• 제목/요약/키워드: 비선형 시계열

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Elevation Correction of Multi-Temporal Digital Elevation Model based on Unmanned Aerial Vehicle Images over Agricultural Area (농경지 지역 무인항공기 영상 기반 시계열 수치표고모델 표고 보정)

  • Kim, Taeheon;Park, Jueon;Yun, Yerin;Lee, Won Hee;Han, Youkyung
    • Journal of the Korean Society of Surveying, Geodesy, Photogrammetry and Cartography
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    • v.38 no.3
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    • pp.223-235
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    • 2020
  • In this study, we propose an approach for calibrating the elevation of a DEM (Digital Elevation Model), one of the key data in realizing unmanned aerial vehicle image-based precision agriculture. First of all, radiometric correction is performed on the orthophoto, and then ExG (Excess Green) is generated. The non-vegetation area is extracted based on the threshold value estimated by applying the Otsu method to ExG. Subsequently, the elevation of the DEM corresponding to the location of the non-vegetation area is extracted as EIFs (Elevation Invariant Features), which is data for elevation correction. The normalized Z-score is estimated based on the difference between the extracted EIFs to eliminate the outliers. Then, by constructing a linear regression model and correcting the elevation of the DEM, high-quality DEM is produced without GCPs (Ground Control Points). To verify the proposed method using a total of 10 DEMs, the maximum/minimum value, average/standard deviation before and after elevation correction were compared and analyzed. In addition, as a result of estimating the RMSE (Root Mean Square Error) by selecting the checkpoints, an average RMSE was derivsed as 0.35m. Comprehensively, it was confirmed that a high-quality DEM could be produced without GCPs.

GOCI-IIVisible Radiometric Calibration Using Solar Radiance Observations and Sensor Stability Analysis (GOCI-II 태양광 보정시스템을 활용한 가시 채널 복사 보정 개선 및 센서 안정성 분석)

  • Minsang Kim;Myung-Sook Park;Jae-Hyun Ahn;Gm-Sil Kang
    • Korean Journal of Remote Sensing
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    • v.39 no.6_2
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    • pp.1541-1551
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    • 2023
  • Radiometric calibration is a fundamental step in ocean color remote sensing since the step to derive solar radiance spectrum in visible to near-infrared wavelengths from the sensor-observed electromagnetic signals. Generally, satellite sensor suffers from degradation over the mission period, which results in biases/uncertainties in radiometric calibration and the final ocean products such as water-leaving radiance, chlorophyll-a concentration, and colored dissolved organic matter. Therefore, the importance of radiometric calibration for the continuity of ocean color satellites has been emphasized internationally. This study introduces an approach to improve the radiometric calibration algorithm for the visible bands of the Geostationary Ocean Color Imager-II (GOCI-II) satellite with a focus on stability. Solar Diffuser (SD) measurements were employed as an on-orbit radiometric calibration reference, to obtain the continuous monitoring of absolute gain values. Time series analysis of GOCI-II absolute gains revealed seasonal variations depending on the azimuth angle, as well as long-term trends by possible sensor degradation effects. To resolve the complexities in gain variability, an azimuth angle correction model was developed to eliminate seasonal periodicity, and a sensor degradation correction model was applied to estimate nonlinear trends in the absolute gain parameters. The results demonstrate the effects of the azimuth angle correction and sensor degradation correction model on the spectrum of Top of Atmosphere (TOA) radiance, confirming the capability for improving the long-term stability of GOCI-II data.

Chaotic Disaggregation of Daily Rainfall Time Series (카오스를 이용한 일 강우자료의 시간적 분해)

  • Kyoung, Min-Soo;Sivakumar, Bellie;Kim, Hung-Soo;Kim, Byung-Sik
    • Journal of Korea Water Resources Association
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    • v.41 no.9
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    • pp.959-967
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    • 2008
  • Disaggregation techniques are widely used to transform observed daily rainfall values into hourly ones, which serve as important inputs for flood forecasting purposes. However, an important limitation with most of the existing disaggregation techniques is that they treat the rainfall process as a realization of a stochastic process, thus raising questions on the lack of connection between the structure of the models on one hand and the underlying physics of the rainfall process on the other. The present study introduces a nonlinear deterministic (and specifically chaotic) framework to study the dynamic characteristics of rainfall distributions across different temporal scales (i.e. weights between scales), and thus the possibility of rainfall disaggregation. Rainfall data from the Seoul station (recorded by the Korea Meteorological Administration) are considered for the present investigation, and weights between only successively doubled resolutions (i.e., 24-hr to 12-hr, 12-hr to 6-hr, 6-hr to 3-hr) are analyzed. The correlation dimension method is employed to investigate the presence of chaotic behavior in the time series of weights, and a local approximation technique is employed for rainfall disaggregation. The results indicate the presence of chaotic behavior in the dynamics of weights between the successively doubled scales studied. The modeled (disaggregated) rainfall values are found to be in good agreement with the observed ones in their overall matching (e.g. correlation coefficient and low mean square error). While the general trend (rainfall amount and time of occurrence) is clearly captured, an underestimation of the maximum values are found.

Study on Influencing Factors of Traffic Accidents in Urban Tunnel Using Quantification Theory (In Busan Metropolitan City) (수량화 이론을 이용한 도시부 터널 내 교통사고 영향요인에 관한 연구 - 부산광역시를 중심으로 -)

  • Lim, Chang Sik;Choi, Yang Won
    • KSCE Journal of Civil and Environmental Engineering Research
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    • v.35 no.1
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    • pp.173-185
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    • 2015
  • This study aims to investigate the characteristics and types of car accidents and establish a prediction model by analyzing 456 car accidents having occurred in the 11 tunnels in Busan, through statistical analysis techniques. The results of this study can be summarized as below. As a result of analyzing the characteristics of car accidents, it was found that 64.9% of all the car accidents took place in the tunnels between 08:00 and 18:00, which was higher than 45.8 to 46.1% of the car accidents in common roads. As a result of analyzing the types of car accidents, the car-to-car accident type was the majority, and the sole-car accident type in the tunnels was relatively high, compared to that in common roads. Besides, people at the age between 21 and 40 were most involved in car accidents, and in the vehicle type of the first party to car accidents, trucks showed a high proportion, and in the cloud cover, rainy days or cloudy days showed a high proportion unlike clear days. As a result of analyzing the principal components of car accident influence factors, it was found that the first principal components were road, tunnel structure and traffic flow-related factors, the second principal components lighting facility and road structure-related factors, the third principal factors stand-by and lighting facility-related factors, the fourth principal components human and time series-related factors, the fifth principal components human-related factors, the sixth principal components vehicle and traffic flow-related factors, and the seventh principal components meteorological factors. As a result of classifying car accident spots, there were 5 optimized groups classified, and as a result of analyzing each group based on Quantification Theory Type I, it was found that the first group showed low explanation power for the prediction model, while the fourth group showed a middle explanation power and the second, third and fifth groups showed high explanation power for the prediction model. Out of all the items(principal components) over 0.2(a weak correlation) in the partial correlation coefficient absolute value of the prediction model, this study analyzed variables including road environment variables. As a result, main examination items were summarized as proper traffic flow processing, cross-section composition(the width of a road), tunnel structure(the length of a tunnel), the lineal of a road, ventilation facilities and lighting facilities.

Quality Control of Agro-meteorological Data Measured at Suwon Weather Station of Korea Meteorological Administration (기상청 수원기상대 농업기상 관측요소의 품질관리)

  • Oh, Gyu-Lim;Lee, Seung-Jae;Choi, Byoung-Choel;Kim, Joon;Kim, Kyu-Rang;Choi, Sung-Won;Lee, Byong-Lyol
    • Korean Journal of Agricultural and Forest Meteorology
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    • v.17 no.1
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    • pp.25-34
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    • 2015
  • In this research, we applied a procedure of quality control (QC) to the agro-meteorological data measured at the Suwon weather station of Korea Meteorological Administration (KMA). The QC was conducted through six steps based on the KMA Real-time Quality control system for Meteorological Observation Data (RQMOD) and four steps based on the International Soil Moisture Network (ISMN) QC modules. In addition, we set up our own empirical method to remove erroneous data which could not be filtered by the RQMOD and ISMN methods. After all these QC procedures, a well-refined agro-meteorological dataset was complied at both air and soil temperatures. Our research suggests that soil moisture requires more detailed and reliable grounds to remove doubtful data, especially in winter with its abnormal variations. The raw data and the data after QC are now available at the NCAM website (http://ncam.kr/page/req/agri_weather.php).

Issues in Air Pollution Epidemiologic Studies (대기오염 역학연구의 주요 쟁점들)

  • Ha, Eun-Hee;Kwon, Ho-Jang
    • Journal of Preventive Medicine and Public Health
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    • v.34 no.2
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    • pp.109-118
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    • 2001
  • The purpose of this review is to discuss the debate concerning the interpretation of epidemiologic studies on particles and health effects. Study of the 1952 air pollution disaster in London established that very high levels of particulate-based smog can cause dramatic increases in daily mortality. However, recent epidemiologic studies have reported statistically significant health effects and mortality due to low levels of air pollution. The statistical significance does not prove causation in observational studies; therefore it is necessary to evaluate these associations. There are arguments for and against each of the numerous studies using Hill's criteria, however the body of accepted evidence supports the causal association. In particular, a high level of consistency in the estimated effect of PM10 has been observed across studies worldwide. The mechanism of the relationship between air pollution and health effects is not obvious. The mechanism of particle-induced injury may involve the production of an inflammatory response by the particulate. The harvesting and the threshold effect are also major concerns regarding the health effects of air pollution. However, current epidemiologic findings indicate that linear models lacking a threshold are appropriate for assessing the effect of particulate air pollution on daily mortality even at current levels.

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A Study on the Cross Hedge Performance of KOSPI 200 Stock Index Futures (코스피 200 주가지수선물을 이용한 교차헤지 (cross-hedge))

  • Hong, Chung-Hyo;Moon, Gyu-Hyun
    • The Korean Journal of Financial Management
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    • v.23 no.1
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    • pp.243-266
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    • 2006
  • This paper tests cross hedging performance of the KOSPI 200 stock index futures to hedge the downside risk of the KOSPI, KOSPI 200 and KOSDAQ50 spot market. For this purpose we introduce the minimum variance hedge model, bivariate GARCH(1,1) and EGARCH(1,1) model as hedge models. The main results are as follows; First, we find that the direct hedge performance of KOSPI 200 index futures is better than those of indirect hedge performance. second, in case or cross hedge performance the hedge effect of KOSPI 200 stock index futures market against KOSPI 200 stock index spot market is relatively better than those of KOSPI 200 index futures against KOSPI and KOSDAQ spot position. Third, for the out-sample, hedging effectiveness of the risk-minimization with constant hedge ratios is higher than those of the time varying bivariate GARCH(1,1) and EGARCH(1,1) model. In conclusion, investors are encouraged to use simple risk-minimization model rather than the time varying hedge models like GARCH and EGARCH model to hedge the position of the Korean stock index cash markets.

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Modified Traditional Calibration Method of CRNP for Improving Soil Moisture Estimation (산악지형에서의 CRNP를 이용한 토양 수분 측정 개선을 위한 새로운 중성자 강도 교정 방법 검증 및 평가)

  • Cho, Seongkeun;Nguyen, Hoang Hai;Jeong, Jaehwan;Oh, Seungcheol;Choi, Minha
    • Korean Journal of Remote Sensing
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    • v.35 no.5_1
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    • pp.665-679
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    • 2019
  • Mesoscale soil moisture measurement from the promising Cosmic-Ray Neutron Probe (CRNP) is expected to bridge the gap between large scale microwave remote sensing and point-based in-situ soil moisture observations. Traditional calibration based on $N_0$ method is used to convert neutron intensity measured at the CRNP to field scale soil moisture. However, the static calibration parameter $N_0$ used in traditional technique is insufficient to quantify long term soil moisture variation and easily influenced by different time-variant factors, contributing to the high uncertainties in CRNP soil moisture product. Consequently, in this study, we proposed a modified traditional calibration method, so-called Dynamic-$N_0$ method, which take into account the temporal variation of $N_0$ to improve the CRNP based soil moisture estimation. In particular, a nonlinear regression method has been developed to directly estimate the time series of $N_0$ data from the corrected neutron intensity. The $N_0$ time series were then reapplied to generate the soil moisture. We evaluated the performance of Dynamic-$N_0$ method for soil moisture estimation compared with the traditional one by using a weighted in-situ soil moisture product. The results indicated that Dynamic-$N_0$ method outperformed the traditional calibration technique, where correlation coefficient increased from 0.70 to 0.72 and RMSE and bias reduced from 0.036 to 0.026 and -0.006 to $-0.001m^3m^{-3}$. Superior performance of the Dynamic-$N_0$ calibration method revealed that the temporal variability of $N_0$ was caused by hydrogen pools surrounding the CRNP. Although several uncertainty sources contributed to the variation of $N_0$ were not fully identified, this proposed calibration method gave a new insight to improve field scale soil moisture estimation from the CRNP.

Prediction of Target Motion Using Neural Network for 4-dimensional Radiation Therapy (신경회로망을 이용한 4차원 방사선치료에서의 조사 표적 움직임 예측)

  • Lee, Sang-Kyung;Kim, Yong-Nam;Park, Kyung-Ran;Jeong, Kyeong-Keun;Lee, Chang-Geol;Lee, Ik-Jae;Seong, Jin-Sil;Choi, Won-Hoon;Chung, Yoon-Sun;Park, Sung-Ho
    • Progress in Medical Physics
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    • v.20 no.3
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    • pp.132-138
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    • 2009
  • Studies on target motion in 4-dimensional radiotherapy are being world-widely conducted to enhance treatment record and protection of normal organs. Prediction of tumor motion might be very useful and/or essential for especially free-breathing system during radiation delivery such as respiratory gating system and tumor tracking system. Neural network is powerful to express a time series with nonlinearity because its prediction algorithm is not governed by statistic formula but finds a rule of data expression. This study intended to assess applicability of neural network method to predict tumor motion in 4-dimensional radiotherapy. Scaled Conjugate Gradient algorithm was employed as a learning algorithm. Considering reparation data for 10 patients, prediction by the neural network algorithms was compared with the measurement by the real-time position management (RPM) system. The results showed that the neural network algorithm has the excellent accuracy of maximum absolute error smaller than 3 mm, except for the cases in which the maximum amplitude of respiration is over the range of respiration used in the learning process of neural network. It indicates the insufficient learning of the neural network for extrapolation. The problem could be solved by acquiring a full range of respiration before learning procedure. Further works are programmed to verify a feasibility of practical application for 4-dimensional treatment system, including prediction performance according to various system latency and irregular patterns of respiration.

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Estimation of GARCH Models and Performance Analysis of Volatility Trading System using Support Vector Regression (Support Vector Regression을 이용한 GARCH 모형의 추정과 투자전략의 성과분석)

  • Kim, Sun Woong;Choi, Heung Sik
    • Journal of Intelligence and Information Systems
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    • v.23 no.2
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    • pp.107-122
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    • 2017
  • Volatility in the stock market returns is a measure of investment risk. It plays a central role in portfolio optimization, asset pricing and risk management as well as most theoretical financial models. Engle(1982) presented a pioneering paper on the stock market volatility that explains the time-variant characteristics embedded in the stock market return volatility. His model, Autoregressive Conditional Heteroscedasticity (ARCH), was generalized by Bollerslev(1986) as GARCH models. Empirical studies have shown that GARCH models describes well the fat-tailed return distributions and volatility clustering phenomenon appearing in stock prices. The parameters of the GARCH models are generally estimated by the maximum likelihood estimation (MLE) based on the standard normal density. But, since 1987 Black Monday, the stock market prices have become very complex and shown a lot of noisy terms. Recent studies start to apply artificial intelligent approach in estimating the GARCH parameters as a substitute for the MLE. The paper presents SVR-based GARCH process and compares with MLE-based GARCH process to estimate the parameters of GARCH models which are known to well forecast stock market volatility. Kernel functions used in SVR estimation process are linear, polynomial and radial. We analyzed the suggested models with KOSPI 200 Index. This index is constituted by 200 blue chip stocks listed in the Korea Exchange. We sampled KOSPI 200 daily closing values from 2010 to 2015. Sample observations are 1487 days. We used 1187 days to train the suggested GARCH models and the remaining 300 days were used as testing data. First, symmetric and asymmetric GARCH models are estimated by MLE. We forecasted KOSPI 200 Index return volatility and the statistical metric MSE shows better results for the asymmetric GARCH models such as E-GARCH or GJR-GARCH. This is consistent with the documented non-normal return distribution characteristics with fat-tail and leptokurtosis. Compared with MLE estimation process, SVR-based GARCH models outperform the MLE methodology in KOSPI 200 Index return volatility forecasting. Polynomial kernel function shows exceptionally lower forecasting accuracy. We suggested Intelligent Volatility Trading System (IVTS) that utilizes the forecasted volatility results. IVTS entry rules are as follows. If forecasted tomorrow volatility will increase then buy volatility today. If forecasted tomorrow volatility will decrease then sell volatility today. If forecasted volatility direction does not change we hold the existing buy or sell positions. IVTS is assumed to buy and sell historical volatility values. This is somewhat unreal because we cannot trade historical volatility values themselves. But our simulation results are meaningful since the Korea Exchange introduced volatility futures contract that traders can trade since November 2014. The trading systems with SVR-based GARCH models show higher returns than MLE-based GARCH in the testing period. And trading profitable percentages of MLE-based GARCH IVTS models range from 47.5% to 50.0%, trading profitable percentages of SVR-based GARCH IVTS models range from 51.8% to 59.7%. MLE-based symmetric S-GARCH shows +150.2% return and SVR-based symmetric S-GARCH shows +526.4% return. MLE-based asymmetric E-GARCH shows -72% return and SVR-based asymmetric E-GARCH shows +245.6% return. MLE-based asymmetric GJR-GARCH shows -98.7% return and SVR-based asymmetric GJR-GARCH shows +126.3% return. Linear kernel function shows higher trading returns than radial kernel function. Best performance of SVR-based IVTS is +526.4% and that of MLE-based IVTS is +150.2%. SVR-based GARCH IVTS shows higher trading frequency. This study has some limitations. Our models are solely based on SVR. Other artificial intelligence models are needed to search for better performance. We do not consider costs incurred in the trading process including brokerage commissions and slippage costs. IVTS trading performance is unreal since we use historical volatility values as trading objects. The exact forecasting of stock market volatility is essential in the real trading as well as asset pricing models. Further studies on other machine learning-based GARCH models can give better information for the stock market investors.