• 대한산업공학회지
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• 제36권3호
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• pp.203-211
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• 2010

This study examines a cointegrated vector autoregressive (VAR) model where parameters are subject to switch across the regimes in the term structure of interest rates. To employ the regime switching framework, the Markov-switching vector error correction model (MS-VECM) is allowed to the regime shifts in the vector of intercept terms, the variance-covariance terms, the error correction terms, and the autoregressive coefficient parts. The corresponding approaches are illustrated using the term structure of interest rates in the US Treasury bonds over the period of 1958 to 2009. Throughout the modeling procedure, we find that the MS-VECM can form a statistically adequate representation of the term structure of interest rate in the US Treasury bonds. Moreover, the regime switching effects are analyzed in connection with the historical government monetary policy and with the recent global financial crisis. Finally, the results from the comparisons both in information criteria and in forecasting exercises with and without the regime switching lead us to conclude that the models in the presence of regime dependence are superior to the linear VECM model.

• Journal of Information Processing Systems
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• 제16권6호
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• pp.1359-1371
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• 2020

In transmitting and receiving such a large amount of data, reliable data communication is crucial for normal operation of a device and to prevent abnormal operations caused by errors. Therefore, in this paper, it is assumed that an error correction code (ECC) that can detect and correct errors by itself is used in an environment where massive data is sequentially received. Because an embedded system has limited resources, such as a low-performance processor or a small memory, it requires efficient operation of applications. In this paper, we propose using an accelerated ECC-decoding technique with a graphics processing unit (GPU) built into the embedded system when receiving a large amount of data. In the matrix-vector multiplication that forms the Hamming code used as a function of the ECC operation, the matrix is expressed in compressed sparse row (CSR) format, and a sparse matrix-vector product is used. The multiplication operation is performed in the kernel of the GPU, and we also accelerate the Hamming code computation so that the ECC operation can be performed in parallel. The proposed technique is implemented with CUDA on a GPU-embedded target board, NVIDIA Jetson TX2, and compared with execution time of the CPU.

• 한국위성정보통신학회논문지
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• 제11권4호
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• pp.63-67
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• 2016

최근에 BLE 비콘의 낮은 배터리 소모와 저렴한 인프라 비용의 특징 때문에 실내 정밀 측위 시스템에 폭넓게 활용되고 있다. 하지만 기존의 BLE 비콘 기반 실내 측위 알고리즘은 사용자의 이동 속도 변화에 따라 유동적인 위치 오차 보정이 어렵다. 따라서 본 논문은 BLE 비콘을 활용한 Bounced cancellation 및 최소 거리 유지 알고리즘과 방향벡터를 이용한 측위오차 보정 기법을 결합한 위치 오차 보정 알고리즘을 제안했다. 본 논문의 실험 결과는 제안된 알고리즘이 기존의 실내 측위 알고리즘에 비해 유저 이동속도가 변화함에도 우수한 측위 성능을 보장하며 개선된 위치 오차 보정 성능을 나타냈다.

• 한국전자파학회논문지
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• 제14권6호
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• pp.630-637
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• 2003

WCDMA 시스템에서 주파수 오차에 의한 단말기 성능 영향을 분석하기 위해 기지국과 이동 단말기 사이의 주파수 오차 발생 원인을 고찰한 후 단말기 수신부에서 주파수 오차를 정정하기 위한 자동 주파수 오차 보상방법을 소개하였다. 시스템 요구 규격 중 자동 주파수 오차 보상 동작에 관련된 성능요구 조건들을 바탕으로 여 기지국과 단말기간 연동시험을 수행하였고 주파수 오차보상 후 단말기 송신 주파수에서 4 Hz의 주파수 차를 얻음으로써 시스템에서 요구하는 주파수 오차 허용량인 $\pm$ 0.1 ppm($\pm$200 Hz)이내의 규격을 만족함을 보였다. 주파수 오차에 의한 송신성능 열화를 에러벡터 크기(EVM) 값으로 확인하였으며 또한 수신 성능 열화를 Ec/Io로 측정하였고, 주파수 오차조정의 정확성을 개선시키기 위한 모뎀 제어신호와 RF 간 인터페이스 관계를 제시하였다.

• 지역연구
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• 제14권1호
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• pp.143-161
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• 1998

This paper applies dynamic versions of shift share models to a simple regional employment model. It tests for the existence of a long run interregional employment equilibrium and then estimates the impulse response functions for each employment series to determine which shocks are temporary and which are permanent.

• Structural Engineering and Mechanics
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• 제14권6호
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• pp.679-698
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• 2002

In this paper some techniques for the dynamic analysis of non-classically damped linear systems are reviewed and compared. All these methods are based on a transformation of the governing equations using a basis of complex or real vectors. Complex and real vector bases are presented and compared. The complex vector basis is represented by the eigenvectors of the complex eigenproblem obtained considering the non-classical damping matrix of the system. The real vector basis is a set of Ritz vectors derived either as the undamped normal modes of vibration of the system, or by the load dependent vector algorithm (Lanczos vectors). In this latter case the vector basis includes the static correction concept. The rate of convergence of these bases, with reference to a parametric structural system subjected to a fixed spatial distribution of forces, is evaluated. To this aim two error norms are considered, the first based on the spatial distribution of the load and the second on the shear force at the base due to impulsive loading. It is shown that both error norms point out that the rate of convergence is strongly influenced by the spatial distribution of the applied forces.

• 지역연구
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• 제33권3호
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• pp.3-19
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• 2017

본 연구의 목적은 지역의 산업다양성이 지역의 경기변동에 어떤 영향을 주는지를 분석하는 데 있다. 지역의 경기변동은 고용시장과 생산활동의 측면에서 측정하였고 2005년 1월부터 2016년 2월을 분석기간으로 설정하였다. 우리나라의 주요 항만도시를 대상으로 선정하였고 지역의 특성을 통제하기 위하여 패널 벡터오차수정모형의 그룹평균 추정량과 통합그룹평균 추정량을 사용하였다. 산업의 구성이 다양한 지역에서는 단기적으로 실업률의 변동의 폭이 작았지만, 제조업 생산지수의 변동성은 장기적인 경우에만 낮게 나타났다.

• 한국디지털건축인테리어학회논문집
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• 제12권1호
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• pp.61-70
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• 2012

A construction project is very costly and takes a long time to make investment and yield profit. For this reason, financial institutions are cautious about financing construction projects. Meanwhile, a construction company needs financing from financial institutions to cover a large expense of a construction project. Thus, there is likely to be a close correlation between financing conditions and business operation of a construction company. To examine the relationship, variables were identified that are related to insolvency of a construction company and changes in financing conditions. The analysis period is between the second quarter of 2001 and the fourth quarter of 2010. Data was retrieved from TS2000 established by Korea Listed Companies Association (KLCA), Statistics Office, and Construction Economy Research Institute of Korea (CERIK). In terms of methodology, VECM (Vector Error Correction Model) was used to analyze dynamic relationship between changes in financing conditions and insolvency of a construction company based on the identified variables. The hypothesis was that changes in financing conditions would significantly affect business of a construction company, but, the analysis did not find a close relation between the two factors. However, it was shown that poor business of a construction company affects financing conditions adversely.

• The Journal of Asian Finance, Economics and Business
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• 제7권1호
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• pp.37-46
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• 2020

The paper examines the dynamic relationship of domestic credit and stock market liquidity on the economic growth of the Philippines from 1995 to 2018 applying the autoregressive distributed lag (ARDL) bounds testing approach to cointegration, together with Granger causality test based on vector error correction model (VECM). The ARDL model indicated a long-run relationship of domestic credit and stock market liquidity on GDP growth. When the GDP per capita is the dependent variable there is weak cointegration. Also, the Johansen cointegration test confirmed the existence of long-run relationship of domestic credit and stock market liquidity both on GDP growth and GDP per capita. The VECM concludes a long-run causality running from domestic credit and stock market liquidity to GDP growth. At levels, domestic credit has significant short-run causal relationship with GDP growth. As for stock market liquidity at first lag, has significant short-run causal relationship with GDP growth. With regards to VECM for GDP per capita, domestic credit and stock market liquidity indicates no significant dynamic adjustment to a new equilibrium if a disturbance occurs in the whole system. At levels, the results indicated the presence of short-run causality from stock market liquidity and GDP per capita. The CUSUMSQ plot complements the findings of the CUSUM plot that the estimated models for GDP growth and GDP per capita were stable.

• 산경연구논집
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• 제9권9호
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• pp.7-14
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• 2018

Purpose - Social welfare is a social insurance system that provides funds and services for all citizens to maximize their life quality. Its ultimate goal is to alleviate social contradictions. Therefore, this paper explores the determinants of social welfare in terms of macroeconomics. Research design, data, and methodology - Based on the vector error correction model, the annual time series from 1990 to 2017 will be used to conduct an empirical analysis. The real GDP, the real income, the inflation and the degree of openness will be treated as independent variables. The input of social welfare will be treated as a dependent variable. These variables will be used to perform the cointegration test and the vector error correction model to explore how the macroeconomic variables affect social welfare both in long run and short run. Result - Via the empirical analysis, it can be summarized that the real GDP, the real income and the degree of openness are the driving determinants to enlarge the social welfare. Conversely, the inflation is the obstructive determinant to reduce the social welfare. Conclusion - The positive and negative determinants of social welfare exist simultaneously, China's government should take macroeconomic regulation and control to balance them to enlarge social welfare.