• Survey Research
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• v.10 no.3
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• pp.1-19
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• 2009

This study investigates the utilities of spatial analysis in the context of survey research using Geographical Information System(GIS) and Geographically Weighted Regression (GWR) which take account of spatial heterogeneity. Many social phenomena involve spatial dimension, and with the development of GIS, GPS receiver, and online location-based services, spatial information can be collected and utilized more easily, and thus application of spatial analysis in the survey research is getting easier. The traditional OLS regression models which assume independence of observations and homoscedasticity of errors cannot handle spatial dependence problem. GWR is a spatial analysis technique which utilizes spatial information as well as attribute information, and estimated using geographically weighted function under the assumption that spatially close cases are more related than distant cases. Residential survey data from a Primary Autonomous District are used to estimate a model of public service satisfaction. The findings show that GWR handles the problem of spatial auto-correlation and increases goodness-of-fit of model. Visualization of spatial variance of effects of the independent variables using GIS allows us to investigate effects and relationships of those variables more closely and extensively. Furthermore, GIS and GWR analyses provide us a more effective way of identifying locations where the effect of variable is exceptionally low or high, and thus finding policy implications for social development.

• Management & Information Systems Review
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• v.30 no.4
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• pp.359-383
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• 2011

One of the representative prudential regulations is the capital regulation. The current regulation and international criteria are just simply adding up the market risk and credit risk. According to the portfolio theory due to diversification effect the total risk is less than the summation of market and credit risk. This paper investigates to verify the existence of diversification effect in measuring the integrated risk of financial firm by the copula function, which is combine the different distribution maintain their propriety. The result of the test shows that in measuring the integrated risk not only the correlation and but also the proprieties of market and credit risk distribution are very important. And the tail of risk distribution is important when measuring the economic capital, especially the external impact to the financial market. This paper's contribution is that the empirical evidence in considering the relationship between market and credit risk the integrated risk is less than sum of them.

• KDI Journal of Economic Policy
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• v.14 no.1
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• pp.121-145
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• 1992

This paper examines characteristics of time series data related to the construction investment(stationarity and time series components such as secular trend, cyclical fluctuation, seasonal variation, and random change) and surveys predictibility, fitness, and explicability of independent variables of various models to build a short-term construction investment forecasting model suitable for current economic circumstances. Unit root test, autocorrelation coefficient and spectral density function analysis show that related time series data do not have unit roots, fluctuate cyclically, and are largely explicated by lagged variables. Moreover it is very important for the short-term construction investment forecasting to grasp time lag relation between construction investment series and leading indicators such as building construction permits and value of construction orders received. In chapter 3, we explicate 7 forecasting models; Univariate time series model (ARIMA and multiplicative linear trend model), multivariate time series model using leading indicators (1st order autoregressive model, vector autoregressive model and error correction model) and multivariate time series model using National Accounts data (simple reduced form model disconnected from simultaneous macroeconomic model and VAR model). These models are examined by 4 statistical tools that are average absolute error, root mean square error, adjusted coefficient of determination, and Durbin-Watson statistic. This analysis proves two facts. First, multivariate models are more suitable than univariate models in the point that forecasting error of multivariate models tend to decrease in contrast to the case of latter. Second, VAR model is superior than any other multivariate models; average absolute prediction error and root mean square error of VAR model are quitely low and adjusted coefficient of determination is higher. This conclusion is reasonable when we consider current construction investment has sustained overheating growth more than secular trend.

• Journal of the Korean Geographical Society
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• v.49 no.5
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• pp.761-778
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• 2014

There has been relatively little study to model price for commercial property because of its low transaction volume in the market. Despite of this thin market character, this paper tried to estimate prices for commercial lots as accurate as possible. We constructed a model whose components consist of mean structure(global trend), exponential covariance function and a pure error term, and applied it to actual sales price data of Seoul. We explicitly took account of spatial autocorrelation of land price by utilizing a kriging technique, a representative method of spatial interpolation, because the land price of commercial lots has feature of differential price forming pattern depending on submarkets they belong to. In addition, we chose to apply a bayesian kriging to overcome data scarcity by incorporating experts' knowledge into prior probability distribution. The chosen model's excellent performance was verified by the result from validation data. We confirmed that the excellence of the model is attributed to incorporating both autocorexperts' knowledge and spatial autocorrelation in the model construction. This paper is differentiated from previous studies in the sense that it applied the bayesian kriging technique to estimate price for commercial lots and explicitly combined experts' knowledge with data. It is expected that the result of this paper would provide a useful guide for the circumstances under which property price has to be estimated reliably based on sparse transaction data.

• The Journal of Korean Institute of Communications and Information Sciences
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• v.32 no.7A
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• pp.724-729
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• 2007

In this paper, we consider a joint optimization of transmitter and receiver in additive cyclostationary noise with zero forcing criterion. We assume that the period of the cyclostationary noise is the same as the inverse of the symbol transmission rate and that the noise has a positive-definite autocorrelation function. The data sequence is modeled as a wide-sense stationary colored random process and the channel is modeled as a linear time-invariant system with a frequency selective impulse response. Under these assumptions and a constraint on the average power of the transmitted signal, we derive the optimum transmitter and receiver waveforms that jointly minimizes the mean square error with no intersymbol interference. The simulation results show that the proposed system has a better BER performance than the systems with receiver only optimization and the systems with no transmitter and receiver optimization.

• Journal of the Korean Society of Surveying, Geodesy, Photogrammetry and Cartography
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• v.33 no.2
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• pp.123-129
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• 2015

The Kalman filter has been widely used in the kinematic GPS positioning due to its flexibility and efficiency in computational points of view. At the same time, the relative positioning technique also provided the high precision positioning results by removing the systematic errors in the measurements significantly. However, the positioning quality may be degraded following to longer in baseline length. For this case, it is required that the remaining atmospheric effects, such as double-difference ionospheric delay and zenith wet delay, should be properly modeled by examining the characteristics of the stochastic processes. In general, atmospheric effects are estimated with the assumption of random walk, or the first-order Gauss-Markov stochastic process, which requires the precise modeling on the corresponding process noises. Therefore, we determined and provided the parameters for modelling the process noises for atmospheric effects. The auto-correlation functions are empirically determined at first, and then the parameters are extracted from the empirical auto-correlation function. In fact, the test results can be either applied directly, or used as guidance values for the modeling of process noises in the kinematic GPS positioning.

• The Korean Journal of Applied Statistics
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• v.21 no.1
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• pp.159-168
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• 2008

Since the term structure of interest rates (TSIR) has longitudinal data, we should consider as input variables both time left to maturity and time simultaneously to get a more useful and more efficient function estimation. However, since the resulting data set becomes very large, we need to develop a fast and reliable estimation method for large data set. Furthermore, it tends to overestimate TSIR because data are correlated. To solve these problems we propose a mixture of weighted least squares support vector machines. We recognize that the estimate is well smoothed and well explains effects of the third stock market crash in USA through applying the proposed method to the US Treasury bonds data.

• Journal of Broadcast Engineering
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• v.11 no.4 s.33
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• pp.521-532
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• 2006

Recently, many research initiatives have been underway to improve reception performance of ATSC based DTV signal in mobile channel by adopting multiple antennas. In this paper, we propose a new mobile channel model which can be applicable to any array geometry. And then we propose new channel estimation algorithm which uses PN5l1 sequence in field synch. The proposed algorithm is to estimate channel by correlating the input signal in If frequency band and finding maximum peak, which does not need complicated synchronization circuit. Finally, we propose new receiver structures which can be implemented at the front-end of the existing receiver with no modification. With computer simulation, we verify the performance of the proposed model and verify the performance of the receiver structure with computer simulation.

• The Journal of the Acoustical Society of Korea
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• v.7 no.4
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• pp.5-12
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• 1988

In order to know the preferred delay time of single reflection in relation in relation to the source signal, and to investigate whether or not there is any display in preference judgment of sound field between subjects of different nationalities, tests of subjective preference for musical sound fields with single reflection were preformed. The result showed that the preferred delay times agreed with the effective duration of auto-correlation function of the source signals, when the amplitude of reflection relative to the direct sound is 0dB. No fundamental disparity in series of judgement of sound field was found even for different series of Judgment with different music motifs. The result of preference test using different passages in single music showed that the fluctuation of the effective duration autocorrelation function over all the passages of the music was small. Thus, the preferred delay time can be determined by the coherence of autocorrelation function of the source signals and the amplitued of reflection.

• Journal of the Institute of Electronics Engineers of Korea TC
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• v.39 no.6
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• pp.10-10
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• 2002

This paper introduces the high-resolution channel estimation technique which are used to estimate the first arrival multipath delay component. The proposed technique yields the precise estimate of the first time arrival which is directly related to the performance of TDOA-based position location. The proposed technique utilizes the transformed auto-correlation function of received common pilot signal in frequency domain, its samples compose the hermitian Toeplitz matrix at sequel. Then the time delay components could be estimated with precision by the analysis of eigen-structure of corresponding matrix. In this paper, obeying the modified CODIT model, the performance of the PR-IPDL(Pseudo Random-Idle Period Downlink) and TA-IPDL(Time Aligned-Idle Period Downlink considered as 3GPP position location technique will be exploited systematically through the computer simulations with applying the proposed technique.