• 제목/요약/키워드: limiting point

검색결과 193건 처리시간 0.023초

A class of CUSUM tests using empirical distributions for tail changes in weakly dependent processes

  • Kim, JunHyeong;Hwang, Eunju
    • Communications for Statistical Applications and Methods
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    • 제27권2호
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    • pp.163-175
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    • 2020
  • We consider a wide class of general weakly-dependent processes, called ψ-weak dependence, which unify almost all weak dependence structures of interest found in statistics under natural conditions on process parameters, such as mixing, association, Bernoulli shifts, and Markovian sequences. For detecting the tail behavior of the weakly dependent processes, change point tests are developed by means of cumulative sum (CUSUM) statistics with the empirical distribution functions of sample extremes. The null limiting distribution is established as a Brownian bridge. Its proof is based on the ψ-weak dependence structure and the existence of the phantom distribution function of stationary weakly-dependent processes. A Monte-Carlo study is conducted to see the performance of sizes and powers of the CUSUM tests in GARCH(1, 1) models; in addition, real data applications are given with log-returns of financial data such as the Korean stock price index.

Theoretical Studies on the Acid-Catalyzed Hydrolysis of Sulfinamide

  • 김찬경;이익준
    • Bulletin of the Korean Chemical Society
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    • 제18권8호
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    • pp.880-886
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    • 1997
  • Ab initio calculations were carried out on the gas phase acid-catalyzed hydrolysis reactions of sulfinamide using the 3-21G* basis sets. Single point calculations were also performed at the MP2/6-31G* level. The first step in the acid-catalyzed hydrolysis of N-methylmethanesulfinamide, Ⅰ, involves protonation. The most favorable form is the O-protonated one, Ⅱ, which is then transformed into a sulfurane intermediate, Ⅲ, by addition of a water molecule. The reaction proceeds further by an intramolecular proton transfer from O to N (TS2), which is followed by N-S bond cleavage (TS3) leading to the final products. The rate determining step is the N-S bond cleavage (TS3) at the RHF/3-21G* level, whereas it becomes indeterminable at the MP2/6-31G*//3-21G* level of theory. However, the substituent effect studies with N-protonated N-arylmethanesulfinamide, ⅩⅢ, at the MP2/6-31G*//3-21G* level support the N-S bond breaking step as rate limiting.

A Non-Cirucular Contact Arc Model for Temper Rolling

  • Y.L. Liu;Lee, W.H.;Cho, K.J.
    • 한국소성가공학회:학술대회논문집
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    • 한국소성가공학회 1999년도 제3회 압연심포지엄 논문집 압연기술의 미래개척 (Exploitation of Future Rolling Technologies)
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    • pp.293-300
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    • 1999
  • A mathematical model for the analysis of roll gap phenomena in strip temper rolling process is described. The mechanical peculiarities of temper rolling process, such as high friction value and non-circular contact arc, low reduction and non-negligible entry and exit elastic zones as well as central restricted deformation (preliminary displacement or sticking) zone etc., are all taken into account. The deformation of work rolls is calculated with the influence function method and arbitrary contact arc shape is permitted. The strip deformation is modeled by slab method and the entry and exit elastic deformation zones are included. The restricted deformation zone near the neutral point is also considered. The concept and the calculation method of limiting preliminary displacement are used to determine the length of the central restricted deformation zone. The comparison of the model results with the measured mill data is also made.

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Cycle Analysis on LNG Boil-off Gas Re-Liquefaction Plant

  • Chin, Y.W.
    • 한국초전도ㆍ저온공학회논문지
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    • 제8권4호
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    • pp.34-38
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    • 2006
  • Cycle analysis was performed in order to find the optimum design point of the LNG Boil-off gas re-liquefaction system. Thermodynamic analysis revealed the system could be defined by three state variables. Thus the system performance could be described by the three cold endpoint temperatures of the three-pass heat exchanger. This enabled us to investigate the cycle performance in terms of the heat exchanger parameters. To get access to the cycle states of higher system performances, larger heat exchangers were found necessary. Also the thermal pinch in cryogenic heat exchangers was found to act as a limiting factor to the system performance.

주조용 Al합금의 내식성에 관한 전기화학적 평가 (An Electrochemical Evaluation on the Corrosion Resistance of a Al Alloy)

  • 윤대현;이명훈;김기준;문경만
    • Journal of Advanced Marine Engineering and Technology
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    • 제29권5호
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    • pp.495-501
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    • 2005
  • Al is a active metal that owes its resistance to a thin, protective, barrier oxide surface layer, which is stable in air and neutral aqueous solution. Thus Al alloys are widely used in architectural trim. cold & hot-water storage vessels and piping. However Al and most of its alloy may corrode with some forms such as pitting corrosion, intergranular corrosion and galvanic corrosion in the case of exposure to various industrial and marine atmosphere. Therefore a correct evaluation of corrosion resistance for their Al and Al alloys may be more important in a economical point of view. In this study. a relative evaluation of corrosion resistance for three kinds of Al alloys such as ALDC2, ALDC3, and ALDC8 series was carried out with electrochemical method. There is a tendency that corrosion potential is shifted to positive or negative direction by alloying components regardless of corrosion resistance. Moreover the data of corrosion properties obtained from cathodic Polarization curve, cyclic voltammogram and AC. DC impedance respectively showed a good correspondence each other against the corrosion resistance but variation of corrosion potential. passivity current density of anodic polarization curve and corrosion current density by Tafel extrapolation and Stern-Geary method didn't correspond with not only each other but also considerably the data of corrosion properties discussed above. Therefore it is suggested that an optimum electrochemical evaluation for corrosion resistance of Al alloy is to calculate the diffusion limiting current density of cathodic polarization curve, impedance of AC or DC and polarization resistance of cyclic voltammogram.

Bus-voltage Sag Suppressing and Fault Current Limiting Characteristics of the SFCL Due to its Application Location in a Power Distribution System

  • Kim, Jin-Seok;Lim, Sung-Hun;Kim, Jae-Chul
    • Journal of Electrical Engineering and Technology
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    • 제8권6호
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    • pp.1305-1309
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    • 2013
  • The application of the superconducting fault current limiter (SFCL) in a power distribution system is expected to contribute the voltage-sag suppression of the bus line as well as the fault-current reduction of the fault line. However, the application effects of the SFCL on the voltage sag of the bus line including the fault current are dependent on its application location in a power distribution system. In this paper, we investigated the fault current limiting and the voltage sag suppressing characteristics of the SFCL due to its application location such as the outgoing point of the feeder, the bus line, the neutral line and the 2nd side of the main transformer in a power distribution system, and analyzed the trace variations of the bus-voltage and fault-feeder current. The simulated power distribution system, which was composed of the universal power source, two transformers with the parallel connection and the impedance load banks connected with the 2nd side of the transformer through the power transmission lines, was constructed and the short-circuit tests for the constructed system were carried out. Through the analysis on the short-circuit tests for the simulated power distribution system with the SFCLs applied into its representative locations, the effects from the SFCL's application on the power distribution system were discussed from the viewpoints of both the suppression of the bus-voltage sag and the reduction of the fault current.

Microanatomy and Histological Features of Central Myelin in the Root Exit Zone of Facial Nerve

  • Yee, Gi-Taek;Yoo, Chan-Jong;Han, Seong-Rok;Choi, Chan-Young
    • Journal of Korean Neurosurgical Society
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    • 제55권5호
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    • pp.244-247
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    • 2014
  • Objective : The aim of this study was to evaluate the microanatomy and histological features of the central myelin in the root exit zone of facial nerve. Methods : Forty facial nerves with brain stem were obtained from 20 formalin fixed cadavers. Among them 17 facial nerves were ruined during preparation and 23 root entry zone (REZ) of facial nerves could be examined. The length of medial REZ, from detach point of facial nerve at the brain stem to transitional area, and the thickness of glial membrane of central myelin was measured. We cut brain stem along the facial nerve and made a tissue block of facial nerve REZ. Each tissue block was embedded with paraffin and serially sectioned. Slices were stained with hematoxylin and eosin (H&E), periodic acid-Schiff, and glial fibrillary acid protein. Microscopy was used to measure the extent of central myelin and thickness of outer glial membrane of central myelin. Thickness of glial membrane was examined at two different points, the thickest area of proximal and distal REZ. Results : Special stain with PAS and GFAP could be differentiated the central and peripheral myelin of facial nerve. The length of medial REZ was mean 2.6 mm (1.6-3.5 mm). The glial limiting membrane of brain stem is continued to the end of central myelin. We called it glial sheath of REZ. The thickness of glial sheath was mean $66.5{\mu}m(40-110{\mu}m$) at proximal REZ and $7.4{\mu}m(5-10{\mu}m$) at distal REZ. Conclusion : Medial REZ of facial nerve is mean 2.6 mm in length and covered by glial sheath continued from glial limiting membrane of brain stem. Glial sheath of central myelin tends to become thin toward transitional zone.

개선된 자속구속형 전류제한기의 사고 시점에 따른 사고전류제한 특성 (Characteristics according to the spot at the beginning of the fault current)

  • 김용진;두호익;이동혁;한상철;이정필;한병성
    • 한국전기전자재료학회:학술대회논문집
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    • 한국전기전자재료학회 2010년도 하계학술대회 논문집
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    • pp.189-189
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    • 2010
  • The Improved flux-lock type superconducting fault current limiter(SFCL) is composed of a series transformer and superconducting unit of the YBCO coated conductor. The primary and secondary coils in the transformer were wound in series each other through an iron core and the YBCO coated conductor was connected with secondary coil in parallel. In a normal condition, the flux generated from a primary coil is cancelled out by its structure and the zero resistance of the YBCO thin films. When a fault occurs, the resistance of the YBCO coated conductor was generated and the fault current was limited by the SFCL. In this paper, we investigated the fault current limiting characteristics through the spot at the beginning of the fault current in the Improved flux-lock type SFCL. The experiment results that the fault current limiting characteristics was difference according to the point of a fault current started. Through the analysis, it was shown that shorter the time of a phase transition.

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HIPERLAN/2에서 최소 RCH 수를 제한한 동적 랜덤채널 할당 기법 (Dynamic Random Channel Allocation Algorithm by Limiting the Number of Minimum RCH in HIPERLAN/2)

  • 강재은;이정규
    • 한국통신학회논문지
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    • 제34권1A호
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    • pp.58-64
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    • 2009
  • 본 논문에서는 최적화된 $\beta$개로 최소 랜덤 채널 RCH(Random CHannels) 개수를 제한함으로써, 단말이 채널 경쟁 구간에서 채널을 획득할 확률을 높이고 지연시간을 줄이는 알고리즘을 제안한다. HIPERLAN/2의 MAC 프로토콜은 TDMA/TDD 기반으로 동작하며, 단말은 RCH 구간을 통해 채널 경쟁에서 성공함으로써 트래픽 전송기회를 획득한다. 그러므로 AP는 각 RCH에서의 단말들의 채널 요청 메시지의 충돌 여부에 따라, 다음 프레임에서 최적의 RCH 개수를 동적으로 할당할 수 있다. 따라서 본 논문에서는 최소 RCH 개수를 $\beta$개로 제한하는 동적 랜덤채널할당 기법을 통해 채널 경쟁에서의 최소 성공률을 보장함으로써 HIPERLAN/2의 시스템 성능을 향상시킨다. 또한 실제 인터넷 트래픽에 기반한 이더넷 분포와 배치 도착을 적용한 시뮬레이션을 통해 최적의 $\beta$ 값을 찾아내며, 제안하는 알고리즘이 기존 알고리즘과 비교하여 처리율이 향상되고 최대 19%의 지연시간이 감소됨을 보여준다.

원/달러 환율 투자 손실률에 대한 극단분위수 추정 (Extreme Quantile Estimation of Losses in KRW/USD Exchange Rate)

  • 윤석훈
    • Communications for Statistical Applications and Methods
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    • 제16권5호
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    • pp.803-812
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    • 2009
  • 금융자료에 극단값이론을 적용하는 것은 위험관리에서 중요한 최신 통계기법 중의 하나라고 할 수 있다. 극단값분석에서 전통적으로 사용해 오던 연간 최대값방법은 시계열자료의 연간 최대값들에 대하여 일반화 극단값분포를 적합시키는 것이고, 최근 대안으로 널리 사용되고 있는 분계점 방법은 시계열자료 중 충분히 큰 하나의 분계점을 넘어서는 초과값들에 대하여 일반화파레토분포를 적합시키는 것이다. 그러나, 보다 실질적인 방법은 분계점을 넘어서는 초과값들을 하나의 점과정으로 해석하는 것인데, 즉 초과값들의 초과시점과 초과여분을 점근적으로 비동질 포아송과정을 갖는 하나의 2차원 점과정으로 간주하는 것이다. 본 논문에서는 이러한 2차원 비동질 포아송과정 모형을 1982.1.4부터 2008.12.31까지 수집된 원/달러 환율 시계열자료로부터 계산된 일별 환율투자손실률, 즉 일별 로그 손실률에 적용한다. 여기서 주된 관심은 10년 혹은 50년에 한번 정도 발생하는 대형 손실률 수준과 같은 극단분위수를 어떻게 추정하느냐 하는 것이다.