• Journal of the Korea Academia-Industrial cooperation Society
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• v.12 no.5
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• pp.2261-2266
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• 2011

Being the most widely used in ultrasound Doppler color flow mapping, the Kasai algorithm, also known as lag-1 autocorrelation method, is capable of estimating the Doppler mean frequency relatively accurately with a modest amount of computation. Particularly in the case of imaging deep lying areas, however, its performance suffers due to low signal-to-noise ratios. The purpose of this paper is to propose a dealiased lag-2 autocorrelation method which is superior to the Kasai algorithm even at low signal-to-noise ratios and to compare their performances through simulations. The proposed algorithm is found to be better by about 2 to 3 dB than the Kasai algorithm in terms of Doppler mean frequency estimation error in the presence of measurement noise.

• Proceedings of the Korean Society of Soil and Groundwater Environment Conference
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• 2004.04a
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• pp.455-458
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• 2004

This study uses time series analyses to evaluate fluctuation of water levels in a geothermal water well due to pumping, in relation to rainfall at Dongrae hot-spring site on the southeastern coast of tile Korean peninsula. The volume of water pumped from the public study wells ranges from 542 to 993 m$^3$/month, and the minimum water level ranged from 35 to 144.7 m during the measured period. Autocorrelation analysis was conducted for the withdrawal rate at the public wells, water levels and rainfall. The autocorrelation of the withdrawal rate shows distinct periodicity with 3 months of lag time, the autocorrelation of rainfall shows weak linearity and short memory with 1 months of lag time, and the autocorrelation of water levels shows weak linearity and short memory with 2 months of lag time. The cross-correlation between the pumping volume and the minimum water level shows a maximum value 1 at a delayed time of 34 months. The cross-correlation between rainfall and the minimum water level shows a maximum value of 0.39 at a delayed time of 32 months.

• Journal of the Korean Statistical Society
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• v.17 no.1
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• pp.24-29
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• 1988

The asymptotic distribution of the sample partial autocorrelation terms after lag p of an AR(p) model has been shown by Dixon(1944). The derivation is based on multivariate analysis and looks tedious. In this paper we present an interesting contour-integral derivation.

• Journal of Environmental Health Sciences
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• v.14 no.1
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• pp.39-45
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• 1988

The stochastic variations were analyzed periodicity by autocorrelation, variance spectrum and Fourier series. These time series included hourly and hourly mean observations on DO, water temperature and air temperature which measured by automatic recording instrument at Guii from 1, Jan., 1986 to 23, Feb., 1986. The results of study were as follows: l. Autocorrelation coef. (lag time 120) DO($\varrho_1$= 0.9705), WT($\varrho_1$ = 0.9890), and AT($\varrho_1$ = 0.9874) were deeply related. DO and AT clearly showedr 24-hour periodicities while WT showed 23-26 hour periodicity. 2. Spectral density showed high at 24 hour in eech item and all of them showed weak peak at 12 hour. 3. The explained variance, which was a measure of the contribution of periodic function to the original time series, varied high 90.8 - 94.7%. This results showed that water qualities at Guii were affected deterministic components.

• The Journal of Asian Finance, Economics and Business
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• v.9 no.9
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• pp.1-8
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• 2022

This paper studies market efficiency from a weak form aspect using opening and closing prices of the Shanghai stock exchange composite index (SSEC) and Shenzhen stock exchange composite index (SZSEC) under the expected return theory. Classical methods (autocorrelation and runs test) are used to examine the features of stock returns, and little evidence against mutual independence of returns is found. We predict daily returns of SSEC and SZSEC with AR(p) and VAR(p) models (in this paper, p = 5 is taken as a one-week lag) and perform a virtual experiment on two indexes based on the predicted value of daily returns from AR(p) or VAR(p) model. From the results of AR(p) and VAR(p) for two indexes, we attempt to find out how the market efficiency level changes when the information from the other market is under consideration as we check the market efficiency level in one market. We find that SSEC in 2014-2016 and SZSEC in 2015-2016 are inefficient from the result of autocorrelation, that SSEC in 2016 and SZSEC in 2013 are not efficient from the result of runs test, that the stock market is efficient except 2005, 2009, 2010 and 2017 in SSEC and 2005, 2016 and 2017 in SZSEC and that SSEC is more influenced by SZSEC but SSEC influences SZSEC less from the result of the virtual experiment.

• Proceedings of the Korean Society of Soil and Groundwater Environment Conference
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• 2004.04a
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• pp.447-450
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• 2004

This study was conducted to characterize groundwater and river-water fluctuations at a riverbank filtration site in Daesan-myeon adjacent to the Nakdong River, using time series analysis. Water levels from six observation wells from January 2003 to October 2003 were measured. The autocorrelation analysis indicates that the wells are divided into three groups: group 1 represents strong linearity and memory, group 2 intermediate linearity and memory, and group 3 weak linearity and memory. The analysis indicates that groundwater levels in different monitoring wells vary in response to river-water levels, groundwater withdrawal and seasonal rainfall. Cross-correlation was also divided into three groups. Group 1 shows the highest cross-correlation function (0.49 - 0.54) for a lag time of 0 hours, group 2 intermediate cross-correlation function (0.34 - 0.45), and group 3 the lowest cross-correlation function (0.23 - 0.25). Different cross-correlation functions among the 3 groups are interpreted as an effect of tile distance from the river to the pumping wells.

• Journal of Preventive Veterinary Medicine
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• v.41 no.2
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• pp.79-83
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• 2017

In this study, we used a choropleth map to explore the spatial variation of the risk of cattle herds being bovine tuberculosis (BTB) positive in Gangwon-do in 2015. The map shows that the risk of being BTB-positive was lower in provinces located in the middle of Gangwon-do (Wonju, Youngwol, Peongchang, and Kangneung) than in other provinces. In addition, one province located in the north (Goseong) had a low risk of BTB. The estimate for the intercept of the spatial lag model was 0.66, and the spatial autocorrelation coefficient (lambda) was 0.20 (Table 1). The Moran's I was 0.33 with p-value of 0.02. In 2015, provinces located in the North West (Hwacheon) and East (Donghae) of Gangwon-do had a higher BTB risk. We identified some specific provinces at low BTB-positive risk, information that may prove useful for control of BTB in the study area.

• The Journal of The Korea Institute of Intelligent Transport Systems
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• v.20 no.1
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• pp.54-69
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• 2021

Policy improvement such as the revision of the Road Traffic Act are proposed for personal mobility(especially e-scooter) usage. However, there is not enough discussion to solve the problem of using shared e-scooter. In this study, we analyze the influencing factors that amount of pick-up and drop-off of shared e-scooter by dividing the Seoul into a 200m grid. we develop spatial auotcorrelation model such as spatial lag model, spatial error model, spatial durbin model, and spatial durbin error model in order to consider the characteristics of the aggregated data based on a specific space, and the spatial durbin error model is selected as the final model. As a result, demographic factor, land use factor, and transport facility factors have statistically significant impacts on usage of shared e-scooter. The result of this study will be used as basic data for suggesting efficient operation strategies considering the characteristics of weekday and weekend.

• Environmental Engineering Research
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• v.22 no.3
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• pp.302-311
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• 2017

Nowadays, with the burgeoning development of economy, $CO_2$ emissions increase rapidly in China. It has become a common concern to seek effective methods to forecast $CO_2$ emissions and put forward the targeted reduction measures. This paper proposes a novel hybrid model combined principal component analysis (PCA) with regularized extreme learning machine (RELM) to make $CO_2$ emissions prediction based on the data from 1978 to 2014 in China. First eleven variables are selected on the basis of Pearson coefficient test. Partial autocorrelation function (PACF) is utilized to determine the lag phases of historical $CO_2$ emissions so as to improve the rationality of input selection. Then PCA is employed to reduce the dimensionality of the influential factors. Finally RELM is applied to forecast $CO_2$ emissions. According to the modeling results, the proposed model outperforms a single RELM model, extreme learning machine (ELM), back propagation neural network (BPNN), GM(1,1) and Logistic model in terms of errors. Moreover, it can be clearly seen that ELM-based approaches save more computing time than BPNN. Therefore the developed model is a promising technique in terms of forecasting accuracy and computing efficiency for $CO_2$ emission prediction.

• The Journal of Asian Finance, Economics and Business
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• v.9 no.1
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• pp.167-176
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• 2022

By analyzing the impact of oil prices on economic growth, this study has shown a new insight into the link between oil price inflation and economic growth. The primary goal of this study is to determine if oil prices are pro-growth or anti-growth. To provide empirical proof, the series data for both the core and control variables from 1972 to 2020 was used to justify the association on empirical grounds. To account for the presence of a unit root, the Augmented Dickey-Fuller Test was used, and after making the series compatible for co-integration, the Autoregressive distributed lag model was used to determine the empirical estimate. Additionally, the empirical models were used to diagnose heteroscedasticity and autocorrelation. The reference point model reveals that in developing nations like Pakistan, economic growth is anti-growth with an increase in prices, and it responds negatively to economic growth in the long and short run. As a result, oil price inflation in Pakistan fails to have a significant beneficial impact on economic growth in both the long and short run, but it does raise the general price level in the economy.