• Journal of applied mathematics & informatics
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• 제23권1_2호
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• pp.57-71
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• 2007

This paper considers how to detect structure change in persistence from I(1) to I(0) with innovations in the domain of attraction of a K-stable law. We derive the asymptotic distribution of test statistic and find that the asymptotic distribution of test statistics depends on the stable index K, which is often typically unknown and difficult to estimate. Therefore the subsampling method is proposed to detect changes without estimating K. We establish the asymptotic validity of this method and assess its performance in finite samples by means of simulation study.

• 대한원격탐사학회:학술대회논문집
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• 대한원격탐사학회 2003년도 Proceedings of ACRS 2003 ISRS
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• pp.718-719
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• 2003

It is very important to monitor change of a forest. We compare the different seasonal remote sensing data to detect forest damaged by typhoons and build a method to detect the area damaged by typhoons. Study site is located in western Oita prefecture. The multitemporal satellite dataset of this study were consisted of four Landsat TM scenes taken before and after the typhoons. As compared with non-damaged area, it was shown that the reflective characteristic of the damaged area becomes high by band 3, band 5, and band 7. These bands are effective in extracting the typhoon damaged area.

• Journal of the Korean Data and Information Science Society
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• 제13권2호
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• pp.185-193
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• 2002

The purpose of this paper is to suggest a method for detecting the linear regression change-points or variance change-points in regression model by the combination of Schwarz information criteria. The advantage of the suggested method is to detect change-points more detailed when one compares the suggest method with Chen (1998)'s method.

• Journal of applied mathematics & informatics
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• 제8권2호
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• pp.641-649
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• 2001

A procedure of detecting change-points is considered with split linear fitting idea from Hall and Titterington(1992). At each given point, left, central and right linear fits are compared to detect the discontinuities or change-points. A simulation study is done with various types of change models and shows that the suggested technique can be a flexible data-analytic tool.

• 한국데이터정보과학회:학술대회논문집
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• 한국데이터정보과학회 2004년도 추계학술대회
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• pp.25-32
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• 2004

In this study, we use various change-point detection methods to detects Korea economic crisis of 1997, and then compares their performance. In change-point detection method, there are three major categories: (1) the parametric approach, (2) the nonparametric approach, and (3) the model-based approach. Through the application to Korea foreign exchange rate during her economic crisis, we compare the employed change-point detection methods and, furthermore, determine which of them performs better.

• Journal of the Korean Data and Information Science Society
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• 제15권3호
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• pp.585-592
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• 2004

This study detects Korea economic crisis of 1997 using various change-point detection methods and then compares their performance. In change-point detection method, there are three major categories: (1) the parametric approach, (2) the nonparametric approach, and (3) the model-based approach. Through the application to Korea foreign exchange rate during her economic crisis, we compare the employed change-point detection methods and, furthermore, determine which of them performs better.

• 대한전자공학회:학술대회논문집
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• 대한전자공학회 2002년도 하계종합학술대회 논문집(4)
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• pp.157-160
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• 2002

Scene change detection is the fundamental process of automatic video indexing and retrieving. In this paper we propose a method which utilizes both compressed and uncompressed domain methods to detect scene change in a video. Candidate locations for scene change are estimated from DC images and motion vector information in compressed domain. And candidate frames are verified using edge histogram distance and color histogram distance, in uncompressed domain. The experimental results show that scene change can be detected fast and correctly by proposed method.

• 경영과학
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• 제18권1호
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• pp.119-133
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• 2001

It is important to find the equilibrium level of real interest rate for it affects real and financial sector of economy. However, it is difficult to find the equilibrium level because like the most macroeconomic model the real interest model has parameter instability problem caused by structural change and it is supported by various theories and definitions. Hence, in order to cover these problems structural change detection model of real interest rate is developed to combine the real interest rate equilibrium model and the procedure to detect structural change points. 3 equations are established to find various effects of other interest-related macroeconomic variables and from each equation, structural changes are found. Those structural change points are consistent with common expectation. Oil Crisis (December, 1987), the starting point of Economic Stabilization Policy (January, 1982), the starting point of capital liberalization (January, 1988), the starting and finishing points of Interest deregulation (January, 1992 and December, 1994), Foreign Exchange Crisis (December, 1977) are detected as important points. From the equation of fisher and real effects, real interest rate level is estimated as 4.09% (October, 1988) and dependent on the underlying model, it is estimated as 0%∼13.56% (October, 1988), so it varies so much. It is expected that this result is connected to the large scale simultaneous equations to detect the parameter instability in real time, so induces the flexible economic policies.

• 대한원격탐사학회:학술대회논문집
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• 대한원격탐사학회 2006년도 Proceedings of ISRS 2006 PORSEC Volume I
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• pp.247-249
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• 2006

The objective of this study is to detect a inter-tidal topographic change in a decade. Waterline extraction is a one of widely used method to generate digital elevation model (DEM) of tidal flat using multi-temporal optical data. This method has been well known that it is possible to construct detailed topographic relief of tidal flat using waterlines In this study, we generated two sets of tidal flat DEM for the southern Ganghwado. The DEMs showed that the Yeongjongdo northern tidal flat is relatively high elevation with steep gradients. The Ganghwado southern tidal flat is relatively low elevation and gentle gradients. To detect the morphologic change of tidal flat during a decade, we compared between early 1990's DEM and early 2000's DEM. Erosion during a decade is dominant at the west of southern Ganghwado tidal flat, while sedimentation is dominant at the wide channel between the southern Ganghwado and Yeongjongdo tidal flats. This area has been commonly affected by high current and sedimentation energy. Although we are not able to verify the accuracy of the changes in topography and absolute volume of sediments, this result shows that DEM using waterline extraction method is an effective tool for long term topographic change estimation.

• 한국컴퓨터정보학회논문지
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• 제4권3호
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• pp.28-34
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• 1999

본 논문에서는 DCT 영역에서 DCT블록내의 DC성분과 매크로블록내의 움직임 벡터성분을 이용하여 동영상 장면전환 자동 검출에 관한 방법을 제안한다. 제안하는 방법은 압축된 MPEG 신호열내의 픽쳐 종류와 상관없이 임의의 신호열에서 장면전환을 검출한다. 이를 위해 MPEG 신호열의 DCT 영역에서 픽쳐구성요소의 특징을 이용하여 새로운 비교잣대를 정의하고 움직임 벡터에 예민한 B-picture 의 특성을 이용하여 정확한 장면전환을 검출한다. 이때. I-picture를 가지고 급격한(cut) 장면전환을 검출하고 P. B picture 를 가지고 점진적인(gradual) 장면 전환을 검출한다. 제안한 방법은 다양한 MPEG 신호열에 대하여 시험결과 그 효율성이 우수함을 보인다.