• Journal of Korea Water Resources Association
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• v.48 no.12
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• pp.981-993
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• 2015

The analysis of hydrologic time series data is crucial for the effective management of water resources. Therefore, it has been widely used for the long-term forecasting of hydrologic variables. In tradition, time series analysis has been used to predict a time series without considering exogenous variables. However, many studies using decomposition have been widely carried out with the assumption that one data series could be mixed with several frequent factors. In this study, the empirical mode decomposition method was performed for decomposing a hydrologic time series data into several components, and each component was applied to the time series models, autoregressive moving average (ARMA). After constructing the time series models, the forecasting values are added to compare the results with traditional time series model. Finally, the forecasted estimates from ARMA model with empirical mode decomposition method showed better performance than sole traditional ARMA model indicated from comparing the root mean square errors of the two methods.

• International Area Studies Review
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• v.21 no.4
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• pp.159-172
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• 2017

In a typical trend-cycle decomposition of GDP, the trend component is usually assumed to follow a random walk process. This paper considers an ARIMA trend and assesses the validity of the ARIMA trend model. I construct univariate and bivariate unobserved-components(UC) models, allowing the ARIMA trend. Estimation results using U.S. data are favorable to the ARIMA trend models. I, also, compare the forecasting performance of the UC models. Dynamic pseudo-out-of-sample forecasting exercises are implemented with recursive estimations. I find that the bivariate model outperforms the univariate model, the smoothed estimates of trend and cycle components deliver smaller forecasting errors compared to the filtered estimates, and, most importantly, allowing for the ARIMA trend can lead to statistically significant gains in forecast accuracy, providing support for the ARIMA trend model. It is worthy of notice that trend shocks play the main source of the output fluctuation if the ARIMA trend is allowed in the UC model.

• Proceedings of the Korea Water Resources Association Conference
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• 2017.05a
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• pp.16-16
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• 2017

기후 시스템의 다양한 상호작용으로 인해 나타나는 대표적 현상인 강우는 수문학적 분석 과정의 필수적인 요소이며 장기 강우를 예측하는 것은 효율적인 수자원 관리에 중요한 기반이 되고 있다. 이러한 강우는 장기적으로 지구의 대기-해양 순환 패턴의 영향을 받으며, 특히 엘니뇨와 라니냐와 같은 기상 이변이 발생할 경우 대규모 순환에 변화가 일어나게 되어 강우에 영향을 미칠 수 있다. 따라서 본 연구에서는 지구의 순환 패턴 특성을 수치화한 전지구적 기상인자 중에서 우리나라 장기 강우를 예측하기 위한 기상인자를 선정하고 시계열 모형 구축을 통하여 예측력을 평가하였다. 이를 위해 강우에 내재된 다양한 대기-해양 순환 패턴으로부터 나타나는 주기적 요소를 추출하기 위해 앙상블 경험적 모드분해법을 사용하여 강우를 분해한 후, 각 분해된 강우자료와 전지구적 기상인자와의 상관성 분석을 통해 높은 상관성을 가진 기상인자를 선별하고 단계식 변수선택법으로부터 유의미한 기상인자를 최종적으로 선정하였다. 그 결과, 우리나라 기상청 60개 지점의 월별 강우자료 중 전반적으로 영향을 미치는 기상인자를 선정할 수 있었으며, 선정된 기상인 자로 구축된 시계열 모형을 통해 우리나라 장기 강우를 예측하였다.

• The Korean Journal of Applied Statistics
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• v.35 no.6
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• pp.703-724
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• 2022

Although longitudinal studies mainly produce multivariate longitudinal data, most of existing statistical models analyze univariate longitudinal data and there is a limitation to explain complex correlations properly. Therefore, this paper describes various methods of modeling the covariance matrix to explain the complex correlations. Among them, modified Cholesky decomposition, modified Cholesky block decomposition, and hypersphere decomposition are reviewed. In this paper, we review these methods and analyze Korean children and youth panel (KCYP) data are analyzed using the Bayesian method. The KCYP data are multivariate longitudinal data that have response variables: School adaptation, academic achievement, and dependence on mobile phones. Assuming that the correlation structure and the innovation standard deviation structure are different, several models are compared. For the most suitable model, all explanatory variables are significant for school adaptation, and academic achievement and only household income appears as insignificant variables when cell phone dependence is a response variable.

• Water for future
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• v.20 no.4
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• pp.257-266
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• 1987

The existing stochastic models for the data with hydrologic persistence can be classified into two categories; the short-term and long-term models.For the present study, the Hurst coefficients which are the dominant parameter in the Fast Fractional Gaussian Noise(FFGN)model, one of the long-term models. are estimated with historical annual and monthly streamflows. In order to verify the applicability of these estimators the statistical properties of the generated annual streamflows by FFGN model are compared with those of the historical annual streamflows. Then the generated annual streamflows by FFGN model are disaggregated into the monthly streamflows by disaggregation model at two sites, i.e. Waekman and Jindong, in the Nakdong River Basin. On the other hand, the monthly stream flows at the two sites were also generated by the two-site Matalas model which is one of the short-term models. To evaluate the applicability of the above models and to select the better model the statistical properties of the generated monthly streamflows by two models were compared with those of the historicals, respectively.

• Communications for Statistical Applications and Methods
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• v.16 no.1
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• pp.127-135
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• 2009

It is necessary to forecast the amount of the maximum electricity demand for stabilizing the flow of electricity. The time series data was collected from the Korea Energy Research between January 2000 and December 2006. The data showed that they had a strong linear trend and seasonal change. Winters seasonal model, ARMA model were used to examine it. Root mean squared prediction error and mean absolute percentage prediction error were a criteria to select the best model. In addition, a nonstationary generalized extreme value distribution with explanatory variables was fitted to forecast the maximum electricity.

• Journal of Korean Society of Coastal and Ocean Engineers
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• v.8 no.2
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• pp.161-173
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• 1996

Two-dimensional numerical models with 1$^{\circ}$ and 1/3$^{\circ}$ resolution have been established to investigate the Ma distribution of global ocean tides. Especially, a 1/3$^{\circ}$ numerical model in this study has the most fine resolution among the existing global tidal model and it has been applied to the computation of detailed tidal distributions in the marginal seas and the shelf seas. Tidal characteristics in shallow areas could be hardly interpreted with the existing global chart due to the low resolution. The Ma tidal charts obtaind by 1$^{\circ}$ and 1/3$^{\circ}$ numerical model have been compared with the existing global maps and the altimetry-derived tidal charts. Also, the computed harmonic constants have been compared with the pelagic observations. The results obtained by 1/3$^{\circ}$ numerical model show better agreement with the existing global charts and the observed data than those obtained by 1$^{\circ}$ model. The possibility has been presented that the results obtained by 1/3$^{\circ}$ model can provide the open boundary conditions of the regional tidal numerical model.

• Water for future
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• v.19 no.2
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• pp.167-180
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• 1986

Disaggregation model has recently become a major technique in the field of synthetic generation and the model is possibly one of the most widely acepted tools in stochastic hydrology. The application of disaggregation model is evaluated with the streamflow data at the Waegwan and Hyunpung stage gaugin station on the main stem of the Nakdong River. The disaggregation process of annual streamflow data and the method of parameter estimation for the model is reviewed and the statistical analysis of the generated monthly streamflows such as a computation of moment estimation of covariance and correlogram analysis is made. The results, disaggregated monthly streamflow, obtained by Disaggregation Basic Model for single site are compared with the historical streamflow data and also with the other model, Thomas-Fiering Model. The generated monthly streamflow data by two models have been investigated and verified by comparision of mean and standard deviation between the historical and generated data.

• The Korean Journal of Applied Statistics
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• v.30 no.1
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• pp.103-117
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• 2017

In longitudinal data analysis, the serial correlation of repeated outcomes must be taken into account using covariance matrix. Modeling of the covariance matrix is important to estimate the effect of covariates properly. However, It is challenging because there are many parameters in the matrix and the estimated covariance matrix should be positive definite. To overcome the restrictions, several Cholesky decomposition approaches for the covariance matrix were proposed: modified autoregressive (AR), moving average (MA), ARMA Cholesky decompositions. In this paper we review them and compare the performance of the approaches using simulation studies.

• 한국데이터정보과학회:학술대회논문집
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• 2003.10a
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• pp.181-184
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• 2003

본 연구는 확산모형의 계산에 필요한 바람장의 시간해상도의 타당성을 파악하고, 대기역학모형과 대기확산모형의 공간 분해능에 따른 시간분해능이 미치는 영향을 분석한 것이다. 연구결과, 수치실험에서 초기(24시)의 경우, 시간해상도에 따른 확산의 차이는 크지 않았으나 시간이 경과함에 따라 입자확산분포의 차이가 크게 나타났다. 또한, 3시간 이하의 높은 시간해상도의 경우 입자분포의 차이가 크지 않으나, 6시간보다 간격이 큰 자료를 이용할 경우, 황사 입자분포의 양적 측면에서 큰 차이를 나났다. 입력 바람장의 시간 간격이 큰 경우에 부유 입자는 지역의 주풍 성분을 따라 분포하였다. 한편, 시간간격이 작은 경우 주풍의 직각성분인 남북성분의 효과가 크게 나타났다.