• Honam Mathematical Journal
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• v.32 no.1
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• pp.101-112
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• 2010

Using some interesting convolution, we find kernels recovering the given function f. By a slight change of this convolution, we obtain an identity filter related to the Fourier series in the discrete time domain. We also introduce some techniques to decompose an impulse into several dilated pieces in the discrete domain. The detail examples deal with specific constructions of those decompositions. Also we obtain localized moving averages from a decomposition of an impulse to make hybrid Bollinger bands, that might give various strategies for stock traders.

• Korean Journal of Remote Sensing
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• v.37 no.4
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• pp.789-802
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• 2021

Synthetic Aperture Radar (SAR) at C-band is an ideal remote sensing system for crop monitoring owing to its short wavelength, which interacts with the upper parts of the crop canopy. This study evaluated the potential of dual polarimetric Sentinel-1 at C-band for monitoring rice phenology. Rice phenological variations occur in a short period. Hence, the short revisit time of Sentinel-1 SAR system can facilitate the tracking of short-term temporal morphological variations in rice crop growth. The sensitivity of SAR backscattering coefficients, backscattering ratio, and polarimetric decomposition parameters on rice phenological stages were investigated through a time-series analysis of 33 Sentinel-1 Single Look Complex images collected from 10th April to 25th October 2020 in Gimhae, South Korea. Based on the observed temporal variations in SAR parameters, we could identify and distinguish the phenological stages of the Gimhae rice growth cycle. The backscattering coefficient in VH polarisation and polarimetric decomposition parameters showed high sensitivity to rice growth. However, amongst SAR parameters estimated in this study, the VH backscattering coefficient realistically identifies all phenological stages, and its temporal variation patterns are preserved in both Sentinel-1A (S1A) and Sentinel-1B (S1B). Polarimetric decomposition parameters exhibited some offsets in successive acquisitions from S1A and S1B. Further studies with data collected from various incidence angles are crucial to determine the impact of different incidence angles on polarimetric decomposition parameters in rice paddy fields.

• Proceedings of the Korean Institute of Electrical and Electronic Material Engineers Conference
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• 2006.06a
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• pp.28-29
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• 2006

When photovoltaic module is used for a long time, its performance decreases due to several reasons. In this paper, we focus on the possibilities mainly contributing to the degraded efficiency of the polycrystalline silicon photovoltaic modules. The analysis is based on the modules that have been used for 15 years. These are two main reasons that cause the efficiency degradation, the corrosion and thermal decomposition. The former phenomenon of electrode is mainly due to the moisture from damaged back sheet in some module. However the other reason of the degraded efficiency comes from the thermal decomposition, which can not be observed from the outside but only by experiment. In this study, the comparison between the efficiency of normal modules and degradation modules is presented. Module having degraded cell was seen to cause increase of series resistance by about 80%, in comparison to normal samples efficiency which reduce by about 20%. This study shows that the effects of series resistances on module performance are critical. These effects must be understood and taken into consideration when analyzing performance degradation.

• Journal of Korea Water Resources Association
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• v.52 no.12
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• pp.1075-1086
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• 2019

Recently, as the incidence of climate warming and abnormal climate increases, the forecasting of hydrological factors such as precipitation and river flow is getting more complicated, and the risk of water shortage is also increasing. Therefore, this study aims to develop a model for predicting the amount of water intake in mid-term. To this end, the correlation between water intake and meteorological factors, including temperature and precipitation, was used to select input factors. In addition, the amount of water intake increased with time series and seasonal characteristics were clearly shown. Thus, the preprocessing process was performed using the time series decomposition method, and the support vector machine (SVM) was applied to the residual to develop the river intake prediction model. This model has an error of 4.1% on average, which is higher accuracy than the SVM model without preprocessing. In particular, this model has an advantage in mid-term prediction for one to two months. It is expected that the water intake forecasting model developed in this study is useful to be applied for water allocation computation in the permission of river water use, water quality management, and drought measurement for sustainable and efficient management of water resources.

• The Korean Journal of Applied Statistics
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• v.27 no.3
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• pp.431-444
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• 2014

We introduce the empirical model decomposition (EMD) to decompose a time series into a set of components in the time-frequency domain. By using EMD, we also extract cycle and trend components from major Korean macroeconomic indices and forecast the indices with the components combined. In order to evaluate their efficiencies, we investigate volatility, autocorrelation, persistence, Granger causality, nonstationarity, and forecasting performance. They are then compared with those by Hodrick-Prescott filter which is the most commonly used method.

• Smart Structures and Systems
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• v.11 no.1
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• pp.123-134
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• 2013

Identifying structural modal parameters, especially those modes within high frequency range, from ambient data is still a challenging problem due to various kinds of uncertainty involved in vibration measurements. A procedure applying an ensemble empirical mode decomposition (EEMD) method is proposed for accurate and robust structural modal identification. In the proposed method, the EEMD process is first implemented to decompose the original ambient data to a set of intrinsic mode functions (IMFs), which are zero-mean time series with energy in narrow frequency bands. Subsequently, a Sub-PolyMAX method is performed in narrow frequency bands by using IMFs as primary data for structural modal identification. The merit of the proposed method is that it performs structural identification in narrow frequency bands (take IMFs as primary data), unlike the traditional method in the whole frequency space (take original measurements as primary data), thus it produces more accurate identification results. A numerical example and a multiple-span continuous steel bridge have been investigated to verify the effectiveness of the proposed method.

• Korean Journal of Remote Sensing
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• v.24 no.2
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• pp.165-177
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• 2008

Small baseline subset (SBAS) algorithm has been recently developed using an appropriate combination of differential interferograms, which are characterized by a small baseline in order to minimize the spatial decorrelation. This algorithm uses the singular value decomposition (SVD) to measure the time-series surface deformation from the differential interferograms which are not temporally connected. And it mitigates the atmospheric effect in the time-series surface deformation by using spatially low-pass and temporally high-pass filter. Nevertheless, it is not easy to correct the phase unwrapping error of each interferogram and to mitigate the time-varying noise component of the surface deformation from this algorithm due to the assumption of the linear surface deformation in the beginning of the observation. In this paper, we present an improved SBAS technique to complement these problems. Our improved SBAS algorithm uses an iterative approach to minimize the phase unwrapping error of each differential interferogram. This algorithm also uses finite difference method to suppress the time-varying noise component of the surface deformation. We tested our improved SBAS algorithm and evaluated its performance using 26 images of ERS-1/2 data and 21 images of RADARSAT-1 fine beam (F5) data at each different locations. Maximum deformation amount of 40cm in the radar line of sight (LOS) was estimated from ERS-l/2 datasets during about 13 years, whereas 3 cm deformation was estimated from RADARSAT-1 ones during about two years.

• Journal of Korean Society on Water Environment
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• v.26 no.6
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• pp.895-902
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• 2010

The effect of seasonality on water quality variation is very significant. Generally, it reduce the power of the trend extraction. A parametric time-series model was used for detecting trends in historic constituent concentration data. The effect of seasonality is able to remove from time series decomposition technique. According to such statistic methode, long-term water quality trend analysis system (NTrend 1.0) was developed by Nakdong River Water Environmental Research Center. The trend analysis of BOD variation was conducted with NTrend 1.0 at Goreong and Moolkum site in Nakdong river to show the effect of water quality management action plan. Power test of trend extraction was tried each case of 'deseasonalized and deannulized' data and 'deseasonalized' data. Analysis period was from 1989 to 2006, and it's period was divided again three times, 1989~1993, 1994~1999 and 2000~2006 according to action plan period. The BOD trend was downward in Goreong site during three times and it's trend slope was very steep, and upward in Moolkum during 1989~1993, but it was turned downward during 1994~1999 and 2000~2006. It was revealed that it's very effective to reduce the concentration of BOD by water quality management action plan in that watershed. The result of power test was shown that it is high for trend extraction power in case of 'deseasonalized' data.

• The Korean Journal of Applied Statistics
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• v.29 no.3
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• pp.525-537
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• 2016

The paper considers a hybrid model to analyze and forecast time series data based on an empirical mode decomposition (EMD) that accommodates complex characteristics of time series such as nonstationarity and nonlinearity. We aggregate IMFs using the concept of cumulative energy to improve the interpretability of intrinsic mode functions (IMFs) from EMD. We forecast aggregated IMFs and residue with a hybrid model that combines the ARIMA model and an exponential smoothing method (ETS). The proposed method is applied to forecast KOSPI time series and is compared to traditional forecast models. Aggregated IMFs and residue provide a convenience to interpret the short, medium and long term dynamics of the KOSPI. It is also observed that the hybrid model with ARIMA and ETS is superior to traditional and other types of hybrid models.

• Journal of Intelligence and Information Systems
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• v.5 no.1
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• pp.103-123
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• 1999

Input filtering as a preprocessing method is so much crucial to get good performance in time series forecasting. There are a few preprocessing methods (i.e. ARMA outputs as time domain filters, and Fourier transform or wavelet transform as time-frequency domain filters) for handling time series. Specially, the time-frequency domain filters describe the fractal structure of financial markets better than the time domain filters due to theoretically additional frequency information. Therefore, we, first of all, try to describe and analyze specially some issues on the effectiveness of different filtering methods from viewpoint of the performance of a neural network based forecasting. And then we discuss about neural network model architecture issues, for example, what type of neural network learning architecture is selected for our time series forecasting, and what input size should be applied to a model. In this study an input selection problem is limited to a size selection of the lagged input variables. To solve this problem, we simulate on analyzing and comparing a few neural networks having different model architecture and also use an embedding dimension measure as chaotic time series analysis or nonlinear dynamic analysis to reduce the dimensionality (i.e. the size of time delayed input variables) of the models. Throughout our study, experiments for integration methods of joint time-frequency analysis and neural network techniques are applied to a case study of daily Korean won / U. S dollar exchange returns and finally we suggest an integration framework for future research from our experimental results.