• Proceedings of the KSRS Conference
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• 1998.09a
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• pp.268-273
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• 1998

This study applies an on-line system, which employes an adaptive reconstruction technique to monitor and forecast ocean surface changes. The system adaptively generates an appropriate synthetic time series with recovering missing measurements for sequential images. The reconstruction method incorporates temporal variation according to physical properties of targets and anisotropic spatial optical properties into image processing techniques. This adaptive approach allows successive refinement of the structure of objects that are barely detectable in the observed series. The system sequentially collects the estimated results from the adaptive reconstruction and then statistically analyzes them to monitor and forecast the change in surface characteristics.

• Journal of Korea Foundry Society
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• v.32 no.4
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• pp.181-189
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• 2012

The microstructures of self-designed 7000 series Aluminium alloys added with Sc are observed. Moreover, the mechanical properties of the Sc-added Aluminium alloys are evaluated as a function of tensile temperature to establish the conditions of a following extrusion process. New casting conditions in the aluminium alloys added with Sc could be established by changing the casting speed and stirring time in the existing casting conditions of Aluminium alloys. The Sc addition results in $Al_3(Sc,Zr)$ precipitates in the cast alloys, and leads to the formation of equal-axed grains and fine grains. After homogenization heat treatment at $450^{\circ}C$, the Sc-added Aluminium alloys showed the highest elongation values in the temperature ranging from $300{\sim}400^{\circ}C$.

• Journal of the Korea Academia-Industrial cooperation Society
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• v.21 no.6
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• pp.212-217
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• 2020

The purpose of this study was to analyze the volatility and properties of a time series for tangerine prices in Jeju using the GARCH model of Bollerslev(1986). First, it was found that the time series for the rate of change in tangerine prices had a thicker tail rather than a normal distribution. At a significance level of 1%, the Jarque-Bera statistic led to a rejection of the null hypothesis that the distribution of the time series for the rate of change in tangerine prices is normally distributed. Second, the correlation between the time series was high based on the Ljung-Box Q statistic, which was statistically verified through the ARCH-LM test. Third, the results of the GARCH(1,1) model estimation showed statistically significant results at a significance level of 1%, except for the constant of the mean equation. The persistence parameter value of the variance equation was estimated to be close to 1, which means that there is a high possibility that a similar level of volatility will be present in the future. Finally, it is expected that the results of this study can be used as basic data to optimize the government's tangerine supply and demand control policy.

• KSCE Journal of Civil and Environmental Engineering Research
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• v.29 no.2B
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• pp.163-171
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• 2009

Classical linear models have been generally used to analyze and forecast hydrologic time series. However, there is growing evidence of nonlinear structure in natural phenomena and hydrologic time series associated with their patterns and fluctuations. Therefore, the classical linear techniques for time series analysis and forecasting may not be appropriate for nonlinear processes. In recent, the BDS (Brock-Dechert-Scheinkman) statistic instead of conventional techniques has been used for detecting nonlinearity of time series. The BDS statistic was derived from the statistical properties of the correlation integral which is used to analyze chaotic system and has been effectively used for distinguishing nonlinear structure in dynamic system from random structures. DVS (Deterministic Versus Stochastic) algorithm has been used for detecting chaos and stochastic systems and for forecasting of chaotic system. This study showed the DVS algorithm can be also used for detecting nonlinearity of the time series. In this study, the stochastic and hydrologic time series are analyzed to detect their nonlinearity. The linear and nonlinear stochastic time series generated from ARMA and TAR (Threshold Auto Regressive) models, a daily streamflow at St. Johns river near Cocoa, Florida, USA and Great Salt Lake Volume (GSL) data, Utah, USA are analyzed, daily inflow series of Soyang dam and the results are compared. The results showed the BDS statistic is a powerful tool for distinguishing between linearity and nonlinearity of the time series and DVS plot can be also effectively used for distinguishing the nonlinearity of the time series.

• Journal of the Korean Society of Safety
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• v.19 no.3 s.67
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• pp.20-25
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• 2004

In order to obtain the flame Propagation speed in freely falling droplet suspension Produced by an ultrasonic atomizer, a light collecting probe named Multi-color Integrated Cassegrain Receiving Optics (MICRO) is applied to spark-ignited spherical spray flames. Two MICRO probes are used to monitor time-series signals of OH chemilumine-scence from two different locations in the flame. The flame propagation speed is calculated by detecting the arrival time difference of the propagating flame front. In addition, time-series images of OH chemiluminescence are simultaneously obtained by a high-speed digital CCD camera to ensure the validity of the MICRO system. Furthermore, relationship between the spray properties measured by phase Doppler anemometer (PDA) and the flame propagation speed are discussed with k different experimental conditions by changing the fuel injection rate. It was confirmed that the MICRO probe system was very useful and convenient to obtain the flame propagation speed and that the flame propagation speed was different depending on the spray properties.

• Journal of applied mathematics & informatics
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• v.26 no.5_6
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• pp.933-943
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• 2008

Spectral analysis of a strictly stationary r-vector valued time series is considered under the assumption that some of the observations are missed due to some random failure. Statistical properties and asymptotic moments are derived. Asymptotic normality is discussed.

• Journal of the Korean Statistical Society
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• v.33 no.2
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• pp.149-157
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• 2004

The stationarity is one of the most important properties of a time series. We propose robust sign tests for seasonal autoregressive processes to determine whether or not a time series is stationary. The proposed tests are robust to the outliers and the heteroscedastic errors, and they have an exact binomial null distribution regardless of the period of seasonality and types of median adjustments. A Monte-Carlo simulation shows that the sign test is locally more powerful than the tests based on ordinary least squares estimator (OLSE) for heavy-tailed and/or heteroscedastic error distributions.

• Proceedings of the Korea Society for Industrial Systems Conference
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• 2002.06a
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• pp.367-371
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• 2002

I construct a chaotically driven contraction system having some analogy with the information transfer mechanism in the brain system especially from CA1 cell to CA3 cell known from the empirical result. And I consider the properties of the response system on a state space according to the external input into the drive neuron by observing the fractal hierarchical structure. Then I induce the relation between the information about state transition of the chaotic time series and the spatial information on a fractal attractor to confirm the possibility of encoding of time series data to spatial information.

• Communications for Statistical Applications and Methods
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• v.13 no.2
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• pp.343-358
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• 2006

The distributional properties of forecasts in an integer-valued time series model have not been discovered yet mainly because of the complexity arising from the binomial thinning operator. We propose two bootstrap methods to obtain nonparametric prediction intervals for an integer-valued autoregressive model : one accommodates the variation of estimating parameters and the other does not. Contrary to the results of the continuous ARMA model, we show that the latter is better than the former in forecasting the future values of the integer-valued autoregressive model.

• Proceedings of the Korean Statistical Society Conference
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• 2003.05a
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• pp.281-286
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• 2003

The stationarity is one of the most important properties of a time series. We propose robust sign tests for seasonal autoregressive process to determine whether or not a time series is stationary. The tests have an exact binomial null distribution and are robust to the outliers and the heteroscedastic errors. Monte-Carlo simulation shows that the sign test is locally more powerful than the OLSE-based tests for heavy-tailed and/or heteroscedastic error distributions.