressive (VAR) with some variables, such as money supply (M1), interest rate, and Gross Domestic Product (GDP) from the 1st quarter of 2001 until the 1st quarter of 2013. The data collection method was in the form of data compilation from credible sources, such as Bank of Indonesia (BI), Central Bureau of Statistics (CBS), and International Financial Statistics (IFS). To obtain adequate analysis results, several tests were taken, such as unit-root test, Granger causality test, and optimal lag. VAR analysis formulates the correlation among independent variables, so it also sees the study of impulse response and matrix decomposition.

Multi-level approach for parametric roll analysis

  • Kim, Tae-Young;Kim, Yong-Hwan
    • International Journal of Naval Architecture and Ocean Engineering
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    • v.3 no.1
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    • pp.53-64
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    • 2011
  • The present study considers multi-level approach for the analysis of parametric roll phenomena. Three kinds of computation method, GM variation, impulse response function (IRF), and Rankine panel method, are applied for the multi-level approach. IRF and Rankine panel method are based on the weakly nonlinear formulation which includes nonlinear Froude-Krylov and restoring forces. In the computation result of parametric roll occurrence test in regular waves, IRF and Rankine panel method show similar tendency. Although the GM variation approach predicts the occurrence of parametric roll at twice roll natural frequency, its frequency criteria shows a little difference. Nonlinear roll motion in bichromatic wave is also considered in this study. To prove the unstable roll motion in bichromatic waves, theoretical and numerical approaches are applied. The occurrence of parametric roll is theoretically examined by introducing the quasi-periodic Mathieu equation. Instability criteria are well predicted from stability analysis in theoretical approach. From the Fourier analysis, it has been verified that difference-frequency effects create the unstable roll motion. The occurrence of unstable roll motion in bichromatic wave is also observed in the experiment.

A Study of Testing Method for Diagnostic Ultrasonic Array Probe through Pattern Analysis of Acoustic-Fields with Probe Channel Division (채널별 음장분포 분석을 통한 진단용 초음파 어레이 프로브의 평가방법에 관한 연구)

  • Yoo, B.C.;Choi, H.H.;Noh, S.C.;Min, H.K.;Kwon, J.W.
    • Journal of Biomedical Engineering Research
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    • v.27 no.5
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    • pp.229-236
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    • 2006
  • The acoustic field analysis method is the superior calibration method for rectifying the ultrasonic probe sensitivity. This method also can be applied to evaluate the probe performance in clinical fields without numerical analysis and precise measurements. In this paper, we propose the method of acoustic field pattern analysis with probe channel division for the evaluation of diagnostic ultrasound probe characterization. In order to verify our purpose, we performed a set of experiments. We measured the acoustic-field pattern of the three inferiority probes by channel division to evaluate an acoustic field distribution and impulse response characteristics. By comparing the results of acoustic field measurement method with that of conventional method such as impulse response and live image test for linear array probes, it is demonstrated that the ultrasound field measurement method is more effective then conventional method in detection of defective elements.

Analysis of causality of Baltic Drybulk index (BDI) and maritime trade volume (발틱운임지수(BDI)와 해상 물동량의 인과성 검정)

  • Bae, Sung-Hoon;Park, Keun-Sik
    • Korea Trade Review
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    • v.44 no.2
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    • pp.127-141
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    • 2019
  • In this study, the relationship between Baltic Dry Index(BDI) and maritime trade volume in the dry cargo market was verified using the vector autoregressive (VAR) model. Data was analyzed from 1992 to 2018 for iron ore, steam coal, coking coal, grain, and minor bulks of maritime trade volume and BDI. Granger causality analysis showed that the BDI affects the trade volume of coking coal and minor bulks but the trade volume of iron ore, steam coal and grain do not correlate with the BDI freight index. Impulse response analysis showed that the shock of BDI had the greatest impact on coking coal at the two years lag and the impact was negligible at the ten years lag. In addition, the shock of BDI on minor cargoes was strongest at the three years lag, and were negligible at the ten years lag. This study examined the relationship between maritime trade volume and BDI in the dry bulk shipping market in which uncertainty is high. As a result of this study, there is an economic aspect of sustainability that has helped the risk management of shipping companies. In addition, it is significant from an academic point of view that the long-term relationship between the two time series was analyzed through the causality test between variables. However, it is necessary to develop a forecasting model that will help decision makers in maritime markets using more sophisticated methods such as the Bayesian VAR model.

Time Domain Analysis of a Tension Leg Platform in Multi-Directional Irregular Waves (다방향 불규칙파중의 인장계류식 해양구조물의 시간영역 해석)

  • Lee, Chang-Ho;Kim, Chuel-Hyun
    • Journal of Ocean Engineering and Technology
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    • v.20 no.5 s.72
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    • pp.36-41
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    • 2006
  • The main object of this study is to develop an accurate and convenient method for the response analysis of offshore structures in real sea states. A numerical procedure is described for predicting the motion responses and tension variations of the ISSC TLP in multi-directional irregular waves. The developed numerical approach in the frequency domain is based on acombination of the three dimensional source distribution method, the dynamic response analysis method, and the spectral analysis method. Frequency domain analysis in the multi-directional irregular waves is expanded to a time domain analysis by using a convolution integral after obtaining the impulse response by Fourier transformation. The results of the comparison between responses in the frequency and time domain confirmed the validity of the proposed approach.

A Study on Price Discovery Function of Japan's Frozen Shrimp Future Market (일본 냉동새우 선물시장의 가격발견기능에 관한 연구)

  • Nam Soo-Hyun
    • The Journal of Fisheries Business Administration
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    • v.37 no.1 s.70
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    • pp.95-110
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    • 2006
  • Japan's frozen shrimp future market is the only fisheries future commodity market in the world. This empirical study examines the lead and lag relationship between Japan frozen shrimp spot and future markets using the daily prices from August 1, 2002 to December 31, 2005. Frozen shrimp future contract is listed on Japan Kansai Commodities Exchange. Japan imports approximately 250,000 tons of frozen shrimp annually, of which just under 70,000 tons, nearly 30%, are black tiger shrimp. Approximately 90% of black tiger shrimp are caught in Indonesia, India, Thailand and Vietnam, and the two largest consumers of these shrimp are Japan and the U.S.A. Kansai Commodities Exchange adopts the India black tiger shrimp as standard future commodity. We use unit root test, Johansen cointegration test, Granger causality test, Vector autoregressive analysis and Impulse response analysis. However, considering the long - term relationships between the level variables of frozen shrimp spot and futures, we introduced Vector Error Correction Model. We find that the price change of frozen shrimp futures with next 1, 2, 3, 4, 5 month maturity have a strong predictive power to the change of frozen shrimp spot and the change of frozen shrimp spot also have a predictive power to the change of frozen shrimp with next 1, 2, 3 month maturity. But, the explanatory power of the frozen shrimp futures is relatively greater than that of frozen shrimp spot.

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Wideband Time-Frequency Symbols and their Applications

  • Iem, Byeong-Gwan
    • Journal of the Korean Institute of Intelligent Systems
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    • v.11 no.6
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    • pp.563-567
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    • 2001
  • We generalize the widebane P0-weyl symbol (P0WS) and the widebane spreading function (WSF) using the generalized warping function . The new generalized P0WS and WSF are useful for analyzing system and communication channels producing generalized time shifts. We also investigated the relationship between the affine Wey1 symbol(AWS) and the P0WS. By using specific warping functions, we derive new P0WS and WSF as analysis tools for systems and communication channels with non-linear group delary characteristics. The new P0WS preserves specific types of changes imposed on random processes. The new WSF provides a new interpretation of output of system and communication channel as weighted superpositions of non-linear time shifts on the input. It is compared to the conventional method obtaining output of system and communication channel as a convention integration of the input with the impulse response of the system and the communication channel. The convolution integration can be interpreted as weighted superpositions of liner time shifts on the input where the weight is the impulse response of the system and the communication channel. Application examples in analysis and detection demonstrate the advantages of our new results.

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Free and transient responses of linear complex stiffness system by Hilbert transform and convolution integral

  • Bae, S.H.;Cho, J.R.;Jeong, W.B.
    • Smart Structures and Systems
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    • v.17 no.5
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    • pp.753-771
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    • 2016
  • This paper addresses the free and transient responses of a SDOF linear complex stiffness system by making use of the Hilbert transform and the convolution integral. Because the second-order differential equation of motion having the complex stiffness give rise to the conjugate complex eigen values, its time-domain analysis using the standard time integration scheme suffers from the numerical instability and divergence. In order to overcome this problem, the transient response of the linear complex stiffness system is obtained by the convolution integral of a green function which corresponds to the unit-impulse free vibration response of the complex system. The damped free vibration of the complex system is theoretically derived by making use of the state-space formulation and the Hilbert transform. The convolution integral is implemented by piecewise-linearly interpolating the external force and by superimposing the transient responses of discretized piecewise impulse forces. The numerical experiments are carried out to verify the proposed time-domain analysis method, and the correlation between the real and imaginary parts in the free and transient responses is also investigated.

A Causality Analysis on the Relationship Between National Park Visitor Use and Economic Variables (국립공원 탐방수요와 경제변수간의 인과성 분석)

  • Sim, Kyu-Won;Lee, Ju-Hee
    • Journal of Korean Society of Forest Science
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    • v.99 no.4
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    • pp.573-579
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    • 2010
  • This study was carried out to investigate the relationship between visitor uses of national parks and economic variables, such as the index of industrial product and the consumer price index. The results from the Granger Causality test showed that the index of industrial product and the consumer price index influenced visitor use at national parks. Also the Impulse Response Analysis showed that the index of industrial product and the consumer price index greatly influenced national park visitor use in the short term as well as the long term. The study showed that national park visitor use was mainly influenced by variance decompositions. These results suggested that economic variables could be used to not only forecast the demand for recreation but also establish recreational policies.