• Proceedings of the Korea Technology Innovation Society Conference
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• 2003.05a
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• pp.19-29
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• 2003

본 연구는 우리나라 산업간에 Technology 수렴가능성에 대한 기존 선형(Linearity) 설정 관계식보다 비선형(Nonlinearity) 설정관계식에서 실증분석하는 데 연구목적이 있다. 본 연구목적을 위하여 장기적 시계열자료를 이용하여(1970∼2000), 우리나라 제조업과 총 산업(Grand Total)간에 Technology Gap에 대한 정상성(Stationarity)을 검증함으로써, Technology수렴 가능성을 검토하였다. 본 연구결과는 Technology수렴가설에 대한 두 가지 중요한 실증분석방향을 제공하고 있다. 첫째, 우리나라 산업간에 Technology 수렴가능성은 비선형관계에서 분석해야 한다는 결론을 얻었다. 따라서 우리나라 산업간에 Technology 수렴가능성은 단순 선형관계를 기반으로 할 경우, 설정오류에 따른 Technology 수렴가능성이 성립하지 않을 가능성이 높게 나타날 수 있었다. 둘째, 우리나라 경제의 경우, Technology 수렴가능성에 대한 분석결과는 비선형관계에서 Technology Regime별로 Technology 수렴가능성이 다르게 나타나고 있음으로 실증분석방법론 및 그 결과에 대한 시사점도출에 유의해야 한다.

• Journal of Korea Water Resources Association
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• v.46 no.3
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• pp.219-227
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• 2013

Time series data including change, jump, trend and periodicity generally have nonstationarity. Especially, various methods have been proposed to identify the trend about hydrological time series data. However, among various methods, evaluation about capability of each trend test has not been done a lot. Even for the same data, each method may show the different result. In this study, the simulation was performed for identification about the changes in trend analysis according to the statistical characteristics and the capability in the trend analysis. For this purpose, power test for the trend analysis is conducted using Men-Kendall test, Hotelling-Pabst test, t test and Sen test according to the slope, sample size, standard deviation and significance level. As a result, t test has higher statistical power than the others, while Mann-Kendall, Hotelling-Pabst, and Sen tests were similar results.

• 한국해양학회지
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• v.24 no.1
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• pp.1-14
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• 1989

This study analyzes the interannual periodicity by using the statistical techniques of probability, spectral analysis, empirical orthogonal function analysis (EOF), and coherency analysis. The data base for this study is the time series of 1971-1985 temperature, salinity in the southern waters of the East Sea, 1960-1986 mean sea level at Pusan and Izuhara, and 1960-1986 sea level atmospheric pressure at Pusan. The appearances of anomalous temperatures higher and lower than 15-year mean monthly average with one standard deviation are about 30% of total data. The significant interannual period for temperature, salinity and sea level fluctuation is 36.6, and 23.3 months. The empirical orthogonal function analyses show that the 1st mode of the EOFs is responsible for more than 90% of total variance of the surface temperature variations, while in near-bottom waters, the relative importance of the higher EOF modes is much greater explaining more than 30% of total variance. The coherency between normalized temperatures and salinities is significant at the interannual period of 36.6 and 21.3 months.

• Journal of Korean Society of Transportation
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• v.20 no.3
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• pp.93-103
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• 2002

우리 국민의 교통수요행태를 분석하기 위하여 준이상수요체계(almost ideal demand system) 함수형태의 집계교통수요모형을 설정하였다. 대중교통수단으로서 시내버스, 시외버스, 택시, 기차, 전철이 그리고 개인교통수단으로서 연료비가 포함되었으며, 기타재화 및 서비스에 대한 소비지출이 함께 추정되었다. 추정에 이용된 자료는 통계청의 "도시가계연보"에 수록된 '전국 도시가구 소비지출'과 "물가통계"에 수록된 '전국 도시소비자 물가'이다. 추정결과 모형의 설명력을 나타내는 수정결정계수(adjusted-$R^2$)는 대부분 0.9 내외에서 높게 나타났다. 추정계수는 총 51개중에서 25개가 5% 수준에서 유의한 것으로 나타났다. 추정된 계수값을 이용하여 가격탄력성과 소득탄력성을 구하였다. 자기가격탄력성과 소득탄력성 추정치는 조금 높기는 하나 부호와 상대적 크기가 모두 예상과 일치하고 다른 연구결과들과 유사한 범위에 있다. 연료비에 대한 소득탄력성은 1.72로 가장 높게 나타났고, 대중교통수단은 0.03~0.49 사이에서 나타나므로 교통수단이 정상재임을 의미한다. 보상수요의 교차가격탄력성은 총 15개의 교차관계에서 12개의 관계가 상식과 일치한다. 다음 연구에서는 더 많은 시계열자료를 발굴하여, 장기간의 교통수요 변화에 대한 분석을 시도할 필요가 있다. 또한 초월대수함수나 동태함수 등 다양한 형태의 수요함수를 시도할 필요가 있다. 여러가지 형태의 교통수요함수추정을 통해서 우리 현실에 적합한 교통수요모형을 발견할 수 있을 것이다. 대도시와 중소도시 등 지역별 지출자료를 발굴하여 지역특성을 반영하는 교통수요함수의 추정도 필요하다.

• Journal of Korea Water Resources Association
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• v.31 no.3
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• pp.317-326
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• 1998

Water consumption characteristics on the northern part of Seoul were analyzed using wavelet transform with a base function of Coiflets 5. It turns out that long term evolution mode detected at 212 scale in 1995 was in a shape of hyperbolic tangent over the entire period due to the development of Sanggae resident site. Furthermore, there was seasonal water demand having something to do with economic cycle which reached its peak at the ends of June and December. The amount of this additional consumption was about $1,700\;\textrm{cm}^3/hr$ on June and $500\;\textrm{cm}^3/hr$ on December. It was also shown that the periods of energy containing sinusoidal component were 3.13 day, 33.33 hr, 23.98 hr and 12 hr, respectively, and the amplitude of 23.98 hr component was the most humongous. The components of relatively short frequency detected at $2^i$[i = 1,2,…12] scale were following Gaussian PDF. The most reliable predictive models are multiple AR[32,16,23] and ARMA[20, 16, 10, 23] which the input of temperature from the view point of minimized predictive error, mutual independence or residuals and the availableness of reliable meteorological data. The predicted values of water supply were quite consistent with the measured data which cast a possibility of the deployment of the predictive model developed in this study for the optimal management of water supply facilities.

• Proceedings of the Korea Water Resources Association Conference
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• 2016.05a
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• pp.147-147
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• 2016

최근 기후변화로 인한 기상이변이 빈번히 발생하면서 그로 인한 피해도 점점 증가하고 있다. 이를 최소화하기 위해서는 기후변화가 강수에 미치는 영향에 대한 연구가 필요하며, 특히 강수의 기후변화를 고려한 장기적인 변동에 대한 예측이 매우 중요하다. 그 중, 기후변화로 인한 강수현상의 변화를 분석하기 위한 방법 중 하나로 강수 현상이 주변 기후 요소의 분포에 영향을 받는다는 가정 하에 기상인자를 통하여 강수를 예측하는 방법이 있다. 우리나라에 영향을 미치는 주변 기상인자들과 강수 간의 상관관계를 분석하여 상관관계가 높게 나타나는 기상인자를 통해 우리나라 강수량을 예측하면 장기적인 관점에서 강수 예측의 정확도를 높일 수 있다. 하지만 상관관계 분석에 있어서 강수 원 자료 와 기상인자간의 상관관계를 비교할 경우 원 자료가 가지는 큰 변동성으로 인해 정확한 상관관계 분석이 이루어지지 않을 가능성이 크다. 따라서 강수자료를 분해하여 분해된 요소별로 상관관계를 분석하여 분석의 정확도를 높일 필요가 있다. 다양한 자료 분해 방법중 경험적 모드분해법(Empirical Mode Decomposition, EMD)을 사용할 경우 자료의 분해에 있어서 주기성, 경향성에 따라 분해가 가능하며, 비정상성을 가지고 있는 시계열에 대해 효과적으로 분해가 가능한 장점이 있다. 본 연구에서는 30년 이상의 자료기간을 가지는 지점의 강수량 자료를 바탕으로 경험적 모드분해법을 이용하여 강수자료를 분해하고, 이를 다양한 기상인자와의 상관관계를 분석함으로써, 우리나라 강수량 변동과 연관이 있는 기상인자들을 선별하였다. 선별된 기상인지를 바탕으로 다중회귀분석을 수행하여 기상인자를 독립변수로 하는 강수 예측식을 구축하여 우리나라 강수의 예측 가능성을 살펴보고자 한다.

• The Korean Journal of Applied Statistics
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• v.34 no.1
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• pp.75-98
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• 2021

This paper compares three statistical models that examine the relationship between national and provincespecific fertility rates. The three models are two of the regression models and a cointegration model. The regression model is by substituting Gompit transformation for the cumulative fertility rate by the average for ten years, and this model applies the raw data without transformation of the fertility data. A cointegration model can be considered when fitting the unstable time series of fertility rate in probability process. This paper proposes the following when it is intended to derive the relation of non-stationary fertility rate between the national and provinces. The cointegrated relationship between national and regional fertility rates is first derived. Furthermore, if this relationship is not significant, it is proposed to look at the national and regional fertility rate relationships with a regression model approach using raw data without transformation. Also, the regression model method of substituting Gompit transformation data resulted in an overestimation of fertility rates compared to other methods. Finally, Seoul, Busan, Daegu, Incheon, Gwangju, Daejeon and Gyeonggi province are expected to show a total fertility rate of 1.0 or less from 2025 to 2030, so an urgent and efficient policy to raise this level is needed.

• Science of Emotion and Sensibility
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• v.22 no.1
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• pp.35-44
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• 2019

Individuals with problematic hypersexual behavior (PHB) evince the inability to control sexual impulses and arousal. Previous studies have identified that these characteristics are related to structural and functional changes in the brain region responsible for inhibitory functions. However, very little research has been conducted on the functional connectivity of these brain areas during the resting state in individuals with PHB. Therefore, this study used functional magnetic resonance imaging devices with the intention of identifying the deficit of the functional connectivity in the executive control network in individuals with PHB during the resting state. Magnetic resonance imaging data were obtained for 16 individuals with PHB and 19 normal controls with similar demographic characteristics. The areas related to the executive control network (LECN, RECN) were selected as the region of interest, and the correlation coefficient with time series signals between these areas was measured to identify the functional connectivity. Between groups analysis was also used. The results revealed a significant difference in the strength of the functional connectivity of the executive control network between the two groups. In other words, decreased functional connectivity was found between the superior/middle frontal gyrus and the caudate, and between the superior/middle frontal gyrus and the superior parietal gyrus/angular gyrus in individuals with PHB. In addition, these functional Connectivities related to the severity of hypersexual behavior. The findings of this study suggest that the inability to control sexual impulses and arousal in individuals with PHB might be related to the reduced functional connectivity of executive control circuits.

• Journal of Korea Water Resources Association
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• v.53 no.2
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• pp.107-119
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• 2020

This study analyzed past drought characteristics based on the observed rainfall data and performed a long-term outlook for future extreme droughts using Representative Concentration Pathways 8.5 (RCP 8.5) climate change scenarios. Standardized Precipitation Index (SPI) used duration of 1, 3, 6, 9 and 12 months, a meteorological drought index, was applied for quantitative drought analysis. A single long-term time series was constructed by combining daily rainfall observation data and RCP scenario. The constructed data was used as SPI input factors for each different duration. For the analysis of meteorological drought observed relatively long-term since 1954 in Korea, 12 rainfall stations were selected and applied 10 general circulation models (GCM) at the same point. In order to analyze drought characteristics according to climate change, trend analysis and clustering were performed. For non-stationary frequency analysis using sampling technique, we adopted the technique DEMC that combines Bayesian-based differential evolution ("DE") and Markov chain Monte Carlo ("MCMC"). A non-stationary drought frequency analysis was used to derive Severity-Duration-Frequency (SDF) curves for the 12 locations. A quantitative outlook for future droughts was carried out by deriving SDF curves with long-term hydrologic data assuming non-stationarity, and by quantitatively identifying potential drought risks. As a result of performing cluster analysis to identify the spatial characteristics, it was analyzed that there is a high risk of drought in the future in Jeonju, Gwangju, Yeosun, Mokpo, and Chupyeongryeong except Jeju corresponding to Zone 1-2, 2, and 3-2. They could be efficiently utilized in future drought management policies.

• Journal of the Korea Academia-Industrial cooperation Society
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• v.22 no.6
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• pp.453-459
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• 2021

The system marginal price of electricity is the amount paid to all the generating units, which is an important decision-making factor for the construction and maintenance of an electrical power unit. In this paper, we suggest a long-term forecasting model for calculating the system marginal price based on prices of natural gas and oil. As most variables used in the analysis are nonstationary time series, the long run relationship among the variables should be examined by cointegration tests. The forecasting model is similar to an error correction model which consists of a long run cointegrating equation and another equation for short run dynamics. To mitigate the robustness issue arising from the relatively small data sample, this study employs various testing and estimating methods. Compared to previous studies, this paper considers multiple fuel prices in the forecasting model of system marginal price, and provides greater emphasis on the robustness of analysis. As none of the cointegrating relations associated with system marginal price, natural gas price and oil price are excluded, three error correction models are estimated. Considering the root mean squared error and mean absolute error, the model based on the cointegrating relation between system marginal price and natural gas price performs best in the out-of-sample forecast.