• Transactions of the Korean Society for Noise and Vibration Engineering
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• v.25 no.12
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• pp.888-894
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• 2015

A new method for the simulation of the vehicle's interior road noise is proposed in the present study. The road noise model can synthesize road noise of a vehicle for varying driving speed within a range. In the proposed method, interior road noise is considered as a stochastic time-series, and is modeled by a nonstationary parametric model via two steps. First, each interior road noise signal, obtained from constant speed driving tests performed within a range of speed, is modeled as an autoregressive model whose parameters are estimated by using a standard method. Finally, the parameters obtained for different driving speeds are interpolated based on the varying driving speed to yield a time-varying autoregressive model. To model a full band road noise, audible frequency range is divided into an octave band using a wavelet filter bank, and the road noise in each octave band is modeled.

• Korean Journal of Remote Sensing
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• v.35 no.6_2
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• pp.1133-1148
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• 2019

Tree growth and vitality in forest shows seasonal changes. So, in order to detect forest damage accurately, we have to use satellite images before and after damages taken at the same season. However, temporal resolution of high or medium resolution images is very low,so it is not easy to acquire satellite images of the same seasons. Therefore, in this study, we estimated spectral information of the same DOY using time-series Landsat images and used the estimates as reference values to assess forest damages. The study site is Hwasun, Jeollanam-do, where forest damage occurred due to hail and drought in 2017. Time-series vegetation index (NDVI, EVI, NDMI) maps were produced using all Landsat 8 images taken in the past 3 years. Daily normal vegetation index maps were produced through cloud removal and data interpolation processes. We analyzed the difference of daily normal vegetation index value before damage event and vegetation index value after event at the same DOY, and applied the criteria of forest damage. Finally, forest damage map based on daily normal vegetation index was produced. Forest damage map based on Landsat images could detect better subtle changes of vegetation vitality than the existing map based on UAV images. In the extreme damage areas, forest damage map based on NDMI using the SWIR band showed similar results to the existing forest damage map. The daily normal vegetation index map can used to detect forest damage more rapidly and accurately.

• Journal of the Korea Academia-Industrial cooperation Society
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• v.20 no.2
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• pp.458-468
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• 2019

This research attempted to estimate monthly sales of food and beverage at the passenger terminal of Incheon int'l airport from June of 2015 to December 2020. This paper used ARIMA-Intervention model which can estimate the change of the sales amount suggesting the predicted monthly food and beverage sales revenue. The intervention variable was travel-ban policy against south Korea from P.R. China since July 2016 to December 2017 due to THAAD in south Korea. According to ARIMA, it was found normal predicted sales amount showed the slow growth increase rate until 2020 due to the effect of intervened variable. However, the monthly food sales in July and August 2019 was 20.3 and 21.2 billion KRW respectively. Each amount would increase even more in 2020 and the amount would increase to 21.4 and 22.1 billion KRW. The sales amount in 2019 would be 7.7 and 8.1 billion KRW and climb up 7.9 and 8.2 billion KRW in 2020. It was expected LCC passengers tend to spend more money for F&B at airport due to no meal or drink service of LCC or the paid-in meal and beverage service of LCC. The growth of sales of food and beverate will be accompanied with the growth of LCC according to estimated data.

• The Korean Journal of Financial Management
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• v.12 no.1
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• pp.19-32
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• 1995

본 연구에서는 한국 주식시장에서의 주가행태가 Froot-Obstfeld(1991)의 내재적 거품모형(intrinsic bubbles model)과 일관성을 갖는지의 여부를 규명하기 위하여, 실질주가와 실질배당의 연별 및 분기별 시계열자료를 이용하여 실증분석을 실시하였다. 실증분석에 이용된 표본기간이 짧다는 점과 배당금 추정상의 잠재적인 오차가 본 연구의 실증분석 결과의 적극적인 해석을 제약하고 있으나, 전통적인 주가결정모형으로서의 현재가치모형은 일관성 있게 기각되고 있으며, 내재적 거품모형도 한국 주식시장에서의 주가행태와 일관성을 갖지 않는 것으로 나타났다. 이러한 실증분석 결과는 우리나라 주식시장에 다음과 같은 시사점을 주는 것으로 생각된다. 기업의 배당정책이 액면 배당 일변도로 이루어지는 우리나라의 실정에 비추어 볼 때 기본적 가치 (fundamentals)로서 배당을 중시하는 주가결정모형은 애초부터 한계를 가질 수 밖에 없을 것이다. 본 연구에서의 실증분석 결과가 배당의 비정상성(nonstationarity)에 의거한 주가결정 모형들을 기각하는 것 이라면, 앞으로의 연구과제는 우리나라의 주가행태와 일관성을 갖는 주가결정 모형을 개발하는 일이 될 것이다.

• Journal of the Korean earth science society
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• v.30 no.6
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• pp.692-698
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• 2009

Wavelet transform has been widely used in terms that it may overcome the shortcoming of conventional Fourier transform. Fourier transform has its difficulty to explain how the transformed domain, frequency, is related with time. Traditional semblance technique in Fourier transform was devised to compare two time series on the basis of their phase as a function of frequency. But this method is known not to work well for the non-stationary signal. In this study, we present two applications of the wavelet-based semblance method to geophysical data. Firstly, we show filtered geomagnetic signal remained with components of high correlation to each observatory. Secondly, highly correlated residual signal of gravity and magnetic survey data, which are also filtered by this semblance method, is present.

• Proceedings of the Korea Water Resources Association Conference
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• 2020.06a
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• pp.384-384
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• 2020

갈수량은 연간 355번째에 해당하는 일유량으로 연중 10일은 유지할 수 있는 유량을 의미한다. 갈수량은 하천유지유량을 결정하고 다목적댐의 이수안전도를 평가하는 기준으로 활용되는 지표로 활용되고 있으나 현재 기준으로는 과거사상에 초점을 맞추어 산정되고 있다. 본 연구에서는 기후변화에 따른 수문사상의 변화로 인한 미래 극한사상에 대비한 평가기준 마련을 위하여 CMIP5의 GCM 자료를 활용한 한강수계의 소양강댐의 실제증발산량을 추정하고, 이를 고려한 갈수량을 전망하고자 한다. 실제증발산의 경우 관측자료가 부재하므로 증발산 보완관계 가설 기반의 간접계산을 통해 추정하였으며, 잠재증발산량은 FAO Penman-Monteith 공식, 습윤증발산량은 Priestley-Taylor공식을 활용하여 산정하였다. 기준기간(1974-2000년) GCM 자료의 보정은 강우 및 증발산에 대하여 정상성 분위사상법을 적용하였으며, 우리나라의 홍수기 특성을 반영하기 위하여 홍수기(6~9월) 및 비홍수기(10~5월)로 구분하였다. 소양강댐 유역에 대한 연단위 원시 GCM의 경우, 연단위 강우와 실제증발산 각각 -20.0%, +17.3%의 오차율을 보였으나, 지역오차보정 후 각각 -1.2%, -0.2%로 개선되었다. 전망기간(2011-2100년)에 대해서는 비정상성 분위사상법을 적용하였으며, 지역오차보정 과정을 거친 강우 및 실제증발산 자료는 장기유출모형의 입력자료로 활용되었다. 실제증발산을 고려한 유출량을 산정하기 위해 IHACRES 모형을 활용하였으며, 갈수량은 모형으로부터 산정된 유출 시계열에 대한 lognormal 분포의 누적확률밀도함수의 3%에 해당하는 값으로 결정하였다. 전망결과는 근미래(Near future, 2011~2040년), 중미래(Midcentury future, 2041~2070년), 먼미래(Distance future, 2071~2100년)로 나누어 제시하였으며, 미래구간별 추세를 반영한 증감율을 제시하였다.

• Journal of Korea Water Resources Association
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• v.46 no.8
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• pp.833-842
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• 2013

The quantile mapping is utilized to reproduce reliable GCM(Global Climate Model) data by correct systematic biases included in the original data set. This scheme, in general, projects the Cumulative Distribution Function (CDF) of the underlying data set into the target CDF assuming that parameters of target distribution function is stationary. Therefore, the application of stationary quantile mapping for nonstationary long-term time series data of future precipitation scenario computed by GCM can show biased projection. In this research the Nonstationary Quantile Mapping (NSQM) scheme was suggested for bias correction of nonstationary long-term time series data. The proposed scheme uses the statistical parameters with nonstationary long-term trends. The Gamma distribution was assumed for the object and target probability distribution. As the climate change scenario, the 20C3M(baseline scenario) and SRES A2 scenario (projection scenario) of CGCM3.1/T63 model from CCCma (Canadian Centre for Climate modeling and analysis) were utilized. The precipitation data were collected from 10 rain gauge stations in the Han-river basin. In order to consider seasonal characteristics, the study was performed separately for the flood (June~October) and nonflood (November~May) seasons. The periods for baseline and projection scenario were set as 1973~2000 and 2011~2100, respectively. This study evaluated the performance of NSQM by experimenting various ways of setting parameters of target distribution. The projection scenarios were shown for 3 different periods of FF scenario (Foreseeable Future Scenario, 2011~2040 yr), MF scenario (Mid-term Future Scenario, 2041~2070 yr), LF scenario (Long-term Future Scenario, 2071~2100 yr). The trend test for the annual precipitation projection using NSQM shows 330.1 mm (25.2%), 564.5 mm (43.1%), and 634.3 mm (48.5%) increase for FF, MF, and LF scenarios, respectively. The application of stationary scheme shows overestimated projection for FF scenario and underestimated projection for LF scenario. This problem could be improved by applying nonstationary quantile mapping.

• The Korean Journal of Applied Statistics
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• v.27 no.3
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• pp.431-444
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• 2014

We introduce the empirical model decomposition (EMD) to decompose a time series into a set of components in the time-frequency domain. By using EMD, we also extract cycle and trend components from major Korean macroeconomic indices and forecast the indices with the components combined. In order to evaluate their efficiencies, we investigate volatility, autocorrelation, persistence, Granger causality, nonstationarity, and forecasting performance. They are then compared with those by Hodrick-Prescott filter which is the most commonly used method.

• Korean Business Review
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• v.16
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• pp.43-60
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• 2003

There are several stylized facts concerning stock return volatility. First, it is persistent, so an increase in current volatility lasts for many periods. Second, stock volatility increases after stock prices fall. Third, stock volatility is related to macroeconomic volatility, recessions, and banking crises. On the other hand, there are many competing parametric models to represent conditional heteroskedasticity of stock returns. For this article, I adopt the strategy followed by French, Schwert, and Stambaugh(1987) and Schwert(l989, 1990). The models in this article provide a more structured analysis of the time-series properties of stock market volatility. Briefly, these models remove autoregressive and seasonal effects from daily returns to estimate unexpected returns. Then the absolute values of the unexpected returns are used in an autoregressive model to predict stock volatility.

• The Journal of Korean Institute of Communications and Information Sciences
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• v.40 no.8
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• pp.1551-1559
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• 2015

Recently, the performance of smart devices is almost similar to that of the existing PCs, thus the users of smart devices can perform similar works such as messengers, SNSs(Social Network Services), smart banking, etc. originally performed in PC environment using smart devices. Although the development of smart devices has led to positive impacts, it has caused negative changes such as an increase in security threat aimed at mobile environment. Specifically, the threats of mobile devices, such as leaking private information, generating unfair billing and performing DDoS(Distributed Denial of Service) attacks has continuously increased. Over 80% of the mobile devices use android platform, thus, the number of damage caused by mobile malware in android platform is also increasing. In this paper, we propose android based malware detection mechanism using time-series analysis, which is one of statistical-based detection methods.We use auto-regressive moving-average model which is extracting accurate predictive values based on existing data among time-series model. We also use fast and exact malware detection method by extracting possible malware data through Z-Score. We validate the proposed methods through the experiment results.