• Title/Summary/Keyword: Time lag Analysis

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Chaos analysis of real estate auction sale price rate time series (부동산 경매 낙찰가율 시계열의 Chaos 분석)

  • Kang, Jun;Kim, Jiwoo;Lee, Hyun Jun;Oh, Kyong Joo
    • Journal of the Korean Data and Information Science Society
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    • v.28 no.2
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    • pp.371-381
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    • 2017
  • There has never been research on Chaos analysis using real estate auction sale price rate in Korea. In this study, three Chaos analysis methodologies - Hurst exponent, correlation dimension, and maximum Lyapunov exponent - in order to capture the nonlinear deterministic dynamic system characteristics. High level of Hurst exponent and the extremely low maximum Lyapunov exponent provide the tendency and the persistence of the data. The empirical results give two meaningful facts. First, monthly time lags of the correlation dimension are coincident with the time period from the approval auction start day to the sale price fixing day. Second, its weekly time lags correspond to the time period from the last day of request for sale price allocation to the sale price fixing day. Then, this study potentially examines the predictability of the real estate auction price rate time series.

Analysis of Variations in Soil Heat Flux and Air Temperature by Net Radiation at a Mud Flat in Hampyeong Bay (함평만 갯벌에서 순복사에 의한 토양열 플럭스와 기온의 변동 분석)

  • Park, Ho-seon;Kwon, Byung Hyuk;Kim, Il-Kyu;So, Yoon Hwan;Oh, Se Bong;Kang, Dong-hwan
    • Journal of Environmental Science International
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    • v.26 no.9
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    • pp.1101-1110
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    • 2017
  • In this study, we analyze changes in soil heat flux and air temperature in August (summer) and January (winter) according to net radiation, at a mud flat in Hampyeong Bay. Net radiation was observed as $-84.2{\sim}696.2W/m^2$ in August and $-79.4{\sim}352.5W/m^2$ in January. Soil heat flux was observed as $-80.7{\sim}139.5Wm^{-2}$ in August and $-49.09{\sim}137W/m^2$ in January. Air temperature was observed as $24.2{\sim}32.9^{\circ}C$ in August and $-1.5{\sim}11.1^{\circ}C$ in January. The rate of soil heat flux for net radiation ($H_G/R_N$) was 0.17 in August and 0.34 in January. Because the seasonal fluctuation in net radiation was bigger than the soil heat flux, net radiation in August was bigger than in January. We estimated a linear regression function to analyze variations in soil heat flux and air temperature by net radiation. The linear regression function and coefficient of determination for the soil heat flux by net radiation was y=0.19x-7.94, 0.51 in August, and y=0.39x-11.69, 0.81 in January. The time lag of the soil heat flux by net radiation was estimated to be within ten minutes in August 2012 and January 2013. The time lag of air temperature by net radiation was estimated at 160 minutes in August, and 190 minutes in January.

Reduction of Rainfall Runoff by Constructing Underground Storage Tank (지하저류조 신설에 따른 우수 유출량 저감)

  • Song, Chang Geun;Seo, Il Won;Jung, Young Jai
    • KSCE Journal of Civil and Environmental Engineering Research
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    • v.33 no.3
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    • pp.927-935
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    • 2013
  • In this study, reservoir routings for 1 hour-50 year precipitation frequency were carried out at the Engineering Water Fall and the Amphitheater located at the downstream of Seoul National University Dam. Main analysis was focus on the following matters: (1) storage amount by the tank; (2) reduction of the outflow and the peak water surface elevation; (3) change of phase lag time; and (4) design of new boxes at the inlet and outlet of storage tank. As for the storage tank of $25,000m^3$ built in the Amphitheater area, the tank induced 49.43 % storage effect, 28 min. phase lag time, and reduced the peak outflow by 49.64 %. In addition, the peak water surface elevation was lowered by 35 cm compared with that of $15,000m^3$ storage tank. It is concluded that combined management of previous storage facility and new underground storage tank would control the excessive rainfall runoff efficiently.

Analysis of Groundwater Recharge Characteristics Using Relationship between Rainfall and Groundwater Level (강우량과 지하 수위를 이용한 지하수 함양특성 분석)

  • Lee, Dong-Ryul;Gu, Ho-Bon
    • Journal of Korea Water Resources Association
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    • v.33 no.1
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    • pp.51-59
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    • 2000
  • A dynamic model, which combined time series model with distributed-lag model, is applied to understand the relationship between rainfall and groundwater level. In the model, rainfall with distribution lags and past groundwater level as a dependent variables were used to estimate present groundwater level. The distribution of the lagged rainfall effects for groundwater levels was modeled by Almon polynomials. The model was applied to Banglim and Tanbu groundwater stations in Pyungchang river and Bocheong stream watershed which are representative basins for International Hydrological Program (IHP). The dynamic model represents observed groundwater levels very well and can be used to predict the levels. The model parameters reflect hydraulic characteristics of aquifer. In addition, from the parameters it appears that the increase in groundwater level due to rainfall takes place significantly within first two days of the rainfall event. The rainfall of the order of 18mm/day and 30mm/day at Banglim and Tanbu, respectively, had no significant effect on the groundwater levels.

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Statistical Evaluation of Sigmoidal and First-Order Kinetic Equations for Simulating Methane Production from Solid Wastes (폐기물로부터 메탄발생량 예측을 위한 Sigmoidal 식과 1차 반응식의 통계학적 평가)

  • Lee, Nam-Hoon;Park, Jin-Kyu;Jeong, Sae-Rom;Kang, Jeong-Hee;Kim, Kyung
    • Journal of the Korea Organic Resources Recycling Association
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    • v.21 no.2
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    • pp.88-96
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    • 2013
  • The objective of this research was to evaluate the suitability of sigmoidal and firstorder kinetic equations for simulating the methane production from solid wastes. The sigmoidal kinetic equations used were modified Gompertz and Logistic equations. Statistical criteria used to evaluate equation performance were analysis of goodness-of-fit (Residual sum of squares, Root mean squared error and Akaike's Information Criterion). Akaike's Information Criterion (AIC) was employed to compare goodness-of-fit of equations with same and different numbers of parameters. RSS and RMSE were decreased for first-order kinetic equation with lag-phase time, compared to the first-order kinetic equation without lag-phase time. However, first-order kinetic equations had relatively higher AIC than the sigmoidal kinetic equations. It seemed that the sigmoidal kinetic equations had better goodness-of-fit than the first-order kinetic equations in order to simulate the methane production.

Analysis on the Adequate Level of R&D Investment in Small and Medium-sized Enterprises Using Threshold Regression (문턱회귀모형(threshold regression)을 활용한 중소기업의 적정 R&D 투자수준 분석)

  • Jung, Euy-Young;Baek, Chulwoo
    • Journal of Technology Innovation
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    • v.23 no.1
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    • pp.87-105
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    • 2015
  • This research confirms a non-linear relationship between R&D investment and performance of small and medium-sized enterprises and measures the adequate level as threshold value. Although previous studies did not consider the time lag and estimated indirectly the level using the R&D investment squared term, this study assumes 2 years time lag and uses the threshold estimation model to measure directly. We find that there is the S-curve relationship between the profit rate as R&D output and R&D intensity and the ratio of researchers to employees as R&D input. Also, we estimate the adequate levels of R&D investment, 6.4% for R&D intensity and 13% for the ratio of researchers to employees. This relationship and measurement of the level can offer basic facts and implications about R&D policy and strategy.

R&D and Environmental Kuznets Curve Hypothesis: CO2 Case (R&D 투자와 환경쿠즈네츠 곡선 가설: CO2 사례 분석)

  • Kang, Heechan;Hwang, Sangyeon
    • Environmental and Resource Economics Review
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    • v.25 no.1
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    • pp.89-112
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    • 2016
  • In this paper, as a determining factor of the Environment Kuznets Curve hypothesis, we analyzed the impact of technological innovation. In this paper, in order to empirically validate the role of technological innovation to an inverted U-shaped Environments Kuznets Curve hypothesis, we utilize the 2SLS considering relationship between R&D and the GDP per capita. Also, using the Panel VAR (Panel Vector Auto Regression) model to analyze with what time lag R&D per capita has impact on the emissions of greenhouse gases per capita. Empirical results show that R&D per capita(proxy of innovation) is a important factor to explain Environmental Kuznets Curve hypothesis, and that the external shock such as R&D per capita reduces greenhouse gas emissions per capita with about 3 time lag.

Probabilistic Analysis of Drought Propagation Over The Han River Basin Under Climate Change (기후변화에 따른 한강 유역의 확률론적 가뭄 전이 분석)

  • Muhammad, Nouman Sattar;Kim, Ji-Eun;Lee, Joo-Heon;Kim, Tae-Woong
    • KSCE Journal of Civil and Environmental Engineering Research
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    • v.39 no.1
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    • pp.155-163
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    • 2019
  • The knowledge about drought propagation is very important in accurate estimation of hydrological drought characteristics and efficient development of early warning system. This study investigated a probabilistic relationship of drought propagation based on Bayesian network model for historic period and for future projection under climate change scenario RCP 8.5 over the Han River basin. The results revealed that the propagation rate and lag time have increasing and decreasing trends from the historic period of 1967-2013 to the future periods of 2014-2053 and 2054-2100 under climate change, respectively. The probabilistic results of Bayesian model revealed that the probability of occurrence of lag time varied spatially and decreased when the intensity of meteorological drought changed from moderate to severe and extreme condition during 1967-2013. The values of probability increased in the first future period of 2014-2053 in several sub-basins and slight decreased in the second period of 2054-2100. The proposed probabilistic results will be useful for the decision makers to develop related policies with an appropriate insight toward the future drought status.

Atmospheric Analysis on the Meteo-tsunami Case Occurred on 31 March 2007 at the Yellow Sea of South Korea (2007년 3월 31일 서해에서 발생한 기상해일에 대한 기상학적 분석)

  • Kim, Hyunsu;Kim, Yoo-Keun;Woo, Seung-Buhm;Kim, Myung-Seok
    • Journal of Environmental Science International
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    • v.23 no.12
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    • pp.1999-2014
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    • 2014
  • A meteo-tsunami occurred along the coastline of South Korea on 31 March 2007, with an estimated maximum amplitude of 240 cm in Yeonggwang (YG). In this study, we investigated the synoptic weather systems around the Yellow sea including the Bohai Bay and Shandong Peninsula using a weather research and forecast model and weather charts of the surface pressure level, upper pressure level and auxiliary analysis. We found that 4-lows passed through the Yellow sea from the Shandung Peninsula to Korea during 5 days. Moreover, the passage of the cold front and the locally heavy rain with a sudden pressure change may make the resonance response in the near-shore and ocean with a regular time-lag. The sea-level pressure disturbance and absolute vorticity in 500 hPa projected over the Yellow sea was propagated with a similar velocity to the coastline of South Korea at the time that meteo-tsunami occurred.

A Study on the Analysis of Vibration Obsects Using Projection Moire Method (Projection Moire방법을 이용한 진동체의 특성연구)

  • Huh, H.;Oh, C.S.;Park, H.K.
    • Proceedings of the Korean Institute of Communication Sciences Conference
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    • 1987.04a
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    • pp.188-190
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    • 1987
  • In this paper the real-time analysis of vibration objects using projection moir\ulcorner method is realized. By measuring the vibration of two different speakers using three grationgs with different pitch. it is possible to analyze the vibrating speakers, so the fundamental frequency mode of speakers is obserbed at 550Hz and 105Hz respectively and phase lag is shown nonlinear characteristics. Also it is possible to measure the vibration as to nonperiodic signals as well as peoriodic signals.

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