• Title/Summary/Keyword: 상관차원분석

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Analysis of Nonlinear Dynamical Behavior for the Daily TOC Time Series in a River (하천의 일TOC 시계열 자료의 비선형 동역학적 거동 분석)

  • Oh, Chang-Ryol;Jin, Young-Hoon;Park, Sung-Chun;Jung, Woo-Chul
    • Proceedings of the Korea Water Resources Association Conference
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    • 2006.05a
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    • pp.1032-1036
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    • 2006
  • 본 연구에서는 영산강 본류를 대표하는 나주지점을 대상으로 하여, 해당 지점에서 자동 측정되고 있는 수질 항목들 중에서 총유기탄소(TOC: Total Organic Carbon)의 시계열 자료에 대한 비선형 동역학적 거동을 파악하고자 하였다. 1994년 낙동강에서의 수질오염 사고 이후 4대강 유역에서 설치.운영되고 있는 수질자동 측정망의 TOC 자료를 일자료로 환산하여 사용하였으며, 시계열 자료에 비선형 동역학적(카오스적) 특성이 존재하는지를 알아보기에 앞서 자료의 전처리 과정으로써 3가지의 잡음제거 방법을 적용하였다. 잡음이 제거된 시계열 자료에 비선형 동역학적 거동의 파악을 위해 보편적으로 사용되고 있는 상관차원분석을 실시하였다. 또한 상관차원분석 결과 비선형 동역학적 거동을 나타내는 것으로 판별된 자료에 대하여 그 양상을 가시적으로 알아보기 위해 지체시간$(\tau)$을 적용하여 3차원 위상공간에 도시하였다. 본 연구의 결과, 나주지점에서 측정되고 있는 총유기탄소에 대해 비선형 잡음제거 방법을 적용한 자료가 비선형 동역학적 거동을 내재하고 있는 것으로 나타났으나, 이를 위상공간에 재건하였을 경우 이상한 끌개(strange attractor)의 뚜렷한 구조가 보이지 않았다. 그러나 상관차원분석 결과 잡음이 제거된 자료가 카오스적 특성을 보이므로, 자료의 단기예측을 위한 방법에 기초적인 정보를 제공할 수 있을 것으로 기대된다.

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First-and Second-Order Statistics of Washita'92 Soil Moisture Data (Washita '92 토양수분 자료의 1차원 및 2차원 통계특성)

  • Yu, Cheol-Sang
    • Journal of Korea Water Resources Association
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    • v.31 no.2
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    • pp.145-153
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    • 1998
  • In this paper the first- and second order statistics of soil moisture are derived using the Washita '92 data. Also the possible correlations among the soil texture, the brightness temperature, the NDVI and the soil moisture are investigated based in the linear regression study. Only the correlation between the soil moisture and the brightness temperature shows significant values. The soil moisture decay coefficients in time were estimated for each soil type and cross-checked by calculating the last rainfall time before the observation to be about 20days in all different soil types. The second-order statistics of soil moisture based on the correlogram and the spectrum was analyzed to derive the data characteristics and compared with those of the NDVI and the soil texture. This analysis shows that the soil moisture within the highly correlated soil texture field is affected much by the relatively less correlated vegetation field in the Washita area, where the effect of topography is known to be small. The soil moisture media was derived and its parameters were estimated successfully using the first - and sedcond -order statistics.

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A Proposed Algorithm and Sampling Conditions for Nonlinear Analysis of EEG (뇌파의 비선형 분석을 위한 신호추출조건 및 계산 알고리즘)

  • Shin, Chul-Jin;Lee, Kwang-Ho;Choi, Sung-Ku;Yoon, In-Young
    • Sleep Medicine and Psychophysiology
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    • v.6 no.1
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    • pp.52-60
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    • 1999
  • Objectives: With the object of finding the appropriate conditions and algorithms for dimensional analysis of human EEG, we calculated correlation dimensions in the various condition of sampling rate and data aquisition time and improved the computation algorithm by taking advantage of bit operation instead of log operation. Methods: EEG signals from 13 scalp lead of a man were digitized with A-D converter under the condition of 12 bit resolution and 1000 Hertz of sampling rate during 32 seconds. From the original data, we made 15 time series data which have different sampling rate of 62.5, 125, 250, 500, 1000 hertz and data acqusition time of 10, 20, 30 second, respectively. New algorithm to shorten the calculation time using bit operation and the Least Trimmed Squares(LTS) estimator to get the optimal slope was applied to these data. Results: The values of the correlation dimension showed the increasing pattern as the data acquisition time becomes longer. The data with sampling rate of 62.5 Hz showed the highest value of correlation dimension regardless of sampling time but the correlation dimension at other sampling rates revealed similar values. The computation with bit operation instead of log operation had a statistically significant effect of shortening of calculation time and LTS method estimated more stably the slope of correlation dimension than the Least Squares estimator. Conclusion: The bit operation and LTS methods were successfully utilized to time-saving and efficient calculation of correlation dimension. In addition, time series of 20-sec length with sampling rate of 125 Hz was adequate to estimate the dimensional complexity of human EEG.

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A Proposition of the Fuzzy Correlation Dimension for Speaker Recognition (화자인식을 위한 퍼지상관차원 제안)

  • Yoo, Byong-Wook;Kim, Chang-Seok;Park, Hyun-Sook
    • Journal of the Korean Institute of Telematics and Electronics S
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    • v.36S no.1
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    • pp.115-122
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    • 1999
  • In this paper, we confirmed that a speech signal is a chaos signal, and in order to use it as a speaker recognition parameter, analyzed chaos dimension. In order to raise speaker identification and pattern recognition, by making up the strange attractor involving an individual's vocal tract characteristics very well and applying fuzzy membership function to correlation dimension, we proposed fuzzy correlation dimension. By estimating the correlation of the points making up an attractor are limited according space dimension value, fuzzy correlation dimension absorbed the variation of the reference pattern attractor and test pattern attractor. Concerning fuzzy correlation dimension, by estimating the distance according to the average value of discrimination error per each speaker and reference pattern, investigated the validity of speaker recognition parameter.

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Testing the SERVQUAL scale and Perceived risk in the Internet Shopping-mall (인터넷쇼핑몰의 서비스품질차원과 지각된 위험에 관한연구)

  • Chung, Ki-Han;Oh, Jae-Sin
    • Journal of Global Scholars of Marketing Science
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    • v.7
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    • pp.239-259
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    • 2001
  • The purpose of this study is to analyze service quality factors that consumers perceive during their purchasing product on Internet Shopping Mall. The study defines the characteristic quality dimensions of Internet Shopping Mall by adding three dimensions consisting of convenience, security and entertainment to PZB's SERVQUAL scale. Consumers' purchase process on Internet Shopping Mall is examined by finding the relation between their perceived risk factor and repurchase intention. The study results show that consumers' higher appraisal degree on service quality means their higher repurchase intentions, their lower perceived risks degree. The repurchase intentions and the perceived risks degree have negative correlation. The more consumers have experienced buying on Internet Shopping Mall, the higher consumer assess service quality, they have higher repurchase intention and lower perceived risk. The most basic contribution is that new service quality dimensions, which is able to clarify service quality on Cyber Mall, is identified with the established PZB(I988; 1991)'s SERVQUAL dimensions.

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Correlation Dimension Analysis of the EEG in Various Stimuli for Normal States (정상인의 다양한 자극에 대한 뇌파의 상관차원 분석)

  • 김응수;이유정;조덕연
    • Proceedings of the Korean Institute of Intelligent Systems Conference
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    • 2000.05a
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    • pp.81-85
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    • 2000
  • EEG(electroencephalogram)는 주로 전문가의 판독에 따른 주관적 판단에 의존하여 임상에서 사용되어져 왔다. 그러나 비선형 동역학 분석을 이용한 해석학적인 정량화 연구가 진행 되어짐에 따라 특이 패턴을 이용한 환자의 질병진단 이외에도 정상인의 뇌 활동 및 인지기능 둥을 이해하기 위한 도구로써 그 활용범위가 넓어지고 있다. 본 논문에서는 정상인에게 다양한 자극을 준 후 측정한 EEG를 상관차원 분석법을 이용하여 다양한 자극에 대한 뇌파의 특징을 분석하였다. 그 결과 각 자극에 따른 뇌 활동도의 차이를 정량적으로 분석할 수 있었으며, 뇌 활동 부위와 자극과의 관계도 정량적으로 분석할 수 있었다.

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비선형 상관차원 분석을 통한 EEG 뇌파신호 특성 추출

  • Kang, Kun;Lee, Hyoung
    • Journal of Information Technology Applications and Management
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    • v.9 no.4
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    • pp.165-177
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    • 2002
  • For measuring EEG with the international 10-20 electrode system on 16 channels, and to analyze the interrelationship between the original signals and the changed signals after the stimulation, we use the scent of lavender which stimulates the olfactory sense. Moreover, the effect of the scent stimulation to the brain is analyzed. The purpose of this analysis is to apply these results to the computerized mapping of the brain signals and to find possible ways of specifying the source of the brain signals through various medical applications.

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A study on the density analysis of climatological stations using the correlation integral method in the fractal dimension (상관적분 기법의 프랙탈 차원 추정을 통한 기후관측소 밀도 분석에 관한 연구)

  • Kim, Hee-Kyung;Lee, Yung-Seop
    • Journal of the Korean Data and Information Science Society
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    • v.24 no.1
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    • pp.53-62
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    • 2013
  • Currently we have 11 climatological stations registered in World Meteorological Organization. Geographically, these stations are unevenly distributed in Korea and are mainly located on seaside. Therefore station's density analysis should be performed to produce the high-quality climatological data. Using the correlation integral method, the density of climatological stations can be measured by the estimation of fractal dimension. In this study, new climatological stations having the higher fractal dimension were selected. Sequential or simultaneous selection method were carried out until 3 new stations were selected based on the fractal dimension.

The Anlysis of Fractal Characteristics in River Basin using GIS (GIS를 이용한 하천유역의 프랙탈 특성 분석)

  • Cha, Sang-Hwa;Kwon, Kee-Wook
    • Journal of the Korean Association of Geographic Information Studies
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    • v.4 no.4
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    • pp.51-60
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    • 2001
  • This study analyzed fractal characteristics of river basin by using GIS. In this study, topographical factors in river basin was grid-analyzed for each cell size by using GIS and regression formula was derived by analyzing correlation among topographical factors and cell size which were calculated here. And, analysis of fractal characteristics of river by using the result calculated from 1) showed that among topographical factors, river length only increases according as cell size increases. The result of calculating fractal dimension for each cell size shows that river length, basin area, and centroidal flow path are 1.028, 1.0026 and 1.0061 respectively.

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Chaos 모형을 이용한 한국 주식시장의 비선형 동태적 특성에 관한 연구

  • Kim, Yeong-Gyu;Bae, Jae-Bong
    • The Korean Journal of Financial Management
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    • v.11 no.1
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    • pp.73-96
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    • 1994
  • 본 연구는 비선형적 제반 특성을 종합적으로 반영하는 chaos모형을 우리나라의 종합 주가지수 수익률의 시계열 자료에 적용하여 주식 수익률의 비선형적 행태를 실증적으로 분석하였다. 실증분석의 결과, 종합 주가지수 수익률은 내재차원이 14이고, 상관차원이 5에서 6사이인 chaos적 특성을 갖고 있다는 것을 알 수 있었다. 또한 상관차원이 5에서 6사이라는 것은 우리나라 주식시장에 영향을 미치는 주요 변수가 약 6개라는 것을 의미한다. 특히 리야푸노프 지수에 의한 분석 결과는 주별 및 일별 수익률에서 이들 값이 공히 양의 값에 수렴하고 있어 우리나라 주식 수익률은 이상한 끌개(strange attractor)를 갖는chaos적 행태를 보인다고 결론 지울 수 있다. 콜모고로프 엔트로피에 의한 분석 결과는 주별 수익률 및 일별 수익률의 경우에 모두 $0.25{\pm}0.05$의 유한한 값으로 나타나고 있으며, 또한 이들 일별 및 주별양 수익률이 유사한 값을 보이고 있어 서로 유사한 chaos적 특성을 갖고 있다는 것을 알게되었다.

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