• Journal of the Optical Society of Korea
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• v.3 no.2
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• pp.74-79
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• 1999

We present a simple design rule for a passive temperature-compensating optical package. We also present experimentally that a package fabricated by using the design rule compensates the temperature dependence of the resonant wavelength of an optical long period fiber grating by varying the strain inside the fiber, The package fabricated in this work consists of two pieced of brass tube, 10 mm long, and a piece of nylon rod, 45.4 mm long. It is shown that the package can compensate the temperature-induce wavelength shifts of the long period grating to a range of 6.8 pm/$^{\circ}C$, compared with 0..48 nm/$^{\circ}C$ for an uncompensated grating. The reduced strength of the fiber caused by exposure to ultraviolet limits the performance of the package to the range operating temperature form -3 $^{\circ}C$ to 7$0^{\circ}C$.

• Journal of the Korean Mathematical Society
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• v.35 no.3
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• pp.741-753
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• 1998

Let G(*) be a Borel function applied to a stationary long memory sequence {X$_{i}$} of standard Gaussian random variables. Focusing on the process {G(X$_{i}$)}, the present paper establishes the almost sure representation for the empirical quantile process, that is, Bahadur's representation, and for the empirical process with respect to sample mean. Statistical applications of the representations are also addressed.sed.

• The Journal of Korean Institute of Communications and Information Sciences
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• v.24 no.10B
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• pp.1971-1978
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• 1999

In this paper, we study the effects of long-range dependence (LRD) in VBR video traffic on queueing system. This paper consists of Part I and II. In Part I, we present a (LRD) video traffic model based on the shifting-level (SL) process. We observe that the ACF of an empirical video trace is accurately captured by the shifting-level process with compound correlation (SLCC): an exponential function in short range and a hyperbolic function in long range. We present an accurate parameter matching algorithm for video traffic. In the Part II, we offer the queueing analysis of SL/D/1/K called ‘quantization reduction method’. Comparing the queueing performances of the DAR(1) model and the SLCC with that of a real video trace, we identify the effects of SRD and LRD in VBR video traffic on queueing performance. Simulation results show that Markoivian models can estimate network performances fairly accurately under a moderate traffic load and buffer condition, whereas LRD may have a significant effect on queueing behavior under a heavy traffic load and large buffer condition.

• Communications for Statistical Applications and Methods
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• v.15 no.1
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• pp.137-145
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• 2008

We present formulas for two types of cap pricing under fBm-HJM model reflecting the empirical long range dependence in the interest rate model. In particular, we propose a new approach to pricing the cap with the default risk.

• Proceedings of the Korean Magnetic Resonance Society Conference
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• 1999.06a
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• pp.27-27
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• 1999

• The Journal of Korean Institute of Communications and Information Sciences
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• v.28 no.7B
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• pp.620-627
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• 2003

Ethernet passive optical networks (EPONs) are an emerging access network technology that provide a low-cost method of deploying optical access lines between a carrier's central office and customer sites. Dynamic bandwidth allocation (DBA) provides statistical multiplexing between the optical network units for efficient upstream channel utilization. To support dynamic bandwidth distribution, 1 propose an cyclic polling-based DBA algorithm for differentiated classes of service in EPONs. And, I show that an interleaved polling scheme severely decreases downstream channel capacity for user traffics when the upstream network load is low. To obtain realistic simulation results, I used synthetic traffic that exhibits the properties of self-similarity and long-range dependence I then analyzed the network performance under various loads, specifically focusing on packet delays for different classes of traffic.

• Proceedings of the Korean Operations and Management Science Society Conference
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• 1998.10a
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• pp.271-274
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• 1998

In this paper we examine long-term memory of the financial time-series by employing the R/S analysis, the Hurst exponent estimation, and the modified R/S analysis. The null hypothesis of white-noise is tested using the NYSE daily indexes from January 1966 to July 1998, and the results show that long-range dependence exists before the apparent structural break of the Black Monday in 1987.

• The Korean Journal of Financial Management
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• v.13 no.1
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• pp.101-114
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• 1996

본 연구에서는 우리나라 주식시장에서 주가의 장기적 종속성이 존재하는지의 여부를 평가하기 위하여 Lo(1991)의 검증방법론을 이용하여 실증분석을 실시하였다. 본 연구에서 발견된 실증분석 결과는 다음과 같이 요약될 수 있다. 첫째, 일별수익률자료를 이용한 검증에서는 한국종합주가지수 등 대부분의 주가지수에서 단기적 종속성(short-range dependence)이 발견되고 있으나, 장기적 종속성(long-range dependence)의 증거는 나타나지 않고 있다. 둘째, 월별수익률자료를 이용한 검증에서는 일부 주가지수에만 단기적 종속성이 나타나고 있을 뿐, 대부분의 주가지수에서 랜덤웍 모형을 기각할 수 없었다. 이상의 실증분석 결과는 우리나라 주식시장에서 주가에는 장기적 중속성이 존재하지 않는다는 가설과 일관성을 갖는 것이다.

• Journal of the Korean Institute of Illuminating and Electrical Installation Engineers
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• v.27 no.2
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• pp.1-6
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• 2013

In this paper, we implemented a polarimetric strain sensor using a Sagnac birefringence interferometer composed of a polarization-maintaining photonic crystal fiber (PM-PCF). By changing the length of the PM-PCF employed as the sensor head of the proposed sensor, the length dependence of the strain sensitivity was investigated. With respect to 5.0-, 7.5-, and 10.0-cm-long PM-PCFs, strain measurements were done in a measurement range of $0{\sim}6m{\varepsilon}$, and strain sensitivities of ~2.04, ~1.92, and ${\sim}1.73pm/{\mu}{\varepsilon}$ were obtained, respectively. If an ideal PM-PCF with no length dependence of a modal birefringence is used for the proposed sensor, the strain sensitivity is independent of the length of the sensor head (PM-PCF). In the practical PM-PCF used in experiments, however, a shorter PM-PCF has a higher length dependence of the modal birefringence due to its imperfectness and nonuniformity of the internal structure, resulting in a higher length dependence of the strain sensitivity.

• Korean Journal of Remote Sensing
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• v.29 no.2
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• pp.243-251
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• 2013

The optical properties of long-range transported Asian dust were studied by the satellite observations and Sun/sky radiometer measurements from the Aerosol Robotic Network(AERONET) in Northeast Asia. The movement of Asian dust from source regions to downwind areas was tracked by the Ozone Monitoring Instrument(OMI) derived aerosol product imagery. The optical properties of Asian dust were classified for geographical locations, which are source regions such as deserts area in Dunhuang and Inner Mongolia, downwind areas such as Yulin and Beijing, and long-range transported regions such as Korea(Anmyon and Gosan) and Japan(Noto). In general, relatively higher aerosol mass loadings with larger aerosol particles at desert regions were found. Aerosol Optical Depth(AOD) decreased significantly in downwind areas and long-range transported areas, which was accompanied by increased Angstrom exponents. This indicates the effects of aerosol mixing with various pollutants during transport of Asian dust plume on aerosol optical properties. Moreover, relatively high Single-Scattering Albedo(SSA) at 440 nm values ranging from 0.90 - 0.96 and increasing tendency of SSA with wavelength were observed at source region. The spectral dependence of SSA decreased during long-range transport.