• Journal of Korean Society of Forest Science
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• v.89 no.1
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• pp.1-8
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• 2000

This paper investigates the empirical validity of market integration for the five softwood lumber markets in Canada : Atlantic, Quebec, Ontario, Prairie, and British Columbia (BC). The Augmented Dickey-Fuller (ADF) tests of monthly price series for the period 1987 : 10-1998 : 11 reveal strong evidence for the presence of a unit root in each series. Accordingly, the Johansen cointegration technique is used to test for the law of one price in the five regional markets. Results show that the law holds in the pair, three, four, and five markets, supporting the hypothesis of market integration.

• Journal of Communications and Networks
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• v.9 no.1
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• pp.18-27
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• 2007

The conventional normalized least mean square (NLMS) algorithm is the most widely used for adaptive identification within a non-stationary input context. The convergence of the NLMS algorithm is independent of environmental changes. However, its steady state performance is impaired during input sequences with low dynamics. In this paper, we propose a new NLMS algorithm which is, in the steady state, insensitive to the time variations of the input dynamics. The square soot (SR)-NLMS algorithm is based on a normalization of the LMS adaptive filter input by the Euclidean norm of the tap-input. The tap-input power of the SR-NLMS adaptive filter is then equal to one even during sequences with low dynamics. Therefore, the amplification of the observation noise power by the tap-input power is cancelled in the misadjustment time evolution. The harmful effect of the low dynamics input sequences, on the steady state performance of the LMS adaptive filter are then reduced. In addition, the square root normalized input is more stationary than the base input. Therefore, the robustness of LMS adaptive filter with respect to the input non stationarity is enhanced. A performance analysis of the first- and the second-order statistic behavior of the proposed SR-NLMS adaptive filter is carried out. In particular, an analytical expression of the step size ensuring stability and mean convergence is derived. In addition, the results of an experimental study demonstrating the good performance of the SR-NLMS algorithm are given. A comparison of these results with those obtained from a standard NLMS algorithm, is performed. It is shown that, within a non-stationary input context, the SR-NLMS algorithm exhibits better performance than the NLMS algorithm.

• Journal of Korean Society of Disaster and Security
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• v.13 no.3
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• pp.15-28
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• 2020

Hydrological data is very important in understanding the hydrological process and identifying its characteristics to protect human life and property from natural disasters. In particular, hydrological analysis are often performed assuming that hydrological data are stationary. However, recently climate change has raised the issue of climate stationary, and it is necessary to analyze the nonstationary of the climate. In this study, a method to analyze the stationarity of hydrological data was examined using the annual precipitation of 37 meteorological stations with long - term record data. Therefore, in this study, the stationary was determined by analyzing the persistence, trend, and stability using annual precipitation. Overall results showed that a trend was observed in 4 out of 37 stations, stable was investigated at 15 stations, and persistence was shown at 4 stations. In the stationary analysis using the annual precipitation data, 25 stations (67% of 37 stations) were nonstationary.

• Journal of Korea Water Resources Association
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• v.41 no.10
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• pp.1067-1077
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• 2008

An understanding of temporal trends of stream flows can help in the river management and the water resources planning for natural circumstances and human communities. Changes in temperature, precipitation, flow, and land use (agriculture, flood prevention activities, reservoir operation, interbasin diversion, etc.) are all eventually reflected in the flow pattern of the river. An assumption that the stationarity of the hydrologic series implying time-invariant characteristics of the time series accepted in water structure designs can no longer be valid if the flow changes as a result of the climate change or the stream flow use. Therefore, the identification and description of the characteristics of changes in hydrologic time series is a very important task in the river basin management. In this study, the statistical tests on the flow change forced by excess water diversions in the Sumjin River basin were performed by ways of single variable and time series variable comparisons. The tests showed that currently the Sumjin River basin statistically keeps its homogeneity in annual streamflow series, but the changed situation has been appeared in dry season streamflow series.

• Journal of Korean Society of Transportation
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• v.21 no.3
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• pp.97-106
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• 2003

When a route choice is done under uncertainty, a driver has some expectation of traffic conditions that will occur according to the route chosen. This study tries to build a framework in which we can observe the learning behavior of the drivers' expectations of the travel time under nonstationary environment. In order to investigate how drivers have their subjective expectations on traffic conditions in response to public information, a numerical experiment is carried out. We found that rational expectations(RE) formation about the route travel time can be expressed by the adaptive expectation model when the travel time changes in accordance with the nonstationary process which consists of permanent shock and transient shock. Also, we found that the adaptive parameter of the model converges to the fixed value corresponding to the route conditions.

• Proceedings of the Korea Water Resources Association Conference
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• 2017.05a
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• pp.4-4
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• 2017

수문자료의 빈도해석은 자료의 독립성(independence)와 정상성(stationarity)를 가정하여 이뤄진다. 그러나 관측 수문자료에서 비정상성 현상이 발생하고 있다는 사실이 관측되면서 수문자료에 대한 비정상성 빈도해석에 대한 필요성도 커지고 있다. 본 연구의 목적은 수문자료의 빈도해석에서 가장 널리 사용되고 있는 Gumbel 및 GEV 분포에 대한 비정상성 빈도해석 모형을 개발하는 것으로, 이를 위해 비정상성 Gumbel과 GEV 모형의 매개변수를 시간에 따라 변하는 형태로 정의하였다. 비정상성 Gumbel 및 GEV 모형의 정확도를 알아보기 위해 비정상성 모형과정상성 모형을 이용하여 Monte Carlo 모의실험을 수행하였다. 모의실험은 다양한 조건의 재현기간, 표본크기, 매개변수 조건을 고려하여 수행되었다. 그 결과 비정상성 모형의 오차는 비교적 표본크기가 클 때 가장 작은 것으로 나타났다. 또한 복잡한 매개변수의 조합을 가지는 비정상성 모형은 모두 동일한 경향성을 가질 때 가장 작은 오차를 보이는 것으로 나타났다. 비정상성 GEV 모형의 경우는 확률수문량 산정에 음(-)의 형상 매개변수가 큰 영향을 끼치는 것으로 나타났다. 또한 본 연구에서는 비정상성 조건에서 다양하게 존재하는 비정상성 모형 중 어떠한 모형이 주어진 자료에 대해 가장 적절한 모형인지 결정하기 위해 모의실험을 수행하였다. 널리 적용되고 있는 AIC, BIC, likelihood ratio test에 대해 정상성 및 비정상성 Gumbel 모형을 이용하여 모의실험을 수행한 결과, AIC가 비정상성 모형 중 적정 모형 선택에 가장 효과적인 것으로 나타났다. 개발된 비정상성 Gumbel 및 GEV 모형의 적용성을 알아보기 위해 우리나라 연최대강우 자료에 적용한 결과, 위치 매개변수에 시간항을 고려하는 Gumbel 모형이 최적모형으로 가장 많이 선택되는 것으로 나타났다. 따라서 현재 우리나라의 연최대강우자료 중 경향성이 나타나는 자료에 대해서는 위치 매개변수가 시간에 따라 변하는 특성이 가장 많이 나타나고 있는 것으로 판단된다.

• Proceedings of the Korea Water Resources Association Conference
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• 2019.05a
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• pp.259-259
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• 2019

시계열 자료들을 분석하고자 하는 경우 자료가 정상성(stationarity)을 만족하는 경우는 드물다. 특히 계절성을 제거한 자료들에서는 정량화하기 어려운 주기성이 많이 관찰된다. 즉, 어떤 특정지역에서 나타나는 현상이 다른 기상 현상에 영향을 미칠 것은 자명한 일이나 그 관련성이 선형(linearity)일 가능성은 극히 드물다. 따라서 그들 사이의 관련성이 선형성에 근거한 지표들로 정량화되어야 한다. 이러한 문제점을 해결하기 위해서 다양한 방법이 사용되며 그중에서 웨이블릿 분석을 통해 본 연구를 진행하였다. 웨이블릿 변환(wavelet transforms)은 특수한 함수의 집합으로 구성되어 기존 웨이블릿 신호의 분석을 위해 사용되는 방법이다. 이 변환은 푸리에 변환에서 변형된 방법으로 특정한 기저 함수(base function)를 이용하여 기존의 시계열 자료를 주파수로 바꾸는 변환이다. 웨이블릿 변환에서 기저 함수를 모 웨이블릿이라고 하며 이를 천이, 확대 및 축소 과정을 통해 주파수를 구성한다. 웨이블릿 분석은 모 웨이블릿을 분해하고 재결합하여 시계열 분석을 할 수 있다. 모 웨이블릿 함수에는 Haar, Daubechies, Coiflets, Symlets, Morlet, Mexican Hat, Meyer 등의 여러 가지 종류의 모 웨이블릿 함수가 있으며 모 웨이블릿이 달라지면 결과가 다르게 나타난다. 기존에는 Morlet 웨이블릿을 주로 이용하여 주파수분석에 사용하여 결과를 도출하였다. 그리고 시계열 자료는 크게 백색잡음(White Noise), 장기기억(Long Term Memory), 단기기억(Short Term Memory)으로 나뉜다. 각 시계열 자료의 종류에 따라 임의의 시계열 자료를 산정하여 그에 따른 웨이블릿 분석을 통해 모 웨이블릿의 특성을 도출하였다. 본 연구에서는 웨이블릿 분석을 통해 시계열 자료의 최적 모 웨이블릿을 결정하고자 남방진동지수(SOI), 북극진동지수(AOI)의 자료를 이용하여 웨이블릿 분석을 시도하였다. 웨이블릿 분석은 모 웨이블릿에 따라 달라지는 결과를 토대로 분석하였으며 이를 정상성과 지속성에 따라 분류된 시계열에 적용하여 최적 모 웨이블릿을 결정하고자 하였다. 본 연구에서는 임의의 시계열 자료에서 설정한 최적의 모 웨이블릿을 AOI와 SOI와 같은 실제 시계열 자료에 대입하여 분석을 진행하였다. 본 연구에서는 시계열 자료의 종류를 구분하고 자료의 특성에 따라 가장 적합한 모 웨이블릿을 구하고자 하였다.

• Journal of Convergence for Information Technology
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• v.9 no.12
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• pp.54-61
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• 2019

Recently, IITS (intelligent integrated transportation system) has been important topic in Smart City related industry. As a main objective of IITS, prevention of traffic jam (due to car accidents) has been attempted with help of advanced sensor and communication technologies. Studies show that car accident has certain correlation with some factors including characteristics of location, weather, driver's behavior, and time of day. We concentrate our study on observing auto correlativity of car accidents in terms of time of day. In this paper, we performed the ARIMA tests including ADF (augmented Dickey-Fuller) to check the three factors determining auto-regressive, stationarity, and lag order. Summary on forecasting of hourly car crash counts is presented, we show that the traffic accident data obtained in Korea can be applied to ARIMA model and present a result that traffic accidents in Korea have property of being recurrent daily basis.

• Journal of Soil and Groundwater Environment
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• v.19 no.4
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• pp.31-44
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• 2014

In the present study, a few of recently developed geostatistical models are comparatively studied. The models are two-point statistics based sequential indicator simulation (SISIM) and generalized coupled Markov chain (GCMC), multi-point statistics single normal equation simulation (SNESIM), and object based model of FLUVSIM (fluvial simulation) that predicts structures of target object from the provided geometric information. Out of the models, SNESIM and FLUVSIM require additional information other than conditioning data such as training map and geometry, respectively, which generally claim demanding additional resources. For the comparative studies, three-dimensional fluvial reservoir model is developed considering the genetic information and the samples, as input data for the models, are acquired by mimicking realistic sampling (i.e. random sampling). For SNESIM and FLUVSIM, additional training map and the geometry data are synthesized based on the same information used for the objective model. For the comparisons of the predictabilities of the models, two different measures are employed. In the first measure, the ensemble probability maps of the models are developed from multiple realizations, which are compared in depth to the objective model. In the second measure, the developed realizations are converted to hydrogeologic properties and the groundwater flow simulation results are compared to that of the objective model. From the comparisons, it is found that the predictability of GCMC outperforms the other models in terms of the first measure. On the other hand, in terms of the second measure, the both predictabilities of GCMC and SNESIM are outstanding out of the considered models. The excellences of GCMC model in the comparisons may attribute to the incorporations of directional non-stationarity and the non-linear prediction structure. From the results, it is concluded that the various geostatistical models need to be comprehensively considered and comparatively analyzed for appropriate characterizations.

• Journal of Wetlands Research
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• v.20 no.4
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• pp.338-344
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• 2018

In this study, the surface air temperature (SAT) and the dew-point temperature (DPT) are applied as the covariance of the location parameter among three parameters of GEV distribution to reflect the non-stationarity of extreme rainfall due to climate change. Busan station is selected as the study site and the monthly maximum daily rainfall depth from May to October is used for analysis. Various models are constructed to select the most appropriate co-variate(SAT and DPT) function for location parameter of GEV distribution, and the model with the smallest AIC(Akaike Information Criterion) is selected as the optimal model. As a result, it is found that the non-stationary GEV distribution with co-variate of exp(DPT) is the best. The selected model is used to analyze the effect of climate change scenarios on extreme rainfall quantile. It is confirmed that the design rainfall depth is highly likely to increase as the future DPT increases.