• Proceedings of the Korea Water Resources Association Conference
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• 1992.07a
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• pp.411-418
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• 1992

The purpose of this study is to develop dynamic-stochastic models that can forecast the inflow into reservoir during low/drought periods and flood periods. For the formulation of the models, the discrete transfer function is utilized to construct the deterministic characteristics, and the ARIMA model is utilized to construct the stochastic characteristics of residuals. The stochastic variations and structures of time series on hydrological data are examined by employing the auto/cross covariance function and auto/cross correlation function. Also, general modeling processes and forecasting method are used the model building methods of Box and Jenkins. For the verifications and applications of the developed models, the Chungju multi-purpose reservoir which is located in the South Han river systems is selected. Input data required are the current and past reservoir inflow and Yungchun water levels. In order to transform the water level at Yungchon into streamflows, the water level-streamflows rating curves at low/drought periods and flood periods are estimated. The models are calibrated with the flood periods of 1988 and 1989 and hourly data for 1990 flood are analyzed. Also, for the low/drought periods, daily data of 1988 and 1989 are calibrated, and daily data for 1989 are analyzed.

• Communications for Statistical Applications and Methods
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• v.30 no.4
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• pp.369-388
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• 2023

In this paper, we develop the two-step procedure that detects and estimates the position of structural changes for multivariate nonstationary time series, either on mean parameters or second-order structures. We first investigate the presence of mean structural change by monitoring data through the aggregated cumulative sum (CUSUM) type statistic, a sequential procedure identifying the likely position of the change point on its trend. If no mean change point is detected, the proposed method proceeds to scan the second-order structural change by modeling the multivariate nonstationary time series with a multivariate locally stationary Wavelet process, allowing the time-localized auto-correlation and cross-dependence. Under this framework, the estimated dynamic spectral matrices derived from the local wavelet periodogram capture the time-evolving scale-specific auto- and cross-dependence features of data. We then monitor the change point from the lower-dimensional approximated space of the spectral matrices over time by applying the dynamic principal component analysis. Different from existing methods requiring prior information on the type of changes between mean and covariance structures as an input for the implementation, the proposed algorithm provides the output indicating the type of change and the estimated location of its occurrence. The performance of the proposed method is demonstrated in simulations and the analysis of two real finance datasets.

• Journal of KSNVE
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• v.4 no.3
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• pp.337-343
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• 1994

A method of the leak detection from the pipe system by using accelerometer is proposed. The signal detected from accelerometer is proved experimentally to be a dispersive wave. Based on the experiments, a method using the narrow band pass filter and the unit impulse response function is analyzed. The method uses the characteristics of the unit impulse response function, that the function is available evenin the narrow band signal because, unlike the cross correlation, it is normalized by the auto spectrum. The accelerometer is quite easier to use than the hydrophone in adapting to the pipe system.

• Journal of the Korean Institute of Telematics and Electronics S
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• v.34S no.2
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• pp.94-103
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• 1997

The WCHF-FSJTC (wavelet circular harmonic function frequency selective joint transform correlator) using th wavelet transformed CHF as the reference image in FSJTC is proposed for rotation invariant pattern recognition. Since the wavelet transform has the property of feature extraction, the proposed system can have the better DC (discrimination cpability) and the higher SNR(signal to noise ratio) compared with the conventional CHF-CJTC(circular harmonic function conventional joint transform correlator). And since the structure of the proposed system is FSJTC which can eliminate auto-correlation and cross-correlation between input images, it can eliminate false alarm caused by the overlapping among correlation peaks. The used wavelet functio is the morlet function, which is proper for the reference image used in this paper. the optimal dialation parameter and oscillation frequency of the wavelet function are also achieved with varying the parameters of the wavelet function. The computer simulation shows that the proposed system has the best performance when the dilation parameter is 0.8 and the oscillation frequency is 0.48.

• Journal of the Korea Institute of Military Science and Technology
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• v.6 no.4
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• pp.80-88
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• 2003

Radar signal simulation is increasingly gaining in importance according as modem radar systems are more complex. Although computer performance has been advanced, it is difficult to implement the real-time simulation because the detailed model for the radar is necessary to get the desired accuracy. In order to achieve real time operation, we propose radar signal generation technique using ambiguity function, Instead of wellknown correlation method. The ambiguity function is the mathematical modeling of the signal processing procedure which is a simulation section to require the most computations.

• Journal of Soil and Groundwater Environment
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• v.16 no.2
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• pp.30-40
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• 2011

In this study, we compared the analysis results before and after the detrending for the data. According to the comparison results, correlation functions were not much changed while autocorrelation and spectral density functions were largely varied. Especially, time series data with a long-term variation trend showed a distinctive difference. This study demonstrated a usefulness of the detrending for a further analysis.

• Journal of Korean Society for Quality Management
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• v.21 no.1
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• pp.181-189
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• 1993

Over the past two decades, forecasting has gained widespread acceptance as an integral part of business planning and decision making. Accurate forecasting is a prerequisite to successful planning. Accordingly, recent advances in forecasting techniques are of exceptional value to corporate planners. But most of forecasting mothods are reveal its limit and problem for precision and reliability duing to each relationship for raw data and possibility of explanation for each variable. Therefore, to construct the Integrated Forecasting Model(IFM) for Information Factor Analysis, it shoud be considered that whether law data has time lag and variables are explained. For this. following several method can be used : Least Square Method, Markov Process, Fibonacci series, Auto-Correlation, Cross-Correlation, Serial Correlation and Random Walk Theory. Thus, the unified property of these several functions scales the safety and growth of the system which may be varied time-to-time.

• Asian-Australasian Journal of Animal Sciences
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• v.31 no.10
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• pp.1670-1676
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• 2018

Objective: This study was conducted to enable on-line prediction of primal and commercial cut weights in Korean slaughter pigs by AutoFom III, which non-invasively scans pig carcasses early after slaughter using ultrasonic sensors. Methods: A total of 162 Landrace, Yorkshire, and Duroc (LYD) pigs and 154 LYD pigs representing the yearly Korean slaughter distribution were included in the calibration and validation dataset, respectively. Partial least squares (PLS) models were developed for prediction of the weight of deboned shoulder blade, shoulder picnic, belly, loin, and ham. In addition, AutoFom III's ability to predict the weight of the commercial cuts of spare rib, jowl, false lean, back rib, diaphragm, and tenderloin was investigated. Each cut was manually prepared by local butchers and then recorded. Results: The cross-validated prediction accuracy ($R^2cv$) of the calibration models for deboned shoulder blade, shoulder picnic, loin, belly, and ham ranged from 0.77 to 0.86. The $R^2cv$ for tenderloin, spare rib, diaphragm, false lean, jowl, and back rib ranged from 0.34 to 0.62. Because the $R^2cv$ of the latter commercial cuts were less than 0.65, AutoFom III was less accurate for the prediction of those cuts. The root mean squares error of cross validation calibration (RMSECV) model was comparable to the root mean squares error of prediction (RMSEP), although the RMSECV was numerically higher than RMSEP for the deboned shoulder blade and belly. Conclusion: AutoFom III predicts the weight of deboned shoulder blade, shoulder picnic, loin, belly, and ham with high accuracy, and is a suitable process analytical tool for sorting pork primals in Korea. However, AutoFom III's prediction of smaller commercial Korean cuts is less accurate, which may be attributed to the lack of anatomical reference points and the lack of a good correlation between the scanned area of the carcass and those traits.

• Journal of Positioning, Navigation, and Timing
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• v.4 no.3
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• pp.107-114
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• 2015

Binary Offset Carrier (BOC) signal planned for future Global Navigation Satellite System (GNSS) provided better positioning accuracy and smaller multipath error than GPS C/A signal. However, due to the multiple side peaks in the auto-correlation function (ACF) of the BOC modulated signals, a receiver may false lock onto one of the side peaks in the tracking mode. This false lock would then result in a fatal tracking error. In this paper, we propose an unambiguous tracking method for composite BOC (CBOC) signals to mitigate this problem. It aims to reduce the side peaks of the ACF of CBOC modulated signals. It is based on the combination of traditional CBOC correlation function (CF) and reference CF of unmodulated pseudo- random noise code (PRN code). First, we present that cross-correlation function (CCF) with unmodulated PRN code is close to the secondary peaks of the traditional CBOC. Then, we obtain an unambiguous correlation function by subtracting traditional CBOC ACF from these CFs. Finally, the tracking performance for the CBOC signals is examined, and it is shown that the proposed method has better performance than the traditional unambiguous tracking method in additive white Gaussian noise (AWGN) channel.

• Journal of Korean Society of Coastal and Ocean Engineers
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• v.19 no.3
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• pp.213-221
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• 2007

In response to anthropogenic global warming due to a buildup greenhouse gas, the effect of the air temperature on water temperature has been noticed and some efforts have been made to build an air/water temperature relationship at the Masan Bay area by the Ministry of Maritime Affairs & Fisheries (MOMAF). As a result of analyzing the auto- and cross-correlation coefficient between air/water temperature, high correlation $(\sim0.9)$ is shown and the correlation coefficient of air temperature is higher than that of water temperature at the lag time less than approximately 10 days. Separate functions are fitted to the air/water relationship at the Masan Bay to take hysteresis into account. The slopes of the straight line for the rising limb are 0.829 and 0.774 for MA1 and MA2 station respectively, while 1.385 and 1.444 ($\sim1.75$ times larger) for the falling limb. Consequently, the seasonal hysteresis should be considered in order to determine an air/water relationship and accurately estimate the water temperature using the air temperature at Masan Bay.