• Title/Summary/Keyword: Autocorrelation

Search Result 848, Processing Time 0.021 seconds

The Bias of the Least Squares Estimator of Variance, the Autocorrelation of the Regressor Matrix, and the Autocorrelation of Disturbances

  • Jeong, Ki-Jun
    • Journal of the Korean Statistical Society
    • /
    • v.12 no.2
    • /
    • pp.81-90
    • /
    • 1983
  • The least squares estimator of disturbance variance in a regression model is biased under a serial correlation. Under the assumption of an AR(I), Theil(1971) crudely related the bias with the autocorrelation of the disturbances and the autocorrelation of the explanatory variable for a simple regression. In this paper we derive a relation which relates the bias with the autocorrelation of disturbances and the autocorrelation of explanatory variables for a multiple regression with improved precision.

  • PDF

Quaternary Sequence with Ideal Autocorrelation Property (이상적인 자기 상관 특성을 갖는 4진 수열)

  • Jang, Ji-Woong
    • The Journal of Korean Institute of Communications and Information Sciences
    • /
    • v.39A no.8
    • /
    • pp.445-452
    • /
    • 2014
  • In this paper, we define ideal autocorrelation property for balanced quaternary sequence with even period. We also prove that our definition is ideal autocorrelation property for balanced quaternary sequence with even period. Furthermore, we propose a generation method of quaternary sequence with ideal autocorrelation property of period $2{\times}(2^n-1)$ using a binary sequence with ideal autocorrelation of period $2^n-1$ and Gray mapping. We also derive the autocorrelation value distribution of the newly proposed quaternary sequence.

On the Autocorrelation Distributions of Sidel'nikov Sequences (Sidel'nikov 수열의 자기상관 분포)

  • Kim Young-Sik;Chung Jung-Soo;No Jong-Seon;Chung Habong;Kim Kyung-ah
    • The Journal of Korean Institute of Communications and Information Sciences
    • /
    • v.30 no.8C
    • /
    • pp.735-741
    • /
    • 2005
  • In this paper, we derived the autocorrelation distributions, i.e., the values and the number of occurrences of each value of the autocorrelation function of Sidel'nikov sequences. The frequency of each autocorrelation value of an M-ary Sidel'nikov sequence is expressed in terms of the cyclotomic numbers of order M. It is also pointed out that the total number of distinct autocorrelation values is dependent not oかy on M but also on the sequence, but always less than or equal to ($\frac{M}{2}$)+1.

The Tradeoff of Bullwhip Effect with Inventory Costs in a Supply Chain (공급사슬에서 채찍효과와 재고비용 사이의 상충)

  • Heung-Kyu Kim
    • Journal of Korean Society of Industrial and Systems Engineering
    • /
    • v.46 no.4
    • /
    • pp.93-100
    • /
    • 2023
  • In this paper, an alternative inventory policy that trades off the bullwhip effect at an upstream facility with cost minimization at a current facility, with the goal of reducing system wide total expected inventory costs, when external demand distributjon is autocorrelated, is considered. The alternative inventory policy has a form that is somewhere between one that completely neglects the autocorrleation and one that actively utilizes the autocorrelation. For this purpose, a mathematical model that allows us to evaluate system wide total expected inventory costs for a periodic review system is developed. This model enables us to identify an optimal inventory policy at a current facility that minimizes system wide total expected inventory costs by the best tradeoff of the bullwhip effect at an upstream facility with cost minimization at a current facility. From numerical experiments, it has been found that (i) when the autocorrelation is negative, the optimal policy is one that actively utilizes the autocorrelation, (ii) when the autocorrelation is small and positive, the optimal policy is one that neglects the autocorrelation, and (iii) when the autocorrelation is large and positive, the optimal policy is somewhere between one that actively utilizes the autocorrelation and one that neglect the autocorrelation.

p-ary Unified Sequences : p-ary Extended d-Form Sequences with Ideal Autocorrelation Property (p진 통합시퀀스 : 이상적인 자기상관특성을 갖는 p진 d-동차시퀀스)

  • No, Jong-Seon
    • The Journal of Korean Institute of Communications and Information Sciences
    • /
    • v.27 no.1A
    • /
    • pp.42-50
    • /
    • 2002
  • In this paper, for a prime number p, a construction method to genarate p-ary d-from sequences with ideal autocorrelation property is proposed and using the ternary sequences with ideal autocorrelation found by Helleseth, Kumar and Martinsen, ternary d-form sequences with ideal autocorrelation introduced. By combining the methods for generation the p-ary extended sequence (a special case of geometric sequences) and the p-ary d-from sequences, a construction method of p-ary unified (extended d-form) sequences which also have ideal autocorrelation property is proposed, which is very general class of p-ary sequences including the binary and nonbinary extended sequences and d-form seuqences. Form the ternary sequences with ideal autocorrelation by Helleseth, Kumar and Martinesen, ternary unified sequences with ideal autocorrelation property are also generated.

New Peak-to-Average Power Ratio Reduction Scheme for an OFKM-CDMA System (OFDM-CDMA 시스템에서 새로운 PAPR 감쇄기법)

  • 주양익;이연우;차균현
    • The Journal of Korean Institute of Communications and Information Sciences
    • /
    • v.25 no.7B
    • /
    • pp.1320-1325
    • /
    • 2000
  • A very simple and effective peak power reduction scheme for a downlink OFDM-CDMA system is proposed using the relationship between peak-to-average power ratio (PAPR) and out-of-phase autocorrelation. Since power spectrum and autocorrelation function are Fourier transform pair, the PAPR property of the sequences can be estimated by the out-of-phase autocorrelation function of the spreading sequences. Thus, by scrambling the spread data in the frequency domain, we can reduce the sidelobe energy of autocorrelation, and at last, suppress PAPR in the proposed OFDM-CDMA system.

  • PDF

A Theory on the Construction of Binary Sequences with Ideal Atutocorrelation

  • No, Jong-Seon;Yang, Kyeong-Cheol;Chung, Ha-Bong;Song, Hong-Yeop
    • Journal of Electrical Engineering and information Science
    • /
    • v.2 no.6
    • /
    • pp.223-228
    • /
    • 1997
  • In this paper, we present a closed-form expression of binary sequences of longer period with ideal autocorrelation property in a trace representation, if a given binary sequence with ideal autocorrelation property is described using the trace function. We also enumerate the number of cyclically distinct binary sequences of a longer period with ideal autocorrelation property, which are extended from a given binary sequence with ideal autocorrelation property.

  • PDF

A study on the Spatial Sampling Method to Minimize Spatial Autocorrelation of Spatial and Geographical Data (공간·지리적 자료의 공간자기상관성을 최소화하는 공간샘플링 기법에 관한 연구)

  • Lee, Youn Soo;Lee, Man Choul;Lah, Kyung Beom;Kang, Jun Mo
    • KSCE Journal of Civil and Environmental Engineering Research
    • /
    • v.34 no.4
    • /
    • pp.1317-1325
    • /
    • 2014
  • The study focused on analyzing spatial sampling by minimizing autocorrelation of spatial based on spatial and geographical data. The study concluded two different ways of minimizing autocorrelation. First, it was important to use suitable spatial sampling method to alienate spatial autocorrelation from spatial or geographical data. The shear distribution rate of public transportation in Seoul resulted in high rate of autocorrelation. However, the study showed samples eliminated autocorrelation when samples were extracted with reasonable distance(above 400m) apart. Without spatial sampling the distortion of spatial data leads to false results; therefore, spatial sampling is indispensable. Second, factors which fluctuates shear distribution of public transportation spatial sampling changed before and after spatial sampling. This was caused by incapable of controling inherent spatial autocorrelation of the data.

A Cluster Analysis for Housing Submarkets Considering Spatial Autocorrelation

  • Lee, Bae Sung;Yu, Ki Yun;Kim, Ji Young
    • Journal of Korean Society for Geospatial Information Science
    • /
    • v.24 no.2
    • /
    • pp.63-70
    • /
    • 2016
  • A housing market in an urban area is not just a single market but a combination of regionally different submarkets. This study begins with a critical mind that previous researches did not consider the spatial autocorrelation of each area where the housings are located. The clustering analysis of housing submarket which considers spatial autocorrelation is performed as it follows. First, 4 housing market attribute variables are reducted to 1 variable by principle component analysis. Then, after calculating $Gi^*max$ by AMOEBA, 7 housing submarkets which have similar characteristics based on $Gi^*max$ are classified. The characteristics of each submarket are investigated, then political implication is deduced as the following. Different level of housing policy should be made to each cluster because each cluster has different level of spatial autocorrelation.

Application of Spatial Autocorrelation for Analysis of Spatial Distribution Characteristics of Birds Observed in Namdaecheon River, Muju-gun, Jeollabuk-do, Korea (무주 남대천에 서식하는 조류의 공간적 분포특성 분석을 위한 공간자기상관 적용 연구)

  • Kang, Jong-Hyun;Kim, Yong-Ki;Yeon, Myung-Hun
    • Journal of Environmental Impact Assessment
    • /
    • v.22 no.5
    • /
    • pp.467-479
    • /
    • 2013
  • This study was conducted to find out characterization of spatial distribution of birds observed in river areas. Our bird survey was carried out 4 times at 31 sites from January to September in 2011. A total of 1,609 accumulated individuals belonging to 59 species, 28 families and 11 orders were observed. In the result of spatial autocorrelation analysis using the richness index of the maximum counts of each sites, we confirmed that the distribution of birds in Namdaecheon river was clustered and the tendency of spatial autocorrelation was apparent. The area of each sites within a 200m radius was classified in four biotope categories such as agricultural land, forest, residential area and water area, and the spatial autocorrelation was analysed about four types. In the result of spatial autocorrelation analysis for four biotope categories, all types were showed the positive spatial autocorrelation, but the type of water area was higher than other types. The positive correlation was found between the water area and water birds in statistical significance. However, the forest birds had non-significance values. Therefore, it is appropriate to focus on water birds except for forest birds, when researches of bird distribution in river ecosystem is conducted. The number of bird species and individuals increased as the riverside of water area was to widen. Thus, if the areas of riverside offering the feeding and roosting area increase, it will be accommodated many birds. Also, the areas of riverside should be maintained naturally because it is an important habitats of birds. Our study area is on the outskirts the city of higher rates of forest and agricultural land, it may be unreasonable to apply our results to the whole rivers. If the research about the river flowing around the city will be conducted, it is expected to be useful to the relation study area such as ecological river's restoration.