• Communications for Statistical Applications and Methods
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• v.15 no.6
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• pp.825-835
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• 2008

Multivariate GARCH(MGARCH) has been useful in financial studies and econometrics for modeling volatilities and correlations between components of multivariate time series. An obvious drawback lies in that the number of parameters increases rapidly with the number of variables involved. This thesis tries to resolve the problem by using dimension reduction technique. We briefly review both factor models for dimension reduction and the MGARCH models including EWMA (Exponentially weighted moving-average model), DVEC(Diagonal VEC model), BEKK and CCC(Constant conditional correlation model). We create meaningful portfolios obtained after reducing dimension through statistical factor models and fundamental factor models and in turn these portfolios are applied to MGARCH. In addition, we compare portfolios by assessing MSE, MAD(Mean absolute deviation) and VaR(Value at Risk). Various financial time series are analyzed for illustration.

• The Transactions of the Korea Information Processing Society
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• v.7 no.3
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• pp.992-999
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• 2000

Textile dimension inspection is one of the basic issues in the textile dyeing and finishing industry. And also, it a plays an important role in the quality control of total fabric products. In this paper, we implement a real-time textile dimension inspection system which detects various real defects, defects positions of textile and the density of textiles. The proposed method consists of textile density measurement algorithms with zone-occurrence features from subband image which detect various types of real defects. The performance of the proposed method is tested with a number of real textile samples with 10 types of defects and three basic structures of textile. By the dimension inspection of textile at continuous stages in the fabrication process, it is possible to measure the density of textile up to 150m/min and to detect the defect of textile at real time within $\pm$1% error percentages. And also it can be monitored the condition of textile throughout at all the significant working process and can be improved textile quality.

• International Journal of Computer Science & Network Security
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• v.23 no.4
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• pp.69-78
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• 2023

With the global rise of digital data, the uncontrolled quantity of data is susceptible to cyber warfare or cyber attacks. Therefore, it is necessary to improve cyber security systems. This research studies the behavior of malicious acts and uses Higuchi Fractal Dimension (HFD), which is a non-linear mathematical method to examine the intricacy of the behavior of these malicious acts and anomalies within the cyber physical system. The HFD algorithm was tested successfully using synthetic time series network data and validated on real-time network data, producing accurate results. It was found that the highest fractal dimension value was computed from the DoS attack time series data. Furthermore, the difference in the HFD values between the DoS attack data and the normal traffic data was the highest. The malicious network data and the non-malicious network data were successfully classified using the Receiver Operating Characteristics (ROC) method in conjunction with a scaling stationary index that helps to boost the ROC technique in classifying normal and malicious traffic. Hence, the suggested methodology may be utilized to rapidly detect the existence of abnormalities in traffic with the aim of further using other methods of cyber-attack detection.

• Journal of the Korean Wood Science and Technology
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• v.17 no.3
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• pp.67-81
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• 1989

This experiment was carried out to know the mothod of changing the step of moisture content schedule with time in conventional kiln drying. For the purpose of this object. we made drying model by applying the moisture diffusion model by J.FSiau(1984) to average moisture content equation by J.Crank(1956) derived it from Fick's second law. And to verify this method of drying model. 2.5cm-thick boards and 5.0cm-thick dimension lumbers of Pinus densiflora were kiln-dried with the schedule of T11-C3 and T10-C4, respectively. And then the drying rates were investigated and compared with those calculated from drying model. The results obtained were as follows 1. Average drying rate and total drying time of board to dry to 6.5% moisture content were 0.64%/hr and 109hr., and those of dimension lumber to dry to 8.3% moisture content were 0.4%/hr. and 162hr., respectively. 2. The moisture content of shell and core decreased by equalizing treatment and increased by conditioning treatment both on board and dimension lumber. But the moisture gradient was lower after conditioning than after equalizing. 3. As the drying was proceeded, the transverse bound water diffusion coefficient all but linearly decreased, the water vapor diffusion coefficient abruptly curvilinearly increased, while the transverse diffusion coefficient curvilinearly decreased both on board and dimension lumber. But each of diffusion coefficients on board was larger than that on dimension lumber. 4. Compared to experimential drying rate of board. theoretical drying rate was larger at 30.0%-21.8% moisture content range and was similiar at 21.8%-5.4% moisture content. And in case of dimension lumber, the drying rate was similiar at 30.0%-16.1% moisture content range but theoretical drying rate was much lower at 16.1%-8.3% moisture content range. 5. The possibility of adapting this drying model to changing the moisture content schedule step with time was in the range of 21.8%-5.4% moisture content on board. And in the case of dimension lumber that was in the range of 30.0%-16.1% moisture content.

• Korean Institute of Interior Design Journal
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• v.19 no.5
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• pp.56-66
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• 2010

This study proposes a thesis of architectural concepts and visual dimension systems, and the comparison between steps of spatial formation and dimensional alteration. The second chapter, to form the basis of this study, explains the dimensional alterations and changes of fundamental notion of space. In the third chapter, history of space, architectural formations, and changes of the viewpoint are analyzed as objects of study. The forth chapter presents the interrelation between dimensional alteration and the transition in fundamental notion of space, demonstrating that modern architecture has been born from these cultural movements. Lastly, the fifth chapter suggests possibilities on further studies and the following conclusions: First, architectural spaces have been changed, in accordance with the changes of culture, art and the tools that regulate architectural design. Proportional regulations by two-dimensional tools and depth through three-dimensional drawings are created. Second, architectural spaces gained depth by recognizing movement and time that have induced formations to change, creating various aesthetic backgrounds and attempts. Third, the aesthetic background and cosmologic spatial concept have led the visualization and changes of architectural experience. It created the design tools and shapes originated in dynamism and vitality. Forth, diversification of fundamental spatial concepts has become palimpsest and complex, and been divided into four dimensions; expressional two-dimensional space, perspective three-dimensional space, forth-dimensional space of time and experience, and imagery space formed by body movement. Fifth, architecture has been influenced by the elevated viewpoint that understands the whole world as a space. It has evolved from the two-dimensional proportion principle, change of depth and vanishing point to multidimensional space of movement and time. Sixth, changes of fundamental notion of space have arisen from changes of visual dimensions in times. In other words, space has been developed from two-dimensional space to multidimensional space by accepting visual dimension, grasping distance, direction, depth, height, velocity, movement, gravity, power and structure.

• Journal of Astronomy and Space Sciences
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• v.23 no.3
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• pp.227-236
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• 2006

The fractal dimension is a quantitative parameter describing the characteristics of irregular time series. In this study, we use this parameter to analyze the irregular aspects of solar activity and to predict the maximum sunspot number in the following solar cycle by examining time series of the sunspot number. For this, we considered the daily sunspot number since 1850 from SIDC (Solar Influences Data analysis Center) and then estimated cycle variation of the fractal dimension by using Higuchi's method. We examined the relationship between this fractal dimension and the maximum monthly sunspot number in each solar cycle. As a result, we found that there is a strong inverse relationship between the fractal dimension and the maximum monthly sunspot number. By using this relation we predicted the maximum sunspot number in the solar cycle from the fractal dimension of the sunspot numbers during the solar activity increasing phase. The successful prediction is proven by a good correlation (r=0.89) between the observed and predicted maximum sunspot numbers in the solar cycles.

• Journal of Communications and Networks
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• v.8 no.2
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• pp.234-240
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• 2006

We study the dynamic burst assembly based on traffic prediction and offset and delay differentiation in optical burst switching network. To improve existing burst assembly mechanism and build an adaptive flexible optical burst switching network, an approach called quality of service (QoS) based adaptive dynamic assembly (QADA) is proposed in this paper. QADA method takes into account current arrival traffic in prediction time adequately and performs adaptive dynamic assembly in limited burst assembly time (BAT) range. By the simulation of burst length error, the QADA method is proved better than the existing method and can achieve the small enough predictive error for real scenarios. Then the different dynamic ranges of BAT for four traffic classes are introduced to make delay differentiation. According to the limitation of BAT range, the burst assembly is classified into one-dimension limit and two-dimension limit. We draw a comparison between one-dimension and two-dimension limit with different prediction time under QoS based offset time and find that the one-dimensional approach offers better network performance, while the two-dimensional approach provides strict inter-class differentiation. Furthermore, the final simulation results in our network condition show that QADA can execute adaptive flexible burst assembly with dynamic BAT and achieve a latency reduction, delay fairness, and offset time QoS guarantee for different traffic classes.

• Journal of the Korean Institute of Illuminating and Electrical Installation Engineers
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• v.30 no.2
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• pp.37-42
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• 2016

This paper proposes a method to develop a high-precision dimension measurement system using a linear variable differential transformer sensor. The Dimension targets for measurement is carbon material vanes of key element in the rotating parts within vehicle circulating pump. Data acquisition system for dimension measurement is designed using the NI Compact RIO. And the program applying the dimension measurement algorithm is built using NI LabVIEW. The dimension measuring program is composed of a FPGA program, Real Time program and Host program. The method of the experiment compares master vane with target vane for measure the length of the carbon material vane. The experimental results confirmed the usefulness of the accuracy within ${\pm}4um$.

• Proceedings of the Korean Society for Noise and Vibration Engineering Conference
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• 2004.05a
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• pp.979-984
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• 2004

The ball bearing having faults generally shows, nonlinear vibration characteristics. For the effective method of fault diagnosis on bail bearing, non-linear diagnostic methods can be used. In this paper, the correlation dimension analysis based on nonlinear timeseries was applied to diagnose the faults of ball bearing. The correlation dimension analysis shows some Intrinsic information of underlying dynamical systems, and clear the classification of the fault of ball bearing.

• International Journal of Advanced Culture Technology
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• v.11 no.3
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• pp.199-204
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• 2023

"New Dimension Art" is an artistic concept of the new era that the author puts forward by combining the background, the artistic environment and the artistic market.It relates to the consciousness of thought, the way of feeling, the form of expression and even the style of language in artistic creation.The author expounds this concept of art.At the same time, this paper deeply studies the characteristics of "new dimension art" by analyzing personality and commonality, as well as the creator's personality transformation.The author hopes that he and more artists can create and express more accurately through this concept, so that his works can fully reflect the author's individual characteristics and release more dimensional field energy. We are confident that this paper will affect the area of painting in the future.