• Wind and Structures
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• 제17권2호
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• pp.135-162
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• 2013

The majority of experiments to characterize the turbulence in the surface layer have been performed in flat, open expanses. In order to characterize the turbulence in built-up terrain, two mobile towers were deployed during Hurricane Ike (2008) in close proximity, but downwind of different terrain conditions: suburban and open. Due to the significant non-stationarity of the data primarily caused by changes in wind direction, empirical mode decomposition was employed to de-trend the signal. Analysis of the data showed that the along-wind mean turbulence intensity of the suburban terrain was 37% higher than that of the open terrain. For the mean vertical turbulence intensity, the increase for the suburban terrain was as high as 74%, which may have important implications in structural engineering. The gust factor of the suburban terrain was also 16% higher than that of the open terrain. Compared to non-hurricane spectral models, the obtained spectra showed significantly higher energy in low frequencies especially for the open terrain.

• 대한수학회지
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• 제51권3호
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• pp.609-633
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• 2014

From the ordinary notion of uniformly strong mixing for a sequence of random variables, a new concept called conditionally uniformly strong mixing is proposed and the relation between uniformly strong mixing and conditionally uniformly strong mixing is answered by examples, that is, uniformly strong mixing neither implies nor is implied by conditionally uniformly strong mixing. A couple of equivalent definitions and some of basic properties of conditionally uniformly strong mixing random variables are derived, and several conditional covariance inequalities are obtained. By means of these properties and conditional covariance inequalities, a conditional central limit theorem stated in terms of conditional characteristic functions is established, which is a conditional version of the earlier result under the non-conditional case.

• International Journal of Contents
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• 제3권2호
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• pp.35-39
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• 2007

The cognitive radio communication is taking the attentions because the development of the technique came to be possible to analyze wireless signals. In the IEEE 802.22 WRAN Systems[1], how to detect a spectrum and signals is continuously studied. In this paper, we propose the efficient signal detection method using SCF (Spectral Correlation Function). It is easy to detect the signal feature when we are using the SCF. Because most modulated signals have the cyclo-stationarity which is unique for each signal. But the fading channel effected serious influence even though it detects the feature of the signal. We applied LMS(Least Mean Square) filter for the compensation of the signal which is effected the serious influence in the fading channel. And we analyze some signal patterns through the SCF. And we show the unique signal feature of each signal through the SCF method. It is robust for low SNR(Signal to Noise Ratio) environment and we can distinguish it in the fading channel using LMS Filter.

• Journal of the Korean Statistical Society
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• 제25권4호
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• pp.529-544
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• 1996

This paper deals with the problem of estimating the autoregressive random coefficient of a first-order random coefficient autoregressive time series model applied to panel data of time series. The autoregressive random coefficients across individual units are assumed to be a random sample from a truncated normal distribution with the space (-1, 1) for stationarity. The estimates of random coefficients are obtained by an empirical Bayes procedure using the estimates of model parameters. Also, a Monte Carlo study is conducted to support the estimation procedure proposed in this paper. Finally, we apply our results to the economic panel data in Liu and Tiao(1980).

• 재무관리연구
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• 제10권2호
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• pp.161-179
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• 1993

본 논문은 벡터자기상관(VAR) 모형과 벡터자기상관이동평균(VARMA) 모형을 사용하여 명목금리와 물가(도매물가)사이의 동태적 관계를 분석한다. 명목금리와 물가사이의 정(+)의 상관관계는 소위 $\ulcorner$깁슨의 역설$\lrcorner$로 불리워지고 있는데, 실증분석 결과에 의하면 한국의 경우 깁슨의 역설은 존재하지 않는 것으로 보여진다. 과거의 많은 연구들이 $\ulcorner$깁슨의 역설$\lrcorner$을 지지하는 실증결과들을 발견한 것은 관련변수들의 안정성(stationarity)을 고려치 않은 것으로 판단된다. 본 논문에서처럼 관련변수들의 안정성을 얻기위해 수준변수(예를들면, 도매물가지수) 대신에 차분되거나 증가율을 사용하고, 금리 및 물가이외에 두변수에 영향을 줄 수 있는 변수(예를들면, 통화변수)들을 포함하는 다변수 모형을 이용한다면 우리나라에서는 $\ulcorner$깁슨의 역설$\lrcorner$은 발견되지 않은 것으로 보여진다. 즉, 회사채 수익율과 도매물가상승율을 명목금리와 물가변수로 각각 사용하고, $1972.III{\sim}1991.III$사이의 분기별 자료를 대상으로 분석한 결과, 두변수 사이의 관계는 일방적 인과관계보다는 독립적인 관계로 나타나고 있다.

• Structural Engineering and Mechanics
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• 제22권6호
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• pp.647-664
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• 2006

The main purpose of this paper is to investigate the effect of transient stochastic analysis on nonlinear response of earth and rock-fill dams to spatially varying ground motion. The dam models are analyzed by a stochastic finite element method based on the equivalent linear method which considers the nonlinear variation of soil shear moduli and damping ratio as a function of shear strain. The spatial variability of ground motion is taken into account with the incoherence, wave-passage and site response effects. Stationary as well as transient stochastic response analyses are performed for the considered dam types. A time dependent frequency response function is used throughout the study for transient stochastic responses. It is observed that stationarity is a reasonable assumption for earth and rock-fill dams to typical durations of strong shaking.

• 한국음향학회지
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• 제23권8호
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• pp.597-601
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• 2004

본 논문에서는 CDMA이동통신 환경에서의 음성인식을 위한 왜곡음성신호의 전처리-지부방법을 소개한다. 먼저, CDMA이동통신 채널에서의 왜곡된 음성신호를 분석하고 분석된 매커니즘을 바탕으로 채널에 의해 왜곡된 음성신호를 음성의 준주기성을 바탕으로 하여 거부하는 알고리즘을 제안한다. 실험을 통해 제안된 전처리-거부방법이 적은 계산량을 가지고 음성인식에 적용되어 효과적으로 CDMA에 환경에서 채널왜곡된 음성신호를 거부-할 수 있음을 알 수 있었다.

• 산업경영시스템학회지
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• 제2권2호
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• pp.115-124
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• 1979

The purpose of this study is theoretical research on risk. The research is focused on systematic risk. Chapter I is objective of this study, Chapter II includes definition and measurement of risk. Chapter III introduces attitudes toward risk and classification of risk. Chapter IV discusses Portfolio theory, Capital market line and Shape and Lintner model The objective of firm is assumed to maximize its value. In a world of uncertainty, value is not determined by earnings alone, the degree of risk involved with the streams of earnings. Financial manager has to consider the risk in order to maximize the value of firm. Total risk can be classifier into two parts : Systematicrisk and unststematic risk by Sharpe. Systematic risk is important because investors can't diversify it. Blume and Jensen measured f and they testified that the f is stationary over the time For further study, Korean stock mark has to take emperical study about $\beta$ and its stationarity.

• 한국데이터정보과학회:학술대회논문집
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• 한국데이터정보과학회 2006년도 PROCEEDINGS OF JOINT CONFERENCEOF KDISS AND KDAS
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• pp.43-47
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• 2006

Consider a multitype queue where queued customers arc served in their order of arrival at a rate which depends on the customer type. Here we calculate the sharp asymptotics of the probability the total number of customers in the queue reaches a high level before emptying. The natural state space to describe this queue is a tree whose branches increase in length as the number of customers in the queue grows. Consequently it is difficult to prove a large deviation principle. Moreover, since service rates depend on the customer type the stationary distribution is not of product form so there is no simple expression for the stationary distribution. Instead, we use a change of measure technique which increases the arrival rate of customers and decreases the departure rate thus making large deviations common.

• Journal of the Korean Data and Information Science Society
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• 제24권6호
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• pp.1103-1112
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• 2013

탐색적 자료분석에서는 자료를 통계적 모형에 바로 적합시키기 보다는 자료를 있는 그대로 보려는 데 주안점을 둔다. 우리는 시계열 자료에 대한 그래픽 탐색적 자료분석방법의 하나로서 재현그림을 사용할 수 있다. 재현그림의 장점은 통계모형에 대한 가정 없이 시계열 자료의 구조적 패턴을 확인할 수 있고 이 패턴을 통하여 탐색적으로 시계열 데이터의 구조 변화점을 한 눈에 확인할 수 있다는 데 있다.