• Title/Summary/Keyword: 상관관계 오차

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Is There a Stochastic Non-fundamental Trend in Korean Stock Price?: Inference under Transformed Error Correction Model (우리나라 주가에는 펀더멘털과 무관한 비정상 추세가 존재하는가?: 공적분 및 베버리지-넬슨 분해 접근)

  • Kim, Yun-Yeong
    • KDI Journal of Economic Policy
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    • v.35 no.2
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    • pp.107-131
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    • 2013
  • In this paper, we test and estimate the stochastic non-fundamental trend in Korean stock market. For this, following Kim (2011), we exploit that the long-run equilibrium stock price may be decomposed into fundamental and stochastic non-fundamental trends (i.e., the sum of dividend innovations and a part that are orthogonal with the dividend innovations) by using the Beveridge-Nelson decomposition and projections. In this VAR construction, there is an error correction mechanism through which stock prices converge to their long-run equilibrium, which also contain the stated stochastic non-fundamental trend as well as fundamental trend. The estimation and test results using yearly data from the Korea (1976-2012) indicated that fluctuations in stock prices during that period can be explained mainly not by the stochastic non-fundamental trend but by the dividend trend. However, during some periods like after Seoul Olympic Games, we may observe the non-fundamental trend affected to the stock price variation.

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Ultimate Strength Prediction Formula Estimation of Aluminium Alloy Plate Girders Subjected to Patch Loading (패치로딩을 받는 알루미늄 합금 플레이트 거더의 최종강도 예측식 추정)

  • Oh, Young-Cheol;Seo, Kwang-Cheol;Ko, Jae-Yong
    • Journal of the Korean Society of Marine Environment & Safety
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    • v.21 no.5
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    • pp.543-551
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    • 2015
  • In this paper, Used on the bridge and ship, investigate the physical relationship of aluminium plate girders(A6082-T6) considering the marine environment. Plate girder will experience the patch loading such as moving load, surcharge in the product life cycle. The ultimate strength of aluminum plate girders subjected to these loads applied multiple numerical model and performed the elasto-plastic large deflection series analysis and was proposed the predicted formula for regression analysis. The predicted formula was shown by the relationship of ultimate strength and slenderness. If the slenderness is low(0-2.3), it causes a 9 % error, and If the slenderness is higher(2.3-4.0), it causes a 1-2 % error. Therefore, the propriety of proposed prediction formular was found to be assess rationally.

Practical Study on Adjustment of Load Correlation Equations of Pole Transformer (주상변압기 부하 상관식 조정에 관한 실증적 연구)

  • 박창호;김두봉;김기현;배주천;윤상윤;김재철
    • Journal of the Korean Institute of Illuminating and Electrical Installation Engineers
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    • v.14 no.1
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    • pp.102-108
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    • 2000
  • This paper presents a result of practical study about the adjustment of load correlation equation for the load management of pole transformer. For adjusting the load correlation equation, we analyze the correlative relation between working electric energy[kWh] and peak load[A]. To enhance the accuracy of correlation equation, we classify the 12 representative area patterns. And then, we select the 24 sample pole transformer for each area pattern. For the reliability of the data using the load correlation equation, load management equipment is utilized for each sample pole transformer. Through the on-line data acquisition, we construct the database. For adjusting the load correlation equation, we consider the two points. One is the goodness of fitness for load correlation equation and the other is prevention of pole transformer damage due to the overload. Finally, we propose the correlation equation using the linear and quadratic equation all at once. Through the case studies, we verify that the proposed load correlation equation is reduced the error ratio than conventional correlation equation.

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Wavelet based video coding with spatial band coding (대역별 공간 부호화를 이용한 웨이블릿 기반 동영상 부호화)

  • Park, Min-Seon;Park, Sang-Ju
    • The KIPS Transactions:PartB
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    • v.9B no.3
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    • pp.351-358
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    • 2002
  • Video compression based on DCT (Discrete Cosine Transform) has weakpoints of blocking artifacts and pixel loss when the resolution is changed. DWT (Discrete Wavelet Transform) based method can overcome such problems. In SAMCoW (Scalable Adaptive Motion Compensation Wavelet), one of wavelet based video coding algorithm, both intra frames and motion compensated error frames are encoded using EZW(Embedded Zerotree Wavelet) algorithm. However the property of wavelets transform coefficients of motion compensated error frames are different from that of still images. Signal energy is not highly concentrated in the lower bands which is true for most still image cases. Signal energy is rather evenly distributed over all frequency bands. This paper suggests a new video coding algorithm utilizing these properties. Spatial band coding which is known to be very effective for encoding images with relative1y high frequency components and not utilizing the interband coefficients correlation is applied instead of EZW to encode both intra and inter frames. In spatial band coding, the position and value of significant wavelet coefficients in each band are progressively transmitted. Unlike EZW, inter band coefficients correlations are not utilized in spatial band coding. It has been shown that spatial band coding gives better performance than EZW when applied to wavelet based video compression.

RFID Indoor Location Recognition Using Neural Network (신경망을 이용한 RFID 실내 위치 인식)

  • Lee, Myeong-hyeon;Heo, Joon-bum;Hong, Yeon-chan
    • Journal of the Korea Academia-Industrial cooperation Society
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    • v.19 no.3
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    • pp.141-146
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    • 2018
  • Recently, location recognition technology has attracted much attention, especially for locating people or objects in an indoor environment without being influenced by the surrounding environment GPS technology is widely used as a method of recognizing the position of an object or a person. GPS is a very efficient, but it does not allow the positions of objects or people indoors to be determined. RFID is a technology that identifies the location information of a tagged object or person using radio frequency information. In this study, an RFID system is constructed and the position is measured using tags. At this time, an error occurs between the actual and measured positions. To overcome this problem, a neural network is trained using the measured and actual position data to reduce the error. In this case, since the number of read tags is not constant, they are not suitable as input values for training the neural network, so the neural network is trained by converting them into center-of-gravity inputs and median value inputs. This allows the position error to be reduce by the neural network. In addition, different numbers of trained data are used, viz. 50, 100, 200 and 300, and the correlation between the number of data input values and the error is checked. When the training is performed using the neural network, the errors of the center-of-gravity input and median value input are compared. It was found that the greater the number of trained data, the lower the error, and that the error is lower when the median value input is used than when the center-of-gravity input is used.

Strength and Thermal Properties of Concrete for Replacement Fine Aggregate with Biochar (잔골재를 바이오차로 치환한 콘크리트의 강도와 열적 특성)

  • Kyoung-Chul Kim;Kwang-Mo Lim;Min-Su Son;Young-Seok Kim;Kyung-Taek Koh
    • Journal of the Korean Recycled Construction Resources Institute
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    • v.11 no.4
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    • pp.425-432
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    • 2023
  • In this study, we aim to develop a carbon-reducing concrete technology by incorporating biochar. Performance evaluation experiments were conducted on concrete mixtures containing biochar with insulating and carbon-capturing properties, which are essential for key infrastructure sectors such as construction and tunnels. Concrete mixtures were designed with different biochar incorporation rates of 0 %, 5 %, 10 %, 15 %, and 20 %, as w ell as w ater-to-binder ratios of 0.25, 0.30, 0.35, and 0.40. To assess the physical properties of each mixture, unit weight, total porosity, and permeability were measured, while mechanical properties were determined through the measurement of concrete compressive and flexural strengths. Key factors for enhancing the insulating effect of carbon-reducing concrete containing biochar were identified through regression analysis, indicating a close correlation among biochar incorporation rate, unit weight, concrete strength, and thermal conductivity. It is anticipated that it can be utilized as an insulating material to enhance thermal performance in northern regions with severe winter climates.

A Quantitative Study for Hydrothermal Alteration Zones using Short Wavelength Infrared Spectrometry (단파장적외선 분광분석법을 이용한 열수변질대 정량화 연구)

  • Kim, Yong-Hwi;Choi, Seon-Gyu;Ko, Kwang-Beom;Han, Kyeong-Soo;Koo, Min-Ho
    • Economic and Environmental Geology
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    • v.50 no.1
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    • pp.15-26
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    • 2017
  • Advanced argillic, argillic, and phyllic zones are the most important alteration patterns to predict the hidden ore body during exploration of hydrothermal deposits. We examined the quantitative relationship between the spectral absorption characteristics and the mineral content of the synthetic mixtures such as alunite-kaolinite and illite-kaolinite using short wavelength infrared (SWIR) spectroscopy. In the alunite-kaolinite mixtures, the spectral absorption characteristics of the alunite was highly correlated with the Hull quotient reflectance(0.99) and the kaolinite had the highest correlation with the Gaussian peak(0.92). Illite-kaolinite mixtures are essential for Gaussian deconvolution because of the overlap of absorption region. Illite and kaolinite mixtures indicate the high correlation of 0.93 and 0.98, respectively. The error ranges in the alunite-kaolinite(8%) and illite-kaolinite mixtures(5%) derived from SWIR were smaller than the ones(29% and 26%) obtained from X-ray diffraction(Rietveld) analysis. These results show that SWIR spectroscopic analysis is more reliable than XRD Rietveld analysis in terms of quantification of allowed minerals.

Validation of Segmental Multi-Frequency Bioelectrical Impedance Analysis based on the Segmental Bioelectrical Impedance analysis in the Elderly Population (분절임피던스를 기준한 분절다주파수 생체임피던스의 일치도 분석)

  • Tang, Sae-Jo;Kim, Jang-Hee;Eom, Jin Jong;Eom, Sunho;Kim, Hakkyun;Kim, Chul-Hyun
    • Journal of Platform Technology
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    • v.9 no.2
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    • pp.38-45
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    • 2021
  • A frequently used bioimpedance analytical method in Korea is the segmental multi-frequency BIA (SMF-BIA) method, but it is not directly determined at a segmented impedance. This study was to compare SMF-BIA determinations with direct segmented determinations for accuracy and appropriateness of segment parameters. This study is to compare the segment parameters, accuracy and appropriateness of the multi-frequency segmental bioimpedance analysis. To this end, 108 elderly individuals were measured. Segmented bioelectrical measurements obtained from a SMF-BIA (Inbody S10) at 50 kHz and measured with a phase sensitive single frequency device (SF-BIA, bia-101, RJL / akern systems) were compared. The significant difference (%) was demonstrated between single - and multiple frequency determinations of the right upper limb (R = 35.5 ± 6.2%, P < 0.001; Xc = 2.7 ± 7.6%, P < 0.01), left upper limb difference (R= 33. 9 ± 6.0%, P < 0.001; Xc = 2.8 ± 8.3%, P < 0.01), right lower limb difference (R = 18.6 ± 4.3%, P < 0.001; Xc = 25.8 ± 10.0%, P < 0.001), left lower limb difference (R = 18.0 ± 4.7%, P < 0.001; Xc = 31.8%). Of the results determined with the two BIA methods, the impedance measurements of the limbs and whole body showed a high correlation (RA: R = 0. 950, LA: R = 0. 949, RL: R = 0.899, LL: R = 0.88), and in the agreement test, the impedance values of the upper limbs and whole body also showed strong agreement (ICC > 0.9), but in the Xc, the correlation was weak. In conclusion, it was found that although bioimpedance devices had significantly different characteristics and inconsistent cross sectionally, there was a high population level agreement in the upper and lower extremities in determining segmental resistance value changes. But a large error was found on the trunk. Further studies were needed for reducing the error.

Residual Image Compression based on Wavelet Transform (웨이브릿 변환을 이용한 스테레오 영상 압축)

  • 정한조;유지상;김은수
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.25 no.4B
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    • pp.763-770
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    • 2000
  • In this paper, a new stereo image compression algorithm is suggested in which the residual image extracted from the stereo image by the disparity-compensated prediction method is compressed using the wavelet transform considering the inter & intra correlation between subbands. The compression performance of the proposed method is significantly improved by comparing with the conventional algorithm such as EPIC, EPWIC & JPEG through the computer simulation and the PSNR is also increased about 3.5dB compared with the EPIC. Finally, the stereo image having a good 3D effect can be reconstructed from the compressed image data by the proposed method.

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Efficient Motion Estimation Using Half-pel Accuracy Motion Vector by Selective Interpolation in the Wavelet Domain (웨이블릿 영역에서 선택적 보간의 반화소를 이용한 효과적인 움직임 추정)

  • 이태호;김광용;정태연;김덕규
    • Proceedings of the IEEK Conference
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    • 2000.11d
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    • pp.179-182
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    • 2000
  • 논문은 웨이블릿(wavelet) 변환된 각 프레임의 모든 부대역의 블록들에 대해 계층적 움직임을 추정할때 고해상도 계층에서는 기저대역에서 추정된 전역 움직임 벡터를 기초로 하여 국부 움직임을 추정한다. 이때 복원 영상에 미치는 영향이 가장 큰 기저대역에 대하여 반화소를 사용하면 더욱 최적의 움직임 벡터를 추정할 수 있으나 계산량이 증가하는 단점이 있다. 블록내에 인접한 화소들 간에는 상관관계가 높다는 사실을 이용하여 오차가 최소가 되는 방향을 예측하여 선별적인 보간을 행하여 반화소 움직임을 탐색하여 계산량을 줄였다. 그리고 더욱 향상된 화질을 얻기 위해서 에지 성분이 많은 고해상도 계층에서 저해상도 계층으로의 선택적 국부 움직임을 추정하였다. 모의 실험 결과 기존의 웨이블릿 변환을 이용한 움직임 추정 및 보상 방법보다 향상된 화질을 나타내었다.

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