• Title/Summary/Keyword: Auto-Correlation

Search Result 397, Processing Time 0.032 seconds

An Empirical Study on Mutual Influence between Economic Index and Distribution Industry in Korean (한국 유통산업이 한국 경제에 미치는 상호영향력에 관한 실증적 연구)

  • YIM, Byung-Jin
    • The Journal of Industrial Distribution & Business
    • /
    • v.10 no.9
    • /
    • pp.53-60
    • /
    • 2019
  • Purpose - The objective of this paper is to discover if there exists a relationship between the economic index and distribution industry index in Korean. Because of the distribution industry boom in the recent years, a lot of interest in the relationship between the economic index and distribution industry index in Korean and the economy has been generated. This article examine on the mutual influence between economic index and distribution industry index in Korean. Research design, data, and methodology - For this purpose, we use the vector-auto regression model, impulse response function and variance decomposition of the economic index and distribution industry index, Granger causality test using weekly data on the economic index and distribution industry price index in korea. The sample period is covering from January 2, 2010 to August 31, 2019. The VAR model can also be linked to cointegration analysis. Cointegration Analysis makes possible to find a mechanism causing x and y to move around a long-run equilibrium (Engle and Granger, 1987). This equilibrium means that external shocks may separate the series temporarily at any particular time, but there will be an overall tendency towards some type of long-run equilibrium. If variables are found to have this tendency they are said to be cointegrated and a long-run relationship between these series is established. These econometric tools have been applied widely into economics and business areas to analyze intertemporal linkages between different time series. Results - This research showed following main results. First, from the basic statistic analysis of the economic index and distribution industry index in Korean, the economic index and the distribution industry index in korea have unit roots. Second, there is at least one cointegration between the economic index and distribution industry index in Korean. Finally, the correlation between of the economic index and the distribution industry index in korea is (+) 0.528876. Conclusions - We find that the distribution industry price index Granger cause the economic index in korea. As a consequence, the distribution industry index affect the economic index in Korean. The distribution industry index to the economic index is stronger than that from the economic index to the distribution industry index.

A Uplink Performance Analysis of GAS-CP-CDMA Communication System (GAS-CP-CDMA 통신 시스템의 상향링크 성능분석)

  • Lee, Seong-Min;Kim, Whan-Woo
    • The Journal of Korean Institute of Communications and Information Sciences
    • /
    • v.33 no.11A
    • /
    • pp.1079-1086
    • /
    • 2008
  • In this paper, we propose a Cyclic-Prefix Code Division Multiple Access system that uses Sequences with Good Autocorrelation property(GAS-CP-CDMA) and analyze the uplink signal-to-noise ratio performance of that system. Phase-shifted sequences are used for differentiating users. The signals of the GAS-CP-CDMA system experience no (or very little) interferences from co-cell signals because of the good autocorrelation property, but user signals of adjacent cells may yield interferences. The frequency reuse factor in the ordinary CDMA system is around 0.6 and the interference from adjacent cells is about 40 percent of the total interference in the conventional CDMA system. Our numerical analysis shows that the frequency reuse factor and user capacity versus signal-to-noise ratio of the GAS-CP-CDMA system are improved comparing to the conventional CDMA system. The uplink user capacity of the proposed system can be increased up to about twice of that of the conventional CDMA system.

Prediction Models of Residual Chlorine in Sediment Basin to Control Pre-chlorination in Water Treatment Plant (정수장 전염소 공정 제어를 위한 침전지 잔류 염소 농도 예측모델 개발)

  • Lee, Kyung-Hyuk;Kim, Ju-Hwan;Lim, Jae-Lim;Chae, Seon Ha
    • Journal of Korean Society of Water and Wastewater
    • /
    • v.21 no.5
    • /
    • pp.601-607
    • /
    • 2007
  • In order to maintain constant residual chlorine in sedimentation basin, It is necessary to develop real time prediction model of residual chlorine considering water treatment plant data such as water qualities, weather, and plant operation conditions. Based on the operation data acquired from K water treatment plant, prediction models of residual chlorine in sediment basin were accomplished. The input parameters applied in the models were water temperature, turbidity, pH, conductivity, flow rate, alkalinity and pre-chlorination dosage. The multiple regression models were established with linear and non-linear model with 5,448 data set. The corelation coefficient (R) for the linear and non-linear model were 0.39 and 0.374, respectively. It shows low correlation coefficient, that is, these multiple regression models can not represent the residual chlorine with the input parameters which varies independently with time changes related to weather condition. Artificial neural network models are applied with three different conditions. Input parameters are consisted of water quality data observed in water treatment process based on the structure of auto-regressive model type, considering a time lag. The artificial neural network models have better ability to predict residual chlorine at sediment basin than conventional linear and nonlinear multi-regression models. The determination coefficients of each model in verification process were shown as 0.742, 0.754, and 0.869, respectively. Consequently, comparing the results of each model, neural network can simulate the residual chlorine in sedimentation basin better than mathematical regression models in terms of prediction performance. This results are expected to contribute into automation control of water treatment processes.

Preferred Dealy Time and Subjective Preference Judgment for Sound Field with Single Reflection (일차 반사음으로 구성된 음장에서의 최적지연시간과 주관 Preference의 판단)

  • Kang, Seong-Hoon
    • The Journal of the Acoustical Society of Korea
    • /
    • v.7 no.4
    • /
    • pp.5-12
    • /
    • 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.

  • PDF

Analysis on Effective Range of Temperature Observation Network for Evaluating Urban Thermal Environment (도시 열환경 평가를 위한 기온관측망 영향범위 분석)

  • Kim, Hyomin;Park, Chan;Jung, Seunghyun
    • KIEAE Journal
    • /
    • v.16 no.6
    • /
    • pp.69-75
    • /
    • 2016
  • Climate change has resulted in the urban heat island (UHI) effect throughout the globe, contributing to heat-related illness and fatalities. In order to reduce such damage, it is necessary to improve the climate observation network for precise observation of the urban thermal environment and quick UHI forecasting system. Purpose: This study analyzed the effective range of the climate observation network and the distribution of the existing Automatic Weather Stations (AWS) in Seoul to propose optimal locations for additional installment of AWS. Method: First, we performed quality analysis to pinpoint missing values and outliers within the high-density temperature data measured. With the result from the analysis, a spatial autocorrelation structure in the temperature data was tested to draw the effective range and correlation distance for each major time period. Result: As a result, it turned out that the optimal effective range for the climate observation network in Seoul in July was a radius of 2.8 kilometers. Based on this result, population density, and temperature data, we selected the locations for additional installment of AWS. This study is expected to be used to generate urban temperature maps, select and move measurement locations since it is able to suggest valid, specific spatial ranges when the data measured in point is converted into surface data.

Efficient OFDM Frame Synchronization Scheme for LED-ID Systems (LED-ID 시스템을 위한 효율적인 OFDM 프레임 동기화 방식)

  • Kim, Kyung-Ho;Park, Young-Sik;Hwang, Yu-Min;Kim, Jin-Young
    • The Journal of Korean Institute of Electromagnetic Engineering and Science
    • /
    • v.25 no.4
    • /
    • pp.411-417
    • /
    • 2014
  • In this paper, we propose an efficient OFDM(Orthogonal Frequency Division Multiplexing) frame synchronization scheme for LED-ID(Identification) systems. A frame synchronization is an essential procedure for normal operations of OFDM systems. Bernoulli-Gaussian noise is considered in LED-ID systems' environments. In order to enhance the OFDM frame synchronization performance, we add a ROGS(Repeated Orthogonal Gold Sequence) to OFDM signals in the time domain. The power level of a ROGS does not affect a normal operation of the LED-ID systems. Frame synchronization can be achieved successfully over LED-ID channels interfered by impulsive noise owing to good auto and cross-correlation properties of the ROGS.

Dynamic Response Analysis of Offshore Guyed Tower Subjected to Strong Earthquake under Moderate Random Waves (지진과 파랑하중을 동시에 받는 해양 가이드 타워의 비정상 동적 응답해석)

  • Ryu, Chung Son;Yun, Chung Bang
    • KSCE Journal of Civil and Environmental Engineering Research
    • /
    • v.13 no.4
    • /
    • pp.65-75
    • /
    • 1993
  • Presented is a method for nonstationary response analysis of an offshore guyed tower subjected to strong earthquake motions under moderate random waves and current loadings. By taking the time varying envelope function and the auto-correlation function of the ground acceleration in terms of complex exponential functions, an analytical procedure is developed for computing time varying variances of the tower response. The stationary responses due to small random waves are obtained by using frequency domain method, and the results are combined with the nonstationary results due to earthquakes. Finally, the expected maximum responses are estimated. Through the example analyses, the nonstationary method developed in this study is verified, and the contributions of the earthquake, wave and current loadings to the total maximum response are investigated.

  • PDF

Diffusion Behavior of n-Alkanes by Molecular Dynamics Simulations

  • Goo, Geun-Hoi;Sung, Gi-Hong;Lee, Song-Hi;Chang, Tai-Hyun
    • Bulletin of the Korean Chemical Society
    • /
    • v.23 no.11
    • /
    • pp.1595-1603
    • /
    • 2002
  • In this paper we have presented the results of diffusion behavior of model systems for eight liquid n-alkanes ($C_{12}$-$C_{44}$) in a canonical (NVT) ensemble at several temperatures using molecular dynamics simulations. For these n-alkanes of small chain length n, the chains are clearly <$R_{ee}^2$>/6<$R_g^2$>>1 and non-Gaussian. This result implies that the liquid n-alkanes over the whole temperatures considered are far away from the Rouse regime, though the ratio becomes close to the unity as n increases. Calculated self-diffusion constants $D_{self}$ are comparable with experimental results and the Arrhenius plot of self-diffusion constants versus inverse temperature shows a different temperature dependence of diffusion on the chain length. The global rotational motion of n-alkanes is examined by characterizing the orientation relaxation of the end-to-end vector and it is found that the ratio ${\tau}1/{\tau}2$ is less than 3, the value expected for a isotropically diffusive rotational process. The friction constants ${\xi}$of the whole molecules of n-alkanes are calculated directly from the force auto-correlation (FAC) functions and compared with the monomeric friction constants ${\xi}_D$ extracted from $D_{self}$. Both the friction constants give a correct qualitative trends: decrease with increasing temperature and increase with increasing chain length. The friction constant calculated from the FAC's decreases very slowly with increasing temperature, while the monomeric friction constant varies rapidly with temperature. By considering the orientation relaxation of local vectors and diffusion of each site, it is found that rotational and translational diffusions of the ends are faster than those of the center.

Autologistic models with an application to US presidential primaries considering spatial and temporal dependence (미국 대통령 예비선거에 적용한 시공간 의존성을 고려한 자기로지스틱 회귀모형 연구)

  • Yeom, Ho Jeong;Lee, Won Kyung;Sohn, So Young
    • The Korean Journal of Applied Statistics
    • /
    • v.30 no.2
    • /
    • pp.215-231
    • /
    • 2017
  • The US presidential primaries take place sequentially in different places with a time lag. However, they have not attracted as much attention in terms of modelling as the US presidential election has. This study applied several autologistic models to find the relation between the outcome of the primary election for a Democrat candidate with socioeconomic attributes in consideration of spatial and temporal dependence. According to the result applied to the 2016 election data at the county level, Hillary Clinton was supported by people in counties with high population rates of old age, Black, female and Hispanic. In addition, spatial dependence was observed, representing that people were likely to support the same candidate who was supported from neighboring counties. Positive auto-correlation was also observed in the time-series of the election outcome. Among several autologistic models of this study, the model specifying the effect of Super Tuesday had the best fit.

Performance Analysis of IPDL Methods Using High Resolution Channel Estimation Technique for W-CDMA systems (W-CDMA 시스템에서 고해상 채널 추정을 이용한 IPDL 기법의 무선 측위 성능분석)

  • 朴雲龍;崔州平;李元澈
    • Journal of the Institute of Electronics Engineers of Korea TC
    • /
    • v.39 no.6
    • /
    • pp.10-10
    • /
    • 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.