• The Korean Journal of Financial Management
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• v.20 no.1
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• pp.213-231
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• 2003

This paper uses the Efficient Method of Moments(EMM) of Gallant and Tauchen to estimate continuous-time stochastic volatility diffusion model for the Korean Composite Stock Price Index, sampled daily over $1995\sim2002$. The estimates display non-normality of stock index return, leptokurtic distribution, and stochastic volatility. Funker, this study suggests that two factor stochastic volatility model will be more desirable than one factor stochastic volatility model to estimate daily Korean stock return and also suggests that the stochastic volatility diffusions should allow for Poisson jumps of time-varying intensity.

• The Journal of the Institute of Internet, Broadcasting and Communication
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• v.21 no.5
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• pp.27-32
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• 2021

This paper evaluates the equalization performance of FC-MMA adaptive equalization algorithm by the fixed step size that is used for the minimization of the intersymbol interference which occurs in the time dispersive communication channel. The FC-MMA has a fast convergence speed in order to adapts the new environment more rapidly in case of the time varying charateristics and the abnormal situation like as outage of the communication channel. But the algorithms operates in adative method, convegence speed is depend on fixed step size for adaptation. For this situation, its performance was evaluated by changing the step size value, the residual isi and maximum distortion and MSE performance index which means the convergence characteristics are widely adapted in the adaptive equalizer, SER were applied. As a result of computer simulation, the large step size can improves the convergence speed for reaching the steady state, but has a poor performance compared to small step size in residual values after steady state. The research result shows that the FC-MMA algorithm is applied the large step size for rapidly reaching the steady state in initial time, then adjust the small step size after reaching the steady state for reducing the residual values for equalization.

• Journal of Institute of Convergence Technology
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• v.8 no.1
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• pp.33-39
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• 2018

The screen printing method for forming the electrode by applying the existing pressure is difficult to apply to thin wafers, and since expensive Ag paste is used, it is difficult to solve the problem of cost reduction. This can solve both of the problems by forming the front electrode using a plating method applicable to a thin wafer. In this paper, the process conditions of electrode formation are optimized by using LIEP (Light-Induced Electrode Plating). Experiments were conducted by varying the Ni plating bath temperature $40{\sim}70^{\circ}C$, the applied current 5 ~ 15 mA, and the plating process time 5 ~ 20 min. As a result of the experiment, it was confirmed that the optimal condition of the structural characteristics was obtained at the plating bath temperature of $60^{\circ}C$, 15 mA, and the process time of 20 min. The Cu LIEP process conditions, experiments were conducted with Cu plating bath temperature $40{\sim}70^{\circ}C$, applied voltage 5 ~ 15 V, plating process time 2 ~ 15 min. As a result of the experiment, it was confirmed that the optimum conditions were obtained as a result of electrical and structural characteristics at the plating bath temperature of $60^{\circ}C$ and applied current of 15 V and process time of 15 min. In order to form Ni silicide, the firing process time was fixed to 2 min and the temperature was changed to $310^{\circ}C$, $330^{\circ}C$, $350^{\circ}C$, and post contact annealing was performed. As a result, the lowest contact resistance value of $2.76{\Omega}$ was obtained at the firing temperature of $310^{\circ}C$. The contact resistivity of $1.07m{\Omega}cm^2$ can be calculated from the conditionally optimized sample. With the plating method using Ni / Cu, the efficiency of the solar cell can be expected to increase due to the increase of the electric conductivity and the decrease of the resistance component in the production of the solar cell, and the application to the thin wafer can be expected.

• Transactions of the Korean Society of Automotive Engineers
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• v.12 no.2
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• pp.123-130
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• 2004

The automobile suspension system is composed of parts that affect performances of a vehicle such as ride quality, handling characteristics, straight performance and steering effort, etc. Moreover, by using the finite element analysis the cost for the initial design step can be decreased. In the design of a suspension system, usually system vibration and structural rigidity must be considered simultaneously to satisfy dynamic and static requirements simultaneously. In this paper, we consider the weight reduction and the increase of the first eigen-frequency of a suspension part, the upper control arm, especially using topology optimization and size optimization. Firstly, we obtain the initial design to maximize the first eigen-frequency using topology optimization. Then, we apply the multi-objective parameter optimization method to satisfy both the weight reduction and the increase of the first eigen-frequency. The design variables are varying during the optimization process for the multi-objective. Therefore, we can obtain the deterministic values of the design variables not only to satisfy the terms of variation limits but also to optimize the two design objectives at the same time. Finally, we have executed reliability based optimal design on the upper control arm using the Monte-Carlo method with importance sampling method for the optimal design result with 98％ reliability.

• Nuclear Engineering and Technology
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• v.44 no.3
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• pp.283-296
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• 2012

The natural convection in a horizontal enclosure heated from the bottom wall, cooled at the top wall, and having a square adiabatic body in the center is studied. Three different Prandtl numbers (0.01, 0.7 and 7) are considered for the investigation of the effect of the Prandtl number on natural convection. Adiabatic boundary conditions are employed for the side walls. A two-dimensional solution for unsteady natural convection is obtained, using an accurate and efficient Chebyshev spectral methodology for different Rayleigh numbers varying over the range of $10_3$ to $10_6$. It had been experimentally reported that the heat transfer mode becomes oscillatory when Pr is out of a specific Pr band beyond the critical Ra. In this study, we reproduced this phenomenon numerically. It was found that when Ra=$10_6$, only the case for intermediate Pr (=0.7) reached a non-changing steady state and the low and high Pr number cases (Pr=0.01 and 7) showed a periodically oscillatory fashion hydrodynamically and thermally. The variation of time- and surface-averaged Nusselt numbers on the hot and cold walls for different Rayleigh numbers and Prandtl numbers are presented to show the overall heat transfer characteristics in the system. Further, the isotherms and streamline distributions are presented in detail to compare the physics related to their thermal behavior.

• Transactions of the Korean Society of Mechanical Engineers A
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• v.28 no.12
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• pp.2012-2018
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• 2004

The vibration of a semi-circular pipe conveying fluid is studied when the pipe is clamped at both ends. To consider the geometric nonlinearity, this study adopts the Lagrange strain theory for large deformation and the extensible dynamics based on the Euler-Bernoulli beam theory for slenderness assumption. By using the Hamilton principle, the non-linear partial differential equations are derived for the in-plane motions of the pipe, considering the fluid inertia forces as a kind of non-conservative forces. The linear and non-linear terms in the governing equations are compared with those in the previous study, and some significant differences are discussed. To investigate the dynamic characteristics of the system, the discretized equations of motion are derived from the Galerkin method. The natural frequencies varying with the flow velocity are computed from the two cases, which one is the linear problem and the other is the linearized problem in the neighborhood of the equilibrium position. Finally, the time responses at various flow velocities are directly computed by using the generalized-$\alpha$ method. From these results, we should consider the geometric nonlinearity to analyze dynamics of a semi-circular pipe conveying fluid more precisely.

• Journal of the Korean earth science society
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• v.29 no.5
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• pp.396-407
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• 2008

Hydrogeologic properties of a well field around middle mountainous areas in Pyosun, Jeju volcanic island were examined based on water level monitoring, geologic logging and pumping test data. Due to the alternating basaltic layers with varying permeability in the subsurface, it is difficult to analyze the hydraulic responses to artificial pumping and/or natural precipitation. The least permeable layer, detrital materials with clay, is found at a depth of 200 m below surface, but it is not an upper confining bed for lower main aquifer. Nevertheless, this layer may serve as a natural barrier to vertical percolation and to contaminant migration. Water levels of the production wells are dominantly affected by pumping frequently, while those of the remote observation wells are controlled by ambient precipitation. Results of pumping tests revealed a possible existence of horizontal anisotropy of transmissivity. However, some results of this study include inherent limitations enforced by field conditions such as the consistent of groundwater production and the set of time periods for the cessation of the pumping prior to pumping tests.

• KSII Transactions on Internet and Information Systems (TIIS)
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• v.7 no.4
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• pp.800-818
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• 2013

Supporting video streaming over multi-hop wireless networks is particularly challenging due to the time-varying and error-prone characteristics of the wireless channel. In this paper, we propose a joint optimization scheme for video streaming over multi-hop wireless networks. Our coding scheme, called Joint Source/Network Coding (JSNC), combines source coding and network coding to maximize the video quality under the limited wireless resources and coding constraints. JSNC segments the streaming data into generations at the source node and exploits the intra-session coding on both the source and the intermediate nodes. The size of the generation and the level of redundancy influence the streaming performance significantly and need to be determined carefully. We formulate the problem as an optimization problem with the objective of minimizing the end-to-end distortion by jointly considering the generation size and the coding redundancy. The simulation results demonstrate that, with the appropriate generation size and coding redundancy, the JSNC scheme can achieve an optimal performance for video streaming over multi-hop wireless networks.

• International Journal of Aeronautical and Space Sciences
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• v.14 no.2
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• pp.152-161
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• 2013

This paper presents a control effectiveness analysis of the hawkmoth Manduca sexta. A multibody dynamic model of the insect that considers the time-varying inertia of two flapping wings is established, based on measurement data from the real hawkmoth. A six-degree-of-freedom (6-DOF) multibody flight dynamics simulation environment is used to analyze the effectiveness of the control variables defined in a wing kinematics function. The aerodynamics from complex wing flapping motions is estimated by a blade element approach, including translational and rotational force coefficients derived from relevant experimental studies. Control characteristics of flight dynamics with respect to the changes of three angular degrees of freedom (stroke positional, feathering, and deviation angle) of the wing kinematics are investigated. Results show that the symmetric (asymmetric) wing kinematics change of each wing only affects the longitudinal (lateral) flight forces and moments, which implies that the longitudinal and lateral flight controls are decoupled. However, there are coupling effects within each plane of motion. In the longitudinal plane, pitch and forward/backward motion controls are coupled; in the lateral plane, roll and side-translation motion controls are coupled.

• The Journal of Korean Institute of Communications and Information Sciences
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• v.23 no.5
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• pp.1270-1281
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• 1998

Frequency offset in an orthogonal frequency division multiplexing (OFDM) system is known to cause the inter-channel interference (ICI), amplitude and phase distortion of a received signal, resulting in a severe performance degradation of the total system. In this paper, we propose an improved pilot-based masimum likelihood frequency offset estimation technique, which uses the predefined sync-subchannels, and derive the error performance of the proposed frequency offset estimator analytically. The proposed technique improves the performance of the frequency offset estimator by adding up the frequency offset caused by coherent phase changes and averaging out the effect caused by random phase error. It is confirmed by computer simulations that the upper bound of error variance for the proposed frequency offset estimator analytically derived in this paper is correct, and that the proposed estimator has better performance than the previous ones in terms of error variance, tracking range, and time-varying characteristics of a channel.