• East Asian Economic Review
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• v.19 no.2
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• pp.189-220
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• 2015

Multi-scale representations are effective in characterising the time-frequency characteristics of financial return series. They have the capability to reveal the properties not evident with typical time domain analysis. Given the aforesaid, this study derives crucial insights from multi scale analysis to investigate the co-movements between Indian and emerging Asian equity markets using wavelet correlation and wavelet coherence measures. It is reported that the Indian equity market is strongly integrated with Asian equity markets at lower frequency scales and relatively less blended at higher frequencies. On the other hand the results from cross correlations suggest that the lead-lag relationship becomes substantial as we turn to lower frequency scales and finally, wavelet coherence demonstrates that this correlation eventually grows strong in the interim of the crises period at lower frequency scales. Overall the findings are relevant and have strong policy and practical implications.

• The Journal of the Acoustical Society of Korea
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• v.37 no.5
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• pp.271-275
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• 2018

There are several methods for estimating the time delay between incoming signals to two sensors. Among them, the GCC-PHAT (Generalized Cross Correlation-Phase Transform) method, which estimates the relative delay from the signal whitening and the cross-correlation between the different signal inputs to the two sensors, is a traditionally well known method for achieving stable performance. In this paper, we have identified a part of GCC-PHAT that can improve the periodicity. Also, we apply the auto-correlation method that is widely used as a method to improve the periodicity. Comparing the proposed method with the GCC-PHAT method, we show that the proposed method improves the mean square error performance by 5 dB ~ 15 dB at the SNR above 0 dB for white Gaussian signal source and also show that the method improves the mean square error performance up to 15 dB at the SNR above 2 dB for the color signal source.

• Journal of Korea Water Resources Association
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• v.38 no.10 s.159
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• pp.851-859
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• 2005

Normalized cross-correlation (correlation coefficient) is a useful measure for pattern matching in PIV (Particle Image Velocimetry) analysis. Because it does not have a corresponding simple expression in frequency domain, several fast but inexact measures have been used. Among them, three measures of correlation for PIV analysis and the normalized cross-correlation were evaluated with a sample calculation. The test revealed that all other proposed correlation measures sometimes show inaccurate results, except the normalized cross-correlation. However, correlation coefficient method has a weakpoint that it requires so long time for calculation. To overcome this shortcoming, a fast and exact method for calculating normalized cross-correlation is suggested. It adopts Fast Fourier Transform (FFT) for calculation of covariance and the successive-summing method for the denominator of correlation coefficient. The new algorithm showed that it is really fast and exact in calculating correlation coefficient.

• Proceedings of the KIEE Conference
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• 2003.11b
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• pp.91-94
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• 2003

In this paper, we achieve implementation of a Time-Frequency Domain Reflectometry(TFDR) system through comparatively low performance(100MS/s) PCI extensions for Instrumentation(PXI). The TFDR is the general methodology of Time Domain Reflectometry(TDR) and Frequency Domain Reflectometry(FDR). This methodology is robust in Gaussian noises, because the fixed frequency bandwidth is used. Moreover, the methodology can get more information of the fault by using the normalized time-frequency cross correlation function. The Arbitrary Waveform Generator(AWG) module generates the input signal, and the digital oscilloscope module acquires the input and reflected signals, while PXI controller module performs the control of the total PXI modules and execution of the main algorithm. The maximum range of measurement and the blind spot are calculated according ta variations of time duration and frequency bandwidth. On the basis of above calculations, the algorithm and the design of input signals used in the TFDR system are verified by real experiments. The correlation function is added to the TDR methodology for reduction of the blind spot in the TFDR system.

• Proceedings of the KIEE Conference
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• 2006.07d
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• pp.1803-1804
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• 2006

The purpose of this paper is to implement a Labview based TFDR Real Time system through the instruments of Pci eXtensions for Instrumentation(PXI). The proposed load impedance measurement algorithm was verified by experiments via the implemented real time system. The TFDR real time system consisted of the reference signal design, signal generation, signal acquisition, algorithm execution and results display parts. To implement real time system, all of the parts wore programmed by the Labview which is one of graphical programming languages. In the application software implemented by the Labview we were able to design a suitable reference signal according to the length and frequency attenuation characteristics of the target cable and controled the arbitrary waveform generator(ZT500PXI) of the signal generation part and the digital storage oscilloscope(ZT430PXI) of the signal acquisition part. By using the TFDR real time system with the terminal resistor on the target cable, we applied to the load impedance measurements. In the proposed load impedance algorithm a normalized time-frequency cross correlation function and a cross time-frequency distribution function was employed to calculate the reflection coefficient and phase difference between the input and the reflected signals.

• The Journal of the Acoustical Society of Korea
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• v.39 no.3
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• pp.207-215
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• 2020

There are several methods for the time delay estimation between signals to two receivers. Among these methods, Generalized Cross Correlation (GCC), which estimates the relative delay from the cross-correlation between the different signals at the two receivers, is a traditionally well-known method. However, when using a narrow band Continuous Wave (CW) signal, the GCC method degrades the estimation performance from relatively higher signal-to-noise ratio than when using a wideband signal. To improve this phenomenon, this paper examines four different pre-processors for GCC using narrow band single frequency signals. Simulation shows that the performance gain of the preprocessed GCC is up to 9 dB for a 100 msec CW signal as well as up to 4 dB for a 1 s CW signal.

• Journal of Advanced Marine Engineering and Technology
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• v.25 no.6
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• pp.1353-1361
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• 2001

Vortex lock-on or resonance behind a circular cylinder is visualized using a time-resolved PW when a single frequency oscillation is superimposed on the mean incident velocity. For vector processing, a cross-correlation algorithm in conjunction with a recursive correlation and interrogation window shifting techniques is used. Measurements are made of the Karmas and streamwise vertices in the wake-transition regime at Reynolds lumber 360. When lock-on occurs, the vortex shedding frequency is found to be half the oscillation frequency as expected from previous experiments. At the lock-on state, the Karman vortices are observed to be more disordered by the increased strength and spanwise wavelength of the streamwiee vortices, which lead? to a strong three-dimensional motion.

• The Journal of the Acoustical Society of Korea
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• v.28 no.4
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• pp.401-407
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• 2009

In this paper, we propose a novel method for the cross-correlation based double-talk detection (DTD), which employing the Gaussian Mixture Model (GMM) in the frequency domain. The proposed algorithm transforms the cross correlation coefficient used in the time domain into 16 channels in the frequency domain using the discrete fourier transform (DFT). The channels are then selected into seven feature vectors for GMM and we identify three different regions such as far-end, double-talk and near-end speech using the likelihood comparison based on those feature vectors. The presented DTD algorithm detects efficiently the double-talk regions without Voice Activity Detector which has been used in conventional cross correlation based double-talk detection. The performance of the proposed algorithm is evaluated under various conditions and yields better results compared with the conventional schemes. especially, show the robustness against detection errors resulting from the background noises or echo path change which one of the key issues in practical DTD.

• Proceedings of the Korea Committee for Ocean Resources and Engineering Conference
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• 2004.05a
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• pp.249-256
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• 2004

KRISO/KORDI is currently developing a deep-sea unmanned underwater vehicle (UUV) system which is composed of a launcher, an ROV, and an AUV. Two USBL acoustic positioning systems will be used for UUV's navigation. One is for the deep sea positioning of all three vehicles and the other is for AUV's guidance to the docking device on the launcher. In order to increase the position accuracy MFSK(Multiple Frequency Shift Keying) broadband signal will be used. As the first step to the implementation of a USBL system, this paper studies USBL positioning algorithm using MFSK signals. Firstly, the characteristics of MFSK signal is described with various MFSK parameters: number of frequencies, frequency step, center frequency, and pulse length. Time and phase delays between two received signals are estimated by using cross-correlation and cross-spectrum methods. Finally an USBL positioning algorithm is derived by converting the delays to difference of distances and applying trigonometry. The simulation results show that the position accuracy is improved highly when both cross-correlation and cross-spectrum of MFSK signals are used simultaneously.

• Journal of the Korean Society of Marine Environment & Safety
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• v.25 no.3
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• pp.328-333
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• 2019

During the winter of 2017/2018, significantly low water temperatures were detected around the western and southern coasts of Korea (WSCK). In this period, sea surface temperature (SST) in the Korea Waters was about $2^{\circ}C$ lower than mean temperature. Using the real-time observation system, we analyzed the temporal variation of SST during this period around the western and southern coasts. Low water temperature usually manifested over a period of about 10 ~ 20 days. The daily Arctic oscillation index was also similarly detectable with the variation of SST. From the cross-correlation function, we compared two periodic variations, which were SST around the WSCK and the Arctic oscillation index. The cross correlation coefficients between both variations were approximately 0.3 ~ 0.4. The time lag of the two time series was about 6 to 7 days. Therefore, significantly low water temperatures during winter in the Korean coastal areas usually became detectable 6 to 7 days after the negative peak of Arctic oscillation.