• Communications for Statistical Applications and Methods
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• v.27 no.5
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• pp.579-588
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• 2020

Obligor defaults are cross-sectionally correlated as obligors share common economic conditions; in addition obligors are longitudinally correlated so that an economic shock like the IMF crisis in 1998 lasts for a period of time. A longitudinal correlation should be used to construct statistical scenarios of stress test with which we replace a type of artificial scenario that the banks have used. We propose a Bayesian model to accommodate such correlation structures. Using 402 obligors to a domestic bank in Korea, our model with a dynamic correlation is compared to a Bayesian model with a stationary longitudinal correlation and the classical logistic regression model. Our model generates statistical financial statement under a stress situation on individual obligor basis so that the genearted financial statement produces a similar distribution of credit grades to when the IMF crisis occurred and complies with Basel IV (Basel Committee on Banking Supervision, 2017) requirement that the credit grades under a stress situation are not sensitive to the business cycle.

• 유체기계공업학회:학술대회논문집
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• 1998.12a
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• pp.11-18
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• 1998

The present experimental study is focused on the application of multi-point simultaneous measurement by PIV(Particle Image Velocimetry) to rotor-stator region within centrifugal turbine pump. Six different kinds of rpm(120, 500, 1000, 1500, 2000 and 2500) are selected as experimental condition. Optimized cross correlation identification to obtain velocity vectors is implemented by direct calculation of correlation coefficients. Fine optical setup deeply concerned with PIV performance is arranged for accurate PIV measurement of high-speed complex flow. The instantaneous and time-mean velocity distribution and velocity profile are represented quantitatively at the rotor and stator region.

• Journal of Power System Engineering
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• v.3 no.2
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• pp.13-19
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• 1999

The purpose of the present experimental study is to apply multi-point simultaneous measurement by PIV(Particle Image Velocimetry) to high-speed flow region within a domestic boiler circulation pump. Two different kinds of flow rate($27{\ell}/min,\;19{\ell}/min$)are selected as experimental condition. A volute casing and Impeller made of transparent Polycarbonate were made for the easy access of the illumination laser via fiber optical line and cylinder lens assembly to the measuring region. A CCD camera is syncronized with AOM to acquire clear original particle images. Optimized cross correlation identification to obtain velocity vectors is implemented by direct calculation of correlation coefficients. The instantaneous and time-mean velocity distribution, velocity profile and kinetic energy are represented quantitatively at the full-scale region for the deeper understanding of the unsteady flow characteristics in a commercial circulation pump.

• Proceedings of the KSME Conference
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• 2000.04b
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• pp.686-691
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• 2000

Animation technique from the PIV database is particularly emphasized to give macroscopic and Quantitative description of complex flow fields. As an example, an experimental study was carried out investigate the fundamental (low characteristics of the freezer with the domestic refrigerator. Optimized cross correlation identification to obtain velocity vectors is implemented by direct calculation of correlation coefficients. Image intensifier CCD camera to cope with illumination problem is arranged for the accurate PIV measurement of large flow field. As a results, continuous pictures of the spatial distribution of the instantaneous and time-mean velocity distribution are displayed in real-time sense.

• The KSFM Journal of Fluid Machinery
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• v.2 no.1 s.2
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• pp.35-42
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• 1999

The present experimental study is focused on the application of multi-point simultaneous measurement by PIV(Particle Image Velocimetry) to rotor-stater region within centrifugal turbine pump. Six different kinds of rpm(120, 500, 1000, 1500, 2000 and 2500) are selected as experimental condition. Optimized cross correlation identification to obtain velocity vectors is implemented with direct calculation of correlation coefficients. Fine optical setup concerned with PIV performance is arranged for the accurate PIV measurement of high-speed complex flow. The instantaneous and time-mean velocity distribution and velocity profile are represented quantitatively at the rotor and stator region.

• The Journal of Engineering Geology
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• v.29 no.3
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• pp.303-314
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• 2019

Surface permeability and shallow geological structures play significant roles in shaping the groundwater recharge of shallow aquifers. Surface permeability can be characterized by two concepts, intrinsic permeability and hydraulic conductivity, with the latter obtained from previous near-surface geological investigations. Here we propose a hydraulic equation via the cross-correlation analysis of the rainfall-groundwater levels using a regression equation that is based on the cross-correlation between the grain size distribution curve for unconsolidated sediments and the rainfall-groundwater levels measured in the Gyeongju area, Korea, and discuss its application by comparing these results to field-based aquifer test results. The maximum cross-correlation equation between the hydraulic conductivity derived from Zunker's observation equation in a sandy alluvial aquifer and the rainfall-groundwater levels increases as a natural logarithmic function with high correlation coefficients (0.95). A 2.83% difference between the field-based aquifer test and root mean square error is observed when this regression equation is applied to the other observation wells. Therefore, rainfall-groundwater level monitoring data as well as aquifer test are very useful in estimating hydraulic conductivity.

• The Journal of Asian Finance, Economics and Business
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• v.3 no.3
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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.

• Journal of Environmental Science International
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• v.31 no.6
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• pp.525-533
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• 2022

Baengnyeongdo, located within the Asian dust stream, is an ideal place to analyze Asian dust moving into the West Sea due to its low emission of artificial pollutants. Baengnyeongdo is being used to analyze the vertical distribution of dust from the lower atmosphere to the upper layer through remote observation. This study compared the ground concentration of dust between Baengnyeongdo and the metropolitan area, estimated the lag time of transport of Asian dust from Baengnyeongdo to the metropolitan area, and examined the homogeneity of upper winds using the rawinsonde method. The results showed that the cross correlation coefficient was higher and the lag time was shorter for each observation station when the distance from Baengnyeongdo was shorter. The upper wind at Baengnyeongdo is dominated by the west/northwest wind. It is the basis for the correlation of dust concentration between Baengnyeongdo and the metropolitan area located to the east. In the future, upper wind data and Asian dust concentration data over the West Sea and Baengnyeongdo are expected to contribute to research related to the movement and prediction of Asian dust and preparation for Asian dust in the metropolitan area.

• Journal of the Institute of Electronics and Information Engineers
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• v.50 no.6
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• pp.228-237
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• 2013

In this paper, we propose a normalized cross correlation(NCC)-based multiview background subtraction method which is robust when an object and background have similar color. When the background of the capturing environment is not artificially composed, the regions in the background images which would be occluded by an object tends to have difference colors. The colors of those regions, however, becomes similar when an object enters the capturing environment. Based on this assumption, this paper proposes a concept of GoNCC(Graph of Normalized Cross Correlation). GoNCC is the distribution of NCC between a pixel in an image and pixels related by epipolar constraints with the pixel. The proposed multiview background subtraction method is performed by comparing GoNCC of the current images with the background images. To reduce computational complexity, we perform multiview background subtraction only to the pixels undetermined by single view background subtraction. Experimental results show that the proposed method is more robust to color similarity between an object and background than a single-view background subtraction method and a previous multiview background subtraction method.

• The Journal of Korean Institute of Electromagnetic Engineering and Science
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• v.29 no.2
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• pp.128-137
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• 2018

In this paper, we propose a novel class separability measure for radar signals. To reduce the sensitivity of the relative aspect angle between a target and radar, to evaluate the discriminatory power of radar signals, the proposed method first calculates the correlation coefficients between two radar cross sections (RCSs) or linearly shifts one-dimensional (1D) radar signals (i.e., high-resolution range profiles (HRRPs)), or rotates two 2D radar signals (i.e., inverse synthetic aperture radar (ISAR) images). Then, it uses the maximum correlation coefficient when two radar signals are best aligned. Next, the proposed method obtains new correlation-based discriminant matrices (CDM) using maximum correlation coefficients. Finally, the cumulative distribution function (CDF) in the CDM and the value corresponding to the specific probability in the CDF are obtained, and this value represents the discriminatory power of the radar signal. Experimental results show that the proposed method can accurately measure the target separability.