• The Korean Journal of Financial Management
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• v.16 no.1
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• pp.171-191
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• 1999

시간의 흐름에 걸친 주가시계열의 행동양식에 대한 연구에서는 선형성, 비선형성, 장기기억, 항상성분 등에 대한 명확한 결론을 내리고 있지 못한 실정이다. 주가 시계열과정을 설명하고 예측하기 위한 여러 모형들에 대한 실증연구에는 설명력과 예측력을 완벽하게 갖추고 있지 못하고 있다는 증거들이 제시되고 있다. 계절적 변동을 주가시계열에 적용하지 않는 관계로 이와 같은 결과가 발생할 가능성이 존재한다. 분기별 종합주가지수의 수익률에 계절적 단위근이 존재하고 있음이 실증분석을 통하여 밝혀졌다. 이 시계열에서는 계절적 단위근을 제거하기 위하여서는 제4계 시차 작용소가 적절한 필터임이 인정되었다. 월별 종합주가지수의 수익률에서도 계절적 단위근이 존재하고 있다. 따라서 제12계 시차 작용소를 사용하여 계절적 단위근을 제거하여야 할 것이다. 분기별 수익률에는 제4차 시차 작용소를, 월별수익률에서는 제12차 시차 작용소를 필터로 사용하여 이 시계열들을 차분화하고 이 차분화를 통하여 계절적 단위근을 제거한 후에 이 시계열들의 시계열적 성질과 특성을 탐구해야 할 것이다. 이 과정을 통할 때 시계열 과정에 대한 계량경제학적 모형에 대한 정확한 추론이 가능하게 된다.

• The Journal of the Korea Contents Association
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• v.9 no.2
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• pp.10-17
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• 2009

This paper analyze the effect of frequency offset for the IEEE 802.15.4b LR-WPAN(Low-Rate Wireless Personal Area Network) with 915MHz bandwidth noncoherent DSSS O-QPSK based receiver system, and presents a compensation method with addition of differential filter to the system for compensation of frequency offset problem. DSSS PSSS-ASK and DSSS O-QPSK modulation techniques are accepted within the regularization of IEEE 802.15.4b. These new method can obtain 250kbps transmission rate. The DSSS O-QPSK modulation method that is used in this paper has no BER variation below 40ppm(frequency offset 36.6kHz), but if the offset frequency become high above 40ppm, then the system cannot have stable receiving condition due to worse BER. To solve this problem, we present a more stabilized receiver system at maximum frequency offset ${\pm}80ppm$ using MDDF unti a correlator of DSSS O-QPSK modulator. Moreover computer simulation results will be presented to evaluate the performance of the proposed algorithm unde various AWGN and frequency offset environment.

• Korean Journal of Remote Sensing
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• v.24 no.2
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• pp.165-177
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• 2008

Small baseline subset (SBAS) algorithm has been recently developed using an appropriate combination of differential interferograms, which are characterized by a small baseline in order to minimize the spatial decorrelation. This algorithm uses the singular value decomposition (SVD) to measure the time-series surface deformation from the differential interferograms which are not temporally connected. And it mitigates the atmospheric effect in the time-series surface deformation by using spatially low-pass and temporally high-pass filter. Nevertheless, it is not easy to correct the phase unwrapping error of each interferogram and to mitigate the time-varying noise component of the surface deformation from this algorithm due to the assumption of the linear surface deformation in the beginning of the observation. In this paper, we present an improved SBAS technique to complement these problems. Our improved SBAS algorithm uses an iterative approach to minimize the phase unwrapping error of each differential interferogram. This algorithm also uses finite difference method to suppress the time-varying noise component of the surface deformation. We tested our improved SBAS algorithm and evaluated its performance using 26 images of ERS-1/2 data and 21 images of RADARSAT-1 fine beam (F5) data at each different locations. Maximum deformation amount of 40cm in the radar line of sight (LOS) was estimated from ERS-l/2 datasets during about 13 years, whereas 3 cm deformation was estimated from RADARSAT-1 ones during about two years.

• 한국지구물리탐사학회:학술대회논문집
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• 2005.05a
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• pp.233-236
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• 2005

Polarization filtering based on the multicomponent complex trace analysis method is performed to reject Rayleigh waves and to enhance S waves. To test the polarization filter, synthetic seismic data were constructed for a simple two-layer model based on the finite difference method. Rayleigh waves with elliptic motion are eliminated effectively and P and S waves with linear motions are well separated each other.

• Proceedings of the KAIS Fall Conference
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• 2006.05a
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• pp.364-367
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• 2006

음성신호를 관찰하였을 때 성문특성으로 인해서 고주파 쪽 특성이 약화되는 경향이 있다. 약화된 고주파 특성을 보상하기 위하여 프리 엠퍼시스 필터를 통해 보상하고 있다. 프리 엠퍼시스 필터를 간단한 수식으로 표현하면 y(n)=s(n)-As(n-1)와 같이 차분 방정식으로 나타낼 수 있다. 여기서 A값은 보통 0.9에서 1사이의 값을 사용한다. 본 논문에서는 QMF 필터를 이용하여 입력신호를 고주파와 저주파의 2개의 대역으로 분할하여 각 밴드에 프리 엠퍼시스 필터를 적용하여 약화되어진 특성을 정확히 보상하는 방법을 제안한다.

• Journal of the Korean Geophysical Society
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• v.8 no.1
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• pp.35-38
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• 2005

Polarization filtering based on the multicomponent complex trace analysis method is performed to reject Rayleigh waves and to enhance S waves. To test the polarization filter, synthetic seismic data were constructed for a simple two-layer model based on the finite difference method. Rayleigh waves with elliptic motion are eliminated effectively and P and S waves with linear motions are well separated each other.

• Journal of Astronomy and Space Sciences
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• v.25 no.3
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• pp.283-290
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• 2008

Satellite formation flying can provide the platform for interferometric observation to acquire the precise data and ensure the flexibility for space mission. This paper presents development and verification of an algorithm to estimate the baseline between formation flying satellites. To estimate a baseline(relative navigation) in real time, EKF(Extended Kalman Filter) and UKF(Unscented Kalman Filter) are used. Measurements for updating a state-vector in Kalman Filter are GPS single difference data. In results, The position errors in estimated baseline are converged to less than ${\pm}1m$ in both EKF and UKF. And as using the two types of Kalman filter, it is clear that the unscented Kalman filter shows a relatively better performance than the extended Kalman filter by comparing an efficiency to the model which has a non-linearity.

• Journal of the Institute of Electronics Engineers of Korea SP
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• v.48 no.5
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• pp.16-22
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• 2011

This paper presents the multi-object tracking approach using the background difference and particle filtering by monte carlo sampling. We apply particle filters based on probabilistic importance sampling to multi-object independently. We formulate the object observation model by the histogram distribution using color information and the object dynaminc model for the object motion information. Our approach does not increase computational complexity and derive stable performance. We implement the whole Bayesian maximum likelihood framework and describes robust methods coping with the real-world object tracking situation by the observation and transition model.

• Water for future
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• v.24 no.3
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• pp.83-94
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• 1991

In this paper a discrete extended Kalman filter for the tidal prediction has been developed. The filter is based on a set of difference equations derived from the one dimensional shallow water equations using the finite difference scheme proposed by Lax-Wendroff. The filter gives estimates of the water level and water velocity, together with the parameters in the model which essentially have a random character, e.g. bottom friction and wind stress. The estimates are propagated and updated by the filter when the physical circumstances change. The Kalman-filter is applied to field data gathered in the coastal area alon the West Sea and it is shown that the filter gives satisfactory results in forecasting the waterlevels during storm surge periods.

• Journal of the Korean Society of Surveying, Geodesy, Photogrammetry and Cartography
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• v.30 no.6_1
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• pp.575-581
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• 2012

In general, various modeling and estimation techniques have been proposed to extract the tropospheric and ionospheric delays from the GPS CORS. In this study, Kalman filter approach is adopted to estimate the tropospheric and ionospheric delays and the proper modeling for the state vector and the variance-covariance matrix for the process noises are performed. The coordinates of reference stations and the zenith wet delays are estimated with the assumption of random walk stochastic process. Also, the first-order Gauss-Markov stochastic process is applied to compute the ionospheric effects. For the evaluation of the proposed modeling technique, Kalman filter algorithm is implemented and the numerical test is performed with the CORS data. The results show that the atmospheric effects can be estimated successfully and, as a consequence, can be used for the generation of VRS data.