• Communications for Statistical Applications and Methods
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• 제19권1호
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• pp.177-182
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• 2012

A structural break in the level as well as in the innovation variance has often been exhibited in economic time series. In this paper we propose robust unit root tests based on a sign-type test statistic when a time series has a shift in its level and the corresponding volatility. The proposed tests are robust to a wide class of partially stationary processes with heavy-tailed errors, and have an exact binomial null distribution. Our tests are not affected by the size or location of the break. We set the structural break under the null and the alternative hypotheses to relieve a possible vagueness in interpreting test results in empirical work. The null hypothesis implies a unit root process with level shifts and the alternative connotes a stationary process with level shifts. The Monte Carlo simulation shows that our tests have stable size than the OLSE based tests.

• 대한전자공학회논문지
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• 제26권12호
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• pp.1984-1994
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• 1989

Techniques for approximating digitalcurves by polygonal lines are a valuable tool for image analysis and data compression. S. Shilien proposed a method for segmenting a digital curve into digital straight line segments digital straight line segments which are not satisfied with the structural properties, and have more than one break point by Shilien's method. Here, the structural representation of digital straight lines and digital staight line segments is described. And a method for segmenting a digital curve into digital straight line segments which are not satisfied with the structural properties, and have more than one break point by Shilien's method. Here, the structural representation of digital straight lines and digital staight line segments is described. And a method for segmenting a digital curve into digital straight line segments which may be not satisfied with the structural properties is proposed. The number of break points extracted by this method is less than that by S. Shilien's method from the digital curve which includes the digital straight line segments not satisfied with the structural properties.

• Nuclear Engineering and Technology
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• 제52권5호
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• pp.1051-1065
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• 2020

Safety analysis of nuclear power plant (NPP) especially in accident conditions is a basic and necessary issue for applications and commercialization of reactors. Many previous researches and development works have been conducted. However, most achievements focused on the safety reliability of primary pressure system vessels. Few literatures studied the structural safety of huge concrete structures surrounding primary pressure system, especially for the fourth generation NPP which allows existing of through cracks. In this paper, structural safety reliability of concrete structures of HTR-PM in accidental double-ended break of hot gas ducts was studied by Exceedance Probability Method. It was calculated by Monte Carlo approaches applying numerical simulations by Abaqus. Damage parameters were proposed and used to define the property of concrete, which can perfectly describe the crack state of concrete structures. Calculation results indicated that functional failure determined by deterministic safety analysis was decided by the crack resistance capability of containment buildings, whereas the bearing capacity of concrete structures possess a high safety margin. The failure probability of concrete structures during an accident of double-ended break of hot gas ducts will be 31.18%. Adding the consideration the contingency occurrence probability of the accident, probability of functional failure is sufficiently low.

• Communications for Statistical Applications and Methods
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• 제24권4호
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• pp.367-382
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• 2017

We consider an infinite-order long-memory heterogeneous autoregressive (HAR) model, which is motivated by a long-memory property of realized volatilities (RVs), as an extension of the finite order HAR-RV model. We develop bootstrap tests for structural mean or variance changes in the infinite-order HAR model via stationary bootstrapping. A functional central limit theorem is proved for stationary bootstrap sample, which enables us to develop stationary bootstrap cumulative sum (CUSUM) tests: a bootstrap test for mean break and a bootstrap test for variance break. Consistencies of the bootstrap null distributions of the CUSUM tests are proved. Consistencies of the bootstrap CUSUM tests are also proved under alternative hypotheses of mean or variance changes. A Monte-Carlo simulation shows that stationary bootstrapping improves the sizes of existing tests.

• Structural Engineering and Mechanics
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• 제5권2호
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• pp.149-165
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• 1997

A dynamic time-history analysis of the coupled internals and core in the vertical direction is performed as a part of the fuel assembly qualification program. To reflect the interaction between the fuel rods and grid cage, friction element is developed and is implemented. Also derived here is a method to calculate a hydraulic force on the reactor internals due to pipe break. Peak responses are obtained for the excitations induced from earthquake and pipe break. The dynamic responses such as fuel assembly axial forces and lift-off characteristics are investigated.

• 재무관리연구
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• 제21권2호
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• pp.153-181
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• 2004

본 연구에서는 금융시장의 발전에 따른 금융변수들 간의 상호관계변화를 분석하였다. 금융 시장의 발전은 시장참여자들의 구성을 변화시키고 시장참여 자본들의 성격을 다양화시킬 뿐만 아니라 금융시스템의 변화도 도모하므로 금융시장의 구조변화를 일으킬 수 있다. Zivot and Andrews(1992) 분석, Gregory and Hansen(1996) 분석 등 구조변화를 고려하는 분석기법들을 사용함으로서 외환위기 발생시점 및 1999년도 금융시장의 급격한 발전시점에 금융변수간의 관계에서 구조적 변화가 있었다는 것을 확인하였다. 구조변화 이전에는 주가와 금리의 장단기 관계가 부(-)의 관계에 있는 것으로 나타났으나 구조변화 이후에는 주가와 금리가 정(+)의 관계로 바뀌고 있는 것으로 나타났다. 이는 주식과 채권이 대체자산으로서의 역할을 충실히 하게 되면서 변화한 것으로 해석할 수 있을 것이다. 기존의 대부분 문헌들이 주가와 금리는 반비례의 관계에 있거나 무관한 관계에 있다고 밝힌 것에 비교하면 본 논문의 결과는 상반된 주장을 하고 있는 것처럼 보인다. 그러나 본 논문의 연구결과는 기존의 논문과 상반된 결과를 제시한다기보다는 변화되고 있는 관계에 새로운 주목을 유발하고 있다고 보아야 할 것이다. 한편, 구조변화 이후에는 주가와 환율은 부(-)의 관계가 강화되었으며, 금리와 환율의 관계에서도 부(-)의 관계가 강화되었다.

• 재무관리연구
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• 제24권2호
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• pp.183-206
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• 2007

The price-dividend ratio is one of the most frequently used financial variables to predict long-horizon stock return. However, the persistency of the price-dividend ratio is found to cause the spuriousness of the stock return prediction regression. The stable relationship between the stock price and the dividend, however, seems to weaken after World War II and to experience structural break. In this paper, we identify a structural change in the cointegrating relationship between the log of the stock price and the log of the dividend. Confirming a structural break in 1962, we subdivide the sample and apply the fully modified estimator to correct for the nonstationarity of the regressor. With the subdivided sample, we exercise the nonparametric bootstrap procedure to derive the empirical distribution of the test statistics and fail to find return predictability in each subsample period.

• 한국방재학회 논문집
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• 제6권2호
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• pp.45-50
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• 2006

현재 터널을 시공할 때 발파기술의 발달로 설계단면보다 크게 단면을 발파하는 경우는 많지 않으나 지질 특성상 커다란 여굴이 발생하는 경우가 종종 있으며, 또한 발파기술이 낙후된 시기에 시공된 터널은 설계단면보다 훨씬 크게 발파단면이 형성되어 라이닝을 설치한 후에도 상당 부분이 여굴로 남는 경우가 있다. 여굴이 크게 발생한 부분은 절리를 따라 지하수가 스며들면서 점토질 성분이 혼입되어 있는 부분이 비스듬한 각을 이루면서 터널 단면을 절단하고 있는 파쇄대를 형성하고 있다. 절리면에서 쐐기를 형성하고 있던 상부는 작은 진동에도 모두 낙석으로 떨어지게 되며 구조적인 안정성 문제를 야기한다. 기존터널의 여굴이 발파단면내에 위치하지 못하여, 기존터널의 발파영향선이 확장터널의 발파영향선을 변화시키고, 아치(arch)작용이 발생하지 않아 터널의 안정성에 심각한 문제가 발생할 가능성이 있다. 또한, 여굴의 규모가 커서 여굴의 뒷채움을 하지 않으면 토압의 측면에서 매우 불리하며, 안정화되지 못한 여굴의 상부에서 낙반이 발생할 위험이 상존한다. 따라서 공사의 원만한 진행을 위해서는 여굴의 안정화를 이루고 난 후 후속공정을 진행하거나, 낙반에 대한 안전조치를 취한 후 공사를 진행해야 한다. 본 연구에서는 이러한 문제를 해결하기 위해서 터널의 구조적 안전성과 시공성을 검토하였다.

• 수산경영론집
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• 제45권2호
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• pp.29-38
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• 2014

This study is to analyse the timing of the structural change of price volatility and the asymmetry of price volatility during the period before and after the timing of the structural change of price volatility using Jeju Farming Olive Flounder's production area market price data from January 1, 2007 to June 30, 2013. The analysis methods of Quandt-Andrews break point test and Threshold GARCH model are employed. The empirical results of this study are summarized as follows: First, the result of Quandt-Andrews break point test shows that a single structural change in price volatility occurred on May 4, 2010 over the sample period. Second, during the period before structural change, daily price change rate has averagely positive value which means price increase, but during the period after structural change daily price change rate has averagely negative value which means price decrease. Also, daily volatility of price change rate during the period before structural change is higher than during the period after structural change. This indicates that price volatility decreases after structural change. Third, the estimation results of Threshold GARCH Model show that the volatility response against price increase is larger during the period after structural change than during the period before structural change. Also the result shows the volatility response against price decrease is larger during the period after structural change than during the period before structural change. And, irrespective of the timing of structural change, price increase has an larger effect on volatility than price decrease. This means volatility is asymmetric at price increase.

• Journal of Mechanical Science and Technology
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• 제15권1호
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• pp.10-20
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• 2001

The leak before break(LBB) concept is difficult to apply to a structure with a thin tube that is immersed in a water environment. A heat exchanger in a nuclear power plant is such a structure. The present paper addresses an application of the LBB concept to a heat exchanger in a nuclear power plant. The minimum leaked coolant amount(approximately 37.9 liters) containing the radioactive material which can activate the radiation detector device installed in near the heat exchanger is assumed. A postulated initial flaw size that can not grow to a critical flaw size within the time period to activate the radiation detector is justified. In this case, the radiation detector can activate the warning signal caused by coolant leakage from initially postulated flaws of the heat exchanger. The nuclear plant can safely shutdown when this occurs. Since the postulated initial flaw size can not grow to the critical flaw size, the structural integrity of the heat exchanger is not impeded. Particularly the informational scenario presented in this paper discusses an actual nuclear plant.