• The Korean Journal of Financial Management
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• v.14 no.3
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• pp.183-201
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• 1997

본 논문은 우리나라의 주가지수수익률의 변동특성이 카오스를 내재하고 있는지 아니면 랜덤과정을 따르는지를 분석하기 위하여 Hurst의 R/S분석을 중심으로 분석하였다. 우리나라 증권시장의 1980년 1월 5일부터 1996년 말까지 총 4,982일 동안의 일별종합주가지수를 대수수익률로 전환한 시계열자료로 R/S분석한 결과 안정성과 주기유무를 판별하는 V-통계량 그래프에 의하면 83일과 33일의 비주기적 순환을 나타내고 있음을 알 수 있었다. 이러한 분석결과는 가우시안 랜덤과정과 그다지 큰 차이가 나지 않음을 알 수 있었다. 또한 선형성을 제거한 ARMA잔차와 비선형성을 제거한 GARCHM잔차자료에 대한 R/S분석한 결과도 원래 시계열보다 더 가우시안 랜덤과정에 더 근접함을 알 수 있었다. 한편 총 10개의 대리자료를 만들어서 평균을 취한 값으로 분석한 결과도 마찬가지로 나타나고 있다. 일별주가지수수익률에 내재하는 선형성분을 ARMA과정에 의정에 제거하고 남은 잔차중에는 비선형성분이 여전히 잔존하는데 그것이 일부 GARCHM과정에 의해서 미미하고 가우시안 랜덤과정이 보다 크게 나타남을 알 수 있었다.

• Proceedings of the Korea Water Resources Association Conference
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• 2005.05b
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• pp.189-193
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• 2005

기존의 회귀식을 사용하거나 새로 유도하여 사용하는 경우 모두 일반적으로 회귀분석의 특성을 간과하고 사용하는 경우가 종종 발생한다. 일반적으로 자료들에서 구해진 회귀식은 분명히 독립변수와 종속변수가 구분되어 유도되었음에도 불구하고 이 식을 사용함에 있어서는 간혹 그 구분을 무시하고 역으로 적용하는 경향이 있었다. 그러나, 독립$\cdot$종속변수가 서로 바뀌면, 연직거리의 잔차들로부터 유도되는 기존의 회귀분석에 의하여, 회귀식이 서로 달라지기 때문에 역으로 적용하여서는 안된다. 이를 해결하기 본 연구에서는 상호변수 최소자승 회귀분석법을 제안하였다. 이론적 내용을 검토를 위해 임진강 영평천의 영중수위표 지점의 2001-2003년의 유량측정자료와 수위-유량곡선을 비교 분석하였다. 결론적으로 상호변수 회귀분석을 사용하면, 기존의 잘못 사용해온 관행을 해소할 수 있을 것이다.

• Journal of the Korean Association of Geographic Information Studies
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• v.11 no.4
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• pp.139-149
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• 2008

A load effect by vehicles running on a road and an increase of traffic is distinguished as a serious issue in the level of bridges' maintenance and management since it causes a quick damage of bridges. The expansion joint is the most important since it makes vehicles' traveling amicable and stress or additional load harmful to molding patterns minimized. However, it is very difficult to measure its expansion length since vehicles continue to pass on the expansion joint. Therefore, the study could see that it was possible to carry out a qualitative and quantitative maintenance and management if its expansion length is extracted with images. The study could acquire three dimensional coordinates of expansion joints with images. As the results of calculating RMSE of check point residual at 32 points in A area and at 28 points in B area, both A and B areas had very good results of RMSEsms 0.829mm~1.680mm. As the results of analyzing expansion length and immediate value extracted by images, the study analyzed that RMSE of A area was 0.64mm and RMSE of B area was 0.28. The average residual of A area was 0.60% and the average rresidual of B area was 0.27%. Therefore, it is judged that it is more scientific and efficient than the past to measure expansion length with images at the time of repairing and managing bridges in the future.

• Geophysics and Geophysical Exploration
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• v.18 no.2
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• pp.64-73
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• 2015

Recently, hydraulic fracturing is used in various fields and microseismic monitoring is one of the best methods for judging where hydraulic fractures exist and how they are developing. When locating microseismic events using single vertical well data, distances from the vertical array and depths from the surface are generally decided using time differences between compressional (P) wave and shear (S) wave arrivals and azimuths are calculated using P wave hodogram analysis. However, in field data, it is sometimes hard to acquire P wave data which has smaller amplitude than S wave because microseismic data often have very low signal to noise (S/N) ratio. To overcome this problem, in this study, we developed a grid search algorithm which can find event location using all combinations of arrival times recorded at receivers. In addition, we introduced and analyzed the method which calculates azimuths using S wave. The tests of synthetic data show the inversion method using all combinations of arrival times and receivers can locate events without considering the origin time even using only single phase. In addition, the method can locate events with higher accuracy and has lower sensitivity on first arrival picking errors than conventional method. The method which calculates azimuths using S wave can provide reliable results when the dip between event and receiver is relatively small. However, this method shows the limitation when dip is greater than about $20^{\circ}$ in our model test.

• KIPS Transactions on Software and Data Engineering
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• v.12 no.10
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• pp.445-454
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• 2023

Recently, various fault diagnosis studies are being conducted utilizing data from collaborative robots. Existing studies performing fault diagnosis on collaborative robots use static data collected based on the assumed operation of predefined devices. Therefore, the fault diagnosis model has a limitation of increasing dependency on the learned data patterns. Additionally, there is a limitation in that a diagnosis reflecting the characteristics of collaborative robots operating with multiple joints could not be conducted due to experiments using a single motor. This paper proposes an LSTM diagnostic model that can overcome these two limitations. The proposed method selects representative normal patterns using the correlation analysis of vibration and current data in single-axis and multi-axis work environments, and generates residual patterns through differences from the normal representative patterns. An LSTM model that can perform gear wear diagnosis for each axis is created using the generated residual patterns as inputs. This fault diagnosis model can not only reduce the dependence on the model's learning data patterns through representative patterns for each operation, but also diagnose faults occurring during multi-axis operation. Finally, reflecting both internal and external data characteristics, the fault diagnosis performance was improved, showing a high diagnostic performance of 98.57%.

• Journal of Korean Society of Rural Planning
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• v.5 no.2 s.10
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• pp.66-72
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• 1999

본 연구는 다음의 두 가지 목적이 있다. 첫째, 각종 실증분석에 있어서의 다중모형의 효율성에 대한 소개와, 둘째, 다중모형의 분석에 있어서 상위단계의 예측되는 가치를 측정하기 위한 새로운 통계를 소개하는 데 있다. 다중모형의 이론적 틀은 광범위하게 사용되는 기존의 1단계 모형의 통계적 문제점(이분산 등)을 보완하고, 현실을 더욱 실체적으로 파악한다는 측면에서 앞으로 지역분석의 중추적 틀로서 자리매김하리라 예상되고 있다. 본 연구는 이러한 다중모형의 효율성을 가상 자료가 아닌 실제 자료를 이용하여 검증하였으며, 특히 기존에 제시되지 않은 다중로짓모형에서의 상위수준의 잔차 또는 예측치를 계산하는 통계량을 제시하였다. 이 새로운 통계량은 실증분석에 있어서의 관찰치와의 상관관계와 그 분산의 분석에 있어서 잘 행위하고 있는 것으로 나타났다.

• Journal of Korean Society of Forest Science
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• v.89 no.4
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• pp.463-469
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• 2000

Douglas-fir (Pseudotsuga menziesd Mirb. Franco) is highly regarded as a commercial timber species throughout the world in part due to its fast growth relative to many other species. In this study, basal area per hectare equation for Douglas-fir plantations in Southland of New Zealand has been developed based on medium measurement cycles of permanent sample plots data set. The function was developed using the algebraic difference equation method, and various sigmoid-shaped projection equations were used. Parameter estimation was obtained by non-linear routine of the SAS. As a result, of the functions tested a variant of the Schumacher polymorphic function including site index and thinning term as predictor variables showed the higher precision of the fitting. The results indicate that site index is positively correlated with basal area growth. And the thinning term was found to be useful to increase precision of the model.

• Journal of the Korean Society for Marine Environment & Energy
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• v.15 no.2
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• pp.156-162
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• 2012

Outlier detection and treatment process is highly required as the first step for the statistical analysis of the monitoring data having many outliers frequently occurred in the coastal environmental monitoring projects. In this study, the outlier detection method using the approximate and detail (or residual) components of the (raw) data is suggested. The approximate and detail components of the data can be separated by the diverse filtering and smoothing methods. The decomposition of the data is carried out by the harmonic analysis and local regression curve, respectively. Then, the Grubbs' test and modified z-score method widely used to detect outliers in the data are applied to the detail components of the water temperature data. The new data set is reconstructed after removed the outliers detected by these methods. It can be shown that the suggested process is successfully applied to the outlier detection of the coastal water temperature monitoring data provided by the Real-time Information System for Aquaculture Environment, National Fisheries Research and Development Institute (NFRDI).

• The Korean Journal of Applied Statistics
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• v.27 no.2
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• pp.291-305
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• 2014

Persistence is one of the typical characteristics appearing in the volatility of financial time series. According to the recent researches, the volatility persistence may be due to either volatility shifts or long-range dependence. In this paper, we consider residual-based CUSUM tests to distinguish volatility persistence, long-range dependence and volatility shifts in GARCH models. It is observed that this test procedure achieve reasonable powers without a size distortion. Moreover, we employ AIC and BIC criteria to estimate the change points and the number of change points in volatility. We demonstrate the superiority of residual-based CUSUM tests on various Monte Carlo simulations and empirical data analysis.

• Journal of the Korean Society of Surveying, Geodesy, Photogrammetry and Cartography
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• v.36 no.6
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• pp.621-628
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• 2018

More than four visible GPS (Global Positioning System) satellites are required to obtain absolute positioning. However, it is not easy to satisfy this condition when a rover is in such unfavorable condition as an urban area. As a consequence, clock-aided positioning has been used as an alternative method especially when the number of visible satellites is three providing that receive clock error information is available. In this study, LSC (Least-Squares Collocation) method is proposed to interpolate clock errors for clock-aided positioning after analyzing the characteristics of receiver clock errors. Numerical tests are performed by using GPS data collected at one of Korean CORS (Continuously Operating Reference Station) and a nearby GPS station. The receiver clock errors are obtained through the DGPS (Differential GPS) positioning technique and segmentation procedures are applied for efficient interpolation. Then, LSC is applied to predicted clock error at epoch which clock information is not available. The numerical test results are analyzed by examining the differences between the original and interpolated clock errors. The mean and standard deviation of the residuals are 0.24m and 0.49m, respectively. Therefore, it can be concluded that sufficient accuracy can be obtained by using the proposed method in this study.