한국의 이자율 모형에서의 구조변화분석

It is important to find the relationship of interest rate with other macroeconomic variables. However, it is difficult to find it because like the most macroeconomic model the interest model has parameter instability problem caused by structural change. In order to cover these problems structural change detection model of interest rate is developed. 3 equations are established to find various effects of other interest-related macroeconomic variables and from each equation, structural changes are found. Those structural change points are consistent with common expectation. Oil Crisis, the starting point of Economic Stabilization Policy, the starting point of capital liberalization, the starting and finishing points of Interest deregulation, Foreign Exchange Crisis are detected as important points

어깨 근육 피로 감소를 위한 유연한 팔 무게 보상 장치

학위논문 (박사)-- 서울대학교 대학원 공과대학 기계항공공학부, 2017. 8. 조규진.Arm movement are important not only for activities of daily livings, but also for works. Due to the repetitive use of the arm, unfortunately, the arm muscles are easily fatigued. This muscle fatigue often causes a variety of muscular disorders in the arm. Especially, in the shoulder, because of the arm weight, the muscle fatigue is cumulated rapidly when people sustain their arm raised for long time. The laparoscopic surgeon was selected as one of target subject to apply our device because they should sustain their arm raised for long surgery time. Although there are many kinds of the arm support devices to support the arm weight against gravity, they cannot use these devices because of the narrow and complex work environment. To satisfy these requirement, the soft weight support device was developed consisting of the soft material and the passive force profile generator based on the tendon-driven mechanism to generate the assistive force. Through these concepts, the device can be compact and simple. However, several challenges exist to support the arm weight successfully. First, to support the arm weight against the gravity, the force should be generated according to the vertical angle of the shoulder and the elbow angle. Also, the direction of the force should be applied to upward at various posture of the shoulder. Second, to transmit the assistive force efficiently and safely, the anchoring position should be carefully selected to prevent the damage on the body. Also, because the anchoring structure is passing through multi degree of freedom body joints such as spine, the anchoring structure can be easily loosened when the body is moved. If the anchoring structure is loosened, the force direction may be deformed and the efficiency may drop. In this thesis, to apply our device on actual worker, we targeted the laparoscopic surgeons who should often raise their arm raised for long time due to the surgery. The main contributions of this study are as follow. Through the passive force profile generator, the assistive force was generated according the vertical angle of the shoulder and the elbow angle by decoupling the effect of the horizontal arm movement to generate the assistive force. The looped tendon routing structure guided the direction of the assistive force to upward direction. At the various movements, the anchoring structure was kept tightened through the adjustable anchoring structure and the anchoring ability was improved. To validate the whole device, surface electromyography data and the sustaining time were measured during the subject sustained their arm raised. Based on the clinical trial, it was proven that the soft weight support device can reduce the muscle fatigue on the shoulder. Consequently, the soft weight support device is expected to reduce the shoulder disorder of the laparoscopic surgeon.Chapter 1. Introduction 1 1.1 Motivation 1 1.1.1 Research Target Subjects 1 1.1.2 Design Requirements for Soft Weight Support Device 3 1.1.3 Limitations of Existing Assistive Devices 5 1.2 Design Approaches for developing Assistive Devices 10 1.2.1 Passive Force Profile Generator with Tendon-driven Mechanism 10 1.2.2 Soft Wearable Robot 11 1.2.3 Challenges of Soft Wearable Weight Support Device 12 1.3 Objective and Contribution 16 1.3.1 Research Objective 16 1.3.2 Contribution 18 Chapter 2. Passive Force Profile Generator 20 2.1 Introduction 20 2.2 Mechanism Design of Passive Force Profile Generator 22 2.2.1 Issues on Passive Force Profile Generator 22 2.2.2 Mechanism for generating Desired Torque Profile 23 2.2.2.1 Concept of Passive Force Profile Generator 23 2.2.2.2 Mechanism Modeling 24 2.2.2.3 Simulation Result 27 2.2.3 Mechanism for compensating Effect of Elbow 30 2.2.3.1 Concept of Adjustable Structure 30 2.2.3.2 Mechanism Modeling 33 2.2.3.3 Simulation Result 34 2.2.3.4 Application of the Adjustable Structure 37 2.2.4 Validation of Passive Force Profile Generator 37 2.2.4.1 Experimental Design for Passive Force Profile Generator 37 2.2.4.2 Experimental Results 39 2.2.5 Application for Other Targets 42 2.2.5.1 Friction Compensation for Arm Raising Motion 42 2.2.5.2 Example for changing the Assistive ROM 46 Chapter 3. Looped Tendon Routing Structure 49 3.1 Introduction 49 3.2 Mechanism Design of Looped Tendon Routing Structure 50 3.2.1 Issue on Looped Tendon Routing Structure 50 3.2.2 Design of Looped Tendon Routing Structure 51 3.2.2.1 Concept of Looped Tendon Routing Structure 51 3.2.2.2 Mechanism Modeling 56 3.2.2.3 Optimization of Tendon Routing Structure 59 3.2.2.4 Simulation Result 68 3.2.3 Validation of Looped Tendon Routing Structure 70 3.2.3.1 Experimental Design for Looped Tendon Routing Structure 70 3.2.3.2 Experimental Result 70 Chapter 4. Adjustable Anchoring Structure 76 4.1 Introduction 76 4.2 Mechanism Design of Anchoring Structure 77 4.2.1 Issues on Anchoring Structure 77 4.2.2 Design of Adjustable Anchoring Structure 79 4.2.2.1 Criteria for Anchoring Structure Design 79 4.2.2.2 Concept of Adjustable Anchoring Structure 82 4.2.2.3 Design of Adjustable Anchoring Structure 84 4.2.2.4 Modeling of Tri-Looped Anchoring Structure 91 4.2.3 Validation of Tri-Looped Anchoring Structure 99 4.2.3.1 Experimental Design 99 4.2.3.2 Experimental Result 101 Chapter 5. System Validation 106 5.1 Introduction 106 5.2 Validation for Reducing Muscle Fatigue 106 5.2.1 Experimental Design 106 5.2.1.1 Experimental Protocol 106 5.2.1.2 Experimental Setup 108 5.2.1.3 Preprocessing and Analysis of sEMG Data 109 5.2.2 Experimental Results 109 Chapter 6. Conclusion 119 6.1 Conclusion 119 6.2 Discussion 122 Bibliography 125 Appendix 135 국문 초록 162Docto

Structural Change Analysis in a Real Interest Rate Model

It is important to find equilibrium level of real interest rate for it affects real and financial sector of economy. However, it is difficult to find the equilibrium level because like the most macroeconomic model the real interest model has parameter instability problem caused by structural change and it is supported by various theories and definitions. Hence, in order to cover these problems structural change detection model of real interest rate is developed to combine the real interest rate equilibrium model and the procedure to detect structural change points. 3 equations are established to find various effects of other interest-related macroeconomic variable and from each equation, structural changes are found. Those structural change points are consistent with common expectation. Oil Crisis (December, 1978), the starting point of Economic Stabilization Policy (January,1982), the starting point of capital liberalization (January,1988), the starting and finishing points of Interest deregulation (January,1992 and December,1994), Foreign Exchange Crisis (December,1997) are detected as important points. From the equation of fisher and real effect, real interest rate level is estimated as 4.09% (October,1998) and dependent on the underlying model, it is estimated as 0%~13.56% (October,1998), so it varies so much. It is expected that this result is connected to the large scale simultaneous to detect the parameter instability in real time, so induces the flexible economic policies

Adaptive Exponential Smoothing Method Based on Structural Change Statistics

Exponential smoothing methods do not adapt well to unexpected changes in underlying process. Over the past few decades a number of adaptive smoothing models have been proposed which allow for the continuous adjustment of the smoothing constant value in order to provide a much earlier detection of unexpected changes. However, most of previous studies presented ad hoc procedure of adaptive forecasting without any theoretical background. In this paper, we propose a detection-adaptation procedure applied to simple and Holts linear method. We derive level and slope change detection statistics based on Bayesian statistical theory and present distribution of the statistics by simulation method. The proposed procedure is compared with previous adaptive forecasting models using simulated data and economic time series data

Adaptive exponential smoothing with Bayesian statistics

Exponential smoothing methods do not adapt well to unexpected changes in underlying process. Over the past few decades a number of adaptive smoothing models have been proposed which allow for the continuous adjustment of the smoothing constant value in order to provide a much earlier detection of unexpected changes. However, most of previous studies presented ad hoc procedure of adaptive forecasting without any theoretical background. In this paper, we propose a new adaptive exponential smoothing method based on Bayesian statistical theory. From simple exponential smoothing and Holt’s linear method, we derive level and slope change detection statistics, and present a procedure to test for the occurrence of a structural change and to modify the forecast. At each time point, we calculate the posterior probability of change and compare it with the critical value to reject the null hypothesis of no level or slope change. Based on the test result, we decide to change the smoothing parameter or not at each time point. The proposed procedure is compared with previous adaptive forecasting models using simulated data and economic time series dat

Population change and economic development in Korea

학위논문(석사) - 한국과학기술원 : 경영과학과, 1983.2, [ iv, 110 p. ]한국과학기술원 : 경영과학과

차세대 한국 위성 통신 시스템에 적합한 기술 선정

학위논문(석사) - 한국정보통신대학원대학교 : 공학부, 2003, [ viii, 65 p. ]Based on the recent 75 foreign satellites, the state-of-the art satellite technology and Koreasat-1, 2 and 3，and considered the economic development in southeast Asian regions, a tradeoff of future Korean satellite communication system has been studied. For the effective use of the satellite, the system under study provides services over the regions covering China, Japan, Southeast Asia and Korea. It provides multimedia services and broadcast services. In future, the satellite will play an important role in multimedia applications and is ideally suited to serve large geographical area. The system uses the multibeam reflector antenna to cover several countries and on-board processor to provide multimedia services. It also employs different TWTAs which are 90W-TWTA, 130W-TWTA. This is to make up for rain attenuation and to increase the satellite efficiency. The link performance, including the rain attenuation, between Daejeon and Daejeon is evaluated. Through these link analysis, the required antenna size and HPA power of the earth station a function of data rata is determined.한국정보통신대학원대학교 : 공학부

연립 동적 선형 모형에서의 구조변화 인식을 위한 베이지안 분석

학위논문(석사) - 한국과학기술원 : 테크노경영대학원, 1998.2, [ v, 47 p. ]It is important in view of model maintenance to detect structural changes in econometric or times series models. Bayesian or classical approaches have been done to identify structural change points, types and sizes. They are mostly based on an univariate analysis, a trend-cycle decomposition and a specification of random shocks using reduced-type models - state space or autoregressive integrated moving average models. These methods have been applied to macroeconomic time series and various types of shocks have been analyzed. Specially gross national or domestic products have been studied using state space models. In these analyses structural changes are classified into random shocks in a trend and a cycle, and they are estimated by using forecast errors. Detected random shocks have been interpreted as structural changes in a demand and a supply side respectively. However, it cannot be said that these analyses dealt with demand and supply structural changes directly. The reason is that a random shock affects not only the one time series in a model but also other related time series out of the model. In order to solve this problem structural changes are estimated and interpreted in multivariate and structural-type models where demand and supply equations determine gross domestic products and gross price level together. This approach can deal with demand and supply shocks directly and can be intimately related to macroeconomic policies by adding exogenous variables, for example money supply and government expenditure. A proposed simultaneous dynamic linear model is established considering integration and cointegration of the time series. In this model all variables have unit roots in autoregressive polynomials to reflect that a stochastic time trend dominates a deterministic time trend. The variables in a demand equation are cointegrated to reflect that a demand shock remains in each series temporarily whereas the variables in a supply or other equations are fir...한국과학기술원 : 테크노경영대학원

선형 동적 모형에서의 구조변화 인식 체계에 관한 연구

학위논문(박사) - 한국과학기술원 : 경영공학전공, 2008.8, [ vii, 93 p. ]When we estimate a model for a time series or forecast its future level based on the estimate model, frequent structural changes cause persistent and large estimation or forecast errors. If we solve such problems to reduce errors by considering structural changes, it will be great help to establish economic policies, corporate and business strategies. In particular, as Korea that has undergone various economic shocks including oil shock, foreign exchange crisis, and unstable credit market, it is necessary to identify the existence of structural change, to understand the significance of causal events and to perform a right forecast. In order to solve such problems, statistics, distribution and adapting algorithm have been developed. However, statistics that have been developed so far in view of forecasting have only been on the measurement of the degree of errors caused by structural change and they are not supported by meaningful statistical distribution, there could be hypothesis test errors. Also, statistics that have been developed so far in view of estimation the focus has been only on a single aspect of unit root and structural change, therefore limiting a full assess to the given problems. In this paper, various linear dynamic models are assumed, and based on a null hypothesis, statistics and distributions are derived through a simulation method. The simulation method has an advantage in solving complex problems considering the attributes of parameters, regressors, and type and numbers of structural changes. We apply these methodologies to a default rate, real interest rate, foreign exchange rate, and business cycle indexes, and confirm its practical application.한국과학기술원 : 경영공학전공