• Journal of the KSME
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• v.24 no.6
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• pp.446-451
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• 1984

최근 기계구조물로부터 발생되는 소음. 진동의 수준을 평가하고 그 대책을 수립하는데 스펙트 럼분석(spectral analysis)과 상관기술(correlation technique)의 이용도가 점증하고 있다. 전자계 산기에 의한 데이터처리기술의 진보에 따라 불규칙한 입력을 받는 기계구조물의 고유진동수추정 및 진동모우드해석, 많은 소음. 진동원을 갖는 플랜트. 선박. 차량기기등의 발생원검출 및 기여 량파악, 그리고 acoustic emission 및 bispectrum에 의한 기기이상진단기술에 적용함으로써 공 학분야에서 한층 중요한 위치를 점하고 있다. 따라서 본 강좌에서는 먼저 상관해석에 의한 스 펙트럼의 정의에 대해서 기술하고 샘플링이론에 만족하는 시간간격으로 샘플링함으로써 얻어지는 시계열데이타를 Fourier 변환하여 주파수영역에서 계의 특성을 해석하는 원리 및 기여함수에 대해 설명하고자 한다. 그리고 입력원간에 상관이 존재하는 경우에 있어서 소음. 진동원을 검 출하고 기여량을 추정할 수 있는 방법으로서의 다차원스펙트럼해석법에 대해 간단하게 기술하 고자 한다.

• The KIPS Transactions:PartB
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• v.9B no.4
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• pp.429-436
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• 2002

In order to apply the artificial neural network to the practical application, it is needed to implement it with the hardware system. It is most promising to make it with the hybrid VLSI among various possible technologies. When we Implement a trained network into the hybrid neuro-chips, it is to be performed the process of the quantization on its neuron outputs and its weights. Unfortunately this process cause the network's outputs to be distorted from the original trained outputs. In this paper we analysed in detail the statistical characteristics of the distortion. The analysis implies that the network is to be trained using the normalized input patterns and finally into the solution with the small weights to reduce the distortion of the network's outputs. We performed the experiment on an application in the time series prediction area to investigate the effectiveness of the results of the analysis. The experiment showed that the network by our method has more smaller distortion compared with the regular network.

• Environmental and Resource Economics Review
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• v.25 no.4
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• pp.471-494
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• 2016

This study investigates the effect of remittance and agricultural aid inflows on GDP growth rate volatility in response to climate change shocks in twenty-eight African countries by using system generalized method of moments from 1996 to 2013 with three years grouped data. The climate change shocks are indicated by four variables; natural disasters, rainfall variability, fluctuation in temperature and the weighted anomaly standardized precipitation (WASP) index. Consequently, natural disasters and temperature variability have a significant effect on GDP volatility, while rainfall variability and WASP index have no adverse consequence on stabilization of the economy. On the other hand, in general, remittances and agricultural aid are helpful to stabilize the economy and especially remittances inflows can play a crucial role as insurance when natural disasters occur.

• Journal of the Korean Society of Surveying, Geodesy, Photogrammetry and Cartography
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• v.28 no.3
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• pp.299-304
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• 2010

Depending on the progress of the surveying and information processing technology, the rapidly developing field of spatial information and the 3D real world spatial information for a variety of content on the computer was able to easily access. In this research, to study on the spot or to use aerial photographs to measure trees of the acquired data, calculate the trees height, forest area and capacity, determine the distribution of the density of acquired points in the forest and analyze accurate and objective information was acquired. The United States, Canada and so on through the capacity of trees biomass, forest resource analysis, time series monitoring, wildfire behavior modeling and applied research and has been declared. During worldwide is increasing interest in forest resources. In nationally, extensive research and analysis of the forest consists of the correct management and protection of forest resources to be effective.

• Journal of the Korean Data and Information Science Society
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• v.25 no.6
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• pp.1449-1466
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• 2014

In this paper, we consider a hedge portfolio based on futures of underlying asset. A classical way to estimate a hedge ratio for a hedge portfolio of a spot and futures is a regression analysis. However, a regression analysis is not capable of reflecting long-run equilibrium between a spot and futures and volatility clustering in the conditional variance of financial time series. In order to overcome such defects, we analyzed KOSPI200 index and futures using VECM-CC-GARCH model and computed a hedge ratio from the estimated conditional covariance-variance matrix. In real data analysis, we compared a regression and VECM-CC-GARCH models in terms of hedge effectiveness based on variance, value at risk and expected shortfall of log-returns of hedge portfolio. The empirical results show that the multivariate GARCH models significantly outperform a regression analysis and improve hedging effectiveness in the period of high volatility.

• Proceedings of the Korea Water Resources Association Conference
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• 2012.05a
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• pp.457-457
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• 2012

말라리아는 매개체에 의한 전염병으로써 국내에서는 이미 1970년대에 사라진 것으로 알려져 있다. 하지만 1990년대에 재발생하여 2000년대 초반까지 경기도와 강원도 북부지역에서 환자가 증가하는 양상을 보였다. 사람에게서 발병하는 말라리아는 4종으로 알려져 있으나 우리나라의 경우 이 중 오로지 삼일열 원충감염에 의한 것으로 밝혀졌다(질병관리 본부, 2010). 기후변화는 질병의 발생에 영향을 미칠 수 있는 중요한 요인 중 하나로써 매개체에 의한 질병의 경우 기후요소는 매개체의 번식과 활동에 적지않은 영향을 미친다. 특히 말라리아의 경우 병원균을 가진 개체수와 모기에 물리는 횟수, 감염된 모기의 수, 그 모기에 사람이 물리는 횟수와 관계가 있으나 기온과 강수량, 습도의 변화 등 기후 및 수문학적 요소와도 밀접한 관계를 가지는 것으로 밝혀졌다(Lindsay & Birley, 1996; 박윤형 외, 2006; 신호성, 2011 재인용). 본 연구의 목적은 한반도 기후-수문학적 환경특성 및 변화를 파악하고 지역적 말라리아 발생과의 상관관계를 도출하며 이를 기반으로 하여 말라리아 발생의 변동을 예측하는 것이다. 분석에 사용된 데이터는 말라리아 발생자료의 경우, 질병관리 본부에서 제공하는 2001년 1월~2011년 12월 까지의 약 16000건의 발병자료가 포함 되었고 분석의 시간 단위는 2WEEKS 이며 전국 251개의 시군구에서 발생한 전염병을 합산하였다. 기상자료의 경우 기상청 기후자료 관리 시스템에서 제공하는 동일 기간대의 평균기온, 최고(최저)기온, 강수량, 신적설, 평균 해면기압, 평균 이슬점 온도, 평균 상대습도, 평균풍속, 평균운량, 일조시간 자료를 활용하였다. 본 연구에 사용된 AWS(Automatic Weather Station)자료의 경우 기본적으로 point 형태의 관측자료이고, 분석기간 동안의 개수에서도 차이가 있기 때문에 공간 내삽기법인 kriging을 활용하여 행정구역과 zonal하는 방법으로 재가공 하였다. 지역의 수문학적 특성의 경우 10*10 DEM을 기반으로 ESRI ArcGIS 소프트웨어의 ArcHydro 기능을 이용 하여 유역을 생성하는 방법을 채택하였다. 본 연구에서는 통계적 모형을 기본으로 기후 및 수문 특성과 말라리아 발생간의 상관관계를 분석하였으며 시계열 자료의 특성상 포아송 분포의 Generalized Estimation Equation 과 Generalized Linear Model을 이용한다(Baccini 외, 2008; 신호성, 2011). 또한 말라리아 잠복시간의 지연효과 및 전염병의 계절 영향을 반영하기 위하여 Fourier transform 을 적용 하였다.

• International Area Studies Review
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• v.12 no.2
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• pp.125-145
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• 2008

Japan is now facing an aging society with fewer children. According to the demographic change in Japan, its economic effect on the economic growth has gained public attention. This paper focuses on the effect of the demographic change on economic growth in Japan, too. The first part illustrates the process of demographic transition in Japan. Thanks to successful Meiji Revitalizing Reform, Japan had experienced demographic transition earlier than the other East Asia countries. The second part of this paper describes relations between demographic factors and economic growth theoretically. In addition, it analyzes demographic effects on economic growth empirically using time series data of Japan from 1952 to 2005. It is the main finding of analyses that there are positive relations between demographic factor, including employment population rate, population rate and TFR, and economic growth. Therefore, in the near future, a decreasing labor force will cause economic stagnation in Japan. To overcome this problems, it is required to make various policies.

• Journal of the Korea Institute of Information and Communication Engineering
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• v.26 no.11
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• pp.1586-1591
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• 2022

Kirchhoff-Love plate (KLP) equation is a well established theory for a description of a deformation of a thin plate under certain outer source. Meanwhile, analysis of a vibrating plate in a frequency domain is important in terms of obtaining the main frequency/eigenfunctions and predicting the vibration of plate. Among various modal analysis methods, dynamic mode decomposition (DMD) is one of the efficient data-driven methods. In this work, we carry out DMD based modal analysis for KLP where thin plate is under effects of sine-type outer force. We first construct discrete time series of KLP solutions based on a finite difference method (FDM). Over 720,000 number of FDM-generated solutions, we select only 500 number of solutions for the DMD implementation. We report the resulting DMD-modes for KLP. Also, we show how DMD can be used to predict KLP solutions in an efficient way.

• Journal of Intelligence and Information Systems
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• v.24 no.2
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• pp.195-220
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• 2018

In this study, we conducted an empirical analysis of the factors that affect the change of Bitcoin Closing Price. Previous studies have focused on the security of the block chain system, the economic ripple effects caused by the cryptocurrency, legal implications and the acceptance to consumer about cryptocurrency. In various area, cryptocurrency was studied and many researcher and people including government, regardless of country, try to utilize cryptocurrency and applicate to its technology. Despite of rapid and dramatic change of cryptocurrencies' price and growth of its effects, empirical study of the factors affecting the price change of cryptocurrency was lack. There were only a few limited studies, business reports and short working paper. Therefore, it is necessary to determine what factors effect on the change of closing Bitcoin price. For analysis, hypotheses were constructed from three dimensions of consumer, industry, and macroeconomics for analysis, and time series data were collected for variables of each dimension. Consumer variables consist of search traffic of Bitcoin, search traffic of bitcoin ban, search traffic of ransomware and search traffic of war. Industry variables were composed GPU vendors' stock price and memory vendors' stock price. Macro-economy variables were contemplated such as U.S. dollar index futures, FOMC policy interest rates, WTI crude oil price. Using above variables, we did times series regression analysis to find relationship between those variables and change of Bitcoin Closing Price. Before the regression analysis to confirm the relationship between change of Bitcoin Closing Price and the other variables, we performed the Unit-root test to verifying the stationary of time series data to avoid spurious regression. Then, using a stationary data, we did the regression analysis. As a result of the analysis, we found that the change of Bitcoin Closing Price has negative effects with search traffic of 'Bitcoin Ban' and US dollar index futures, while change of GPU vendors' stock price and change of WTI crude oil price showed positive effects. In case of 'Bitcoin Ban', it is directly determining the maintenance or abolition of Bitcoin trade, that's why consumer reacted sensitively and effected on change of Bitcoin Closing Price. GPU is raw material of Bitcoin mining. Generally, increasing of companies' stock price means the growth of the sales of those companies' products and services. GPU's demands increases are indirectly reflected to the GPU vendors' stock price. Making an interpretation, a rise in prices of GPU has put a crimp on the mining of Bitcoin. Consequently, GPU vendors' stock price effects on change of Bitcoin Closing Price. And we confirmed U.S. dollar index futures moved in the opposite direction with change of Bitcoin Closing Price. It moved like Gold. Gold was considered as a safe asset to consumers and it means consumer think that Bitcoin is a safe asset. On the other hand, WTI oil price went Bitcoin Closing Price's way. It implies that Bitcoin are regarded to investment asset like raw materials market's product. The variables that were not significant in the analysis were search traffic of bitcoin, search traffic of ransomware, search traffic of war, memory vendor's stock price, FOMC policy interest rates. In search traffic of bitcoin, we judged that interest in Bitcoin did not lead to purchase of Bitcoin. It means search traffic of Bitcoin didn't reflect all of Bitcoin's demand. So, it implies there are some factors that regulate and mediate the Bitcoin purchase. In search traffic of ransomware, it is hard to say concern of ransomware determined the whole Bitcoin demand. Because only a few people damaged by ransomware and the percentage of hackers requiring Bitcoins was low. Also, its information security problem is events not continuous issues. Search traffic of war was not significant. Like stock market, generally it has negative in relation to war, but exceptional case like Gulf war, it moves stakeholders' profits and environment. We think that this is the same case. In memory vendor stock price, this is because memory vendors' flagship products were not VRAM which is essential for Bitcoin supply. In FOMC policy interest rates, when the interest rate is low, the surplus capital is invested in securities such as stocks. But Bitcoin' price fluctuation was large so it is not recognized as an attractive commodity to the consumers. In addition, unlike the stock market, Bitcoin doesn't have any safety policy such as Circuit breakers and Sidecar. Through this study, we verified what factors effect on change of Bitcoin Closing Price, and interpreted why such change happened. In addition, establishing the characteristics of Bitcoin as a safe asset and investment asset, we provide a guide how consumer, financial institution and government organization approach to the cryptocurrency. Moreover, corroborating the factors affecting change of Bitcoin Closing Price, researcher will get some clue and qualification which factors have to be considered in hereafter cryptocurrency study.

• The Journal of the Korea Contents Association
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• v.18 no.6
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• pp.144-154
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• 2018

While the local construction market has lost its steam in recent years, it is discussed that the overseas construction projects should be activated by using the Official Development Assistance (ODA) in terms of finding a new way. This study empirically identifies the relationship between ODA and the foreign construction orders, and discovers the effectiveness of orders for overseas construction projects using the ODA. Therefore, based on the past 25 years of time-series data on Asia, the VECM model was used to identify the relationship between the Asia country's ODA and construction orders. As a result, it has shown a lower-than-expected correlation between the value of ODA and the construction orders. There are several reasons for this; This is because profit-purpose construction projects and ODA for public welfare are fundamentally different, and the timing of ODA applications and overseas construction orders are different. Also, compared to other developed countries, Korea has far less experience and scale of ODA. At last, there are huge differences in the size of ODA and construction orders. In conclusion, although the effectiveness of overseas construction orders based on ODA was not clearly disclosed, the significance of this study is that it attempted to conduct a empirical study on the relationship between ODA and overseas construction orders. Further relationships are expected to be drawn through the accumulation of future ODA experience and the supplementation of time series data, which can provide on a theoretical and practical basis.