• Journal of the Korean Data and Information Science Society
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• v.18 no.1
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• pp.73-80
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• 2007

Cointegration(together with VARMA(vector ARMA)) has been proven to be useful for analyzing multivariate non-stationary data in the field of financial time series. It provides a linear combination (which turns out to be stationary series) of non-stationary component series. This linear combination equation is referred to as long term equilibrium between the component series. We consider two sets of Korean bivariate financial time series and then illustrate cointegration analysis. Specifically estimated VAR(vector AR) and VECM(vector error correction model) are obtained and CV(cointegrating vector) is found for each data sets.

• Journal of the Korean Mathematical Society
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• v.36 no.5
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• pp.959-1008
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• 1999

This paper considers foundational issues related to connections in the tangent bundle of a manifold. The approach makes use of second order tangent vectors, i.e., vectors tangent to the tangent bundle. The resulting second order tangent bundle has certain properties, above and beyond those of a typical tangent bundle. In particular, it has a natural secondary vector bundle structure and a canonical involution that interchanges the two structures. The involution provides a nice way to understand the torsion of a connection. The latter parts of the paper deal with the Levi-Civita connection of a Riemannian manifold. The idea is to get at the connection by first finding its.spary. This is a second order vector field that encodes the second order differential equation for geodesics. The paper also develops some machinery involving lifts of vector fields form a manifold to its tangent bundle and uses a variational approach to produce the Riemannian spray.

• Honam Mathematical Journal
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• v.30 no.2
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• pp.219-225
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• 2008

In this paper, we obtain the general solution and the stability of the 2-dimensional vector variable quadratic functional equation f( x + y, z - w) + f(x - y, z + w) = 2f(x, z ) + 2f(y, ${\omega}$). The quadratic form f( x, y) = $ax^2$ + $by^2$ without cross product terms is a solution of the above functional equation.

• Journal of the Chungcheong Mathematical Society
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• v.17 no.1
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• pp.57-75
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• 2004

The aim of this paper is to solve the general solution of a quadratic functional equation f(x + 2y) + 2f(x - y) = f(x - 2y) + 2f(x + y) in the class of functions between real vector spaces and to obtain the generalized Hyers-Ulam stability problem for the equation.

• Bulletin of the Korean Mathematical Society
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• v.42 no.1
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• pp.133-148
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• 2005

In this paper, we obtain the general solution of a gen-eralized quadratic and additive type functional equation f(x + ay) + af(x - y) = f(x - ay) + af(x + y) for any integer a with a $\neq$ -1. 0, 1 in the class of functions between real vector spaces and investigate the generalized Hyers- Ulam stability problem for the equation.

• Bulletin of the Korean Mathematical Society
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• v.45 no.1
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• pp.133-142
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• 2008

Given an $m{\in}\mathbb{N}$ and two vector spaces V and W, a function f : $V^m{\rightarrow}W$ is called multi-Jensen if it satisfies Jensen's equation in each variable separately. In this paper we unify these m Jensen equations to obtain a single functional equation for f and prove its stability in the sense of Hyers-Ulam, using the so-called direct method.

• The Pure and Applied Mathematics
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• v.11 no.4
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• pp.323-335
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• 2004

In this paper, we solve the general solution of a modified additive and quadratic functional equation f(χ + 3y) + 3f(χ-y) = f(χ-3y) + 3f(χ+y) in the class of functions between real vector spaces and obtain the Hyers-Ulam-Rassias stability problem for the equation in the sense of Gavruta.

• Journal of applied mathematics & informatics
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• v.5 no.1
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• pp.23-40
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• 1998

Mixed finite element method is developed to approxi-mate the solution of the initial-boundary value problem for a strongly nonlinear second-order hyperbolic equation in divergence form. Exis-tence and uniqueness of the approximation are proved and optimal-order $L\infty$-in-time $L^2$-in-space a priori error estimates are derived for both the scalar and vector functions approximated by the method.

• Journal of the Chungcheong Mathematical Society
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• v.20 no.1
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• pp.23-29
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• 2007

Let X and Y be vector spaces. In this paper we prove that a mapping $f:X{\rightarrow}Y$ satisfies the following functional equation $${\large}\sum_{1{\leq}k<l{\leq}n}\;(f(x_k+x_l)+f(x_k-x_l))-2(n-1){\large}\sum_{i=1}^{n}f(x_i)=0$$ if and only if the mapping f is quadratic. In addition we investigate the generalized Hyers-Ulam-Rassias stability problem for the functional equation.

• Journal of the Korean Institute of Telematics and Electronics C
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• v.34C no.7
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• pp.82-91
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• 1997

In this paper, we analyze the dynamics of langevine competitive learning neural network based on its fokker-plank equation. From the viewpont of the stochastic differential equation (SDE), langevine competitive learning equation is one of langevine stochastic differential equation and has the diffusin equation on the topological space (.ohm., F, P) with probability measure. We derive the fokker-plank equation from the proposed algorithm and prove by introducing a infinitestimal operator for markov semigroups, that the weight vector in the particular simplex can converge to the globally optimal point under the condition of some convex or pseudo-convex performance measure function. Experimental resutls for pattern recognition of the remote sensing data indicate the superiority of langevine competitive learning neural network in comparison to the conventional competitive learning neural network.