• Title/Summary/Keyword: 시간변동율

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Long Term Changes in Sea Surface Temperature Around Habitat Ground of Walleye Pollock (Gadus chalcogrammus) in the East Sea (동해 명태(Gadus chalcogrammus) 서식처 표층수온 장기 변동 특성)

  • Seol, Kangsu;Lee, Chung-Il;Jung, Hae-Kun
    • Journal of the Korean Society of Marine Environment & Safety
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    • v.26 no.2
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    • pp.195-205
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    • 2020
  • Oceanic conditions in walleye pollock habitat in the East Sea have shown decadal fluctuations between warm and cold periods in turn. Specifically, sea surface temperature (SST) has shown a dramatic increase between the late 1980s and the middle 2000s, and abrupt decreasing patterns after the late 2000s. Oceanic conditions in the Dong-han Bay (spawning ground) and middle eastern coastal waters (fishing ground), however, indicated different fluctuation trends in SST, increasing in the Dong-han Bay after the late 1980s, and decreasing after the late 2000s. These fluctuation patterns were especially clear in February and March. Sea surface temperature in the middle eastern coastal waters of Korea soared continuously after the late 1980s, but did not show a distinct decreasing pattern after the late 2000s compared with Dong han Bay, except for February SST values. These long term water temperature changes in both walleye pollock spawning and fishing ground are related to variation in walleye pollock landings. Especially, abrupt changes in spawning ground SST can be one of the factors influencing survival in the early ontogenesis of walleye pollock, including egg and yolk larval stages. During the 1980s, the area of suitable spawning temperature (2-5℃) was wider, and the length of Walleye pollock egg and larval stages greater compared with past and present oceanographic environments. However, such patterns did not correspond with the optimal spawning temperature range and greater length of development of walleye pollock during the late 1980s likely triggering a decline in pollock stock. In conclusion, it has been supposed that the dramatic decrease in walleye pollock landings in the East Sea since the late 1980s was caused by increasing water temperature leading to both early mortality and unsuitable spawning conditions.

시계열(時系列) 자료(資料)와 재무관리(財務管理) 이론(理論)

  • Lee, Il-Gyun
    • The Korean Journal of Financial Management
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    • v.11 no.1
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    • pp.1-29
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    • 1994
  • 재무관리의 모든 영역을 완벽하게 이해하기 위하여는 기업재무관리와 투자론을 비롯하여 금융산업 전체에 대한 연역적 방법에 의한 이론의 정립과 실증분석을 통한 이론의 정립이 관건이라 할 수 있다. 이 논문에서는 실증 분석을 수행함에 있어 우리나라에서 활발하게 논의가 진행되지 않는 시계열분석의 영역을 살펴보았다. 그것은 이와 같은 분야를 천착해 봄으로써 이 분야가 재무관리에 대한 통찰력과 현실 적합성의 판단력을 배양하는데 큰 공헌을 할 수 있으리라는 믿음 때문이다. 이 논의를 통하여 시계열 분석에 대한 활발한 연구가 진행되기를 기대하고 있다. 시계열 확률과정에 대한 재무관리이론을 연역적으로 도출하기는 용이하지 않다. 시계열 분석에서 제시되는 여러 방법론을 재무관리의 시계열에 적용하여 그 시계열의 성질과 특성을 파악하면 그것이 그대로 현실에 적용될 수 있을 것이다. 이러한 연구의 결과는 어떤 형태로든 연역적 방법에 의한 이론의 정립에 깊은 영향을 미칠 것이다. 뿐만 아니라 연속시간의 틀과 이시적(異時的) 양태하(樣態下)에서 많은 재무관리 모형들이 개발되고 있으며, 동태적 상황을 해명하는 의도에서 이 모형들이 연구되고 있는 만큼 시계열 분석은 이 분야에 직접적으로 이용될 수 있다. 시계열 분석에서 제시된 많은 모형들이 재무관리의 실증적 현상을 설명하는데 효과적으로 활용될 수 있다. 뿐만 아니라 현재 연역적으로 개발된 모형들이 설명할 수 없는 부분을 시계열 분석이 직접적으로 해명할 수 있는 능력을 확보하고 있음도 제시되었다. 증권의 현가모형(現價模型), 이자율의 기간구조, 효율적 시장가설도 주가의 변동성 등은 시계열 분석의 다양한 기법을 사용하여 검증되어야 하며, 이 경우 특히 분산의 추정방법을 여러 측면에서 개발해 야 할 것이다. 시계열 분석에서는 두개 또는 그 이상의 기법을 하나로 통합하는 방법이 있을 수 있다. ARIMA와 ARCH가 결합되는 것을 본 바 있다. 구조적(構造的) 변화(變化)(structural change)모형(模型)과 ARCH의 결합도 가능하다. 다른 분야로서는 변동성(變動性)에 관한 연구이다. 변동성(變動性)에 관한 연구는 variance bounds test에 한정된 감이 있으나 정보와 변동성의 관계가 중요시되고 있는 만큼 정보집합과 시계열 분석 기법의 결합은 변동성의 연구에 새로운 지평을 열어줄 것으로 보인다. 따라서 정보집합의 형성에 따라 새로운 추정방법이 개발될 여지가 풍부하다.

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Study on the Improvement of Speech Recognizer by Using Time Scale Modification (시간축 변환을 이용한 음성 인식기의 성능 향상에 관한 연구)

  • 이기승
    • The Journal of the Acoustical Society of Korea
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    • v.23 no.6
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    • pp.462-472
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    • 2004
  • In this paper a method for compensating for thp performance degradation or automatic speech recognition (ASR) is proposed. which is mainly caused by speaking rate variation. Before the new method is proposed. quantitative analysis of the performance of an HMM-based ASR system according to speaking rate is first performed. From this analysis, significant performance degradation was often observed in the rapidly speaking speech signals. A quantitative measure is then introduced, which is able to represent speaking rate. Time scale modification (TSM) is employed to compensate the speaking rate difference between input speech signals and training speech signals. Finally, a method for compensating the performance degradation caused by speaking rate variation is proposed, in which TSM is selectively employed according to speaking rate. By the results from the ASR experiments devised for the 10-digits mobile phone number, it is confirmed that the error rate was reduced by 15.5% when the proposed method is applied to the high speaking rate speech signals.

Daily Gas Demand Forecast Using Functional Principal Component Analysis (함수 주성분 분석을 이용한 일별 도시가스 수요 예측)

  • Choi, Yongok;Park, Haeseong
    • Environmental and Resource Economics Review
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    • v.29 no.4
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    • pp.419-442
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    • 2020
  • The majority of the natural gas demand in South Korea is mainly determined by the heating demand. Accordingly, there is a distinct seasonality in which the gas demand increases in winter and decreases in summer. Moreover, the degree of sensitiveness to temperature on gas demand has changed over time. This study firstly introduces changing temperature response function (TRF) to capture effects of changing seasonality. The temperature effect (TE), estimated by integrating temperature response function with daily temperature density, represents for the amount of gas demand change due to variation of temperature distribution. Also, this study presents an innovative way in forecasting daily temperature density by employing functional principal component analysis based on daily max/min temperature forecasts for the five big cities in Korea. The forecast errors of the temperature density and gas demand are decreased by 50% and 80% respectively if we use the proposed forecasted density rather than the average daily temperature density.

Delay characteristics and Throughput analysis on Network offered Multi-media service (멀티미디어 서비스를 제공하는 네트워크의 지연 특성과 처리율 분석)

  • 황인수;김동일
    • Journal of the Korea Institute of Information and Communication Engineering
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    • v.4 no.2
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    • pp.289-295
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    • 2000
  • Traffic analysis during past years used the Poisson distribution or Markov model, assuming an exponential distribution of packet queue arrival. Recent studies, however, have shown aperiodic and burst characteristics of network traffics. Such characteristics of data traffic enable the scalability of network, QoS, optimized design, when we analyze new traffic model having a self-similar characteristic. This paper analyzes the self-similar characteristics of a small-scale mixed traffic in a network simulation, the real WAN delay time, TCP packet size, and the total network usage.

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Autoencoder factor augmented heterogeneous autoregressive model (오토인코더를 이용한 요인 강화 HAR 모형)

  • Park, Minsu;Baek, Changryong
    • The Korean Journal of Applied Statistics
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    • v.35 no.1
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    • pp.49-62
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    • 2022
  • Realized volatility is well known to have long memory, strong association with other global financial markets and interdependences among macroeconomic indices such as exchange rate, oil price and interest rates. This paper proposes autoencoder factor-augmented heterogeneous autoregressive (AE-FAHAR) model for realized volatility forecasting. AE-FAHAR incorporates long memory using HAR structure, and exogenous variables into few factors summarized by autoencoder. Autoencoder requires intensive calculation due to its nonlinear structure, however, it is more suitable to summarize complex, possibly nonstationary high-dimensional time series. Our AE-FAHAR model is shown to have smaller out-of-sample forecasting error in empirical analysis. We also discuss pre-training, ensemble in autoencoder to reduce computational cost and estimation errors.

Expansion of Sample OD Based on Probe Vehicle Data in a Ubiquitous Environment (유비쿼터스 환경의 프로브 차량 정보를 활용한 표본 OD 전수화 (제주시 시범사업지역을 대상으로))

  • Jeong, So-Young;Baek, Seung-Kirl;Kang, Jeong-Gyu
    • Journal of Korean Society of Transportation
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    • v.26 no.4
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    • pp.123-133
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    • 2008
  • Information collection systems and applications in a ubiquitous environment has emerged as a leading issue in transportation and logistics. A productive application example is a traffic information collection system based on probe vehicles and wireless communication technology. Estimation of hourly OD pairs using probe OD data is a possible target. Since probe OD data consists of sample OD pairs, which vary over time and space, computation of sample rates of OD pairs and expansion of sample OD pairs into static OD pairs is required. In this paper, the authors proposed a method to estimate sample OD data with probe data in Jeju City and expand those into static OD data. Mean absolute percentage difference (MAPD) error between observed traffic volume and assigned traffic volume was about 22.9%. After removing abnormal data, MAPD error improved to 17.6%. Development of static OD estimation methods using probe vehicle data in a real environment is considered the main contribution of this paper.

Effects of Flow Diretion and Annular Gap Size on the Flow Pattern and Void Distribution in a Vertical Two-Phase Flow(I) - In Case of Upward Flow - (수직이상유에서 유동방향과 동심원관 간극이 유동양식과 보이드분포에 미치는 영향 (I))

  • 손병진;김인석;김문철
    • Transactions of the Korean Society of Mechanical Engineers
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    • v.11 no.5
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    • pp.856-866
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    • 1987
  • In the present paper a statistical method using probability density function has been applied to investigate experimentally the flow patterns and fluctuations of time-averaged local void fraction in air-water two-phase mixtures which flow vertically upwards in concentric annuli. This study was carried out using three vertical concentric annuli. The annular test section consists of a lucite outer tube whose inside diameter is 38mm and a stainless steel inner rod. The rod diameter is either 12mm, 16mm or 20mm. The two-phase flow patterns observed in the experiment were bubbly, slug, annular and each transition patterns. It was first demonstrated that the variance, coefficients of skewness and kurtosis calculated from probability density function on time-averaged local void fraction can be used to identify the flow patterns in the annular passage, and the fluctuation of time-averaged local void fraction varies with the radial position in annular gap and the flow pattern.

Varietal Differences and Drying Storage Effects for Some Treatment Conditions of EMS and MMS on Rice Seeds (수도종자에 EMS와 MMS의 처리조건에 따른 건조저장효과와 품종간차이)

  • Young-Sang Kim
    • KOREAN JOURNAL OF CROP SCIENCE
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    • v.12
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    • pp.55-62
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    • 1972
  • In order to study the biolgiocal effects of dry back following EMS (Ethyl methane sulfonate) treatment on seeds of 'Dunghan Shali' that belongs to indica-type rice with various presoaking(24, 36, and 40 hrs respectivily) and treatment time(l, 2 and 3 hrs respectivily), this experiment was done. Seedling heights of wet seeds presoaked for 36 hrs was only greatly decreased with EMS treatment compared with other periods. In germination rate of wet seeds, all of these damage was not changed. For the drying back seeds, otherwise, seedling height and germination rate were greatly reduced depend upon the time of treatment and presoaking as well as storage effects after drying back. Reduction patterns, both seedling height and germination rate, between 1 week and 8 weeks after dry back were quite similar. The other experiment was carried out in order to study for the influences on the seedling growth as biological damage with EMS and MMS(Methyl methane sulfonate) treatments among different varieties. The indica-type rice varieties; Taichung Native No.1, Dunghan Shali and IR-8, were used as the experimental materials. From this trial some results were obtained as follows; 1. Both seedling growth and germination rate on all varieties, used, MMS, treatment showed more toxic effects than those of EMS treatment. 2. Seeding growth injury of rice seeds dried back was increased gradually, and then was approached the maximum at 6-8 days after storing. In IR-s variety, otherwise, growth damage was appeared a little. Germination rate of these were quite smilar, even though chemical used is different and storage period was prolonged. 3. It was showed clearly that varietal differences of chemical mutagene treatments were recognized.

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A Scheduling Method to Ensure a Stable Delay Variation of Video Streaming Service Traffic (영상 스트리밍 서비스 트래픽의 안정적인 전달 지연변이 보장을 위한 스케줄링 방안)

  • Kim, Hyun-Jong;Choi, Won-Seok;Choi, Seong-Gon
    • The KIPS Transactions:PartC
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    • v.18C no.6
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    • pp.433-440
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    • 2011
  • In this paper, we propose a new scheduling method that can guarantee reliable jitter by minimizing the queue length variation in the streaming service provisioning such as IPTV and VoD. The amount of traffic to be delivered within a certain time is very fluid because MPEG-4 and H.264 encoders use VBR(Variable Bit Rate) for delivering video streaming traffic. This VBR characteristic increases the end-to-end propagation delay variation when existing scheduling methods are used for delivering video frames. Therefore, we propose the new scheduling method that can minimize change rate of queue length by adaptively controling service rate taking into account the size of bulk incoming packets and arrival rate for bulk streaming traffic. Video frames can be more reliably transmitted through the minimization of the queue length variation using the proposed method. We use the queueing model and also carry out OPNET simulation to validate the proposed method.