• Journal of the Korean Data and Information Science Society
• /
• v.22 no.2
• /
• pp.335-351
• /
• 2011

In order to resolve data scarcity problem related to crisis, Oh and Kim (2007) proposed to use stability oriented approach which focuses a base period of financial market, fits asymptotic stationary autoregressive model to the base period and then compares the fitted model with the current market situation. Based on such approach, they developed financial market instability index. However, since neural network, their major tool, depends on the base period too heavily, their instability index tends to suffer from inaccuracy. In this study, we consider linear asymptotic stationary autoregressive model and neural network to fit the base period and produce two instability indexes independently. Then the two indexes are combined into one integrated instability index via newly proposed combining method. It turns out that the combined instability performs reliably well.

• The Journal of Fisheries Business Administration
• /
• v.49 no.2
• /
• pp.21-35
• /
• 2018

Squid is a popular seafood in Korea. However, since the 2000s, the squid production has been declining. The unstable supply of the squid products may cause price fluctuations of fresh and chilled squid. These price fluctuations may be relatively more severe than them of other commodities, because the fresh and chilled squid can not be stored for a long period of time. Thus, this study analyzes the structural characteristics of price volatility and price asymmetry of fresh squid based on off-diagonal GARCH model. Data used to analysis of this study are daily wholesale and retail prices of fresh squid from January 1, 2006 to December 31, 2016 provided in the KAMIS. As theoretical approaches of this study, first of all, the stability of the time series is confirmed by the unit root test. Secondly, the causality between distribution channels is checked by the Granger causality test. Thirdly, the VAR model and the off-diagonal GARCH model are adopted to estimate asymmetry effect and price volatility spillover between distribution channels. Finally, the stability of the model is confirmed by multivariate Q-statistic and ARCH-LM test. In conclusion, fresh squid is found to have shock and volatility spillover between wholesale and retail prices as well as its own price. Also, volatility asymmetry effect is shown in own wholesale or retail price of fresh squid. Finally, this study shows that the decrease in the fresh squid retail price of t-1 period than the increase in the t-1 period has a greater impact on the volatility of the fresh squid wholesale price in t period.

• Journal of KSNVE
• /
• v.8 no.6
• /
• pp.1086-1092
• /
• 1998

This paper presents a general analytical method for analyzing the instability of unbalanced electromagnetic forces produced in induction motors with an eccentric rotor. The equations to be solved are a set of second order differential equations which give matrices with periodic coefficients that are a function of time due to the unbalanced electromagnetic force. The method is based on an extension of the Floquet theory. A transfer matrix over one period of the motion is obtained. and the stability of the system can be determined with the eigenvalues of the matrix. The analysis results of instability zone were coincided upon comparing that of transfer matrix method with that of rotating frame. Two examples are given. including an industrial application. The results show that the method proposed is satisfactory.

• Communications for Statistical Applications and Methods
• /
• v.18 no.4
• /
• pp.495-505
• /
• 2011

This study performs statistical tests for stability of a long-run relationship in the telecommunication market system by identifying the time path of a recursively estimated cointegration parameter. A dummy variable is used to recover stability for the period that the hypothesis of stable cointegration is rejected, and then a proper cointegrating relation is derived. A dummy variable appears to reflect the structural change in the cointegrating relation according to the analytical results for the error correction term.

• Journal of Korean Society for Atmospheric Environment
• /
• v.2 no.1
• /
• pp.23-31
• /
• 1986

Meteorological Measurement was performed for evaluation of the horizontal vertical standard deviation $(\sigma_y, \sigma_z)$, surface roughness length and stmospheric stability during the period of March to October 1985 The major results are as follows; 1) The average value of surface roughness length was 144cm at NEPI. 2) In frequency distribution of atmospheric stability, neutral state (D class) was dominent in Seoul (29%) and Pusan (30%). Unstable states (A. B. C. class) were 26% in Seoul and 24% in Pusan. Also, stable states (D. E. F class) were 74% in Seoul and 76% in Pusan. 3) Standard deviations of horizontal ad vertical direction were evaluated as a function of downwind distance and atmospheric stability at NEPI, Jamsil and Pujeondong (Pusan). Standard deviation of horizontal direction was largest at NEPI among 3 areas because of mechanical turbulence resulting from difference of surface roughness length.

• Journal of Institute of Control, Robotics and Systems
• /
• v.11 no.11
• /
• pp.913-919
• /
• 2005

An advanced method of Relaxed Static Stability (RSS) is utilized for improving the aerodynamic performance of modem version supersonic jet fighter aircraft. The flight control system utilizes RSS criteria in both longitudinal and lateral-directional axes to achieve performance enhancements and improve stability. Standard CLDA (Control Law Design and Analysis) process is provided that reduce the development period of the flight control system. In addition, if this process is employed in developing flight control laws, it reduces the trial and error development and verification of control laws. This paper details the design process of developing a flight control law for the RSS aircraft, utilizing military specifications, linear and nonlinea, analysis using XMATH and ATLAS(Aircraft, Tim Linear and Simulation), handling quality tests using the HQS (Handling Quality Simulator), and real flight test results to verify aircraft dynamic flight responses.

• Proceedings of the Korean Geotechical Society Conference
• /
• 2008.03a
• /
• pp.1372-1377
• /
• 2008

Recently, centrifuge tests have been widely used as tools in geotechnical engineering researches in domestic and foreign. However, the size of these centrifuge facilities is very large and thus the tests require for long time, high expense, and many labors. In this study, therefore, a small size of instructional centrifuge, which can conduct tests in a short period of time effectively, was introduced. This centrifuge facility introduced in here was developed for geotechnical engineering education for graduate and undergraduate students. The slope stability model having $65^{\circ}$ slope formed with clay was used to investigate the application of the instructional centrifuge by considering experimental procedures and results.

• 제어로봇시스템학회:학술대회논문집
• /
• 1989.10a
• /
• pp.1069-1074
• /
• 1989

A discrete-time learning control for robotic manipulators is studied using its pulse transfer function. Firstly, discrete-time learning stability condition which is applicable to single-input two-outputs systems is derived. Secondly, stability of learning algorithm with position signal is studied. In this case, when sampling period is small, the algorithm is not stable because of an unstable zero of the system. Thirdly, stability of algorithm with position and velocity signals is studied. In this case, we can stabilize the learning control system which is unstable in learning with only position signal. Finally, simulation results on the trajectory control of robotic manipulators using the discrete-time learning control are shown. This simulation results agree well with the analytical ones.

• Journal of Mechanical Science and Technology
• /
• v.18 no.12
• /
• pp.2148-2157
• /
• 2004

The paper deals with the vibration and dynamic stability of cantilevered pipes conveying fluid on elastic foundations. The relationship between the eigenvalue branches and corresponding unstable modes associated with the flutter of the pipe is thoroughly investigated. Governing equations of motion are derived from the extended Hamilton's principle, and a numerical scheme using finite element methods is applied to obtain the discretized equations. The critical flow velocity and stability maps of the pipe are obtained for various elastic foundation parameters, mass ratios of the pipe, and structural damping coefficients. Especially critical mass ratios, at which the transference of the eigenvalue branches related to flutter takes place, are precisely determined. Finally, the flutter configuration of the pipe at the critical flow velocities is drawn graphically at every twelfth period to define the order of the quasi-mode of flutter configuration.

• Korean Journal of Pharmacognosy
• /
• v.43 no.2
• /
• pp.147-151
• /
• 2012

The marker constituent was isolated from Rubia cordifolia as a major compound. Quantitative method for the marker of the natural medicine was developed using HPLC-DAD and using established method the extract of Rubia cordifolia was evaluated. In addition, long term and accelerated stability test in the extract was examined for six months. No significant change in content of the marker constituent of the extract observed during the period of long term test.