• Title/Summary/Keyword: 함수적 분산분석

Search Result 228, Processing Time 0.033 seconds

A comparative study of borehole size and tool effect on dispersion curves (시추공경과 공내검층기가 분산곡선에 미치는 영향에 대한 비교 연구)

  • Zhao, Weijun;Kim, Jong-Man;Kim, Yeong-Hwa
    • Geophysics and Geophysical Exploration
    • /
    • v.12 no.1
    • /
    • pp.154-162
    • /
    • 2009
  • Sonic wave dispersion characteristics are one of the most important targets of study, particularly in estimating shear wave velocity from borehole sonic logging. We have tested dispersion characteristics using monopole and dipole sources. Theoretical dispersion curves were computed for tool-absent and tool-included models having the same physical properties but different diameters (including ${\Phi}520mm$, ${\Phi}150mm$, and ${\Phi}76mm$). Comparisons were made between boreholes of different sizes and between tool-absent and tool-included models. Between the tool-included and the tool-absent boreholes, a close similarity in dispersion curve shape was revealed for the monopole source, and a significant difference was shown for the dipole source. However, for the cut-off frequency, particularly in the engineering boreholes (${\Phi}76mm$ and ${\Phi}50mm$), a significant difference was observed for signals from the monopole source, but approximately the same cut-off frequencies were found with the dipole source. This indicates the need of careful choice of source frequency in monopole-source sonic logging, particularly in an engineering borehole. The results of numerical experiments show that cut-off frequency is exponentially proportional to the inverse of borehole radius, irrespective of the mode type and the presence of a tool, and that the cut-off frequencies for each borehole environment could be expressed as an exponential function, rather than the inversely proportional relationship between the cut-off frequency and the borehole radius that was previously generally recognised. From the direct comparison of dispersion curves, the effects on the dispersion characteristics of borehole size and the presence of the tool can be revealed more clearly than in previous studies, which presented the dispersion curve and/or characteristics for each borehole environment separately.

Characteristic Analysis of Buried Scatterers using the Correlation Coefficient of Scattered Signals under the Noisy Environment (잡음환경 하에서 산란신호 사이의 상관계수를 이용한 매설된 산란체의 특성 분석)

  • 김동호;조평동
    • The Journal of Korean Institute of Communications and Information Sciences
    • /
    • v.26 no.3B
    • /
    • pp.266-272
    • /
    • 2001
  • 본 논문에서는 지한 탐사용 레이더를 이용한 특정 산란체의 간단한 탐지 방법을 제안하였다. 기본 원리는 매설된 특정 산란체를 기준으로 하여 몇 가지 크기와 모양 및 전기적 특성이 유사한 산란체들로부터 발생되는 산란신호의 차이를 상관함수(correlation function)을 이용하여 탐지하는 것이다. 산란체가 매설된 지하매질로는 레이더의 동작 주파수에 다른 분산과 손실 등의 전기적 특성 변화를 시뮬레이션에 반영하기 위하여 다항 Debye 모델이 사용되었다. 지상 및 지하 매질에서의 3차원 전파(電波) 전파(傳播) 시뮬레이션을 위한 EDTD 방법을 사용하였다.

  • PDF

Debugging of communication Events Based on the RPC Event Model (RPC 이벤트 모델에 기반한 통신 이벤트의 디버깅)

  • Seo, Yeong-Ae;Jo, Yeong-Uk;Lee, Gong-Seon;Park, Chang-Sun
    • The Transactions of the Korea Information Processing Society
    • /
    • v.6 no.1
    • /
    • pp.225-233
    • /
    • 1999
  • One of the reasons that debugging distributed programs is much more difficult than sequential programs is the communication among processes. Even though there are many debuggers constructed on distributed system environment, no available debugger provides an efficient way to debug communication events.. In this paper, we show the way to debug RPC communication, which is regarded as one of the most popular communication protocol in distributed system development. This paper presents the implementation of the RPC event trace function based on the RPC event model, which is proposed to accommodate communication events into debugging objects. Analyzing conventional RPC protocols, we formalized library function calls as corresponding actions to sending and receiving of messages. B recognizing the locations of library calls the debugger can detect all occurrences of communication events, This RPC event trace function is implemented on the on-line distributed debugger UniVIEW system.

  • PDF

Influence Analysis of China Coastal Water in the Seas Surrounding Jeju Island using Satellite Data and Empirical Orthogonal Function Analysis (위성자료와 경험직교함수를 이용한 제주도 주변해역의 중국대륙연안수 영향 연구)

  • Yoon Hong-Joo;Cho Han-Keun;Ahn Yu-Hwan
    • Korean Journal of Remote Sensing
    • /
    • v.21 no.6
    • /
    • pp.469-482
    • /
    • 2005
  • China Coastal Waters (CCW) usually appears in the seas surrounding Jeju Island annually(June to October) and is very pronounced in August. Generally, low-salinity water appears to the western seas of Jeju Island from June through October and gradually propagates to the eastern seas, where CCW meets the Tsushima Current. Empirical orthogonal function (EOF) analysis of SLAs and SSTs indicated that the variance in SLAs and SSTs was $95.01\%$(the first mode to third mode) and $98.09\%$(the first mode), respectively. The PSD of the western waters for the first mode of EOF analysis of SLAs was stronger than that of the eastern waters because of the influence of CCW. The PSD for the EOF analysis of SSTs was similar in all areas (the Yangtze Estuary and the seas to the west and east of Jeju Island), with a period of approximately 260 days.

우리나라 주식수익률(株式收益率)의 변동성(變動性)과 정보비대칭(情報非對稱)에 관한 실증적(實證的) 연구(硏究) - ARCH형태(形態)의 모형(模型)을 중심(中心)으로 -

  • Lee, Yun-Seon
    • The Korean Journal of Financial Studies
    • /
    • v.3 no.2
    • /
    • pp.157-185
    • /
    • 1996
  • 본 연구는 한국증권시장에서 변동성의 정보비대칭효과를 조건부 이분산모형을 이용하여 검증하고자 하였다. 검증방법으로는 Engle과 Ng (1993)의 연구에 기초하여 정보반응곡선(News impact curve)으로 분석하였다. 분석자료로 1980년 부터 1995년 까지의 한국종합주가지수, 일별 초과수익률자료를 사용하였다. 정보반응곡선에 이용한 모형은 GARCH 모형, EGARCH 모형, TGARCH 모형, AGARCH 모형등 4개의 조건부 이분산 모형이다. 무조건 분산을 이용한 정보 반응곡선의 함수형태로 보면, 분산의 정보반응에 있어서 GARCH 모형은 대칭적으로 반응하며 나머지 조건부 이분산 모형인 EGARCH 모형, TGARCH 모형, 그리고 AGARCH 모형은 비대칭적으로 반응하는 모형임을 알 수 있었다. 실증분석결과 정보반응곡선을 통하여 악재(bad news)정보에 따라 예측하지 못한 주식수익률의 하락이 호재(good news)에 따른 예측하지 못한 주식수익률의 상승보다 더 큰 변동성을 발견할 수 있었다. 그러나 비대칭성의 크기는 그다지 큰 것으로 보이지 않았다. 모형적합성 검정에서도 4개의 조건부 이분산 모형은 모두 적합한 것으로 보인다. 그중에서도 EGARCH 모형과 TGARCH 모형이 상대적으로 주가예측력이 뛰어나 보인다. 그러나 변동성의 정보 비대칭반응을 통계적으로 유의적인 것으로 확인한 모형은 TGARCH모형 뿐이었다.

  • PDF

An Empirical Study on Causality among Trading Volume of Busan, Kawangyang and Incheon port (부산항, 광양항, 인천항의 물동량간 인과관계 분석)

  • Choi, Bong-Ho;Kim, Sang-Choon
    • Journal of Korea Port Economic Association
    • /
    • v.26 no.1
    • /
    • pp.61-82
    • /
    • 2010
  • The purpose of this study is to examine the causuality among export and import trading volume of port of Busan, Kwangyang, Incheon and to induce policy implications. In order to test whether time series data is stationary and the model is fitness or not, we put in operation unit root test, cointegration test. And We apply Granger causality and impulse response and variance decomposition based on VECM. The results indicate that the trading volume of port of Busan is not largely influenced by that of port of Kawangyang and Incheon, but the trading volume of port of Kawangyang and Incheon is largely influenced by other ports including port of Busan. The result suggest that government has to focus on policy that the port of Kawangyang and Incheon can raise its own competitiveness in the world market.

dMMS: A Novel Distributed Dynamic Mobility Management Scheme for Minimizing Signaling Costs in Proxy Mobile IPv6 Networks (프록시 모바일 IPv6 네트워크에서 시그널링 비용을 최소화하기 위한 분산된 이동성관리 기법)

  • Ko, Hyun-Woo;Jeong, Jong-Pil
    • The Journal of the Institute of Internet, Broadcasting and Communication
    • /
    • v.12 no.4
    • /
    • pp.65-80
    • /
    • 2012
  • Mobile IP is a simple and scalable global mobility solution. However, it may cause excessive signaling traffic and long signaling delay. So MN (Mobile Node) to the home network in order to reduce the number of location update signaling is necessary to reduce the delay. In this paper, the signaling overhead to be distributed evenly on the boundary of the regional network, each MN's dynamic mobility and traffic load is adjusted according to the PMIPv6 (Proxy Mobile IPv6) networks in the proposed dynamic regional mobility management scheme (dMMS). Each user in a distributed network system that offers the least amount of signaling traffic is tailored to the optimized system configuration. Signaling cost function in order to propose a new discrete analytical model is proposed, MN's mobility and packet arrival patterns. Location update and packet delivery costs to calculate the total average, the optimized area to determine the size of the network is proposed. The results of mathematical analysis, the proposed technique dMMS in terms of reducing the cost of the entire signaling were found to be excellent performance.

Measurement Error Variance Estimation Based on Subsample Re-measurements (이중 추출 자료를 이용한 측정오차분산의 추정)

  • 허순영
    • Proceedings of the Korean Association for Survey Research Conference
    • /
    • 2003.06a
    • /
    • pp.34-41
    • /
    • 2003
  • In many cases, the measurement error variances may be functions of the unknown true values or related covariates. This paper develops estimators of the parameters of a linear measurement error variance function based on wi thin-unit sample variaoces. This paper devotes to: (1) define measurement error scale factor $\delta$: (2) develop estimators of the parameters of the 1inear measurement error variance function under stratified multistage sampling design and small error conditions; (3) use propensity methods to adjust survey weights to account for possible selection effects at the replicate level. The proposed methods are applied to medical examination data from the U S Third National Health and Nutrition Examination Survey(NHANES III)

  • PDF

A Study on the Relation Exchange Rate Volatility to Trading Volume of Container in Korea (환율변동성과 컨테이너물동량과의 관계)

  • Choi, Bong-Ho
    • Journal of Korea Port Economic Association
    • /
    • v.23 no.1
    • /
    • pp.1-18
    • /
    • 2007
  • The purpose of this study is to examine the effect of exchange rate volatility on Trading Volume of Container of Korea, and to induce policy implication in the contex of GARCH and regression model. In order to test whether time series data is stationary and the model is fitness or not, we put in operation unit root test, cointegration test. And we apply impulse response functions and variance decomposition to the structural model to estimate dynamic short run behavior of variables. The major empirical results of the study show that the increase in exchange rate volatility exerts a significant negative effect on Trading Volume of Container in long run. The results Granger causality based on an error correction model indicate that uni-directional causality between trading volume of container and exchange rate volatility is detected. This study applies impulse response function and variance decompositions to get additional information regarding the Trading Volume of Container to shocks in exchange rate volatility. The results indicate that the impact of exchange rate volatility on Trading Volume of Container is negative and converges on a stable negative equilibrium in short-run. Th exchange rate volatility have a large impact on variance of Trading Volume of Container, the effect of exchange rate volatility is small in very short run but become larger with time. We can infer policy suggestion as follows; we must make a stable policy of exchange rate to get more Trading Volume of Container

  • PDF

A Study on the Factors Affecting the Arson (방화 발생에 영향을 미치는 요인에 관한 연구)

  • Kim, Young-Chul;Bak, Woo-Sung;Lee, Su-Kyung
    • Fire Science and Engineering
    • /
    • v.28 no.2
    • /
    • pp.69-75
    • /
    • 2014
  • This study derives the factors which affect the occurrence of arson from statistical data (population, economic, and social factors) by multiple regression analysis. Multiple regression analysis applies to 4 forms of functions, linear functions, semi-log functions, inverse log functions, and dual log functions. Also analysis respectively functions by using the stepwise progress which considered selection and deletion of the independent variable factors by each steps. In order to solve a problem of multiple regression analysis, autocorrelation and multicollinearity, Variance Inflation Factor (VIF) and the Durbin-Watson coefficient were considered. Through the analysis, the optimal model was determined by adjusted Rsquared which means statistical significance used determination, Adjusted R-squared of linear function is scored 0.935 (93.5%), the highest of the 4 forms of function, and so linear function is the optimal model in this study. Then interpretation to the optimal model is conducted. As a result of the analysis, the factors affecting the arson were resulted in lines, the incidence of crime (0.829), the general divorce rate (0.151), the financial autonomy rate (0.149), and the consumer price index (0.099).