• Title/Summary/Keyword: 정규상관계수

Search Result 181, Processing Time 0.03 seconds

A Study on Price Volatility and Properties of Time-series for the Tangerine Price in Jeju (제주지역 감귤가격의 시계열적 특성 및 가격변동성에 관한 연구)

  • Ko, Bong-Hyun
    • Journal of the Korea Academia-Industrial cooperation Society
    • /
    • v.21 no.6
    • /
    • pp.212-217
    • /
    • 2020
  • The purpose of this study was to analyze the volatility and properties of a time series for tangerine prices in Jeju using the GARCH model of Bollerslev(1986). First, it was found that the time series for the rate of change in tangerine prices had a thicker tail rather than a normal distribution. At a significance level of 1%, the Jarque-Bera statistic led to a rejection of the null hypothesis that the distribution of the time series for the rate of change in tangerine prices is normally distributed. Second, the correlation between the time series was high based on the Ljung-Box Q statistic, which was statistically verified through the ARCH-LM test. Third, the results of the GARCH(1,1) model estimation showed statistically significant results at a significance level of 1%, except for the constant of the mean equation. The persistence parameter value of the variance equation was estimated to be close to 1, which means that there is a high possibility that a similar level of volatility will be present in the future. Finally, it is expected that the results of this study can be used as basic data to optimize the government's tangerine supply and demand control policy.

Drought Index Development for Agricultural Drought Monitoring in a Catchment (집수역 내 농업가뭄 감시를 위한 가뭄지수 개발)

  • Kim, Dae-Jun;Moon, Kyung-Hwan;Yun, Jin I.
    • Korean Journal of Agricultural and Forest Meteorology
    • /
    • v.16 no.4
    • /
    • pp.359-367
    • /
    • 2014
  • Drought index can be used to implement an early warning system for drought and to operate a drought monitoring service. In this study, an approach was examined to determine agricultural drought index (ADI) at high spatial resolution, e.g., 270 m. The value of ADI was calculated based on soil water balance between supply and demand of water. Water supply is calculated by the cumulative effective precipitation with the application of the weight to the precipitation from two months ago. Water demand is derived from the actual evapotranspiration, which was calculated applying a crop coefficient to the reference evapotranspiration. The amount of surface runoff on a given soil type was also used to calculate soil residual moisture. Presence of drought was determined based on the probability distribution in the given area. In order to assess the reliability of this index, the amount of residual moisture, which represents severity of drought, was compared with measurements of soil moisture at three experimental between July 2012 and December 2013. As a result, the ADI had greater correlation with measured soil moisture compared with the standardized precipitation index, which suggested that the ADI would be useful for drought warning services.

Prediction of Wind Damage Risk based on Estimation of Probability Distribution of Daily Maximum Wind Speed (일 최대풍속의 추정확률분포에 의한 농작물 강풍 피해 위험도 판정 방법)

  • Kim, Soo-ock
    • Korean Journal of Agricultural and Forest Meteorology
    • /
    • v.19 no.3
    • /
    • pp.130-139
    • /
    • 2017
  • The crop damage caused by strong wind was predicted using the wind speed data available from Korean Meteorological Administration (KMA). Wind speed data measured at 19 automatic weather stations in 2012 were compared with wind data available from the KMA's digital forecast. Linear regression equations were derived using the maximum value of wind speed measurements for the three-hour period prior to a given hour and the digital forecasts at the three-hour interval. Estimates of daily maximum wind speed were obtained from the regression equation finding the greatest value among the maximum wind speed at the three-hour interval. The estimation error for the daily maximum wind speed was expressed using normal distribution and Weibull distribution probability density function. The daily maximum wind speed was compared with the critical wind speed that could cause crop damage to determine the level of stages for wind damage, e.g., "watch" or "warning." Spatial interpolation of the regression coefficient for the maximum wind speed, the standard deviation of the estimation error at the automated weather stations, the parameters of Weibull distribution was performed. These interpolated values at the four synoptic weather stations including Suncheon, Namwon, Imsil, and Jangsu were used to estimate the daily maximum wind speed in 2012. The wind damage risk was determined using the critical wind speed of 10m/s under the assumption that the fruit of a pear variety Mansamgil would begin to drop at 10 m/s. The results indicated that the Weibull distribution was more effective than the normal distribution for the estimation error probability distribution for assessing wind damage risk.

Time-series Mapping and Uncertainty Modeling of Environmental Variables: A Case Study of PM10 Concentration Mapping (시계열 환경변수 분포도 작성 및 불확실성 모델링: 미세먼지(PM10) 농도 분포도 작성 사례연구)

  • Park, No-Wook
    • Journal of the Korean earth science society
    • /
    • v.32 no.3
    • /
    • pp.249-264
    • /
    • 2011
  • A multi-Gaussian kriging approach extended to space-time domain is presented for uncertainty modeling as well as time-series mapping of environmental variables. Within a multi-Gaussian framework, normal score transformed environmental variables are first decomposed into deterministic trend and stochastic residual components. After local temporal trend models are constructed, the parameters of the models are estimated and interpolated in space. Space-time correlation structures of stationary residual components are quantified using a product-sum space-time variogram model. The ccdf is modeled at all grid locations using this space-time variogram model and space-time kriging. Finally, e-type estimates and conditional variances are computed from the ccdf models for spatial mapping and uncertainty analysis, respectively. The proposed approach is illustrated through a case of time-series Particulate Matter 10 ($PM_{10}$) concentration mapping in Incheon Metropolitan city using monthly $PM_{10}$ concentrations at 13 stations for 3 years. It is shown that the proposed approach would generate reliable time-series $PM_{10}$ concentration maps with less mean bias and better prediction capability, compared to conventional spatial-only ordinary kriging. It is also demonstrated that the conditional variances and the probability exceeding a certain thresholding value would be useful information sources for interpretation.

A Fast Digital Elevation Model Extraction Algorithm Using Gradient Correlation (Gradient Correlation을 이용한 고속 수치지형표고 모델 추출 방법)

  • Chul Soo Ye;Byung Min Jeon;Kwae Hi Lee
    • Korean Journal of Remote Sensing
    • /
    • v.14 no.3
    • /
    • pp.250-261
    • /
    • 1998
  • The purpose of this paper is to extract fast DEM (Digital Elevation Model) using satellite images. DEM extraction consists of three parts. First part is the modeling of satellite position and attitude, second part is the matching of two images to find corresponding points of them and third part is to calculate the elevation of each point by using the results of the first and second part. The position and attitude modeling of satellite is processed by using GCPs. A area based matching method is used to find corresponding points between the stereo satellite images. The elevation of each point is calculated using the exterior orientation parameters obtained from modeling and conjugate points from matching. In the DEM generation system, matching procedure holds most of a processing time, therefore to reduce the time for matching, a new fast matching algorithm using gradient correlation and fast similarity measure calculation method is proposed. In this paper, the SPOT satellite images, level 1A 6000$\times$6000 panchromatic images are used to extract DEM. The experiment result shows the possibility of fast DEM extraction with the satellite images.

Spatial Variation Analysis of Soil Characteristics and Crop Growth accross the Land-partitioned Boundary I. Spatial Variation of Soil Physical Properties (구획경계선(區劃境界線)의 횡단면(橫斷面)에 따른 토양특성(土壤特性)과 작물생육(作物生育)에 관한 공간변이성(空間變異性) 분석(分析) 연구(硏究) I. 토양물리성(土壤物理性)의 공간변이성(空間變異性))

  • Park, Moo-Eon;Yoo, Sun-Ho
    • Korean Journal of Soil Science and Fertilizer
    • /
    • v.22 no.3
    • /
    • pp.163-172
    • /
    • 1989
  • In order to study spatial variability of soil physical properties accross the land-partitioned boundary on Hwadong silt clay loam soil (Fine clayey, mixed, mesic family of Aquic Hapludalfs), all measured data were analyzed by means of kriging, fractile diagram, smooth frequency distribution, and autocorrelation. Sampling for soil particle size distribution analysis was made at 225 intersections of $15{\times}15$ grid with 10m interval. Field capacity, bulk density and saturated hydraulic conductivity were measured in situ at 594 intersections of $33{\times}18$ grid with 2.5m interval in only $6,000m^2$ reselected from $22,500m^2$ of sampling area for particle size distribution analysis. Sampled or measured soil depths were 0 to 10cm 25 to 35cm and 50 to 60cm at each intersections. The results are summarized as follows: 1. The coefficient of variance (CV) of various physical properties ranges from 4.8 to 128.8%. Saturated hydraulic conductivity is classified into the high variation group with CV greater than 100%, while the low variation group with CV smaller than 10% consists of bulk density. Other properties belong to the medium variation group with CV between 10 and 100%. 2. The appropriate number of soil samples for the determination of various physical properties with error smaller than 10% are calculated as one for bulk density, six for field moisture capacity, 16 for silt, 19 for clay, 69 for sand and 686 for saturated hydraulic conductivity. 3. Smooth frequency distribution and fractile diagram show that saturated hydraulic conductivity is in lognormal distribution while other physical properties are in normal distribution. 4. Serial correlation analysis reveals that the soil physical properties have spatial dependence between two nearest neighbouring grid points. Autocorrelation analysis of physical properties measured between the serial grid points in the direction of south to north following section boundary shows that the zone of influence showing stationarity ranges from 7.5 to 40m. In the direction of east to west across section boundary, the autocorrelogram of many physical properties shows peaks with the periodic interval of 30m, which are similar to the partitioned land width. This reveals that the land-partitioned boundary causes soil variability.

  • PDF

Spatial Variation Analysis of Soil Characteristics and Crop Growth across the Land-partitioned Boundary II. Spatial Variation of Soil Chemical Properties (구획경계선(區劃境界線)의 횡단면(橫斷面)에 따른 토양특성(土壤特性)과 작물생육(作物生育)에 관한 공간변이성(空間變異性) 분석연구 II. 토양(土壤) 화학성(化學性)의 공간변이성(空間變異性))

  • Park, Moo-Eon;Yoo, Sun-Ho
    • Korean Journal of Soil Science and Fertilizer
    • /
    • v.22 no.4
    • /
    • pp.257-264
    • /
    • 1989
  • In order to study spatial variability of soil chemical properties across the land-partitioned boundary on Hwadong silt clay loam soil (Fine clayey, mixed, mesic family of Aquic Hapludalfs) in the experimental fie ld of the wheat and Barley Research Institute in Suwon, all measured data were analyzed by means of kriging, fractile diagram, smooth frequency distribution, and autocorrelation. Sampling for soil chemical property analysis was made at 225 intersections of 15x 15 grid with 10m interval from three soil depths (0-10cm, 25-35cm, 50-60cm) in the seven patitioned fields. 1. The coefficient of variance (CV) of various chemical properties varied from 5.4 to 72.7%. Soil pH was classified into the low variation group with CV smaller than 10%, while the other chemical properties belonged to the medium variation group with C.V. between 10 and 100% 2. The approximate number of soil samples for the determination of various chemical properties with error smaller than 10% were two for pH, ten for CEC, 15 for exchangeable Ca, 32 for total nitrogen content, 39 for exchangeable Mg, 40 for exchangeable K, 61 for exchangeable Na, 82 for organic matter content, 212 for available phosphate,. 3. Smooth frequency distribution and fractile diagram showed that available phosphate was in log-normal distribution while others were in normal distribution. 4. Serial correlation analysis revaled that the soil chemical properties had spatial dependence between two nearest neighbouring grid points. Autocorrelation analysis of chemcial properties measured between the serial grid points in the direction of south to north following land-partitioned boundary showed that the zone of influence showing stationarity ranged from 20 to 50m. In the direction of east to west accross land-partitioned boundary, the autocorrelogram of many chemical properies showed peaks with the periodic interval of 30m, which were similar to the partitioned land width. This reveals that the land-partitioned boundary causes soil variability.

  • PDF

Investigation of Correlations of Double Inversion Recovery and MR Spectroscopy on Breast MR Imaging (유방 자기공명영상에의 이중반전회복기법과 자기공명분광영상법의 상관관계 연구)

  • Ryu, Jung Kyu;Rhee, Sun Jung;Jahng, Geon-Ho
    • Investigative Magnetic Resonance Imaging
    • /
    • v.18 no.1
    • /
    • pp.34-42
    • /
    • 2014
  • Purpose : To evaluate the correlation of lesion-to-normal ratio (LNR) of signal intensity from double inversion recovery MR imaging and total choline-containing compound (tCho) resonance from single voxel MR spectroscopy in breast cancers. Materials and Methods: Between August 2008 and December 2009, 28 patients who were diagnosed as breast cancer and had undergone both double inversion recovery (DIR) MR imaging and MR spectroscopy (MRS) were included in this study. The signal intensities of the lesion (L) and ipsilateral normal breast tissue (N) were measured in region of interest of each breast cancer in DIR and contrast enhance MR image (CE-T1WI) to calculate the LNR value for each technique. MRS was performed using single-voxel MR spectroscopy. The height, width and area of tCho resonance were compared with each LNR of DIR and CE-T1WI. We used Pearson's correlation coefficient(r) for correlation analysis and the significance level was p=0.05. Results: There was no statistically significant correlation between LNR of CE-T1WI and height (r=-0.322, p=0.094), width (r=-0.233, p=0.232) and area (r=-0.309, p=0.109) of MRS tCho. There was no statistically significant correlation between LNR of DIR and height (r=0.067, p=0.735), width (r=-0.287, p=0.139) and area (r=0.012, p=0.953) of MRS tCho, either. The Pearson's correlation coefficient was 0.186 between LNRs of CET1WI and DIR (p=0.344). Conclusion: There was no statistically significant correlation between LNR of DIR and relative amount of tCho resonance of MRS.

The hydrodynamic dispersion characteristics of chloride in high permeable alluvial deposit at the Ttaan island, Kimhae city (김해시 딴섬의 고투수성 충적층에서 염소이온의 수리분산특성)

  • Kang, Dong-Hwan;Kim, Tae-Yeong;Yang, Sung-Il;Chung, Sang-Yong
    • Proceedings of the Korea Water Resources Association Conference
    • /
    • 2007.05a
    • /
    • pp.707-711
    • /
    • 2007
  • 낙동강과 밀양강의 합류지점에 위치한 김해시 딴섬 지역의 지표면하 $25{\sim}35\;m$ 구간에 형성되어 있는 고투수성 충적층 내 염소이온의 수리분산특성을 연구하기 위한 수렴흐름 추적자시험(convergent flow tracer test)이 수행되었다. 추적자로는 IW-1공과 IW-2공에서 각각 염소이온 5kg이 순간주입(instantaneous injection) 되었으며, PW공에서 일정한 양수율(2,500 m3 /day)로 채수하면서 염소이온농도를 관측하였다. 염소이온 주입 후 경과시간에 따른 염소이온농도 자료를 이용하여 농도이력곡선과 누적질량회수곡선이 산출되었으며, 관측된 염소이온농도의 정규분포를 검증하기 위한 일반통계분석이 수행되었다. 그리고, 농도이력의 증가/감소 구간에서의 함수를 추정하였으며, 두 시험에서 동일한 시간에 관측된 염소이온농도의 상관성이 분석되었다. 본 현장에서 수행된 추적자시험에 의한 종분산지수의 추정은 CATTI 코드(Sauty and Kinzelbach, 1992)에 의해 해석되었다. 추정된 종분산지수는 IW-1공과 PW공 구간에서는 0.4152 m, IW-2공과 PW공 구간에서는 0.4158 m 로서 매우 유사한 값으로 나타났다. 이는 추적자시험이 수행된 충적층에서의 용질이송이 방사상으로 비교적 균일함을 의미하는 것이다. 본 연구에서 수행된 추적자시험의 규모(2 m)를 Xu and Eckstein(1995)이 제시한 방정식에 대입하여 산정된 종분산지수는 0.0458 m 이었다. 이러한 결과는, 본 연구지역에서 수렴흐름 추적자시험에 의해 추정된 고투수성 충적층의 종분산지수가 일반적인 자연대수층에 비해 9.1배 정도 높다는 것을 의미한다. 이는 시험대수층의 투수성이 매우 높아 염소이온의 용질이송이 매우 빠르게 발생되었기 때문이다. 본 연구에서 추정된 종분산지수를 Gelhar et al.(1992)의 연구 결과와 비교 분석한 결과에서도 시험규모에 비해 매우 높은 수리분산이 발생된 것으로 나타났다. 그리고 염소이온의 확산면적을 추정하기 위해, 수렴흐름 추적자시험에 의한 종분산지수와 시험대수층의 평균선형유속을 이용하여 종분산계수를 구하였다. 현장에서 수행된 양수시험에 의한 평균선형유속 22.44 m/day와 평균 종분산지수 0.4155 m를 적용하여 산정된 종분산계수는 $9.32\;m^2/day$이었다. 따라서, 시험부지 내 충적층에서 일정한 양수율$(2,500\;m^3/day)$로 지하수를 개발할 시에 양수정 주변지역으로 유입되는 염소이온의 확산면적은 1일 $9.32\;m^2$ 정도일 것으로 나타났다.

  • PDF

Effect of Electrical Stimulation using ABR and ECochG Analysis based on Jastreboff Tinnitus Mocel (Jastreboff 이명 모델에서의 ABR과 ECochG 신호분석을 통한 전기자극의 효과)

  • 임재중;김경식;김남균;전병훈
    • Journal of Biomedical Engineering Research
    • /
    • v.20 no.4
    • /
    • pp.471-477
    • /
    • 1999
  • Many researches have been performed whether electrical stimulation could be used for diagnosis and treatment on the auditory system impairment. Unfortunately, there were no standard methods or theoretical background for choosing stimulus conditions because of the lack of understanding on the transmission of electrical stimulation through the auditory pathway. This research was conducted to observe the effect of electrical stimulation on the tinnitus-induced animals. Nine guniea pigs were used for the experment and divided into two groups, five animals for the experimental group(A) and four animals for the control group(B). Experimental conditions were divided into four steps, before tinnitus induction and 1, 6, 12 hours after tinnitus induction using salicylate based on the Jastreboff model. In each experimental condition, ABR and ECochG were obtained, and autocorrelation coefficients were calculated from normalized waveforms based on rms values. Sum of all the autocorrelation coefficients was extracted as a parameter to observe the changes between before and after the electrical stimulation. As a result, ABR parameter values were rapidly increased 6 hours after tinnitus induction, the gradually returned back to the initial state. On the other hand, when electrical stimulation was applied, parameter values did not change compared with the initial sate. Parameter values of ECochG showed that the effect of electrical stimulation appeared 12 hours after the tinnitus induction. It was concluded that an electrical stimulation to the tinnitus-induced model changes the correlation coefficients of ABR and ECochG waveforms.

  • PDF