• Journal of Korea Water Resources Association
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• v.33 no.2
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• pp.159-167
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• 2000

The purpose of this study is to estimate the stochastic monthly runoff model for the Kunwi south station of Wi-stream basin in Nakdong river system. This model was based on the theory of Box-Jenkins multiplicative ARlMA and the state-space model to simulate changes of monthly runoff. The forecasting monthly runoff from the pair of estimated effective rainfall and observed value of runoff in the uniform interval was given less standard error then the analysis only by runoff, so this study was more rational forecasting by the use of effective rainfall and runoff. This paper analyzed the records of monthly runoff and effective rainfall, and applied the multiplicative ARlMA model and state-space model. For the P value of V AR(P) model to establish state-space theory, it used Ale value by lag time and VARMA model were established that it was findings to the constituent unit of state-space model using canonical correction coefficients. Therefore this paper confirms that state space model is very significant related with optimization factors of VARMA model.

• The Korean Journal of Financial Management
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• v.10 no.2
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• pp.161-179
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• 1993

본 논문은 벡터자기상관(VAR) 모형과 벡터자기상관이동평균(VARMA) 모형을 사용하여 명목금리와 물가(도매물가)사이의 동태적 관계를 분석한다. 명목금리와 물가사이의 정(+)의 상관관계는 소위 $\ulcorner$깁슨의 역설$\lrcorner$로 불리워지고 있는데, 실증분석 결과에 의하면 한국의 경우 깁슨의 역설은 존재하지 않는 것으로 보여진다. 과거의 많은 연구들이 $\ulcorner$깁슨의 역설$\lrcorner$을 지지하는 실증결과들을 발견한 것은 관련변수들의 안정성(stationarity)을 고려치 않은 것으로 판단된다. 본 논문에서처럼 관련변수들의 안정성을 얻기위해 수준변수(예를들면, 도매물가지수) 대신에 차분되거나 증가율을 사용하고, 금리 및 물가이외에 두변수에 영향을 줄 수 있는 변수(예를들면, 통화변수)들을 포함하는 다변수 모형을 이용한다면 우리나라에서는 $\ulcorner$깁슨의 역설$\lrcorner$은 발견되지 않은 것으로 보여진다. 즉, 회사채 수익율과 도매물가상승율을 명목금리와 물가변수로 각각 사용하고, $1972.III{\sim}1991.III$사이의 분기별 자료를 대상으로 분석한 결과, 두변수 사이의 관계는 일방적 인과관계보다는 독립적인 관계로 나타나고 있다.

• Journal of Korean Society of Water and Wastewater
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• v.7 no.1
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• pp.76-103
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• 1993

• Korean Journal of Radiology
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• v.24 no.6
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• pp.522-528
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• 2023

• The Korean Journal of Applied Statistics
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• v.35 no.3
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• pp.395-406
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• 2022

This paper studies the outlier detection method for multivariate long memory time series. The existing outlier detection methods are based on a short memory VARMA model, so they are not suitable for multivariate long memory time series. It is because higher order of autoregressive model is necessary to account for long memory, however, it can also induce estimation instability as the number of parameter increases. To resolve this issue, we propose outlier detection methods based on the VHAR structure. We also adapt the robust estimation method to estimate VHAR coefficients more efficiently. Our simulation results show that our proposed method performs well in detecting outliers in multivariate long memory time series. Empirical analysis with stock index shows RVHAR model finds additional outliers that existing model does not detect.

• Communications of the Korean Mathematical Society
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• v.10 no.4
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• pp.789-795
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• 1995

For nonintegrable weight $-\rho$, some weight multiplicities of the irreducible module $L(-\rho)$ over $A^{(1)}_{(1)}$ affine Lie algebras are expressed in terms of the colored partition functions. Also we find the multiplicity of $L(-\rho)$ in ther Verma module $M(-\rho)$ for any affine Lie algebras.

• Kyungpook Mathematical Journal
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• v.59 no.4
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• pp.679-688
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• 2019

In the present note, we study some approximation properties of the Szász type operators based on Charlier polynomials introduced by S. Varma and F. Taşdelen (Math. Comput. Modelling, 56 (5-6) (2012) 108-112). We establish the rates of A-statistical convergence of these operators. Finally, we prove a Voronovskaja type approximation theorem and local approximation theorem via the concept of A-statistical convergence.

• Kyungpook Mathematical Journal
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• v.56 no.3
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• pp.877-897
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• 2016

In the present article, we study some approximation properties of the Kantorovich type generalization of $Sz{\acute{a}}sz$ type operators involving Charlier polynomials introduced by S. Varma and F. Taşdelen (Math. Comput. Modelling, 56 (5-6) (2012) 108-112). First, we establish approximation in a Lipschitz type space, weighted approximation theorems and A-statistical convergence properties for these operators. Then, we obtain the rate of approximation of functions having derivatives of bounded variation.

• Proceedings of the Korea Information Processing Society Conference
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• 2013.11a
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• pp.169-171
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• 2013

Cloud computing provides access to big volumes of data and computational resources through various services. Cloud computing also supports to process these volumes of data using set of computers. Cloud computing can satisfy resource requirements through virtualization technology. Eucalyptus is an open source cloud computing environment helps the users to setup their own private cloud based on virtualization. In this paper, monitoring of virtual machines is explained with the eucalyptus cloud setup.

• Advances in robotics research
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• v.2 no.2
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• pp.151-159
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• 2018

The evolution of bipedal robots was the foundation stone for development of Humanoid robots. The highly complex and non-linear dynamic of human walking made it very difficult for researchers to simulate the gait patterns under different conditions. Simple controllers were developed initially using basic mechanics like Linear Inverted Pendulum (LIP) model and later on advanced into complex control systems with dynamic stability with the help of high accuracy feedback systems and efficient real-time optimization algorithms. This paper illustrates a number of significant mathematical models and controllers developed so far in the field of bipeds and humanoids. The key facts and ideas are extracted and categorized in order to describe it in a comprehensible structure.