• Proceedings of the Korean Statistical Society Conference
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• 2005.05a
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• pp.155-160
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• 2005

상호정보를 이용하면 두 확률변수 사이의 종속의 정도를 평가할 수 있는 측도를 제시할 수 있고 두 변수 사이의 상관관계를 나타내는 표본상관계수의 단점을 보완한 일반화상관계수를 정의할 수 있다.

• The Korean Journal of Financial Management
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• v.18 no.2
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• pp.169-191
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• 2001

본 연구는 우리나라와 일본의 주가, 금리와 환율 등 주요 금융자산가격변수들이 상호간에 주고받는 영향을 3변량 MA-GARCH모형을 사용하여 분석하여 보았다. 우선 각 시장의 조건부 수익률을 기준으로 볼 때 우리나라에서는 외환위기 이후 주식시장과 채권시장의 상관관계는 낮아진 반면 외환시장과 주식시장, 외환시장과 채권시장의 상관관계는 10%p 이상씩 높아진 것으로 나타났다. 따라서 외환위기 이후 주식, 채권시장의 외환시장과의 연관성은 크게 높아져 환율 움직임의 영향력이 전반적으로 커졌다고 이해할 수 있다. 이에 비해 일본의 경우 각각의 금융시장간 상관계수는 10% 이하의 매우 낮은 수준에 불과하여 상호관련성이 낮은 수준을 보여 주었다. GARCH 추정이 도출한 각 시장의 조건부표준편차들간의 상관계수를 보면, 우리나라와 일본 모두 외환시장 변동성$\leftrightarrow$채권시장 변동성, 주식시장 변동성$\leftrightarrow$채권시장 변동성 사이의 상관관계는 28-29% 정도이며, 외환시장 변동성$\leftrightarrow$주식시장 변동성 사이의 관계는 21% 정도로 상대적으로 낮은 수치를 보여 주었다. 반면에 금융시장 변동성의 각 국간 상관관계는 90% 내외의 높은 상관관계를 가져, 국가내의 시장간 관계보다 더 높은 수치를 보여 주었다. 따라서 우리나라와 일본의 금융시장 변동성은 국내금융시장간의 요인보다는 모두 미국 주식시장에서의 충격이나 국제유가 급등락 등 외부적 요인에 대해 크게 영향을 받는 것으로 판단해 볼 수 있을 것이다.

• Atmosphere
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• v.23 no.3
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• pp.283-291
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• 2013

This study investigates the changes in the atmosphere-ocean interactions over the South China Sea (SCS) by analyzing their variables in the period of 1979~2011 during the boreal summer (June-July-August). It is found that a simultaneous correlation coefficient between sea surface temperature (SST) and precipitation over SCS during summer is significantly changed before and after the late-1990s. That is, the variation of precipitation over SCS is negatively (positively) correlated with the SST variations before (after) the late-1990s. Our further correlation analysis indicates that the atmospheric forcing of the SST is dominant before the late-1990s accompanying with wind-evaporation feedback and cloud-radiation feedback. After the late-1990s, in contrast, the SST forcing of the atmosphere through the latent heat flux from the ocean to the atmosphere is dominant. It is found that the change in the relationship of atmosphere-ocean interactions over SCS are associated with the changes in the relationship with Northeast Asian summer precipitation. In particular, a simultaneous correlation coefficient between the precipitation over SCS and Northeast Asia becomes stronger during after the late-1990s than before the late-1990s. We argue that the increase of the SST forcing of the atmosphere over SCS may lead a direct relationship of precipitation variations between SCS and Northeast Asia after the late-1990s.

• The Journal of the Acoustical Society of Korea
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• v.31 no.7
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• pp.427-434
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• 2012

The overlap-add technique based on waveform similarity (WSOLA) method is known to be an efficient high-quality algorithm for time scaling of speech signal. The computational load of WSOLA is concentrated on the repeated normalized cross-correlation (NCC) calculation to evaluate the similarity between two signal waveforms. To reduce the computational complexity of WSOLA, this paper proposes a fast NCC computation method, in which NCC is obtained through pre-calculated sum tables to eliminate redundancy of repeated NCC calculations in the adjacent regions. While the denominator part of NCC has much redundancy irrespective of the time-scale factor, the numerator part of NCC has less redundancy and the amount of redundancy is dependent on both the time-scale factor and optimal shift value, thereby requiring more sophisticated algorithm for fast computation. The simulation results show that the proposed method reduces about 40%, 47% and 52% of the WSOLA execution time for the time-scale compression, 2 and 3 times time-scale expansions, respectively, while maintaining exactly the same speech quality of the conventional WSOLA.

• The Journal of Korean Institute of Communications and Information Sciences
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• v.26 no.6B
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• pp.746-751
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• 2001

일반적으로 음향 반향 제거기에서 적응필터의 안정성을 보장하기 위해서 동시통화 검출기(DTD)를 사용하여 원단화자 신호와 근단화자 신호의 존재 여부에 따라 적응필터 계수의 적응 여부를 결정한다. 본 논문에서는 두 개의 상호상관계수를 이용하여 계산량과 메모리 소자수 면에서 효율적인 동시통화 검출 알고리즘을 제안하였다. 제안된 알고리즘은 마이크로폰의 입력신호와 추정된 반향 신호간의 상호상관계수, 그리고 마이크로폰의 입력신호와 오차신호간의 상호상관계수를 이용하여, 주행 상황과 같이 심한 잡음 환경에서도 동시통화 구간의 시작점과 끝점 검출에 강인한 특성을 갖는다. 또한, 기존의 상호상관도를 이용하는 방법에 비하여 적은 양의 계산과 메모리를 필요로 하여 저가의 고정소수점 DSP를 이용한 실시간 구현에 적합하다. 성능 평가를 위하여 차내 핸즈프리 통신 환경에서 얻은 실측 데이터를 사용하여 기존의 방법과 비교하였다.

• Journal of the Institute of Convergence Signal Processing
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• v.9 no.4
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• pp.304-312
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• 2008

Orthogonal codes like Walsh and Golay codes may have large correlation value when they are not synchronized, hence they are seldom used in asynchronous CDMA systems. Wysocki[1] showed that by multiplying the original Walsh-Hadamard matrix with an orthogonal transformation matrix the resultant matrix sustains orthogonality between row vectors and their cross-correlation can be reduced. Soberly and Wysocki[2] proposed similar scheme on Golay codes. This implies that using the proper orthogonal transformation cross-correlation of Walsh and Golay codes can be reduced, and the transformed codes can be used for user separation in the CDAM reverse link. In this paper we discuss cross-correlation related parameters which affect the performance of an asynchronous CDMA link, and we investigate the correlation properties of the transformed codes. When we designed orthogonal transformation matrices for Walsh and Golay codes, we minimized the maximum value of aperiodic cross-correlation of the codes ($ACC_{max}$) or the mean square value of the aperiodic cross-correlation($R_{cc}$) with preserving the orthogonality of the modified codes. We also evaluate the asynchronous CDMA system that uses the transformed Walsh and Golay codes.

• The Journal of the Korea institute of electronic communication sciences
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• v.7 no.1
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• pp.61-67
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• 2012

Spreading sequence is used for spreading spectrum in CDMA. For the purpose of minimizing multiple access interference and expanding linear span of the sequences, it is desirable to use such sequences with low correlation and high linear span. To obtain large family size and high linear span, the values of the correlation function of the sequences is more complex. In this paper, we propose the extended Zeng sequences with large family size and high linear span and analyze the correlation of the sequences.

• The Journal of the Korea Contents Association
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• v.13 no.4
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• pp.376-388
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• 2013

This study investigated the role of organizational communication, culture and trust as a moderator of the organizational performance(the growth of production and quality improvement) and job satisfaction. Using data collected from 248 workers at 128 establishments in Changwon industrial complex, morderated regression analyses explored the proposed model. As a result, communication activity and organizational trust was found negatively to moderate the relationship between job satisfaction and quality improvement/the growth of production. And organizational culture was found positively to moderate the relationship between satisfaction and quality improvement. Implications of these findings were discussed.

• Journal of the Korea Society of Computer and Information
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• v.27 no.6
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• pp.167-174
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• 2022

In this paper we investigate the permutation test for the equality of correlation coefficients in several independent populations. Permutation test is a non-parametric testing methodology based upon the exchangeability of observations. Exchangeability is a generalization of the concept of independent, identically distributed random variables. Using permutation method, we may construct asymptotically exact test. This method is asymptotically as powerful as standard parametric tests and is a valuable tool when the sample sizes are small and normality assumption cannot be met. We first review existing parametric approaches to test the equality of correlation coefficients and compare them with the permutation test. At the end, all the approaches are illustrated using Iris data example.

• Journal of the Korea Academia-Industrial cooperation Society
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• v.21 no.11
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• pp.577-585
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• 2020

This study examined the influence of early childhood teacher's emotional expressiveness and play teaching efficacy on children-teacher interactions. The subjects of the study were 272 early childhood teachers. The instruments were the Emotional Expressiveness Scale, Play Teaching Efficacy Scale, and Children-teacher Interaction Scale. The SPSS 22.0 program was used to analyze the results of this study, and the data were analyzed through frequency and percentage, Pearson's probability correlation, and multiple regression analysis. The results of this study were as follows. First, there was a positive correlation among positive emotional expressiveness, which is a subcategory of emotional expressiveness, play teaching efficacy, and children-teacher interaction of early childhood teachers. On the other hand, there was a negative correlation with negative emotional expressiveness, which is a subcategory of emotional expressiveness. Second, children-teacher interactions of early childhood teachers were influenced by their emotional expressiveness and play teaching efficacy. In conclusion, this study revealed a significant correlation between the emotional expression of early childhood teachers, play teaching efficacy, and the children-teacher interaction, and that both variables were factors influencing the children-teacher interactions.