• The Korean Journal of Financial Management
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• v.16 no.1
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• pp.171-191
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• 1999

시간의 흐름에 걸친 주가시계열의 행동양식에 대한 연구에서는 선형성, 비선형성, 장기기억, 항상성분 등에 대한 명확한 결론을 내리고 있지 못한 실정이다. 주가 시계열과정을 설명하고 예측하기 위한 여러 모형들에 대한 실증연구에는 설명력과 예측력을 완벽하게 갖추고 있지 못하고 있다는 증거들이 제시되고 있다. 계절적 변동을 주가시계열에 적용하지 않는 관계로 이와 같은 결과가 발생할 가능성이 존재한다. 분기별 종합주가지수의 수익률에 계절적 단위근이 존재하고 있음이 실증분석을 통하여 밝혀졌다. 이 시계열에서는 계절적 단위근을 제거하기 위하여서는 제4계 시차 작용소가 적절한 필터임이 인정되었다. 월별 종합주가지수의 수익률에서도 계절적 단위근이 존재하고 있다. 따라서 제12계 시차 작용소를 사용하여 계절적 단위근을 제거하여야 할 것이다. 분기별 수익률에는 제4차 시차 작용소를, 월별수익률에서는 제12차 시차 작용소를 필터로 사용하여 이 시계열들을 차분화하고 이 차분화를 통하여 계절적 단위근을 제거한 후에 이 시계열들의 시계열적 성질과 특성을 탐구해야 할 것이다. 이 과정을 통할 때 시계열 과정에 대한 계량경제학적 모형에 대한 정확한 추론이 가능하게 된다.

• Journal of the Korea Academia-Industrial cooperation Society
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• v.17 no.7
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• pp.374-379
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• 2016

On-line process monitoring schemes are designed to give early warnings of process faults. In the artificial intelligence and machine learning fields, reliable approaches have been utilized, such as kernel-based nonlinear techniques. This work presents a kernel-based empirical monitoring scheme with a small sample problem. The measurement data of normal operations are easy to collect, whereas special events or faults data are difficult to collect. In such situations, noise filtering techniques can be helpful in enhancing the process monitoring performance. This can be achieved by the preprocessing of raw process data and eliminating unwanted variations of data. In this work, the performance of several monitoring schemes was demonstrated using three-dimensional batch process data. The results showed that the monitoring performance was improved significantly in terms of the detection success rate.

• The Transactions of the Korean Institute of Power Electronics
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• v.10 no.5
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• pp.508-517
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• 2005

This paper describes a high performance voltage controller for 3-phase 4-wire UPS (Uninterruptible Power Supply) system, and proposes a new scheme of synchronous reference frame controller in order to compensate for the voltage distortions due to unbalanced and nonlinear loads. Proposed scheme can eliminate the negative sequence voltage component due to unbalanced loads and also reduce the harmonic voltage component due to non-linear loads, even when the bandwidth of voltage control loop is a very low. In order to compensate for the effects of unbalanced loads, the synchronous reference frame controller with the positive and negative sequence computation block is proposed, and the synchronous frame controller with a bandpass filter is proposed to compensate for the selected harmonic frequency of output voltage. The effectiveness of the proposed scheme has been investigated and verified through computer simulations and experiments by a 30kVA UPS.

• Journal of Ocean Engineering and Technology
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• v.20 no.6 s.73
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• pp.24-34
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• 2006

Hydrodynamic coefficients strongly affect the dynamic performance of an AUV. Thus, it is important to know the true values of these coefficients, in order to accurately simulate the AUV's dynamic performance. Although these coefficients are generally obtained experimentally, such as through the PMM test, the measured values are not completely reliable because of experimental difficulties and errors. Another approach, by which these coefficients can be obtained, is the observer method, in which a model-based estimation algorithm estimates the coefficients. In this paper, the hydrodynamic coefficients are estimated using two nonlinear observers: a sliding mode observer and an extended Kalman filter. Their performances are evaluated in Matlab simulations, by comparing the estimated coefficients obtained from the two observer methods, with the experimental values as determined from the PMM test. A sliding mode controller is constructed for the diving and steering maneuver by using the estimated coefficients. It is demonstrated that the controller, applied with the estimated values, maintains the desired depth and path with sufficient accuracy.

• Microbiology and Biotechnology Letters
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• v.32 no.3
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• pp.265-270
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• 2004

To select a promising technologies for removal of odorous gases emitted from a wastewater pump station, four methods such as activated carbon (A/C) adsorption, chemical absorption (acid and alkali scrubber), and two biofilters (polyurethane (PU) and worm cast) were investigated. The average odor removal efficiencies in the PU biofilter and A/C column was over 98%, but in a worm cast biofilter and chemical absorption were below 60-80%. The removal efficiency of PU biofilter was very stable (about 98-99%) in the range of retention times of 4-36s, and a maximum elimination capacity was $1.6${\times}$10^{ 7}$ $OUm^{-3}$$h^{-1}$ Deodorization costs for an activated carbon adsorption and a biofiltration method were investigated. With increasing odor intensity, the operating cost of the A/C column increased linearly, but the operating cost of the biofilteration increased slightly. The capital cost in a biofilter is about two times higher than that in an A/C column, but the operating cost is very lower than that of in A/C column. In conclusion, the biofiltration was evaluated one of the most promising technologies to control odor in a wastewater pump station.

• The Transactions of the Korean Institute of Power Electronics
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• v.5 no.4
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• pp.335-342
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• 2000

A new control method for a single-phase active power filter, based on a load current estimation using a DC capacitor voltage of active power filter without sensing nonlinear load current, is proposed in this paper. Because the method proposed can remove the load current sensor in comparison with a conventional method sensing the load current and DC capacitor voltage together, it can make the active power filter easy installation, low cost, small size with no performance detriment. In addition, sample-hold technique and proportional control method is adopted to control the DC capacitor voltage and as no delay element such as LPF or PI control in the conventional method is used, the transient response is fast and good. Operation of a single-phase active power filter which consist of eight mode is explained according to utility voltage, compensation current and switch state, and compensation characteristics of active power filter using proposed method is verified by experiment.

• Proceedings of the Korean Institute of Information and Commucation Sciences Conference
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• 2008.05a
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• pp.925-928
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• 2008

With basis of the development of information communication techniques in recent year, the digital processing techniquy also has been growed fast. The digital processing technique have used signals - speech and image processing- for processing of transmission and analysis. After we get and save the signals. Effective signal processing techniques have varied filters and typical digital filters are FIR filter and IIR filter. The FIR digital filter is more secure because phase response characteristics have linear phase. But, FIR digital filters have a problem to product the Gibbs phenomenon generating around a discontinuous point. A propose of filer is to remove the problem. Therefore, in this paper I was proposed a method using FIR digital filter applied a modified window function and the method was compared with conventional methods.

• The Transactions of the Korea Information Processing Society
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• v.13 no.8
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• pp.388-394
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• 2024

Since recommendation systems play a key role in increasing the revenue of companies, various approaches and models have been studied in the past. However, this diversity also leads to a complexity in the types of recommendation systems, which makes it difficult to select a recommendation model. Therefore, this study aims to solve the difficulty of selecting an appropriate recommendation model for recommendation systems by providing a unified criterion for categorizing various recommendation models and comparing their performance in a unified environment. The experiments utilized MovieLens and Coursera datasets, and the performance of linear models(ADMM-SLIM, EASER, LightGCN) and non-linear models(Caser, BERT4Rec) were evaluated using HR@10 and NDCG@10 metrics. This study will provide researchers and practitioners with useful information for selecting the best model based on dataset characteristics and recommendation context.

• Proceedings of the KIPE Conference
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• 2006.06a
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• pp.417-420
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• 2006

본 논문에서는 새로 개발된 전력품질 보상장치의 성능을 실험실에서 효과적으로 분석하기 위해 필요한 새로운 부하모의장치를 제안하였다. 제안하는 부하모의장치는 2대의 PWM 인버터가 직류 단을 공유한 구조로 선형과 비선형부하를 단일기기로 시험 가능하도록 설계되어 있다. 그리고 전력품질보상기의 하나인 능동전력필터와 연계시험을 수행하였다. 본 논문에서는 제안하는 부하모의장치와 능동전력필터의 연계 특성을 분석할 목적으로 PSCAD/EMTDC 소프트웨어를 이용하여 시뮬레이션 실시하였고 또한 실적용시 타당성을 검증할 목적으로 20kVA 용량의 부하모의장치와 10kVA용량의 능동전력필터를 제작하여 실험을 실시하였다. 시뮬레이션과 하드웨어 실험결과 제안하는 부하모의장치는 능동전력필터의 다양한 보상 능력 검증에 충분히 활용가능함을 알 수 있었다.

• Proceedings of the KIEE Conference
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• 2009.07a
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• pp.1753_1754
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• 2009

본 논문은 한국 철도기술연구원에서 바이모달 트램의 안내/추진/도킹 제어기 검증을 위해 제작중인 LabVIEW, PXI기반의 실시간 시뮬레이터를 위한 시뮬레이션 프로그램 개발에 대한 내용을 다루었다. 시뮬레이터 프로그램은 바이모달 트램의 비선형 동적모델, 위치추정필터, 안내/추진/도킹 제어기로 구성되며, 비선형 동적모델에는 실제 차량에서 제어기나 관측기에 사용되는 각종 측정값들을 모사하기 위한 센서 계측시스템이 포함된다.