• Journal of the Korean Data and Information Science Society
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• v.28 no.2
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• pp.371-381
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• 2017

There has never been research on Chaos analysis using real estate auction sale price rate in Korea. In this study, three Chaos analysis methodologies - Hurst exponent, correlation dimension, and maximum Lyapunov exponent - in order to capture the nonlinear deterministic dynamic system characteristics. High level of Hurst exponent and the extremely low maximum Lyapunov exponent provide the tendency and the persistence of the data. The empirical results give two meaningful facts. First, monthly time lags of the correlation dimension are coincident with the time period from the approval auction start day to the sale price fixing day. Second, its weekly time lags correspond to the time period from the last day of request for sale price allocation to the sale price fixing day. Then, this study potentially examines the predictability of the real estate auction price rate time series.

• The Korean Journal of Financial Management
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• v.11 no.1
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• pp.73-96
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• 1994

본 연구는 비선형적 제반 특성을 종합적으로 반영하는 chaos모형을 우리나라의 종합 주가지수 수익률의 시계열 자료에 적용하여 주식 수익률의 비선형적 행태를 실증적으로 분석하였다. 실증분석의 결과, 종합 주가지수 수익률은 내재차원이 14이고, 상관차원이 5에서 6사이인 chaos적 특성을 갖고 있다는 것을 알 수 있었다. 또한 상관차원이 5에서 6사이라는 것은 우리나라 주식시장에 영향을 미치는 주요 변수가 약 6개라는 것을 의미한다. 특히 리야푸노프 지수에 의한 분석 결과는 주별 및 일별 수익률에서 이들 값이 공히 양의 값에 수렴하고 있어 우리나라 주식 수익률은 이상한 끌개(strange attractor)를 갖는chaos적 행태를 보인다고 결론 지울 수 있다. 콜모고로프 엔트로피에 의한 분석 결과는 주별 수익률 및 일별 수익률의 경우에 모두 $0.25{\pm}0.05$의 유한한 값으로 나타나고 있으며, 또한 이들 일별 및 주별양 수익률이 유사한 값을 보이고 있어 서로 유사한 chaos적 특성을 갖고 있다는 것을 알게되었다.

• The Korean Journal of Financial Management
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• v.11 no.2
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• pp.1-39
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• 1994

본 논문은 chaos이론을 우리나라의 증권시장에 적용하여 실증적으로 자기닮음, 장기기억, 반복형태와 기간주기를 파악하는데 그 목적 이 있다. chaos를 재무관리 분야나 경제학분야에 적용한 경우가 희소하여 이에 대한 천착은 어려운 실정이다. 그러나 chaos의 방법론을 재무관리 분야에 직접적으로 채택 적용하지는 않았으나, 그 대신 전통적인 시계열 분석을 비롯한 전통적인 실증분석을 사용한 많은 연구에서 chaos적 요소가 발견된 경우가 많다. 다만 이 연구들에서 발견된 것들을 chaos적 관점에서 이해하거나 파악하지 않고 전통적인 틀 속에서 해석하고 설명하려고 시도하고, 나아가 그와 같은 현상이 발견되었으므로 전통적인 틀속에서 새로운 방법을 개발하여 이 현상을 설명하거나 해소하려는 노력이 경주되어 왔으며 또한 계속되고 있다. 이 논문에서는 이러한 발견들을 chaos적 관점에서 해석해 보고자 한다.

• Journal of the Institute of Convergence Signal Processing
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• v.8 no.1
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• pp.44-50
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• 2007

In this paper generating algorithms of the conventional chaos code sequences and a new chaos code sequence derived from the real and imaginary parts of FFT of one chaos code sequence, and the time-frequency function characteristics of generated code sequences to measure the signal resolution, are considered. And two chaos based QCSK digital communication systems-one with two different chaos code sequences, the other with FFT of one chaos code sequence-are analyzed in AWGN and fading communication channels. After analyzing the correlation functions of such sequences, the delta-like autocorrelation and near zero crosscorrelation functions of them are very suitable for chaos based spread spectrum communication systems, is verified. Through evaluating the performance of two chaos based QCSK systems above using Monte-Carlo simulation, the improvement of performance in the latter QCSK system compare favorably with that of the former system, is shown.

• Journal of Biomedical Engineering Research
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• v.15 no.3
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• pp.347-354
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• 1994

This paper describes a diagnostic protocol of nonlinear dynamic characteristics of biological system using chaos theory. An integrated chaos analysis system for the diagnosis of biological system was designed. We suggest a procedure of attractor reconstruction for reliable qualitative and quantitative analysis. The effect of autonomic nervous system activity on heart rate variability with power spectral analysis and its characteristics of chaotic attractors are investigated. The results show the applicability to evaluate the mental and physical conditions using nonlinear characteristics of biological signal.

• Computational Structural Engineering
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• v.10 no.4
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• pp.239-249
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• 1997

The method to distinguish chaotic attractors in the perturbed response behaviors of a piecewise-linear system under combined regular and external randomness is provided and examined. In the noisy fields such as the ocean environment, excitation forces induced by wind, waves and currents contain a finite degree of randomness. Under external random perturbations, the system responses are disturbed, and consequently chaotic signatures in the response attractors are not distinguishable, but rather look just random-like. Mean Poincare map can be utilized to identify such chaotic responses veiled due to the random noise by averaging the noise effect out of the perturbed responses. In this study, the procedure to create mean Poincare map combined with the direct numerical simulations is provided and examined. It is found that mean Poincare maps can successfully distinguish chaotic attractors under stochastic excitations, and also can give the information of limit value of noise intensity with which the chaos signature in system responses vanishes.

• The Journal of the Korea Contents Association
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• v.21 no.2
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• pp.195-205
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• 2021

The purpose of this study is to validate the Confusion, Hubbub, and Order Scale (CHAOS), developed by Matheny et al. (1995), in South Korea. Data of 189 parents with children under the age of 5 acquired by online survey were used for the analysis. Descriptive statistics, item-total correlation, internal consistency, confirmatory factor analysis, convergent validity were examined. As a result, 13 items were confirmed and the reliability was .881. By validating K-CHAOS, it became possible to consider the effect of physical environment, that are known to affect psychological and social development of individuals, as one of micro-systems in future studies.

• Proceedings of the Korean Society of Precision Engineering Conference
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• 2007.06a
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• pp.709-710
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• 2007

• Journal of the Institute of Electronics and Information Engineers
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• v.51 no.5
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• pp.44-50
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• 2014

Chaos communication system is one of the security algorithms that is applied to improve the security. Chaos signal is non-linear, and it is generated randomly according to the initial conditions. Also, chaos communication system has characteristics such as non-periodic, wide-band, non-predictability of signals and easy implementation. So, security of chaos communication system is superior, and it has low interception probability and good anti-jamming characteristic. However, BER performance is worse than digital communication system, because it has many self interference signal in case of CDSK system. To improve these disadvantages, we analyze the PDF trend which can improve the BER performance in existing study, and we proposed a chaos map. And, proposed chaos map was defined as the 'Boss map'. Generally, BER performance is changed according to initial values, parameters and spreading factors. Therefore, in this paper, we will introduce PDF trends which can improve the BER performance, and will describe about Boss map. Also, characteristics of Boss map is analyzed by evaluating the BER performance of Boss map according to initial values, parameters and spreading factors. As a result, while maintaining the similar BER performance, initial value of Boss map can be selected from 0 to 1.2, and BER performance is best when parameter alpha is 2.5. Also, BER performance is best when spreading factor is 50.

• Journal of the Korea Academia-Industrial cooperation Society
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• v.15 no.11
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• pp.6621-6629
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• 2014

Social phenomena require the fundamentals of novel scientific epistemology and methodology due to the continual change by complex variables. A systematic understanding of paradigm shifts is also necessary for analyzing the problems currently faced in society. This study presents chaos theory, which was developed from the natural sciences, to discuss the abnormality of modern society that underscores the importance of the chaos paradigm. Chaos theory is applicable to diverse social phenomena that stretches across politics, economics, and sociology. If social science research can appropriately and effectively develop and apply chaos theory, the theory can be utilized as a useful paradigm to reinforce the fundamentals of epistemology and methodology in exploring social phenomena.