ATM망의 히스테리시스 특성을 이용한 흐름제어기법

정상국,진용옥 대한전자공학회 1994 전자공학회논문지-A Vol.31 No.9

In this paper, a priority schedling and a flow control algorithm with hysteresis effect are proposed for high-speed networks. A mathematical model for the flow control is proposed and a cell transition probability from this model is found. And the performance of the proposed algorithm is analyzed by a computer simulation. According to the simulation results, it can be shown that the priority scheduling and the flow control with hysteresis effect get the cell loss probability 0.061 better and the average delay 100ms better and the average delay 100ms beter than those of single threshold.

연직배수재 타설 후 장기간 경과된 지반의 통수성능

정상국 한국지반신소재학회 2018 한국지반신소재학회 논문집 Vol.17 No.4

Typically, soft clay improvement is carried out using installation of PVD and surcharge method. According to circumstances, installed PVD has left for a long time due to the change in construction schedule. Therefore, for simulation of this kind of condition, discharge capacity tests were carried out under a series of temperature condition (30, 35, 40°C). The results indicated that under water confinement, the discharge capacities significantly reduced with elapsed time. And, the empirical equation by Miura and Chai (2000) was used for estimating the long-term in-clay discharge capacity. Based on the test results, it is recommended that in term of long-term discharge capacity, Miura and Chai’s equation and reliability evaluation using discharge capacity tests under a series of temperature condition may be used. 연약점토 지반 개량을 위해 연직배수재 타설 후 선행재하공법이 일반적으로 적용되는데, 현장에서의 시공계획 변경 등으로인해 연직배수재 타설 후 장기간 방치되는 경우가 종종 발생된다. 따라서 장기간 방치된 조건에서의 연직배수재 열화 현상을고려하기 위해 구속압으로 적용되는 수온을 각각 30, 35, 40°C를 적용하였다. 그 결과, 시간경과에 따라 배수성능이 급격히저하되는 경향을 나타냈다. 그리고 현장 원위치 조건, 즉, 점토 구속조건하에서 장기간 통수능 저하 정도를 평가하기 위하여Miura와 Chai(2000)식을 적용하였다. 그 결과, 온도 변화 조건에서 수행된 통수능 시험결과를 이용한 신뢰성 해석 방법과Miura와 chai(2000)식을 적용하여 장기 통수능을 평가할 수 있는 것으로 평가되었다.

C++를 이용한 통신 시뮬레이터의 설계 및 구현

정상국,안정희,이광휘,김한경,이종근 정보통신연구소 1998 精報通信論文集 Vol.2 No.-

국내 해성점토 지반에 대한 선행압밀압력 평가방법의 적용성

정상국 한국지반신소재학회 2017 한국지반신소재학회 논문집 Vol.16 No.4

In this study, a subjective weighting factors were awarded based on some indication of the difficulty of assessing the preconsolidation stress using traditional methods (Casagrande, Onitsuka et al., Silva, Becker et al., Janbu and Karlsrud methods) such as those proposed by Casagrande and Janbu using undisturbed sample obtained from Gwangyang dredged clay with high plasticity located in the southern area of Korean peninsular. These numbers only assess the relative ease of finding preconsolidation stress and say nothing regarding the accuracy of the value. The data were compared with measurements of undrained shear strength using strength incremental ratio, checking where or not the values are in the range of 0.25 to 0.35 (typical values of Korean marine clay) and analyzing standard deviation(degree of variability). The measurements of undrained shear strength were obtained from unconfined compression tests (UCT). When determining preconsolidation stress of Korean marine clay, at first, the work method proposed by Becker et al. and the bilogarithmic method proposed by Onitsuka et al. should be used. In addition, preconsolidation pressure should be estimated using the traditional Casagrande method as a basic of comparison. 본 연구에서는 고소성 점토지반으로 구성된 광양지역의 준설매립층 및 원지반층에서 채취된 자연 시료를 이용하여 기존에제안된 6가지 방법(Casagrande, Onitsuka, Silva, Becker, Janbu, Karlsrud)으로 선행압밀압력을 산정하는데 있어서 상대적인용이성을 기준으로 5등급의 가중치 점수를 부여 하였다. 이 때, 높은 등급이 부여된다는 것이 곧바로 정확한 선행압밀압력의산정을 의미하는 것은 아니므로, 불교란 시료에 의한 일축압축강도를 구한 후 압밀압력과의 상관관계를 나타내는 강도증가율을 평가하였다. 이를 토대로, 각각의 방법으로 평가된 선행압밀압력과 비배수전단강도의 비, 즉, 강도증가율이 국내 해성 점성토 지반의 일반적인 값의 범위인 0.25∼0.35 사이의 분포 유무 및 표준편차(강도증가율의 변화폭)를 분석하여 적용성을 평가하였다. 그 결과, Becker 및 Onitsuka 방법의 평균 가중치가 다른 방법들(Casagrande, Janbu, Karlsrud)에 비해 낮고 강도증가율도국내 해성점토 지반의 일반적인 값의 범위에 있으며, 표준편차도 낮게 평가되어 일관성 있는 평가가 가능한 것으로 분석되었다.

Forecasting Volatility of Asymmetric and Nonlinear GARCH Models on Chinese Commodity Futures Prices

정상국 한국무역통상학회 2009 무역통상학회지 Vol.9 No.1

This article provided evidence of linkages between the news shock and volatility with regard to the daily price return in futures market of China. Some asymmetric and nonlinear generalized autoregressive conditional heteroskedasticity (GARCH) models are applied to verify the possibility of forecasting volatility of commodity futures in China, in terms of copper, aluminum and soybean. And some comparisons of performances with regard to these models are also evaluated through some test across all forecast horizons. The findings of this study are in order. First, through the parameter estimate for all models except exponential GARCH model, negative shocks have a larger effect on conditional volatility than positive shocks of the same magnitude. Second, according to the out-of-sample forecasting performance aimed at evaluating the nonlinear GARCH models, it is seen that GJR-GARCH and QGARCH models do better in describing the properties of the specific data on all four criteria across all forecast horizons. This article provided evidence of linkages between the news shock and volatility with regard to the daily price return in futures market of China. Some asymmetric and nonlinear generalized autoregressive conditional heteroskedasticity (GARCH) models are applied to verify the possibility of forecasting volatility of commodity futures in China, in terms of copper, aluminum and soybean. And some comparisons of performances with regard to these models are also evaluated through some test across all forecast horizons. The findings of this study are in order. First, through the parameter estimate for all models except exponential GARCH model, negative shocks have a larger effect on conditional volatility than positive shocks of the same magnitude. Second, according to the out-of-sample forecasting performance aimed at evaluating the nonlinear GARCH models, it is seen that GJR-GARCH and QGARCH models do better in describing the properties of the specific data on all four criteria across all forecast horizons.

18㎓ 차량객실감시설비에서 OFDM 이더넷모뎀 방식의 지상제어시스템 구현

정상국,안태기,김백현,최갑봉,임민혁 대한전기학회 2011 대한전기학회 학술대회 논문집 Vol.2011 No.4

ATM 망용 우선순위제어 알고리즘의 개선에 관한 연구

정상국,진용옥 대한전자공학회 1994 전자공학회논문지-A Vol.31 No.2

This paper proposes Double queue threshold QLT(Queue Length Threshold) algorithm and Hysteresis effect QLT algorithm. as being DPS(Dynamic Priority Scheduling) techniques. in order to advance the processing of multiple class traffics. Also, the performance of the proposed algorithms is analyzed through computer simulations,and the priority scheduling is analyzed using a retrial queue with two types of calls. Our simulation results show that the performance of the proposed Double queue length threshold QLT algorithm is superior to that of the conventinal QLT algorithm for 2 or more classes delay sensitive traffics. Also we find that Hysteresis effecT QLT algorithm is better mechanism than that of the existing QLT for real time and non-real time traffics.

Sensitivity of the Stock Returns Distribution to Changes in the Level and Volatility of Interest Rates

정상국 한국증권학회 2000 한국증권학회 발표논문집 - 2000년 제3차 정기학술발표회 Vol.0 No.-

환율위험이 무역에 미치는 비선형효과

정상국,강한균 한국국제경영관리학회 2006 국제경영리뷰 Vol.10 No.2

본 논문은 환율위험이 수출․입에 어떠한 영향을 미치는지 실증분석 결과를 통한 정책적인 함의를 제시하고, 또한 다수의 선행 연구에서 나타난 본질적인 문제점을 극복하고자 한다. 선진국의 시계열데이터를 이용한 경우 이러한 효과가 負(-)의 효과로 나타난다는 일반적인 견해가 있지만, 본 논문은 환율위험이 수출에 미치는 효과는 正(+)의 효과가 있을 수 있다는 실증분석 결과를 보여주고 있다. 실증분석 결과는 1988년 1월부터 2004년 12월까지 한국의 대 아시아, 북미, 유럽 등 15개국에 대한 월별 수출과 수입을 이용하였다. 일반적으로 예상할 수 있듯이, 외국의 소득은 한국의 수출에 正(+)의 효과가 매우 빠른 속도로 나타나고 있는 것으로 분석되었다. 이에 반해 환율의 수준변화에 대해서는 수출은 매우 느린 속도로 변화를 보이고 있으며, 최대 효과가 5개월 이후에 나타나는 것으로 분석되었다. 예상된 환율의 수준변화는 수출에 正(+)의 효과를 보였고, 환율위험도 正(+)의 유의적인 효과가 있는 것으로 나타났다. 본 연구결과는 국가별로 환율변동성의 수출․입에 미치는 효과의 시차가 다르게 나타나고 있어 수출․.입 기업들이 환리스크관리를 언제 해야 하는가라는 적정시점을 암시해 주는 점에서 기여도가 크다고 하겠다. In this paper we present an empirical study on the effect of exchange rate risk on exports by addressing some of the potential deficiencies in prior empirical work. Although the common view is that this effect is negative in the existing empirical literature mainly using time series data of developed countries, this paper reports unambiguous positive results on the effect of exchange rate risk on exports.The empirical results are based on monthly bilateral aggregate Korea exports to the other 15 countries from January 1988 to December 2004. They demonstrate that, as expected, foreign income affects Korea exports positively and rather quickly, with the maximal effect occurring after about one quarter. Exports react more slowly to changes in the real exchange rate, as the Poisson lags show that the maximal effect occurs only after about nine months. The expected real exchange rate level has the normal positive effect, but real exchange rate risk has positively significant effect.The empirical results indicate the time lag effects of the foreign exchange volatility on exports and imports according to countries. This paper will contribute to the foreign exchange risk management for exports and imports company in Korea.

Regime changes in uncertainty channel between inflation and output growth

정상국 한양대학교 경제연구소 2020 JOURNAL OF ECONOMIC RESEARCH Vol.25 No.2

In order to investigate the presence of regime changes in the effects of real and nominal uncertainty on inflation and output growth, bivariate normal mixture GARCH-in-mean models are developed for monthly data of inflation and output growth in USA. Overall, we find significant evidence in favor of and against four hypotheses depending on regimes. The key idea in this paper is that the model embeds two different regimes of a usual volatility, which occurs most of the time, and an extreme volatility, which occurs rarely.