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Long Memory and Cointegration in Crude Oil Market Dynamics (국제원유시장의 동적 움직임에 내재하는 장기기억 특성과 공적분 관계 연구)

  • Kang, Sang Hoon;Yoon, Seong-Min
    • Environmental and Resource Economics Review
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    • v.19 no.3
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    • pp.485-508
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    • 2010
  • This paper examines the long memory property and investigates cointegration in the dynamics of crude oil markets. For these purposes, we apply the joint ARMA-FIAPARCH model with structural break and the vector error correction model (VECM) to three daily crude oil prices: Brent, Dubai and West Texas Intermediate (WTI). In all crude oil markets, the property of long memory exists in their volatility, and the ARMA-FIAPARCH model adequately captures this long memory property. In addition, the results of the cointegration test and VECM estimation indicate a bi-directional relationship between returns and the conditional variance of crude oil prices. This finding implies that the dynamics of returns affect volatility, and vice versa. These findings can be utilized for improving the understanding of the dynamics of crude oil prices and forecasting market risk for buyers and sellers in crude oil markets.

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Evaluation of Leak Rate Through a Crack with Linearly-Varying Sectional Area (선형적으로 변하는 단면적을 가진 균열에서의 누설률 평가)

  • Park, Jai Hak
    • Transactions of the Korean Society of Mechanical Engineers A
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    • v.40 no.9
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    • pp.821-826
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    • 2016
  • The leak before break (LBB) concept is used in pipe line design for nuclear power plants. For application of the LBB concept, leak rates through cracks should be evaluated accurately. Usually leak late analyses are performed for through-thickness cracks with constant cross-sectional area. However, the cross-sectional area at the inner pipe surface of a crack can be different from that at the outer surface. In this paper, leak rate analyses are performed for the cracks with linearly-varying cross-sectional areas. The effect of varying the cross-sectional area on leak rates was examined. Leak rates were also evaluated for cracks in bi-material pipes. Finally, the effects of crack surface morphology parameters on leak rates were examined.

SECOND ATLAS DOMESTIC STANDARD PROBLEM (DSP-02) FOR A CODE ASSESSMENT

  • Kim, Yeon-Sik;Choi, Ki-Yong;Cho, Seok;Park, Hyun-Sik;Kang, Kyoung-Ho;Song, Chul-Hwa;Baek, Won-Pil
    • Nuclear Engineering and Technology
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    • v.45 no.7
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    • pp.871-894
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    • 2013
  • KAERI (Korea Atomic Energy Research Institute) has been operating an integral effect test facility, the Advanced Thermal-Hydraulic Test Loop for Accident Simulation (ATLAS), for transient and accident simulations of advanced pressurized water reactors (PWRs). Using ATLAS, a high-quality integral effect test database has been established for major design basis accidents of the APR1400 plant. A Domestic Standard Problem (DSP) exercise using the ATLAS database was promoted to transfer the database to domestic nuclear industries and contribute to improving a safety analysis methodology for PWRs. This $2^{nd}$ ATLAS DSP (DSP-02) exercise aims at an effective utilization of an integral effect database obtained from ATLAS, the establishment of a cooperation framework among the domestic nuclear industry, a better understanding of the thermal hydraulic phenomena, and an investigation into the possible limitation of the existing best-estimate safety analysis codes. A small break loss of coolant accident with a 6-inch break at the cold leg was determined as a target scenario by considering its technical importance and by incorporating interests from participants. This DSP exercise was performed in an open calculation environment where the integral effect test data was open to participants prior to the code calculations. This paper includes major information of the DSP-02 exercise as well as comparison results between the calculations and the experimental data.

Design for Distributed Simulator using Wired and Wireless Devices (유무선 단말기를 이용한 분산 시뮬레이터 설계)

  • Jo, Soo-Hyun;Lee, Jong-Sik
    • Journal of the Korea Society for Simulation
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    • v.20 no.3
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    • pp.41-48
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    • 2011
  • Wireless communication technology developed, portable wireless devices based on wireless network including the smartphone rapidly developed, and products with functions similar to highly efficient computer are being launched. Therefore, active studies to enable performance of works, which were previously held in computers, on portable wireless terminal are being held. Until now, simulation was undertaken using computers which satisfy high performance computing resource. Such contains a problem that it cannot break away the limit of space. Portable wireless terminal has the merit that it can break away from the limit of space by using wireless network in comparison to wired environment. In this paper, it suggests a simulator based on wireless devices for distributed simulation. For such purpose, the performance time of simulation will be compared in regards to the case of performing nodes control simulation in a single highly efficient computer and the case of performing distributed simulation in many wired and wireless network environments. Through the comparison, the possibility for utility of portable wireless terminal as the object of distributed simulation will be verified, and it will be presented that simulation can be performed in a shorter time by performing distributed simulation under various wired and wireless network environments away from the limit of space.

A Study on the Implement of Test Bed for Ad-hoc Networks (Ad-hoc 네트워크 테스트 베드 구현에 관한 연구)

  • Lee, Heung-Jae;Ga, Soon-Mo;Choe, Jin-Kyun
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.31 no.11A
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    • pp.1059-1067
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    • 2006
  • AODV(Ad-hoc On-demand Distance Vector) routing protocol was devised for use of mobile nodes in Ad-hoc network. When we use the AODV routing protocol in Ad-hoc networks with high mobility, disturbance of optimized route path and link break occur. In order to solve the shortcomings, this paper proposes a new routing protocol in which new routing control messages are added to the existing AODV. The proposed protocol minimizes link break and transmission delay while is able to secure the optimized route path constantly in changes of network topology The performance of the proposed routing protocol was evaluated by using us2 network simulator. The actual Ad-hoc network test bed provides us the most reliable experimental data for Ad-hoc networks. In order to support this experimental environment, the dissertation also developed an efficient embedded system on which AODV routing protocol, NAT, Netfilter can run and other event message can be verified without declining efficiency. The correct operation of AODV routing protocol has been verified in both the Ad-hoc network test bed in which the embedded system was used, and Ad-hoc networks linked with Ethernet backbone network.

A Study on Entrance Section of Hybrid Wave Power Generation System (하이브리드형 파력발전시스템의 유입구 형상 연구)

  • Oh, Jin-Seok;Jang, Jae-Hee
    • Journal of Navigation and Port Research
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    • v.37 no.6
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    • pp.597-601
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    • 2013
  • Recently, many studies about the wave power generation system for the marine structure as the hybrid form in linked with the original features have been made of. Of these, the wave power generation system using oscillating water column(OWC) has function to convert wave energy to electrical energy with original function of the break water structure. In this type of generation system, it is important to make the flow of sea water as much as possible without loss. Output characteristics of wave power generation system depending on entrance section were described in the paper. Also, flow quantity changing with entrance section, velocity of sea water and output of wells turbine were measured by simulating OWC wells turbine model in break water, one of the general marine structure. Finally, entrance section was suggested to enhance the energy conversion efficiency based on the results of simulation.

Design of MBB System for provide Mobility continuity in Environment IPSec (IPSec 환경에서 연속적인 이동성 제공을 위한 MBB 시스템 설계)

  • Kim, Seon-Young;Jo, In-June
    • Journal of the Korea Institute of Information and Communication Engineering
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    • v.12 no.3
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    • pp.478-484
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    • 2008
  • When a mobile node moves, MIPv6 operates an authentication process for the new connection. These kinds of frequent binding update and authentication processes cause much traffic and delay the service. To solve this problem, PMIPv6 provides a network-based mobility protocol in order to lessen the load on a mobile node. However, when it is moved from a domain to a domain or in a domain, there still lies a need fDr a new address, so MIPv6's demerit still exists. In IPsec, too, a new negotiation should be made when it is moved to WAN(Wide Area Network). This causes load to the mobile node. In this paper suggests MBB(Make Before Break) system to eliminate disconnections or delays resulted from the address change or renegotiation for security. When the mobile node receives a CoA address, IPsec negotiation gets operated. Its identity is authenticated by sending the identifier used for the prior negotiation to CN(Correspondent Node) through the BID message suggested. After that, negotiation Bets simplified that disconnections can be eliminated, and in the IPsec negotiation, the load on the mobile node can be lessened as well; moreover, two addresses are used for the communication simultaneously, so the probability of packet loss can be reduced.

Design and Implementation of Facility Monitoring System based on AAS and OPC UA for Smart Manufacturing (스마트 제조를 위한 AAS와 OPC UA기반 설비모니터링 시스템의 설계 및 구현)

  • Lee, Yongsoo;Jeong, Jongpil
    • The Journal of the Institute of Internet, Broadcasting and Communication
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    • v.21 no.2
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    • pp.41-47
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    • 2021
  • Manufacturing is facing radical changes around the world. The manufacturing industry, which has been changing since Germany, is now being introduced, improved, and developed worldwide by manufacturers under the name of smart factory. By utilizing IT technologies such as artificial intelligence and cloud at the production site, the desire to break away from the past manufacturing environment is increasing. How these technologies will be efficient in the future, manufacturing worldwide now faces radical changes. The manufacturing industry, which has been changing since Germany, is now being introduced, improved, and developed worldwide by manufacturers under the name of smart factory. By utilizing IT technologies such as artificial intelligence and cloud at the production site, the desire to break away from the past manufacturing environment is increasing. Discussions continue on how these technologies can be used efficiently and effectively. Increasingly, the expansion of the range from factory areas to regions, countries, and around the world raises the need for international standards for interactions. In this paper, we propose a design and implementation method for managing facilities, sensors, etc. as assets and monitoring facility data collected through OPC UA.

Related-Key Attacks on Reduced Rounds of SHACAL-2 (축소 라운드 SHACAL-2의 연관키 공격)

  • Kim Jongsung;Kim Guil;Lee Sangjin;Lim Jongin
    • Journal of the Korea Institute of Information Security & Cryptology
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    • v.15 no.3
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    • pp.115-126
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    • 2005
  • SHACAL-2 is a 256-bit block cipher with up to 512 bits of key length based on the hash function SHA-2. It was submitted to the the NESSIE project and was recommended as one of the NESSIE selections. In this paper, we present two types of related-key attacks called the related-key differential-(non)linear and the related-key rectangle attacks, and we discuss the security of SHACAL-2 against these two types of attacks. Using the related-key differential-nonlinear attack, we can break SHACAL-2 with 512-bit keys up to 35 out of its 64 rounds, and using the related-key rectangle attack, we can break SHACAL-2 with 512-bit keys up to 37 rounds.

Breaking character-based CAPTCHA using color information (색상 정보를 이용한 문자 기반 CAPTCHA의 무력화)

  • Kim, Sung-Ho;Nyang, Dae-Hun;Lee, Kyung-Hee
    • Journal of the Korea Institute of Information Security & Cryptology
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    • v.19 no.6
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    • pp.105-112
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    • 2009
  • Nowadays, completely automated public turing tests to tell computers and humans apart(CAPTCHAs) are widely used to prevent various attacks by automated software agents such as creating accounts, advertising, sending spam mails, and so on. In early CAPTCHAs, the characters were simply distorted, so that users could easily recognize the characters. From that reason, using various techniques such as image processing, artificial intelligence, etc., one could easily break many CAPTCHAs, either. As an alternative, By adding noise to CAPTCHAs and distorting the characters in CAPTCHAs, it made the attacks to CAPTCHA more difficult. Naturally, it also made users more difficult to read the characters in CAPTCHAs. To improve the readability of CAPTCHAs, some CAPTCHAs used different colors for the characters. However, the usage of the different colors gives advantages to the adversary who wants to break CAPTCHAs. In this paper, we suggest a method of increasing the recognition ratio of CAPTCHAs based on colors.