• Journal of Korea Port Economic Association
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• v.38 no.4
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• pp.13-23
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• 2022

In this study, from January 2015 to April 2020, we propose a stochastic volatility model to capture the leverage effect on daily freight yields in the dry cargo market and analyze the freight yields. Estimation involving the Bayesian Markov Chain Monte Carlo method for the leverage effect based on the negative correlation that exists between returns and volatility in stochastic volatility analysis yields similar estimates, and the statistcs indicates significant. That is, the results of the empirical analysis show that the degree of correlation between returns and volatility, and the magnitude and sign of fluctuations differ, which suggests that taking into account the leverage effect in the SV model improves the goodness of fit of the estimates. In addition to the statistical significance of the estimated model's leverage effect, the analysis by log predictive power score presents the estimated results with improved predictive power of the model considering the leveraged effect. These astatistically significant empirical results show that the stochastic volatility model considering the leverage effect is important for freight rate risk modeling in the marine industry.

• Genomics & Informatics
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• v.10 no.2
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• pp.117-122
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• 2012

A sample size with sufficient statistical power is critical to the success of genetic association studies to detect causal genes of human complex diseases. Genome-wide association studies require much larger sample sizes to achieve an adequate statistical power. We estimated the statistical power with increasing numbers of markers analyzed and compared the sample sizes that were required in case-control studies and case-parent studies. We computed the effective sample size and statistical power using Genetic Power Calculator. An analysis using a larger number of markers requires a larger sample size. Testing a single-nucleotide polymorphism (SNP) marker requires 248 cases, while testing 500,000 SNPs and 1 million markers requires 1,206 cases and 1,255 cases, respectively, under the assumption of an odds ratio of 2, 5% disease prevalence, 5% minor allele frequency, complete linkage disequilibrium (LD), 1:1 case/control ratio, and a 5% error rate in an allelic test. Under a dominant model, a smaller sample size is required to achieve 80% power than other genetic models. We found that a much lower sample size was required with a strong effect size, common SNP, and increased LD. In addition, studying a common disease in a case-control study of a 1:4 case-control ratio is one way to achieve higher statistical power. We also found that case-parent studies require more samples than case-control studies. Although we have not covered all plausible cases in study design, the estimates of sample size and statistical power computed under various assumptions in this study may be useful to determine the sample size in designing a population-based genetic association study.

• Journal of Power System Engineering
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• v.12 no.2
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• pp.55-61
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• 2008

This paper discusses the advantages of using Fourier-based periodic excitation and of combining internal and external models in dynamic robot parameter identification. Internal models relate the joint torques or forces with the motion of the robot; external models relate the reaction forces and torques on the bedplate with the motion data. This combined model allows to combine joint torque/force and reaction torque/force measurements in one parameter estimation scheme. This combined model estimation will yield more accurate parameter estimates, and consequently better predictions of actuator torque, which is shown by means of a simulated experiment on a CRS A465 industrial robot.

• The Transactions of the Korean Institute of Power Electronics
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• v.18 no.3
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• pp.289-295
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• 2013

It is important to know exact values of Interior Permanent Magnet Synchronous Motors(IPMSM)' parameters such as stator resistance and inductance in order to have their high performance. This paper proposes a novel motor parameter(stator resistance, d&q axis inductance) estimation algorithm for IPMSM. The proposed estimation method utilizes back-EMF equations and model reference adaptive system(MRAS). The algorithm using back-EMF estimates d and q axis inductances in the constant torque region, and the stator resistance is estimated by using MRAS with the estimated inductance regardless of speed regions. The validity of the proposed algorithm is verified by simulations and experiments.

• Journal of Power Electronics
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• v.17 no.2
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• pp.389-397
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• 2017

A control scheme for stand-alone inverters that utilizes an inductor current observer (ICO) is proposed. The proposed method measures disturbance load currents using a current sensor and it estimates the inductor current using the ICO. The filter parameter mismatch effect is analyzed to confirm the ICO's controllability. The ICO and controllers are designed in a continuous-time domain and transferred to a discrete-time domain with a digital delay. Experimental results demonstrate the effectiveness of the ICO using a 5-kVA single-phase stand-alone inverter prototype. The experimental results demonstrate that the observed current matches the actual current and that the proposed method can archive a less than 2.4% total harmonic distortion (THD) sinusoidal output waveform under nonlinear load conditions.

• Proceedings of the Korean Institute of Intelligent Systems Conference
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• 2003.09a
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• pp.318-321
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• 2003

In case, sensor system performs where it is difficult to access physically and it is in the poor environment, it is limited to communicate by using wire and installing power module in sensor system. In this paper, it suggests how information is obtained from telemetry sensor by means of inductive coupling without battery. Comparing with the telemetry sensor system of inductive coupling by the power supply, this system estimates the capacitance of sensor with high precision in using RLSE, not the process of modulation and demodulation. In order to activate this system, inductive model is used and in case of time variant parameter, telemetry sensor system which has got high rate in accuracy is implemented by using the forgetting factor.

• Journal of the Korean Data and Information Science Society
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• v.17 no.2
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• pp.543-557
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• 2006

This paper is concerned with the applicability of the chi-square approximation to the six disparity statistics: the Pearson chi-square, the generalized likelihood ratio, the power divergence, the blended weight chi-square, the blended weight Hellinger distance, and the negative exponential disparity statistic. Three dimensional contingency tables of small and moderate sample sizes are generated to be fitted to all possible hierarchical log-linear models: the completely independent model, the conditionally independent model, the partial association models, and the model with one variable independent of the other two. For models with direct solutions of expected cell counts, point estimates and confidence intervals of the 90 and 95 percentage points of six statistics are explored. For model without direct solutions, the empirical significant levels and the empirical powers of six statistics to test the significance of the three factor interaction are computed and compared.

• Proceedings of the Korea Society for Energy Engineering kosee Conference
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• 1998.05a
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• pp.73-78
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• 1998

상용 IGCC발전소의 특징적 공정흐름에 대한 분석기술의 확보를 위해 PDU급 IGCC발전계통에 대한 성능평가와 NOx 배출에 대한 모델링을 수행하였다. 향후 IGCC발전소 건설시 선정가능성이 있는 4가지 가스화 공정에서 생산되는 석탄가스를 연료로 하고, 그 발전계통의 대상 가스터빈은 산업현장에서 사용되고 있는 GE사의 LM1600PA를 선정하였다. 석탄가스는 천연가스에 비해 가스터빈의 효율과 출력 상승을 가져오나, 이와 동시에 압축기 탈설계점 작동문제를 야기 시킬 수 있다. 또한 NOx 발생량은 석탄가스 연소시 급격히 증가하며, NOx 제어를 위해 질소분사가 이루어져야 함을 알 수 있었다.

• Journal of Power Electronics
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• v.4 no.3
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• pp.127-137
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• 2004

This paper introduces a hybrid induction motor control using a genetically optimized pseudo-on-line method. Optimization results from the use of a look-up table based on genetic algorithms to find the global optimum of an unconstrained optimization problem. The approach to induction motor control includes a pseudo-on-line procedure that optimally estimates parameters of a fuzzy PID (FPID) controller. The proposed hybrid genetic fuzzy PID (GFPID) controller is applied to speed control of a 3-phase induction motor and its computer simulation is carried out. Simulation results show that the proposed controller performs better than conventional FPID and PID controllers. The contribution of this paper is the introduction of a high performance hybrid form of induction motor control that makes on-line and real-time control of the drive system possible.

• Journal of Power System Engineering
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• v.17 no.6
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• pp.136-141
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• 2013

This study introduces and analyzes the energy for heating and cooling system in region with volcano-stratigraphic. The thermodynamic properties of air through the air blower installed at the entrance of borehole are measured. It estimates the availability of underground air for heating and cooling system through experimental data and theoretical analysis. Based on our conclusion from these calculations we predict possibility of over 40kW steady and stable energy source from underground. Therefore this underground air can be utilized in region with volcano-stratigraphic.