• Title/Summary/Keyword: shock model

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Monetary Policy Independence and Bond Yield in Developing Countries

  • ANWAR, Cep Jandi;SUHENDRA, Indra
    • The Journal of Asian Finance, Economics and Business
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    • v.7 no.11
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    • pp.23-31
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    • 2020
  • This paper investigates the impact of monetary policy independence shock on bond yield by allowing for heterogeneous coefficients in the model based on panel data for 19 developing countries using quarterly data from 1991 to 2016. First, we estimate the model using conventional panel VAR estimation with the assumption of homogeneous coefficients across countries. Second, by performing Chow and Roy-Zellner tests to check the homogeneity assumption, we find that the assumption does not hold in the model. Third, we apply a mean-group estimation for panel VAR as a solution for heterogeneity panel model. The results reveal that central bank independence is effective in reducing bond yield with the maximum at period 6 after the shock. Shock one standard deviation bond yield has a negative effect on consumption and investment. We determine that central bank independence has a contradictory effect on real activity; a negative effect on consumption but a positive influence on investment for the first two years after the shock. Additionally, we split our sample into three groups to make the subgroups pool. Our empirical result shows that monetary policy independence shock reduces bond yield. Meanwhile, the response of economic activity to bond yield varies for all three groups.

A Survival Prediction Model of Rats in Uncontrolled Acute Hemorrhagic Shock Using the Random Forest Classifier (랜덤 포리스트를 이용한 비제어 급성 출혈성 쇼크의 흰쥐에서의 생존 예측)

  • Choi, J.Y.;Kim, S.K.;Koo, J.M.;Kim, D.W.
    • Journal of Biomedical Engineering Research
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    • v.33 no.3
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    • pp.148-154
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    • 2012
  • Hemorrhagic shock is a primary cause of deaths resulting from injury in the world. Although many studies have tried to diagnose accurately hemorrhagic shock in the early stage, such attempts were not successful due to compensatory mechanisms of humans. The objective of this study was to construct a survival prediction model of rats in acute hemorrhagic shock using a random forest (RF) model. Heart rate (HR), mean arterial pressure (MAP), respiration rate (RR), lactate concentration (LC), and peripheral perfusion (PP) measured in rats were used as input variables for the RF model and its performance was compared with that of a logistic regression (LR) model. Before constructing the models, we performed 5-fold cross validation for RF variable selection, and forward stepwise variable selection for the LR model to examine which variables were important for the models. For the LR model, sensitivity, specificity, accuracy, and area under the receiver operating characteristic curve (ROC-AUC) were 0.83, 0.95, 0.88, and 0.96, respectively. For the RF models, sensitivity, specificity, accuracy, and AUC were 0.97, 0.95, 0.96, and 0.99, respectively. In conclusion, the RF model was superior to the LR model for survival prediction in the rat model.

Review on the Shock Characteristics of the MIL-S-901 Medium Weight Shock Machine (MIL-S-901 중간중량 충격시험기의 하중특성에 관한 고찰)

  • Chung, J.H.;Kim, B.H.;Huh, Y.C.
    • Proceedings of the Korean Society for Noise and Vibration Engineering Conference
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    • 2000.06a
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    • pp.1149-1153
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    • 2000
  • All critical equipment installed aboard naval ships and submarines is required to be shock-qualified by tests on the MIL-S-901 shock test machines where testing is practical. The intent of the shock requirements is to produce combat vessels which are resistant to the underwater explosion weapon attack. To efficiently design equipment for passing a series of shock tests, the shock environment of the shock test machine should be clearly identified. In this paper, the shock characteristics of the MIL-S-901 Medium Weight Shock Machine(MWSM) are reviewed, based on the existing test data. An analytical model for the MWSM is also discussed.

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Evaluation of Shock-Absorbing Performance of Three-Different Types of Bicycle Suspension Systems (자전거에서 서스펜션 종류에 따른 인체영향 시뮬레이션)

  • Chung, Kyung-Ryul;Hyeong, Joon-Ho;Kim, Sa-Yup
    • Transactions of the Korean Society of Mechanical Engineers A
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    • v.34 no.7
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    • pp.943-946
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    • 2010
  • In this study, a front suspension system, which is mounted on the handle itself, was suggested because of its light weight and cost efficiency. The shock absorption was evaluated for the three types of suspension models; non-suspension, suspension on front forks (existing model), and suspension on handle (suggested model). The human body model was used for performing impact simulation for comparing the shock absorption for the suspension models. The result of the simulation shows that shock absorption for the proposed suspension model was not as good as that for the front fork suspension model. Nevertheless, the shock absorption observed for the proposed suspension model was significant when compared to the non-suspension model. Consequently, the proposed suspension model could be applied to lightweight bicycles.

Shock and vibration analysis of a tractor-trailer type vehicle system with air suspension (공기 현가 장치를 장착한 트랙터-트레일러형 차량 시스템의 충격진동 해석)

  • 김종길;하태완
    • Journal of the Korea Institute of Military Science and Technology
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    • v.3 no.2
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    • pp.15-22
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    • 2000
  • Shock and vibration characteristics of a tractor-trailer type vehicle system with air suspension and air coupler running on a single bump road are investigated. The vehicle system is modelled and solved to two types of models, i.e. rigid-multi-body and flexible-multi-body model, by ADAMS and NASTRAN software. And the shock impulse is given by a single bump model on the road. When the analysis results of the rigid-multi-body model is compared with those of the flexible-multi-body model, it is revealed that the vibration and accelerations of the latter model are more repetitive and larger than the former.

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COSMIC RAYS ACCELERATED AT SHOCK WAVES IN LARGE SCALE STRUCTURE

  • RYU DONGSU;KANG HYESUNG
    • Journal of The Korean Astronomical Society
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    • v.37 no.5
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    • pp.477-482
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    • 2004
  • Shock waves form in the intergalactic space as an ubiquitous consequence of cosmic structure formation. Using N-body/hydrodynamic simulation data of a ACDM universe, we examined the properties of cosmological shock waves including their morphological distribution. Adopting a diffusive shock acceleration model, we then calculated the amount of cosmic ray energy as well as that of gas thermal energy dissipated at the shocks. Finally, the dynamical consequence of those cosmic rays on cluster properties is discussed.

RE-ACCELERATION MODEL FOR THE 'TOOTHBRUSH' RADIO RELIC

  • KANG, HYESUNG
    • Journal of The Korean Astronomical Society
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    • v.49 no.3
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    • pp.83-92
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    • 2016
  • The Toothbrush radio relic associated with the merging cluster 1RXS J060303.3 is presumed to be produced by relativistic electrons accelerated at merger-driven shocks. Since the shock Mach number inferred from the observed radio spectral index, Mradio ≈ 2.8, is larger than that estimated from X-ray observations, MX ≲ 1.5, we consider the re-acceleration model in which a weak shock of Ms ≈ 1.2 - 1.5 sweeps through the intracluster plasma with a preshock population of relativistic electrons. We find the models with a power-law momentum spectrum with the slope, s ≈ 4.6, and the cutoff Lorentz factor, γe,c ≈ 7-8×104 can reproduce reasonably well the observed profiles of radio uxes and integrated radio spectrum of the head portion of the Toothbrush relic. This study confirms the strong connection between the ubiquitous presence of fossil relativistic plasma originated from AGNs and the shock-acceleration model of radio relics in the intracluster medium.

Numerical Simulation of Shock Propatation by the Finite Difference Lattice Boltzmann Method

  • Kang, Ho-Keun;Tsutahara, Michihisa;Kim, Jeong-Hwan;Lee, Young-Ho
    • Proceedings of the KSME Conference
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    • 2001.11b
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    • pp.468-474
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    • 2001
  • The shock process represents an abrupt change in fluid properties, in which finite variations in pressure, temperature, and density occur over a shock thickness which is comparable to the mean tree path of the gas molecules involved. The fluid phenomenon is simulated by using finite difference lattice Boltzmann method (FDLBM). In this research, the new model is proposed using the lattice BGK compressible fluid model in FDLBM for the purpose of shortening in calculation time and stabilizing in simulation operation. The numerical results agree also with the theoretical predictions.

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Analysis of a Random Shock Model for a System and Its Optimization

  • Park, Jeong-Hun;Choi, Seung-Kyoung;Lee, Eui-Yong
    • Journal of the Korean Data and Information Science Society
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    • v.15 no.4
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    • pp.773-782
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    • 2004
  • In this paper, a random shock model for a system is considered. Each shock arriving according to a Poisson process decreases the state of the system by a random amount. A repairman arriving according to another Poisson process of rate $\lambda$ repairs the system only if the state of the system is below a threshold $\alpha$. After assigning various costs to the system, we calculate the long-run average cost and show that there exist a unique value of arrival rate $\lambda$ and a unique value of threshold $\alpha$ which minimize the long-run average cost per unit time.

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Analysis of a Random Shock Model for a System and Its Optimization

  • Park, Jeong-Hun;Choi, Seung-Kyoung;Lee, Eui-Yong
    • 한국데이터정보과학회:학술대회논문집
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    • 2004.10a
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    • pp.33-42
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    • 2004
  • In this paper, a random shock model for a system is considered. Each shock arriving according to a Poisson process decreases the state of the system by a random amount. A repairman arriving according to another Poisson process of rate $\lambda$ repairs the system only if the state of the system is below a threshold $\alpha$. After assigning various costs to the system, we calculate the long-run average cost and show that there exist a unique value of arrival rate $\lambda$ and a unique value of threshold $\alpha$ which minimize the long-run average cost per unit time.

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