• The Korean Journal of Financial Management
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• v.14 no.3
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• pp.183-201
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• 1997

본 논문은 우리나라의 주가지수수익률의 변동특성이 카오스를 내재하고 있는지 아니면 랜덤과정을 따르는지를 분석하기 위하여 Hurst의 R/S분석을 중심으로 분석하였다. 우리나라 증권시장의 1980년 1월 5일부터 1996년 말까지 총 4,982일 동안의 일별종합주가지수를 대수수익률로 전환한 시계열자료로 R/S분석한 결과 안정성과 주기유무를 판별하는 V-통계량 그래프에 의하면 83일과 33일의 비주기적 순환을 나타내고 있음을 알 수 있었다. 이러한 분석결과는 가우시안 랜덤과정과 그다지 큰 차이가 나지 않음을 알 수 있었다. 또한 선형성을 제거한 ARMA잔차와 비선형성을 제거한 GARCHM잔차자료에 대한 R/S분석한 결과도 원래 시계열보다 더 가우시안 랜덤과정에 더 근접함을 알 수 있었다. 한편 총 10개의 대리자료를 만들어서 평균을 취한 값으로 분석한 결과도 마찬가지로 나타나고 있다. 일별주가지수수익률에 내재하는 선형성분을 ARMA과정에 의정에 제거하고 남은 잔차중에는 비선형성분이 여전히 잔존하는데 그것이 일부 GARCHM과정에 의해서 미미하고 가우시안 랜덤과정이 보다 크게 나타남을 알 수 있었다.

• Journal of Korean Society of Coastal and Ocean Engineers
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• v.9 no.3
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• pp.115-124
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• 1997

We measured the variance of eddy diffusion and associated ‘diffusion coefficients’ in coastal regions of Korea by observing the separation distances among multiple drifters deployed simultaneously at the same initial position. The variance of eddy diffusion was found to be proportional to $t^m$, where t is the time and m is a non-integer scaling exponent between 1.5 and 3.5. The observed scaling exponent of eddy diffusion cannot be reproduced by diffusion models employing constant eddy diffusivity. In this study, we applied fractal theory in simulating exponential increase of variance of eddy diffusion. We employed the fGn(fractional Gaussian noise) as a ‘modified’ random walks corresponding to the oceanic eddy diffusion. The variance of eddy diffusion, which corresponds to the fBm(fractional Brown motion) of our diffusion model, is proportional to $t^{2H}$, where H is Hurst scaling exponent. The temporal increase of the variance. with scaling exponent between 1 and 2, was successfully reproduced by our fractal diffusion model. However, our model cannot reproduce scaling exponent greater than 2. The scaling exponents greater than 2 are associated with the velocity shear of the mean flow.

• Journal of Korea Water Resources Association
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• v.42 no.9
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• pp.691-702
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• 2009

This study makes a systematic approach to Hack's law considering self-affinity and self-similarity of natural basins as well as the elongation of corresponding catchment-plan forms. Catchment-plan forms extracted from DEM appear to be the population come from the interactions of 2 hypotheses on Hack's law. It is judged that the elongation measures based on inertia moments are more intuitive than the ones based on main channel lengths. The exponent of Hack's law, h, seems to be similar to the result of Gray's study (1961). However Hurst exponent, H, being 0.96 imply that catchment-plan forms considered in this study have isotropic increasing properties with scale. From this point of view it is inferred that the shapes of the basins in this study would be more affected from self-similarity of main channel lengths than self-affinity of catchment-plan forms.

• 한국해양학회지
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• v.29 no.4
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• pp.392-401
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• 1994

We examined the temporal characteristics of the oceanic eddy diffusion at 5 coastal regions of Korea by measuring the separation distances of multiple drifters released simultaneously at the same by the GPS and Decca transponder system. The observed variance of separation distance, for the time scales from minutes to hours, is proportional to t/SUP m/ with scaling exponent m between 1.2 and 2.0. The observed Lagrangian trajectories of drifters show fractal characteristics instead of random walk or Brown motion. As an effort toward a development of a realistic model of the oceanic eddy diffusion, we simulated the Lagrangian trajectories of drifters by fractional Brown motion (FBM) model. The observed variances of drifter separations can be generated by the FBM process provided the Hurst exponent is the same as the observed one. We further showed that the observed power law in the variance of drifter separations cannot be simulated with an ordinary Brown motion or random walk process.

• Journal of the Korean association of regional geographers
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• v.11 no.6
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• pp.530-542
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• 2005

In this study, GIS method has been used to get fractal characteristics. Using the projected area and surface area, 2 dimensional fractal characteristic of terrain was found out. Correlation of fractal dimension and mean slope were also checked over. Results are as below. 1) To get a fractal dimension, the method which is using the surface area is also directly proportional to complexity of the terrain as other fractal dimension. 2) Fractal dimensions using the surface area, that is proposed in this thesis are carried out as below : Uiseong : $2.02{\sim}2.15$ Yeongcheon : $2.10{\sim}2.24$. These values are in a range of fractal $2.10{\sim}2.20$ dimensions which has known. 3) Correlation of mean slope and fractal dimension is diminished about 30% in a region which is more than $25^{\circ}$ of mean slope. So, in this region using the fractal dimension method is better than using the mean slope. From this study, on formula using the projected area and surface area is still good to get a fractal dimension that has been found. But to confirm this method the region of research should be wider and be set up the correlation of mean slope, surface area and fractal dimension. It can be applicable to restoration of terrain and traffic flow analysis in the future research.

• The Journal of the Institute of Internet, Broadcasting and Communication
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• v.16 no.3
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• pp.103-108
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• 2016

In daily life, humans get stress very often. Stress is one of the important factors of healthy life and closely related to the quality of life. Too much stress is known to cause hormone imbalance of our body, and it is observed by the brain and bio signals. Based on this, the relationship between brain signal and stress is explored, and brain signal based stress index is proposed in our work. In this study, an EEG measurement device with 32 channels is adopted. However, only two channels (FP1, FP2) are used to this study considering the applicability of the proposed method in real enveironment, and to compare it with the commercial 2 channel EEG device. Frequency domain features are power of each frequency bands, subtraction, addition, or division by each frequency bands. Features in time domain are hurst exponent, correlation dimension, lyapunov exponent, etc. Total 6 subjects are participated in this experiment with English sentence reading task given. Among several candidate features, ${\frac{{\theta}\;power}{mid\;{\beta}\;power}}$ shows the best test performance (70.8%). For future work, we will confirm the results is consistent in low price EEG device.

• Knowledge Management Research
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• v.22 no.4
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• pp.119-133
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• 2021

As a large amount of data is produced in each industry, a number of time series pattern prediction studies are being conducted to make quick business decisions. However, there is a limit to predicting specific patterns in nonlinear time series data due to the uncertainty inherent in the data, and there are difficulties in making strategic decisions in corporate management. In addition, in recent decades, various studies have been conducted on data such as demand/supply and financial markets that are suitable for industrial purposes to predict time series data of irregular random walk models, but predict specific rules and achieve sustainable corporate objectives There are difficulties. In this study, the prediction results were compared and analyzed using the Chaos analysis method for roulette data and financial market data, and meaningful results were derived. And, this study confirmed that chaos analysis is useful for finding a new method in analyzing time series data. By comparing and analyzing the characteristics of roulette games with the time series of Korean stock index future, it was derived that predictive power can be improved if the trend is confirmed, and it is meaningful in determining whether nonlinear time series data with high uncertainty have a specific pattern.

• Economic and Environmental Geology
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• v.40 no.6
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• pp.739-749
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• 2007

The seismic velocity at the formation varies widely with physical properties in the layers. These features on seismic shot gathers are not capable of reproducing normally by numerical modeling of homogeneous medium, so that we need that of random inhomogeneous medium instead. In this study, we conducted Gaussian autocorrelation function (ACF), exponential autocorrelation function and von Karman autocorrelation function for getting inhomogeneous velocity model and applied a simple geological model. According to the results, von Karman autocorrelation function showed short wavelength to the inhomogeneous velocity medium. For numerical modeling for a gas hydrate, we determined a geological model based on field data set gathered in the East sea. The numerical modeling results showed that the von Karman autocorrelation function could properly describe scattering phenomena in the gas hydrate velocity model which contains an inhomogeneous layer. Besides, bottom-simulating-reflectors and scattered waves which appear at seismic shot gather of the field data showed properly in the inhomogeneous numerical modeling.