• Journal of Korea Water Resources Association
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• v.39 no.2 s.163
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• pp.121-126
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• 2006

Snowmelt effect is identified from the analysis of the relationship between precipitation and groundwater level(GWL) data and Severe drawdown of GWL is observed in drought. Groundwater dam Operation Index (GOI), which is developed for the optimal operation of groundwater dam, is calculated by taking common logarithm of the moving average(MA) of precipitation data for a certain period. The period can vary from watershed to watershed because the period is decided by picking the maximum correlation coefficient between GWL and GOI of several MAs of precipitation. For Ssangchun watershed, the correlation was the strongest when we apply 70 day MA for GOI calculation. Snowmelt effect is considered by applying the temperature change by elevation($0.5^{\circ}C$ decrease per 100m) and examining the areal distribution of the watershed by elevation. Snow event is assumed when the daily average temperature is below $0^{\circ}C$ and snowmelt is assumed when the temperature is above zero degree Celsius. Total snowmelt is assumed for the day. When the snow event is occurred the precipitation data is separated into two components, snow and rainfall. The areal distribution by elevation is used for the calculation in the separation. The correlation between GWL and GOI is higher when we consider snowmelt effect than we neglected it.

• Journal of Communications and Networks
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• v.7 no.3
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• pp.385-393
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• 2005

In this paper, we propose a simple algorithm to adaptively adjust the value of dupthresh, the duplicate acknowledgement threshold that triggers the transmission control protocol (TCP) fast retransmission algorithm, to improve the TCP performance in a network environment with persistent packet reordering. Our algorithm uses an exponentially weighted moving average (EWMA) and the mean deviation of the lengths of the reordering events reported by a TCP receiver with the duplicate selective acknowledgement (DSACK) extension to estimate the value of dupthresh. We also apply an adaptive upper bound on dupthresh to avoid the retransmission timeout events. In addition, our algorithm includes a mechanism to exponentially reduce dupthresh when the retransmission timer expires. With these mechanisms, our algorithm is capable of converging to and staying at a near-optimal interval of dupthresh. The simulation results show that our algorithm improves the protocol performance significantly with minimal overheads, achieving a greater throughput and fewer false fast retransmissions.

• 제어로봇시스템학회:학술대회논문집
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• 1992.10a
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• pp.86-89
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• 1992

One of the most difficult problems in depth control for underwater vehicle is the effect of seaway disturbance. One component of the seaway forces is of large magnitude with a relatively narrow-band, first order component. The other component is generaly of somewhat smaller magnitude, second order component. Since the magnitude of the first order component is generally much greater than the compensating force that can be generating by the planes, it is undesirable for the controller to generate a control command. In this paper, we disigned adaptive notch filtering system using filter bank structure. Energies of each band-passed signal are obtained by MA(Moving Average) method and compared to produce center frequency. By adapting this parameter to notch filter, 1st order seaway disturbance can be removed, which lead to the improvement of automatic depth control system.

• Communications for Statistical Applications and Methods
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• v.23 no.6
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• pp.575-585
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• 2016

Longitudinal studies repeatedly measure outcomes over time. Therefore, repeated measurements are serially correlated from same subject (within-subject variation) and there is also variation between subjects (between-subject variation). The serial correlation and the between-subject variation must be taken into account to make proper inference on covariate effects (Diggle et al., 2002). However, estimation of the covariance matrix is challenging because of many parameters and positive definiteness of the matrix. To overcome these limitations, we propose autoregressive moving average Cholesky decomposition (ARMACD) for the linear mixed models. The ARMACD allows a class of flexible, nonstationary, and heteroscedastic models that exploits the structure allowed by combining the AR and MA modeling of the random effects covariance matrix. We analyze a real dataset to illustrate our proposed methods.

• Proceedings of the Korea Water Resources Association Conference
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• 1984.07a
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• pp.89-98
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• 1984

우리나라의 월강우량 기록은 풍부하나 월유출량 기록은 희박하여, 월유출량 시계열의 모형식을 개발하고저 하여 월강우량 기록만으로 하천유량의 정확한 파악을 할 수 있도록 한다. 이 연구는 월강우와 유출량의 시계열에 의한 추계학적 이론에 의거한 복스와 젠킨스의 대체함수(Transfer function model)와 아리마(ARIMA)의 잔차모양을 합한 형이다. 이 선형 추계학적 차분 시계열식 모형은 공본산(coveriance) 을 갖는다는 가정에서 강우량과 유출량의 변화에 따라서 식의 구조가 유도되며 정확하게 잘 적용이 된다. 본 식의 최적모형은 일반식으로 아래와 같이 얻어진다. $ Y$:월유출량, X$:월강우량, C$:유출물, $: 대체변수, a$:백색잡음(white noise), $\theta$(B) 및 (B):MA(Moving average)와 AR(autoregressive)조작, 이번 연구 결과 섬진강 하천의 대체조작(Transfer operator)은 잔차승(Sum of residual) R$0.9로 높은 정도의 수치를 나타내는 것으로 보인다.

• Korean Journal of Remote Sensing
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• v.37 no.6_2
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• pp.1819-1827
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• 2021

Land-use/cover change caused by rapid urbanization in South Korea is one of the concerns in flood risk management because groundwater recharge by precipitation hardly occurs due to an increase in impermeable surfaces in urban areas. This study investigated the hydrologic effects of land-use/cover on groundwater recharge in the Yeonje-gu district of Busan, South Korea. A statistical time series analysis was conducted with temporal variations of precipitation and groundwater level to estimate lag-time based on correlation coefficients calculated from auto-correlation function (ACF), cross-correlation function (CCF), and moving average (MA) at five sites. Landform and land-use/cover within 250 m radius of the monitoring wells(GW01, GW02, GW03, GW04, and GW05) at five sites were identified by land cover and digital map using Arc-GIS software. Long lag-times (CCF: 42-71 days and MA: 148-161 days) were calculated at the sites covered by mainly impermeable surfaces(GW01, GW03, and GW05) while short lag-times(CCF: 4 days and MA: 67 days) were calculated at GW04 consisting of mainly permeable surfaces. The results suggest that lag-time would be one of the good indicators to evaluate the effects of land-use/cover on estimating groundwater recharge. The results of this study also provide guidance on the application of statistical time series analysis to environmentally important issues on creating an urban green space for natural groundwater recharge from precipitation in the city and developing a management plan for hydrological disaster prevention.

• The Journal of Engineering Geology
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• v.15 no.3
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• pp.303-307
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• 2005

Severe drawdown of Groundwater level(CWL) is observed from the analysis of the relationship between precipitation and CWL data during dry seasons in Ssangchun watershed. For Ssangchun watershed, the correlation was the strongest when we apply 70 day Moving Average(MA) for Groundwater dam Operation Index(COI) calculation. To determine the critical infiltration, which is the spatially averaged maximum daily infiltration, a certain value is fixed as the maximum infiltration and precipitation data is modified. COI is recalculated after the data modification and the correlation between COI and GWL is checked. The critical infiltration is determined when the best correlation is obtained after we repeat the above procedure with different fixed values. The critical infiltration is 40m for Ssangchun watershed. The correlation between CWL and COI is higher when we consider critical infiltration than we neglected it.

• Journal of Korean Society of Forest Science
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• v.101 no.2
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• pp.213-219
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• 2012

The $5^{th}$ national forest inventory (NFI5) has been reorganized to annual inventory system for providing multi-resources forest statistics at a point in time. The objective of this study is to evaluate statistical estimators for estimating forest growing stock in Chungcheongbuk-Do from annual inventory data. When comparing two estimators; simple random sampling (SRS) and double sampling for post-stratification (DSS), for estimating mean forest growing stock ($m^3/ha$) at each surveyed year, the estimate for DSS in which a population of interest is stratified into three sub-population (forest cover types) was more precise than that for SRS. To combine annual inventory field data, three estimators (Temporally Indifferent Method; TIM, Moving Average; MA, and Weighted Moving Average; WMA) were compared. Even though the estimated mean for TIM and WMA is identical, WMA-DSS is preferred to provide more smaller variance of estimated mean and to adjust for catastrophic events at a surveyed year (so-called "lag bias") by annual inventory data.

• Journal of the Korean earth science society
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• v.43 no.5
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• pp.618-638
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• 2022

The Middle Jurassic granite dike swarm intruding into the Paleoproterozoic banded gneiss is pervasively observed in Ueumdo, Hwaseong City, mid-western Gyeonggi Massif. Based on their cross-cutting relationships in a representative outcrop, there are four dikes (UE-A, UE-C, UE-D, UE-E), and depending on the direction, there are three granite dike groups, which are NW- (UE-A dike), NW to WNW- (UE-C dike), and NE-trending (UE-D and UE-E dikes). These granite dikes are massive, medium-to coarse-grained biotite granites, and their relative ages observed in outcrops are in the order of UE-A, UE-D (=UE-E), and UE-C. The geometric analysis of the dikes indicates that the UE-A and UE-C dikes intrude under approximately NE-SW trending horizontal minimum stress fields. The UE-A dike, which showed a relatively low average SiO2 content by major element analysis, is a product of early magma differentiation compared to other dikes; therefore, it is consistent with the relative age of each dike. The ²⁰⁶Pb/²³⁸U weighted mean ages for each dike obtained from SHRIMP zircon U-Pb dating were calculated to be 167 Ma (UE-A), 164 Ma (UE-C), 167 Ma (UE-D), and 167 Ma (UE-E), respectively. The samples of the UE-A, UE-D, and UE-E dikes showed very similar ages. The UE-C dike shows the youngest age, which is consistent with the results of the relative age in the outcrops and major element analysis. Therefore, the granite dikes intruded into the Middle Jurassic (approximately 167 and 164 Ma), coinciding with those of the Gyeonggi Massif, where the Middle Jurassic plutons are geographically widely distributed. This result indicates that the wide occurrence of the Middle Jurassic plutons on the Gyeonggi Massif was formed as a result of igneous activity moving in the northwest direction with the shallower subduction angle of the subducting oceanic plate during the Jurassic.

• Journal of the Korea Convergence Society
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• v.12 no.4
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• pp.249-258
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• 2021

Bitcoin prices have been soaring recently as investors flock to cryptocurrency exchanges. The purpose of this study is to predict the Bitcoin price using a deep learning model and analyze whether Bitcoin is profitable through investment strategy. LSTM is utilized as Bitcoin prediction model with nonlinearity and long-term memory and the profitability of MA cross-over strategy with predicted prices as input variables is analyzed. Investment performance of Bitcoin strategy using LSTM forecast prices from 2013 to 2021 showed return improvement of 5.5% and 46% more than market price MA cross-over strategy and benchmark Buy & Hold strategy, respectively. The results of this study, which expanded to recent data, supported the inefficiency of the cryptocurrency market, as did previous studies, and showed the feasibility of using the deep learning model for Bitcoin investors. In future research, it is necessary to develop optimal prediction models and improve the profitability of Bitcoin investment strategies through performance comparison of various deep learning models.