• Journal of Information Display
• /
• 제10권4호
• /
• pp.188-194
• /
• 2009

Conventional stereoscopic (3D) displays using binocular parallax generate unnatural conflicts between convergence and accommodation. These conflicts can affect the observer's ability to fuse binocular images and may cause visual fatigue. In this study, time series changes in visual fatigue and depth sensation when viewing stereoscopic images with changing parallax were examined. In particular, the physiological changes, including the subjective symptoms of visual fatigue, when viewing five parallax conditions, were examined. Then a comparative analysis of the 2D and 3D conditions was performed based on the visual function. To obtain data regarding the visual function, the time series changes in the spontaneous-blinking rate before and during the viewing of 3D images were measured. The time series change results suggest that 2D and 3D images cause significantly different types of visual fatigue over the range of binocular disparity.

• 산업융합연구
• /
• 제2권2호
• /
• pp.127-147
• /
• 2004

This paper examines the time-series relations among expected return, risk, and book-to-market(B/M) at the portfolio level. The time-series analysis is a natural alternative to cross-sectional regressions. An alternative feature of the time-series regressions is that they focus on changes in expected returns, not on average returns. Using the time-series analysis, we can directly test whether the three-factor model explains time-varying expected returns better than the characteristic-based model. These results should help distinguish between the risk and mispricing stories. We find that B/M is strongly associated with changes in risk, as measured by the Fama and French(1993) three-factor model. After controlling for changes in risk, B/M contains little additional information about expected returns. The evidence suggests that the three-factor model explains time-varying expected returns better than the characteristic-based model.

• 한국정보디스플레이학회:학술대회논문집
• /
• 한국정보디스플레이학회 2009년도 9th International Meeting on Information Display
• /
• pp.1099-1102
• /
• 2009

Conventional stereoscopic (3D) displays using binocular parallax generate unnatural conflicts between convergence and accommodation. Those conflicts can affect the ability to fuse binocular images and may cause visual fatigue. This study examined time-series changes in visual fatigue and depth sensation while viewing stereoscopic images with changing parallax. We examined the physiological changes, including the subjective symptoms of visual fatigue, when viewing five parallax conditions. The time-series results suggest that 2D and 3D images produce significantly different types of visual fatigue over the range of binocular disparity.

• 산업경영시스템학회지
• /
• 제37권2호
• /
• pp.27-34
• /
• 2014

In this paper, we investigate the statistical correlation of the time series for temperature measured at the heat box in the automobile drying process. We show, in terms of the sample variance, that a significant non-linear correlation exists in the time series that consist of absolute temperature changes. To investigate further the non-linear correlation, we utilize the volatility, an important concept in the financial market, and induce volatility time series from absolute temperature changes. We analyze the time series of volatilities in terms of the de-trended fluctuation analysis (DFA), a method especially suitable for testing the long-range correlation of non-stationary data, from the correlation perspective. We uncover that the volatility exhibits a long-range correlation regardless of the window size. We also analyze the cross correlation between two (inlet and outlet) volatility time series to characterize any correlation between the two, and disclose the dependence of the correlation strength on the time lag. These results can contribute as important factors to the modeling of forecasting and management of the heat box's temperature.

• 한국통계학회:학술대회논문집
• /
• 한국통계학회 2001년도 추계학술발표회 논문집
• /
• pp.185-189
• /
• 2001

In this paper, we consider the problem of testing for parameter changes in time series models based on a sequential test. Although the test procedure is well-established for the mean and variance change, a general parameter case has not been discussed in the literature. Therefore, we develop a sequential test for parameter changes in a more general framework.

• 정보처리학회논문지:소프트웨어 및 데이터공학
• /
• 제8권7호
• /
• pp.289-302
• /
• 2019

시계열의 구조 변화란, 전체 시계열 자료를 구성하는 기간에서 관측치들의 분포가 상대적으로 안정적이다가, 특정 시점에서 분포 특성의 급격한 변화를 보이는 것을 의미한다. 비정상(non-stationary) 장기 시계열 안에서도, 단기적인 추세의 변화가 일시적인 것인지, 아니면 구조적으로 변한 것인지를 적시에 판단하는 것은 중요하다. 이는 시계열 추세의 변화를 상시 감지하여, 변화에 맞는 적정한 대응을 할 필요가 있기 때문이다. 본 연구에서는 단위근 검정법을 기반으로 한 검정 결과를 시각화함으로써, 의사결정자가 시계열의 구조 변화를 손쉽게 파악할 수 있는 방안을 제시하였다. 특히 시계열을 분할한 후 검정하는 방법을 통해, 장기 시계열일 때에도 단기 구조 변화를 파악할 수 있도록 하였다.

• 한국환경과학회지
• /
• 제18권4호
• /
• pp.369-374
• /
• 2009

To examine the trend on the flowering time in some weather flora including Prunus serrulata var. spontanea, Cosmos bipinnatus, and Robinia pseudo-acacia in Busan, the changes in time series and rate of flowering time of plants were analyzed using the method of time series analysis. According to the correlation between the flowering time and the temperature, changing pattern of flowering time was very similar to the pattern of the temperature, and change rate was gradually risen up as time goes on. Especially, the change rate of flowering time in C. bipinnatus was 0.487 day/year and showed the highest value. In flowering date in 2007, the difference was one day between measurement value and prediction value in C. bipinnatus and R. pseudo-acacia, whereas the difference was 8 days in P. mume showing great difference compared to other plants. Flowering time was highly related with temperature of February and March in the weather flora except for P. mume, R. pseudo-acacia and C. bipinnatus. In most plants, flowering time was highly related with a daily average temperature. However, the correlation between flowering time and a daily minimum temperature was the highest in Rhododendron mucronulatum and P. persica, otherwise the correlation between flowering time and a daily maximum temperature was the highest in Pyrus sp.

• 대한원격탐사학회지
• /
• 제25권2호
• /
• pp.95-105
• /
• 2009

지상 관측으로부터 수집된 시계열 원격탐사 자료는 관측환경의 악화와 감지 시스템의 기계적 고장과 같은 관측 장애요인에 의해 많은 미관측 및 악성 자료를 가지게 된다. 육상의 지표면 parameters는 기후와 주로 연관되어 있으므로 육상 관측 위성 영상에 나타나는 많은 물리적 과정은 계절 주기에 따른 시간적 변화를 보인다. 본 연구에서 제안된 적응 feedback 시스템은 계절에 따라 변하는 물리적 과정을 포함하는 시계열 원격 탐사 영상 시리즈를 재구축한다. 이 시스템에서는 계절적 변화를 추적하기 위하여 하모닉 모형을 사용하고 수치 영상 모형의 공간적 의존성을 나타내기 위해 Gibbs Random Field를 사용한다. 재구축 과정을 통하여 구성된 적응 하모닉 모형을 사용하여 지표면 연속적 변화를 감시할 수 있다. 본 연구에서는 1996년부터 2000년까지 한반도로부터 관측된 AVHRR 영상 시리즈를 일 주일 간격으로 정적 합성하여 NDVI 시리즈를 구하고 하모닉 모형을 사용하는 적응 재구축 시스템을 이 NDVI 시리즈에 적용하여 한반도 식생 변화를 추적하였다. 연구 결과는 하모닉 적응 재구축 시스템이 실시간 지표면 변화 감시를 하는데 매우 효과적인 수단이 될 것이라는 잠재성을 보여준다.

• 한국경영과학회지
• /
• 제12권1호
• /
• pp.19-26
• /
• 1987

In analyzing time series, estimating the level or the current mean of the process plays an important role in understanding its structure and in being able to make forecasts. The studies the class of time series models where the level of the process is assumed to follow a random walk and the deviation from the level follow an ARMA process. The estimation and forecasting problem in a Bayesian framework and uses the Kalman filter to obtain forecasts based on estimates of level. In the analysis of time series, we usually make the assumption that the time series is generated by one model. However, in many situations the time series undergoes a structural change at one point in time. For example there may be a change in the distribution of random variables or in parameter values. Another example occurs when the level of the process changes abruptly at one period. In order to study such problems, the assumption that level follows a random walk process is relaxed to include a major level change at a particular point in time. The major level change is detected by examining the likelihood raio under a null hypothesis of no change and an alternative hypothesis of a major level change. The author proposes a method for estimation the size of the level change by adding one state variable to the state space model of the original Kalman filter. Detailed theoretical and numerical results are obtained for th first order autoregressive process wirth level changes.

• 한국수자원학회논문집
• /
• 제41권10호
• /
• pp.1067-1077
• /
• 2008

하천유량의 시간적 추세에 대한 이해는 자연환경이나 인간사회를 위한 하천관리 및 수자원계획에 도움을 줄 수 있다. 일반적으로 기온, 강수, 유량 그리고 농업, 홍수방지활동, 저수지 및 유역간의 물이동 등과 같은 하천의 이용은 결과적으로 하천의 흐름에 반영되게 된다. 수자원 시설물 설계에서 받아들여지는 시계열 상에서 수문기상학적 특성이 불변하다는 가정은 기후변화나 하천교란에 의해 더 이상 타당하지 않을 수 있다. 그러므로 수문시계열에서 변화 특성을 검증하고 기술하는 것은 하천관리에 있어 매우 중요한 과제이다. 본 연구에서는 섬진강에서 인위적 유량교란에 의한 유량 변동성 검정을 통계해석에 기반을 둔 단일변수와 집단변수, 그리고 시계열 분석방법으로 구분하여 수행하였다. 검정 결과, 현재 섬진강 수계의 연 유량계열은 동질성을 유지하고 있으나 갈수기 유량계열에서는 변동성이 나타났다.