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송유진,최문선,황선영,Song, Eu-Gine,Choi, Moon-Sun,Hwang, S.Y. 한국통계학회 2008 Communications for statistical applications and me Vol.15 No.6
계량경제학 분야에서 널리 쓰이는 MGARCH(multivariate GARCH)모형은 여러개의 시계열자료들의 변동성을 함께 모형화한다. 그러나 변수가 많아질수록 추정해야 할 모수의 수가 급격하게 늘어나는 문제점이 있다. 본 연구에서는 인자 모형을 통해 자료의 차원을 축소시킴로써 이러한 문제를 해결하고자 하였다. 국내의 주가수익률 자료에 통계적 인자 모형과 fundamental factor model을 적용하여 각각의 의미 있는 인자들을 얻은 후 이를 MGARCH모형에 적합시켰다. 또한 두 인자모형을 바탕으로 얻어진 최종 모형들의 MSE, MAD와 VaR(Value at Risk)를 계산하여 예측력을 비교하고자 한다. Multivariate GARCH(MGARCH) has been useful in financial studies and econometrics for modeling volatilities and correlations between components of multivariate time series. An obvious drawback lies in that the number of parameters increases rapidly with the number of variables involved. This thesis tries to resolve the problem by using dimension reduction technique. We briefly review both factor models for dimension reduction and the MGARCH models including EWMA (Exponentially weighted moving-average model), DVEC(Diagonal VEC model), BEKK and CCC(Constant conditional correlation model). We create meaningful portfolios obtained after reducing dimension through statistical factor models and fundamental factor models and in turn these portfolios are applied to MGARCH. In addition, we compare portfolios by assessing MSE, MAD(Mean absolute deviation) and VaR(Value at Risk). Various financial time series are analyzed for illustration.
상업용 건물에서 전기에너지 소비 절감을 위한 멀티 에이전트 기반의 분산에너지 제어 기술 개발
김익성(Ick Sung Kim),김우현(Woohyun Kim),송유진(Eu Gine Song) 대한설비공학회 2020 설비공학 논문집 Vol.32 No.2
The electric utility industry is faced with the growing challenge of providing a stable supply of power to meet the public’s demand, while also integrating rapid growth in distributed variable renewable generation. Traditional means of balancing short- and long-term supply and demand imbalance will be costly. Alternative approaches to using flexible loads in buildings are needed to mitigate the imbalance at a lower cost. In this paper, a agent-based distributed control strategy is proposed for commercial buildings to coordinate the electricity consumption of air handling units with variable air volume, chiller system, and lighting systems. Based on the market-based control, the electricity consumption is adjusted by changing temperature set-points and dimming levels in response to the market equilibrium price. The proposed strategy was tested and validated in a simulation environment. The results demonstrate the agent based-distributed control strategy managed the controllable loads in the building to maintain the electricity consumption at the desired level without significant impact on occupants’ comfort. Overall, the results demonstrate that the ILC allows coordination of the controllable loads and provides energy consumption savings.
넓은 입력변화에서 불연속 전류 제어 모드로 동작하는 LED 드라이버 설계
한수빈(Soo-Bin Han),박석인(Suck-In Park),송유진(Eu-Gine Song),정학근(Hak-Kun Jung),정봉만(Bong-Man Jung),채수용(Soo-Young Chae) 전력전자학회 2010 전력전자학술대회 논문집 Vol.2010 No.11
Most LED drivers uses current control method to adjust LED current. Using AC power grid such as off-line converter, Buck topology is popular because input voltage of LED driver is much higher than LED output voltage. Normally DCM current control is more popular than CCM current mode control in the range of below 50W, But DCM characteristics are dependent on the input voltage variation. This paper deals with what should be considered in DCM for LED driver with valley fill circuit.
한수빈(Soo-Bin Han),박석인(Suck-In Park),정학근(Hak-Kun Jung),송유진(Eu-Gine Song),정봉만(Bong-Man Jung) 전력전자학회 2007 전력전자학술대회 논문집 Vol.- No.-
Ballasts for HID lamp need an igniter to start the lamp with very high voltage over several ㎸. Electronic ballasts use various internal igniter in electronic circuits. The paper describes the stratus of HID igniter technology in recent.
LED driver에서의 정전류 및 정전압 제어의 비교 연구
한수빈(Soo-Bin Han),박석인(Suck-In Park),정학근(Hak-Kun Jung),송유진(Eu-Gine Song),정봉만(Bong-Man Jung) 전력전자학회 2010 전력전자학술대회 논문집 Vol.2010 No.7
This paper reviews the performance difference between constant voltage control and constant current control in LED driver. Simulations of both control methods are performed for performance comparison especially with temperature variation. The results show that constant current control method is inherently better than constant voltage control for LED drive.
한수빈(Soo-Bin Han),박석인(Suck-In Park),정학근(Hak-Kun Jung),송유진(Eu-Gine Song),정봉만(Bong-Man Jung) 전력전자학회 2008 전력전자학술대회 논문집 Vol.- No.-
PWM IC modeling for single and double output type is performed for converter simulation. The function and performance of a specific IC, UC 3525, is realized in model for real case simulation.
한수빈(Soo-Bin Han),박석인(Suck-In Park),정학근(Hak-Kun Jung),송유진(Eu-Gine Song),정봉만(Bong-Man Jung) 전력전자학회 2008 전력전자학술대회 논문집 Vol.- No.-
This paper suggests a overvoltage protection scheme for HID lamp. HID lamp has complex characteristics and long duration in process from starting to steady state condition. So it is necessary to protect both starting and normal lighting mode. The protection method is composed of two circuit: one is for ignition state and the other is for steady state.
한수빈(Soo-Bin Han),박석인(Suck-In Park),정학근(Hak-Kun Jung),송유진(Eu-Gine Song),정봉만(Bong-Man Jung) 전력전자학회 2006 전력전자학술대회 논문집 Vol.- No.-
In recent, DC power is familiar around human's life. Specially, a lot of renewable energy such as fuel-cell and solar cell system are DC power generation system. This paper consider how DC lighting system can be constructed on DC power system and what is necessary for an efficient operation.
한수빈(Soo-Bin Han),박석인(Suck-In Park),송유진(Eu-Gine Song),정학근(Hak-Kun Jung),정봉만(Bong-Man Jung) 전력전자학회 2010 전력전자학술대회 논문집 Vol.2010 No.7
This paper suggests a high frequency operated electronic ballast. Operation frequency is sufficiently high above 250㎑ for avoiding the acoustic resonance in metal halide lamp. The inverter composition and operation principle of ballast are described and verified by experiments.