• The Journal of Asian Finance, Economics and Business
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• 제3권3호
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• pp.79-91
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• 2016

This paper is the first of its kind using a non-linear approach based on cross-correlation function (CCF) to investigate the information arrival hypothesis in crude palm oil (CPO) futures market. Based on daily data from 1986 to 2010, our empirical results reveal that: First, the volume of volatility is not a proxy of information flow. Second, dependence causality running from current return to future volume in conditional variance exhibit an asymmetric pattern of time span with different signs of correlation between price and volume series. This finding indicates the presence of noise traders' hypothesis of price-volume interaction in CPO futures market. Both findings suggest that this futures market is weak-form inefficiency. In terms of investors' behavior, they tend to change their expectations on current return based on errors made in previous trade in generating abnormal volume in the subsequent period. As implied, it is advisable for the investors devise their future trading strategies according to time span and changes of return.

• ETRI Journal
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• 제33권4호
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• pp.537-546
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• 2011

This paper introduces an automated method for building height recovery through the integration of high-resolution satellite images and digital vector maps. A cross-correlation matching method along the vertical line locus on the Ikonos images was deployed to recover building heights. The rational function models composed of rational polynomial coefficients were utilized to create a stereopair of the epipolar resampled Ikonos images. Building footprints from the digital maps were used for locating the vertical guideline along the building edges. The digital terrain model (DTM) was generated from the contour layer in the digital maps. The terrain height derived from the DTM at each foot of the buildings was used as the starting location for image matching. At a preset incremental value of height along the vertical guidelines derived from vertical line loci, an evaluation process that is based on the cross-correlation matching of the images was carried out to test if the top of the building has reached where maximum correlation occurs. The accuracy of the reconstructed buildings was evaluated by the comparison with manually digitized 3D building data derived from aerial photographs.

• 대한토목학회논문집
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• 제29권3B호
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• pp.259-267
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• 2009

GEV분포는 세계 여러 나라에서 홍수와 극한강우 등의 빈도분포로 널리 활용되고 있다. L-모멘트법은 GEV분포의 매개변수 추정을 위해 일반적으로 사용되고 있는 추정법이다. 본 연구에서는 Monte Carlo 실험을 이용하여 GEV분포를 따르는 서로 다른 두 지점의 자료의 교차상관계수를 이용하여 L-모멘트 추정값인 L-변동계수와 L-왜도계수들 간의 교차상관계수를 Simple Power 함수를 이용하여 유도하였다. 실험과정에서 생성된 비현실적이며 실험결과에 큰 영향을 미치는 음수값들을 배재한 GEV+분포를 이용하였다. 결과로, Simple Power 함수가 두지점간 자료의 교차상관과 L-모멘트 추정값들간의 교차상관 계수의 관계를 잘 모사하고 있음을 확인하였다. 다양한 GEV 분포의 매개변수 조합에 대한 Simple Power 함수의 매개변수 추정값과 정확성은 표로 제시하였다. 또한 위 연구결과를 활용할 수 있는 Generalised Least Square(GLS) 지역회귀 기법에 대해 설명하였다. 따라서 본 연구에서 도출된 관계식은 향후 GLS 회귀식을 이용한 GEV 분포의 지역 매개변수를 추정하는데 있어 L-모멘트 추정값들간의 정확한 교차상관관계를 제시할 수 있을 것으로 기대한다.

• 한국방송∙미디어공학회:학술대회논문집
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• 한국방송공학회 2009년도 IWAIT
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• pp.825-829
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• 2009

In this paper, we examine the fundamental performance of image coding schemes based on multipulse model. First, we introduce several kinds of pulse search methods (i.e., correlation method, pulse overlap search method and pulse amplitude optimization method) for the model. These pulse search methods are derived from auto-correlation function of impulse responses and cross-correlation function between host signals and impulse responses. Next, we explain the basic procedure of multipulse image coding scheme, which uses the above pulse search methods in order to encode the high frequency component of an original image. Finally, by means of computer simulation for some test images, we examine the PSNR(Peak Signal-to-Noise Ratio) and computational complexity of these methods.

• 물과 미래
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• 제14권4호
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• pp.19-26
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• 1981

자연하천에서의 수질은 유량의 변화에 많은 영향을 받을 것으로 기대되는 바, 유량과 각 수질인자의 통계적 특성 및 유량변화와 수질인자간의 상관관계를 조사하기 위하여 자기 및 상호상관함수 power spectrum, coherence 함수 및 Markov 모형을 적용하였다. 일부 자료만이 입수 가능한 한강 하류부 인도교 지점에서의 유량, 용존산소, 전기전도도는 명백한 1년 주기와 6, 4, 3개월의 약한 주기를 가지며, 유량과 용존산소, 유량과 전도도 사이의 상관은 약하게 나타났고 상호상관함수에서 첨두가 지체 1일에서 발생하여 미약하지만 유량의 변화에 의한 영향이 1일 정도 차이로 수질인자에게 미치는 것으로 해석된다. 계열 발생 및 예측수단인 선형회귀모형의 검토에서 유량은 1차 및 2차 Markov 모형과, 용존산소와 전도도는 1차 Markov 모형과 흡사하게 나타났다.

• Journal of Cardiovascular Imaging
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• 제30권1호
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• pp.37-46
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• 2022

BACKGROUND: A body of research advocates the prognostic role and usefulness of the volumetric markers of left atrial (LA) phasic functions in the diagnosis of LA dysfunction. We aimed to determine the independent determinants of the volumetric markers of LA contraction function in candidates for coronary artery bypass graft (CABG) surgery. METHODS: This cross-sectional study enrolled 516 candidates for CABG. The biplane maximal, minimal, and pre-P volumes of the LA were measured with two-dimensional echocardiography, and LA active emptying fraction was calculated. The standardized correlation coefficient for the correlation between each factor and LA active emptying fraction was calculated by using univariate and backward multivariable regression analyses. RESULTS: The multivariable regression analysis demonstrated that the heart rate (β = 0.15; p = 0.001), S (β = 0.09; p = 0.036), E/e' ratio (β = -0.11; p = 0.014), left ventricle (LV) ejection fraction (β = 0.15; p = 0.001), and LA enlargement (β = -0.19; p < 0.001) were the independent determinants of LA active emptying fraction. CONCLUSIONS: The independent determinants of LA contraction function were the heart rate, S, LV ejection fraction, LA enlargement, and E/e' ratio in candidates for CABG surgery.

• 대한의용생체공학회:의공학회지
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• 제29권3호
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• pp.205-211
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• 2008

A method of detecting the specific patterns related to hand motions using the surface EMG(electromyogram) on an arm is proposed and tested. To do this, we obtain separately modeling parameters based on the LP, Prony estimator, and calculate the latency shift value between channels by cross-correlation function. Then, the coefficients and latency shift value are applied to the detection method to classify the EMG signals related to hand motions. Compared with the conventional methods, the present method are more useful to detect the motion intention of the user as an input device in the mobile and wearable computing environments. And, We expect that the results of this study are helpful in the development of rehabilitation devices for the handicapped.

• 소음진동
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• 제7권2호
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• pp.255-260
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• 1997

This paper describes 3-dimensional volume array of 4 microphones including a reference microphone which is capable of imaging wideband noise source position in 2-dimensional image plane. The cross correlation function and corresponding imaging function between a reference microphone and other microphone, are derived as a function of noise source position. The magnitude of the imaging function gives noise source mapping in image plane. Since the image plane is selective from a rectangular and a cylindrical plane, noise source position information such as range and bearing relative to the array is identified very much easily. Simulation results for typical source configurations confirms the applicability of the proposed array in noise control field.

• Journal of the Korean Statistical Society
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• 제31권2호
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• pp.199-212
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• 2002

This article introduces transfer function model (TFM) with conditional heteroscedasticity where ARCH concept is built into the traditional TFM of Box and Jenkins (1976). Model building strategies such as identification, estimation and diagnostics of the model are discussed and are illustrated via empirical study including simulated data and real data as well. Comparisons with the classical TFM are also made.

• Physical Therapy Rehabilitation Science
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• 제11권2호
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• pp.181-188
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• 2022

Objective: The purpose of this study to investigate the correlations among the motor function, balance, and gait velocity and the strength that could explain the variation of gait velocity of chronic stroke survivors. Design: This was a cross-sectional cohort study. Methods: Thirty hemiplegic stroke survivors hospitalized in an inpatient rehabilitation center were participated. The muscle tone of ankle plantarflexor and muscle strength of ankle dorsiflexor were measured respectively with modified Ashworth scale (MAS) and hand-held dynamometer. And the motor recovery and function with Fugl-Meyer assessment (FMA), balance with Berg balance scale (BBS) and timed up and go (TUG) test were measured. Gait velocity was measured with GAITRite. The correlation among motor function, muscle tone, muscle strength, balance, and gait were analyzed. In addition, the strength of the relationship between the response (gait velocity) and the explanatory variables was analyzed. Results: The gait velocity had positive correlations with FMA, muscle strength, and BBS, and negative correlation with MAS and TUG. Regression analysis showed that TUG (𝛽=-0.829) was a major explanatory variable for gait velocity. Conclusions: Our results suggest that gait velocity had correlations with muscle strength, MAS, FMA, BBS, and TUG. The tests and measurements affecting the variation of gait velocity the greatest were TUG, followed by FMA, BBS, muscle strength, and MAS. This study shows that TUG would be a possible assessment tool to determine the variation of gait velocity in stroke rehabilitation.