• Journal of the Institute of Electronics Engineers of Korea TC
• /
• v.45 no.12
• /
• pp.152-158
• /
• 2008

In shallow water environment, the detection performance of an active sonar using matched filter with LFM(linear frequency modulation) pulse can be seriously degraded by reverberation which is considered as non-white noise. To reduce the effect of reverberation, a whitening filter preceding the matched fitter, is usually adopted. In the conventional pre-whitening filter, it is assumed that local stationarity is preserved between detection block and its right ahead block. And then by using the characteristics of the reverberation of preceding block, the reverberation of detection block is estimated and whitened. According to the environment of shallow water, the stationarity of reverberation may be preserved for more blocks. In this case, the reverberation of the detection block can be estimated more accurately if more blocks are used. In this paper, the real reverberation signal which is obtained from shallow sea is analyzed and its proper region of estimation block is examined. And the performance of pre-whitening matched filter is compared and analyzed according to the region of estimation block.

• Journal of Environmental Impact Assessment
• /
• v.23 no.1
• /
• pp.39-50
• /
• 2014

In recent years, the frequency and scale of the natural disasters are growing rapidly due to the global climate change. In case of the urban flooding, high-density of population and infrastructure has caused the more intensive damages. In this study, we analyzed the spatial characteristics of urban flooding damage factors using GWR(Geographically Weighted Regression) for effective disaster prevention and then, classified the causes of the flood damage by spatial characteristics. The damage factors applied consists of natural variables such as the poor drainage area, the distance from the river, elevation and slope, and anthropogenic variables such as the impervious surface area, urbanized area, and infrastructure area, which are selected by literature review. This study carried out the comparative analysis between OLS(Ordinary Least Square) and GWR model for identifying spatial non-stationarity and spatial autocorrelation, and in the results, GWR model has higher explanation power than OLS model. As a result, it appears that there are some differences between each of the flood damage areas depending on the variables. We conclude that the establishment of disaster prevention plan for urban flooding area should reflect the spatial characteristics of the damaged areas. This study provides an improved understandings of the causes of urban flood damages, which can be diverse according to their own spatial characteristics.

• The Korean Journal of Applied Statistics
• /
• v.26 no.5
• /
• pp.807-819
• /
• 2013

A recurrence plot can be used as a graphical exploratory data analysis tool before confirmatory time series analysis. With the recurrence plot, we can obtain the structural pattern of the time series and recognize the structural change points in a time series at a glance. Korean stock data shows the usefulness of the recurrence plot as a graphical exploratory data analysis tool for time series data.

• Journal of the Korean Statistical Society
• /
• v.35 no.4
• /
• pp.409-417
• /
• 2006

This article is concerned with threshold modeling of the bifurcating autoregressive model (BAR) originally suggested by Cowan and Staudte (1986) for tree structured data of cell lineage study where each individual $(X_t)$ gives rise to two off-spring $(X_{2t},\;X_{2t+1})$ in the next generation. The triplet $(X_t,\;X_{2t},\;X_{2t+1})$ refers to mother-daughter relationship. In this paper we propose a threshold model incorporating the difference of 'fertility' of the mother for the first and second off-springs, and thereby extending BAR to threshold-BAR (TBAR, for short). We derive a sufficient condition of stationarity for the suggested TBAR model. Also various inferential methods such as least squares (LS), maximum likelihood (ML) and quasi-likelihood (QL) methods are discussed and relevant limiting distributions are obtained.

• Journal of the Korean Statistical Society
• /
• v.35 no.4
• /
• pp.355-376
• /
• 2006

To identify whether the sequence of observations follows a chain dependent process and whether the chain dependent or repeated observations follow stationary process or not, alternative procedures are suggested in this paper. These test procedures are formulated on the basis of logistic regression model under the likelihood ratio test criterion and applied to the daily rainfall occurrence data of Bangladesh for selected stations. These test procedures indicate that the daily rainfall occurrences follow a chain dependent process, and the different types of transition probabilities and overall transition probabilities of Markov chain for the occurrences of rainfall follow a stationary process in the Mymensingh and Rajshahi areas, and non-stationary process in the Chittagong, Faridpur and Satkhira areas.

• The Journal of Fisheries Business Administration
• /
• v.29 no.2
• /
• pp.97-110
• /
• 1998

This paper tries to estimate Korea's import demand function for fisheries using cointegration analysis. The estimation function consists of one dependent variable-import quantity of fisheries(FTIW) and two independent variables-relative price(RP) between importable and domestic products and real income(GDP). As it has been empirically found out that almost all of time series of macro-variables such as GDP, price index are nonstationary, existing studies which ignore this fact need to be reexamined. Conventional econometric method can not analyze nonstationary time series in level. To perform the analysis, time series should be differenciated until stationarity is guaranteed. Unfortunately, the difference method removes the long run element of data, and so leads to difficulties of interpretation. But according to new developed econometric theory, cointegration approach could solve these problems. Therefore this paper proceeds the estimation on the basis of cointegration analysis, because the quartly variables from 1988 to 1997 used in the model is found out to be nonstationary. The estimation results show that all of the variables are statistically significant. Therefore Korea's import demand for fisheries has been strongly affected by the variation of real income and the relative price.

• Journal of the Korean Statistical Society
• /
• v.28 no.3
• /
• pp.371-387
• /
• 1999

For possibly nonstationary autoregressive moving average, modeling based on the original observations rather than the differenced observations is considered. Under this scheme, sample autocorrelation functions, parameter estimates, model diagnostic statistics, and prediction are all computed from the original data instead of the differenced data. The methods and results established under stationarity of data are shown to naturally extend to the nonstationarity of one autoregressive unit root. The sample ACF and PACF can be used for ARMA order determination. The BIC order is strongly consistent. The parameter estimates are asymptotically normal. The portmanteau statistic has chi-square distribution. The predictor is asymptotically equivalent to that based on the differenced data.

• The Journal of the Acoustical Society of Korea
• /
• v.8 no.5
• /
• pp.86-94
• /
• 1989

In this paper the method using a sign pattern( +,- ) of Mel-cepstrum coefficients as a new speech representation is proposed. Relatively stable patterns can be obtained for speech signals which has strong stationarity like vowels and nasals, and the phonemic difference according to the individuality of speakers can be absorbed without affecting characteristics of the phoneme. In this paper we show that the reduction of recognition procedure of phonemes and training procedure of phoneme models can be achieved through the representation of Korean phonemes using such a sign pattern.

• The Korean Journal of Financial Management
• /
• v.17 no.1
• /
• pp.227-251
• /
• 2000

한국시장에서 KOSPI 200 현물과 KOSPI 200 주가지수 선물간의 선 후행성을 실증적으로 분석하기 위하여 1998년 8월부터 1999년 10월까지 KOSPI 200 지수와 유동성이 가장 높은 최근 월물 가격의 5분 간격 자료를 이용하였다. 현 선물 가격의 안정성(stationarity)을 검증한 이후 공적분(cointegration)을 통하여 유도된 오차수정모형(Error Correction Model) 인과관계 회귀식을 GMM(Generalized Method of Moments)으로 추정하여 현 선물간의 선 후행성을 분석하고, 그 원인을 빈번하지 않는 거래(infrequent trading) 문제, 공매의 제약 문제, 거래 활발성의 강도 차이 문제 등의 측면에서 분석하였다. 그 결과 한국시장에서 현 선물간에는 쌍방의 인과 관계가 존재하지만 현물이 선물을 선행하는 정도는 아주 미약하였다. 반면에 선물은 현물을 약 30분 정도 선행하였다. 본 연구의 검증기간과 이용된 자료 내에서 현물이 선물에 대하여 후행하는 주된 원인은 현물시장에 존재하는 공매의 제약과 선물에 비하여 상대적으로 저조한 거래 활발성 때문인 것으로 나타났다. 왜냐하면 현물시장에서 공매가 상대적으로 어려운 시장하락시기에 선물의 선행정도가 통계적으로 유의적이었고, 현물과 선물의 거래가 활발한 시기에는 상호간에 선 후행성이 없었지만 현물의 거래가 비 활발할 경우 선물의 선행이 유의적이었기 때문이다.

• Proceedings of the Korea Technology Innovation Society Conference
• /
• 2003.05a
• /
• pp.19-29
• /
• 2003

본 연구는 우리나라 산업간에 Technology 수렴가능성에 대한 기존 선형(Linearity) 설정 관계식보다 비선형(Nonlinearity) 설정관계식에서 실증분석하는 데 연구목적이 있다. 본 연구목적을 위하여 장기적 시계열자료를 이용하여(1970∼2000), 우리나라 제조업과 총 산업(Grand Total)간에 Technology Gap에 대한 정상성(Stationarity)을 검증함으로써, Technology수렴 가능성을 검토하였다. 본 연구결과는 Technology수렴가설에 대한 두 가지 중요한 실증분석방향을 제공하고 있다. 첫째, 우리나라 산업간에 Technology 수렴가능성은 비선형관계에서 분석해야 한다는 결론을 얻었다. 따라서 우리나라 산업간에 Technology 수렴가능성은 단순 선형관계를 기반으로 할 경우, 설정오류에 따른 Technology 수렴가능성이 성립하지 않을 가능성이 높게 나타날 수 있었다. 둘째, 우리나라 경제의 경우, Technology 수렴가능성에 대한 분석결과는 비선형관계에서 Technology Regime별로 Technology 수렴가능성이 다르게 나타나고 있음으로 실증분석방법론 및 그 결과에 대한 시사점도출에 유의해야 한다.