• The Korean Journal of Applied Statistics
• /
• v.16 no.2
• /
• pp.365-376
• /
• 2003

In this paper we reviewed a variety of non-Gaussian time series models, and studied the model selection criteria such as AIC and BIC to select proper models. We also considered the likelihood ratio test and applied it to analysis of Polio data set.

• Proceedings of the Korea Water Resources Association Conference
• /
• 2015.05a
• /
• pp.603-603
• /
• 2015

모든 외재적 형식의 가뭄을 모니터링하고 예측 및 평가하기 위해서는 가뭄지수가 필수적 요소로써 이용된다. 일반적으로 가뭄지수는 단일지수(single index), 다중지수(multiple index), 복합지수(composite index)로 분류되며 대부분 강수량, 유출량, 토양 수분량 등과 같은 하나의 변수만을 사용하는 단일지수이다. 가뭄지수는 가뭄평가에 있어서 각각의 장단점이 있다. 하나의 변수를 사용하는 가뭄지수는 계산이 간편하지만 가뭄의 물리적 특성을 정확하게 반영할 수 없기 때문에 신뢰할 수 있는 가뭄평가에 충분하지 않다. CDI(Composite Drought Index)는 PDSI(Palmer Drought Index), ADI(Aggregate Drought Index), SWSI(Surface Water Supply Index)와 같은 다중지수의 개념을 착안하여 고안되었으며, 모든 가뭄 형태(농업적 수문학적 기상학적)와 관련된 강우량, 유출량, 정규식생지수(NDVI)를 변수로써 사용하였다. NDVI는 MODIS(Moderate resolution imaging spectroradiometer)에서 제공하는 16일 간격의 위성자료를 이용하여 계산되었고 이와 시간 스케일을 맞추기 위해 나머지 두 변수 또한 16일 시계열을 사용하였다. CDI는 (1)각 변수들의 시계열을 행렬로 나타내고 (2)이것을 정규화하여 무차원 행렬로 변환한 후 (3)연구 지역의 최고습윤상태(most wet condition) 및 최고건조상태(most dry condition)의 차이값을 기반으로 하여 산정된다. 본 연구에서는 상대적으로 다른 유역에 비해 장기적이고 연속적인 자료를 확보할 수 있으며 농경지와 산림지역 비율이 높은 낙동강 유역을 대상유역으로 설정하였으며, 2001-2013년 기간의 자료를 이용하였다. 그 결과 연구 기간 중 실제 발생했던 가뭄을 반영하는 것을 확인하였다. 또한 CDI는 다양한 변수의 활용으로 가뭄의 물리적 특성의 반영이 가능하며 연구 지역의 기상 조건에 직접적으로 관련된 결과를 나타낸다. 자료의 가용성에 따라 적용범위가 제한적일 수 있으나 입력값으로 사용된 변수와 시계열을 편의와 효율에 따라 유연하게 적용할 수 있다. 따라서 CDI는 농업적, 수문학적, 기상학적 가뭄의 모든 관점을 통합하는 실용적 가뭄지수로써 사용될 수 있는 가능성을 포함하고 있다.

• Journal of the Korean association of regional geographers
• /
• v.17 no.4
• /
• pp.432-442
• /
• 2011

Climatic variables such as temperature and precipitation tend to vary both in space and in time simultaneously. Thus, it is necessary to include space-time autocorrelation into conventional spatial interpolation methods for reliable time-series mapping. This paper introduces and applies space-time variogram modeling and space-time kriging to generate time-series temperature maps using hourly Automatic Weather System(AWS) temperature observation data for a one-month period. First, temperature observation data are decomposed into deterministic trend and stochastic residual components. For trend component modeling, elevation data which have reasonable correlation with temperature are used as secondary information to generate trend component with topographic effects. Then, space-time variograms of residual components are estimated and modelled by using a product-sum space-time variogram model to account for not only autocorrelation both in space and in time, but also their interactions. From a case study, space-time kriging outperforms both conventional space only ordinary kriging and regression-kriging, which indicates the importance of using space-time autocorrelation information as well as elevation data. It is expected that space-time kriging would be a useful tool when a space-poor but time-rich dataset is analyzed.

• The Korean Journal of Applied Statistics
• /
• v.17 no.2
• /
• pp.219-228
• /
• 2004

In this paper we construct prediction intervals for nonlinear time series models using the bootstrap. We compare these prediction intervals to traditional asymptotic prediction intervals using quasi-score estimation function and M-quasi-score estimating function comprising bounded functions. Simulation results show that the bootstrap method leads to improved accuracy. The accuracy of the bootstrap is empirically demonstrated with the consumer price index.

• The Korean Journal of Applied Statistics
• /
• v.26 no.6
• /
• pp.987-998
• /
• 2013

This paper considers the statistical characteristics on the air quality (PM10) of Korea collected hourly in 2011. PM10 in Korea exhibits very strong correlations even for higher lags, namely, long range dependence. It is power-law tailed in marginal distribution, and generalized Pareto distribution successfully captures the thicker tail than log-normal distribution. However, slowly decaying autocorrelations may confuse practitioners since a non-stationary model (such as changes in mean) can produce spurious long term correlations for finite samples. We conduct a statistical testing procedure to distinguish two models and argue that the high persistency can be explained by non-stationary changes in mean model rather than long range dependent time series models.

• Journal of the Korean earth science society
• /
• v.32 no.3
• /
• pp.249-264
• /
• 2011

A multi-Gaussian kriging approach extended to space-time domain is presented for uncertainty modeling as well as time-series mapping of environmental variables. Within a multi-Gaussian framework, normal score transformed environmental variables are first decomposed into deterministic trend and stochastic residual components. After local temporal trend models are constructed, the parameters of the models are estimated and interpolated in space. Space-time correlation structures of stationary residual components are quantified using a product-sum space-time variogram model. The ccdf is modeled at all grid locations using this space-time variogram model and space-time kriging. Finally, e-type estimates and conditional variances are computed from the ccdf models for spatial mapping and uncertainty analysis, respectively. The proposed approach is illustrated through a case of time-series Particulate Matter 10 ($PM_{10}$) concentration mapping in Incheon Metropolitan city using monthly $PM_{10}$ concentrations at 13 stations for 3 years. It is shown that the proposed approach would generate reliable time-series $PM_{10}$ concentration maps with less mean bias and better prediction capability, compared to conventional spatial-only ordinary kriging. It is also demonstrated that the conditional variances and the probability exceeding a certain thresholding value would be useful information sources for interpretation.

• Journal of the Korea Institute of Information and Communication Engineering
• /
• v.9 no.6
• /
• pp.1341-1345
• /
• 2005

Sequential Monte Carlo techniques are a set of powerful and versatile simulation-based methods to perform optimal state estimation in nonlinear non-Gaussian state-space models. We can use Monte Carlo particle filters adaptively, i.e. so that they simultaneously estimate the parameters and the signal. However, Sequential Monte Carlo techniques require the use of special panicle filtering techniques which suffer from several drawbacks. We consider here an alternative approach combining particle filtering and Sequential Hybrid Monte Carlo. We give some examples of applications in fisheries(luespotted mud hopper data).

• Korean Journal of Remote Sensing
• /
• v.39 no.6_1
• /
• pp.1321-1330
• /
• 2023

Normalized Difference Vegetation Index (NDVI) is the most widely used remote sensing data in the agricultural field and is currently provided by most optical satellites. In particular, as high-resolution optical satellite images become available, the selection of optimal optical satellite images according to agricultural applications has become a very important issue. In this study, we aim to define the most optimal optical satellite image when monitoring NDVI in rice fields in Korea and derive the resolution-related requirements necessary for this. For this purpose, we compared and analyzed the spatial distribution and time series patterns of the Dangjin rice paddy in Korea from 2019 to 2022 using NDVI images from MOD13, Landsat-8, Sentinel-2A/B, and PlanetScope satellites, which are widely used around the world. Each data is provided with a spatial resolution of 3 m to 250 m and various periods, and the area of the spectral band used to calculate NDVI also has slight differences. As a result of the analysis, Landsat-8 showed the lowest NDVI value and had very low spatial variation. In comparison, the MOD13 NDVI image showed similar spatial distribution and time series patterns as the PlanetScope data but was affected by the area surrounding the rice field due to low spatial resolution. Sentinel-2A/B showed relatively low NDVI values due to the wide near-infrared band area, and this feature was especially noticeable in the early stages of growth. PlanetScope's NDVI provides detailed spatial variation and stable time series patterns, but considering its high purchase price, it is considered to be more useful in small field areas than in spatially uniform rice paddy. Accordingly, for rice field areas, 250 m MOD13 NDVI or 10 m Sentinel-2A/B are considered to be the most efficient, but high-resolution satellite images can be used to estimate detailed physical quantities of individual crops.

• Proceedings of the Korea Water Resources Association Conference
• /
• 2015.05a
• /
• pp.81-81
• /
• 2015

전 지구적 기후변화는 대기-해양의 물리 특성을 변화시켜, 연안 및 하구의 수온상승과 염도 변화의 주요 원인이 되며, 생태 환경 및 다양한 경제 사회 문제를 야기 시킬 수 있다. 이러한 변화를 예측하고 영향을 최소화 하기위해서는 연안의 물리 특성을 세밀하고 정확하게 예측해야 한다. 그러나, 기후변화의 영향을 고려한 대기-해양 전 지구모델의 기후변화 시나리오는 우리나라와 같이 작고 복잡한 연안 지형을 가진 지역의 미래 환경 변화 예측에 적합하지 않다. 본 연구에서는 저해상도 정규격자 모형인 RIAMOM(RIAM Ocean Model)의 결과를 이용하여 비정규격자 모형인 FVCOM(Finite Volume Coastal Ocean Model)으로 울산만의 미래 물리 특성 변화를 상세 예측하였다. 기후변화로 인한 대기-해양의 물리 특성 변화를 고려하여 한국 주변해 및 연안을 대상으로 모의한 RIAMOM의 결과를, 본 연구의 대상 지역인 울산만 FVCOM 모델 경계에 초기 값과 시계열 자료로 사용하였다. FVCOM 모의 결과를 RIAMOM 자료와 비교 했을 때, 초기 표층 염분과 수온이 각각 0.4%, 2%의 오차를 보였다. 조위는 개방경계에서 01~0.4% 정도의 오차가 나타나, 다운스케일링(downscaling) 기법을 통한 수치 모의 결과가 초기 수온과 염분 및 조위 특성을 잘 재현하는 것으로 나타났다. 2001년(현 상태), 2050년(미래), 해수면 상승의 영향을 고려한 2050년에 대하여 모의 한 결과. 정규격자 모형인 RIAMOM에서 나타나지 않았던 기후변화로 인한 표층 염분과 수온의 상세한 변화가 울산만의 태화강 하구에서 나타났고, 염수쐐기의 길이 또한 상류쪽으로 증가하는 결과를 나타내었다. 다운스케일링을 통한 대상 지역의 상세 모델을 통해 기존의 예측 모델에서도출할 수 없던 결과를 나타낸 바, 향후 연구를 통해 지역의 장기 상세 환경 변화 예측에 활용할 수 있을 것으로 예상한다.

• Korean Journal of Remote Sensing
• /
• v.36 no.6_2
• /
• pp.1523-1535
• /
• 2020

In order to produce crop information using remote sensing, we use classification and growth monitoring based on crop phenology. Therefore, time-series satellite images with a short period are required. However, there are limitations to acquiring time-series satellite data, so it is necessary to use fusion with other earth observation satellites. Before fusion of various satellite image data, it is necessary to overcome the inherent difference in radiometric characteristics of satellites. This study performed Korea Multi-Purpose Satellite-3 (KOMPSAT-3) cross calibration with Landsat-8 as the first step for fusion. Top of Atmosphere (TOA) Reflectance was compared by applying Spectral Band Adjustment Factor (SBAF) to each satellite using hyperspectral sensor band aggregation. As a result of cross calibration, KOMPSAT-3 and Landsat-8 satellites showed a difference in reflectance of less than 4% in Blue, Green, and Red bands, and 6% in NIR bands. KOMPSAT-3, without on-board calibrator, idicate lower radiometric stability compared to ladnsat-8. In the future, efforts are needed to produce normalized reflectance data through BRDF (Bidirectional reflectance distribution function) correction and SBAF application for spectral characteristics of agricultural land.