• The Korean Journal of Applied Statistics
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• v.24 no.6
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• pp.995-1006
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• 2011

A time series can be decomposed into simple components with a multiscale method. Empirical mode decomposition(EMD) is a recently invented multiscale method in Huang et al. (1998). It is natural to apply a classical prediction method such a vector autoregressive(AR) model to the obtained simple components instead of the original time series; in addition, a prediction procedure combining a classical prediction model to EMD and Hilbert spectrum is proposed in Kim et al. (2008). In this paper, we suggest to adopt principal component analysis(PCA) to the prediction procedure that enables the efficient selection of input variables among obtained components by EMD. We discuss the utility of adopting PCA in the prediction procedure based on EMD and Hilbert spectrum and analyze the daily worm account data by the proposed PCA adopted prediction method.

• The Korean Journal of Applied Statistics
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• v.7 no.1
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• pp.103-112
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• 1994

An asymptotic property of the estimated eigenvalues for multivariate AR(p) process which consists of vector of nonstationary process and vector of stationary process is developed. All components of the nonstationary process are assumed to reveal random walk behavior. The asymptotic property is helpful in understanding multiple unit roots. In this paper we show the stationay part in multivariate AR(p) process does not affect the limiting distribution of estimated eigenvalues associated with the nonstationary process. A test statistic based on the ordinary least squares estimator for testing a certain number of multiple unit roots is suggested.

• Transactions of the Korean Society for Noise and Vibration Engineering
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• v.13 no.1
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• pp.48-55
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• 2003

Hidden Markov Model(HMM) has a doubly embedded stochastic process with an underlying stochastic process that can be observed through another set of stochastic processes. This structure of HMM is useful for modeling vector sequence that doesn't look like a stochastic process but has a hidden stochastic process. So, HMM approach has become popular in various areas in last decade. The increasing popularity of HMM is based on two facts : rich mathematical structure and proven accuracy on critical application. In this paper, we applied continuous HMM (CHMM) approach with AR coefficient to detect and predict the chatter of lathe bite and to diagnose the wear of oil Journal bearing using rotor shaft displacement. Our examples show that CHMM approach is very efficient method for machine health monitoring and prediction.

• Structural Engineering and Mechanics
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• v.15 no.3
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• pp.299-314
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• 2003

This investigation presents an efficient method for identifying modal characteristics from the measured displacement, velocity and acceleration signals of multiple channels on structural systems. A Vector Backward Auto-Regressive model (VBAR) that describes the relationship between the output information in different time steps is used to establish a backward state equation. Generally, the accuracy of the identified dynamic characteristics can be improved by increasing the order of the Auto-Regressive model (AR) in cases of measurement of data under noisy circumstances. However, a higher-order AR model also induces more numerical modes, only some of which are the system modes. The proposed VBAR model provides a clear characteristic boundary to separate the system modes from the spurious modes. A numerical example of a lumped-mass model with three DOFs was established to verify the applicability and effectiveness of the proposed method. Finally, an offshore platform model was experimentally employed as an application case to confirm the proposed VBAR method can be applied to real-world structures.

• Journal of the Korean Data and Information Science Society
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• v.23 no.6
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• pp.1093-1102
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• 2012

In this paper, we predicted the interest spread using the VAR (vector autoregressive) model. Variables used in the VAR model were selected among 56 domestic and foreign macroeconomic time series through crosscorrelation and Granger causality test. The performance of the VAR model was compared with the univariate time series model, AR (autoregressive) model, in view of MAPE (mean absolute percentage error) and RMSE (root mean square error) of forecasts for the last twelve months.

• Journal of the Korean Statistical Society
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• v.31 no.2
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• pp.237-250
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• 2002

Motivated by Cook's (1986) assessment of local influence by investigating the curvature of a surface associated with the overall discrepancy measure, this paper extends this idea to the linear regression model with AR(p) disturbances. Diagnostic for the linear regression models with AR(p) disturbances are discussed when simultaneous perturbations of the response vector are allowed. For the derived criterion, numerical studies demonstrate routine application of this work.

• ETRI Journal
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• v.35 no.6
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• pp.1038-1047
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• 2013

Augmented reality (AR) is currently being applied actively to commercial products, and various types of intelligent AR systems combining both the Global Positioning System and computer-vision technologies are being developed and commercialized. This paper suggests an in-vehicle head-up display (HUD) system that is combined with AR technology. The proposed system recognizes driving-safety information and offers it to the driver. Unlike existing HUD systems, the system displays information registered to the driver's view and is developed for the robust recognition of obstacles under bad weather conditions. The system is composed of four modules: a ground obstacle detection module, an object decision module, an object recognition module, and a display module. The recognition ratio of the driving-safety information obtained by the proposed AR-HUD system is about 73%, and the system has a recognition speed of about 15 fps for both vehicles and pedestrians.

• Proceedings of the PSK Conference
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• 2002.10a
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• pp.324.1-324.1
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• 2002

Human 5-reductase type II(5AR2) is an important target for the treatment of benign prostatic hyperplasia. In this study we describe the establishment of cell line which stably expressed 3X FLAG tagged human 5AR2. We used this cell line as a cell based assay tool and source for 5AR2 enzyme. First a plasmid (3XFLAGpCMVl0-5AR2) for the expression of 5AR2 was constructed by the use of the vector 3XFLAGpCMV10 and transfected into the HEK 293. By selection with G418 sulfate. ten HEK 293 single cell clones were obtained of which three stably exhibited high 5AR2 activity. (omitted)

• Communications of the Korean Mathematical Society
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• v.37 no.1
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• pp.229-257
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• 2022

Let M be a semi-invariant submanifold of codimension 3 with almost contact metric structure (𝜙, 𝜉, 𝜂, g) in a complex space form M_n+1(c), c ≠ 0. We denote by A and R_𝜉 the shape operator in the direction of distinguished normal vector field and the structure Jacobi operator with respect to the structure vector 𝜉, respectively. Suppose that the third fundamental form t satisfies dt(X, Y) = 2𝜃g(𝜙X, Y) for a scalar 𝜃(< 2c) and any vector fields X and Y on M. In this paper, we prove that if it satisfies R_𝜉A = AR_𝜉 and at the same time ∇_𝜉R_𝜉 = 0 on M, then M is a Hopf hypersurface of type (A) provided that the scalar curvature s of M holds s - 2(n - 1)c ≤ 0.

• Journal of the Korean Statistical Society
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• v.27 no.2
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• pp.165-187
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• 1998

Shin and Sarkar (1993, 1994) studied the problem of testing for a unit root in an AR(p) signal observed with MA(q) noise when the MA parameters are known. In this paper we consider the case when the MA parameters are unknown and to be estimated. Test statistics are defined using unit root parameter estimates based on three different estimation methods of Hannan and Rissanen (1982), Kohn (1979) and Shin and Sarkar (1995). An AR(p) process contaminated by MA(q) noise is a .estricted ARMA model, for which Shin and Sarkar (1995) derived an easy-to-compute Newton- Raphson estimator The two-stage estimation p.ocedu.e of Hannan and Rissanen (1982) is used to compute initial parameter estimates in implementing the iterative estimation methods of both Shin and Sarkar (1995) and Kohn (1979). In a simulation study we compare the relative performance of these unit root tests with respect to both size and power for p=q=1.