• Title/Summary/Keyword: auto-correlation function

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Stochastic Properties of Water Quality Variation in Downstream Part of Han River (한강 하류부의 수질변동에 대한 추계학적 특성(I) - 특히 뚝도 및 노량진 지점의 DO, 탁도, 수온의 변동을 중심으로 -)

  • 이홍근
    • Water for future
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    • v.15 no.3
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    • pp.23-36
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    • 1982
  • The stochastic variations and structures of time series data on water quality were examined by employing the techniques of autocorrelation function, variance spectrum, Fourier series, autoregressive model and ARIMA model. These time series included hourly and daily observation on DO, turbidity, conductivity pH and water temperature. The measurement was made by automatic recording instrument at Noryangjin and Dook-do located in the downstream part of Han River during 1975 and 1976. Hourly water quality time series varied with the dominant 24-hour periodicity, and the 12-hour periodicity was also observed. An important factor affecting 24-hour periodic variation of DO is believed to be photosynthesis by algae. These phenomena might be attributable to periodic discharges of municipal sewage. Noryangjin site showed the more distinct 12-hour periodicity than Dook-do site did, and tidal effect might be responsible for the difference. The water quality, as measured by DO and turbidity, was better in the afternoon compared with the quality in the morning. This change can be explained by the periodic variation of DO, temperature and the amount of municipal wewage discharge. It was also observed that the water temperature at Noryangjin was higher than the temperature at Dook-do. This difference might have been caused by the pollutants that were added to the section between two sites. The correlation coefficients between some of the variables were fairly high. For example, the coefficient was -0.88 between DO and water temperature, 0.75 between turbidity and river flow, and 0.957 between water temperature and air temperature. The lag time of heat transfer from the air to the water was estimated as 24 days. The first order auto-regressive model was appropriate for explaning standardized hourly DO time series. The ARIMA model of (1, 0, 0) type provided relatively satisfactory results for daily DO time series after the removal of significant harmonic value.

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Performance Analysis of IPDL Methods Using High Resolution Channel Estimation Technique for W-CDMA systems (W-CDMA 시스템에서 고해상 채널 추정을 이용한 IPDL 기법의 무선 측위 성능분석)

  • 朴雲龍;崔州平;李元澈
    • Journal of the Institute of Electronics Engineers of Korea TC
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    • v.39 no.6
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    • pp.10-10
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    • 2002
  • This paper introduces the high-resolution channel estimation technique which are used to estimate the first arrival multipath delay component. The proposed technique yields the precise estimate of the first time arrival which is directly related to the performance of TDOA-based position location. The proposed technique utilizes the transformed auto-correlation function of received common pilot signal in frequency domain, its samples compose the hermitian Toeplitz matrix at sequel. Then the time delay components could be estimated with precision by the analysis of eigen-structure of corresponding matrix. In this paper, obeying the modified CODIT model, the performance of the PR-IPDL(Pseudo Random-Idle Period Downlink) and TA-IPDL(Time Aligned-Idle Period Downlink considered as 3GPP position location technique will be exploited systematically through the computer simulations with applying the proposed technique.

Performance Analysis of IPDL Methods Using High Resolution Channel Estimation Technique for W-CDMA systems (W-CDMA 시스템에서 고해상 채널 추정을 이용한 IPDL 기법의 무선 측위 성능분석)

  • Park, Un-Yong;Choe, Ju-Pyeong;Lee, Won-Cheol
    • Journal of the Institute of Electronics Engineers of Korea TC
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    • v.39 no.6
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    • pp.268-276
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    • 2002
  • This paper introduces the high-resolution channel estimation technique which are used to estimate the first arrival multipath delay component. The proposed technique yields the precise estimate of the first time arrival which is directly related to the performance of TDOA-based position location. The proposed technique utilizes the transformed auto-correlation function of received common pilot signal in frequency domain, its samples compose the hermitian Toeplitz matrix at sequel. Then the time delay components could be estimated with precision by the analysis of eigen-structure of corresponding matrix. In this paper, obeying the modified CODIT model, the performance of the PR-IPDL(Pseudo Random-Idle Period Downlink) and TA-IPDL(Time Aligned-Idle Period Downlink considered as 3GPP position location technique will be exploited systematically through the computer simulations with applying the proposed technique.

Development of Moving Average Prediction Diagnostic Module for Vibration Parameter Influenced by Environmental Factors (환경적 요인과 연관된 진동 파라메터를 진단하기 위한 이동평균 예측 진단 모듈 개발)

  • Oh, Se-Do;Kim, Young-Jin;Lee, Tae-Hwi
    • Transactions of the Korean Society of Mechanical Engineers A
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    • v.37 no.6
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    • pp.797-804
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    • 2013
  • In this study, the authors develop a methodology for a diagnostic system with a vibration parameter that is influenced by environmental factors. The data tends to have a varying average over time. Often, these features are found in statistical data retrieved from a production line. If we utilize existing statistical techniques for these features, we could derive an incorrect diagnostic conclusion based on the different average values. To overcome the limitations of previous methods, the authors apply a function analyzed through regression analysis to predict the mean value and corresponding upper and lower limits at each stage. This technique also provides corresponding statistical parameters in varying dynamic means. To validate the proposed methods, we retrieve data from the engine assembly line of H Motors and verify the results.

Effect of Diffuser Locations on the Room Acoustical Parameters in 1:25 Scale Model Hall (1:25 축소모형 홀에서 확산체의 설치부위에 따른 실내 음향지표의 변화)

  • Kim, Yong-Hee;Seo, Choon-Ki;Lee, Hye-Mi;Jeon, Jin-Yong
    • The Journal of the Acoustical Society of Korea
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    • v.31 no.3
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    • pp.115-128
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    • 2012
  • This paper investigates the effects of diffuser on the acoustical parameters in music hall with consideration of the result of scattering coefficient measurement. A scale model hall of 600 seats with orchestra shell was used for experiments. The materials of 1:50 scale model was chosen through absorption coefficient measurement based on ISO 354. The model was matched to the computer simulation model in terms of reverberation time. In order to evaluate the effect of diffuser location, the measurements were accomplished with and without diffusers according to 7 configurations by diffuser-installed region; sidewall, balcony front, ceiling and so on. The following acoustical parameters were extracted from each measurement case; Reverberation time (RT), Early decay time (EDT), Clarity (C80), Center time (Ts), Sound strength (G) and Temporal diffusion (TD) from the auto-correlation function (ACF) of impulse responses. As a result, the absorption power and diffusion power were increased with number of diffusers. Accordingly RT, EDT and G were decreased by diffuser and the redirection of reflections was occurred briskly. Averaged TD was 6.05 to 6.30 by measurement cases. RT was found to be the most related factor to diffusion power (R = 0.94). The correlation between TD and EDT was high (R = 0.73). In addition, the effects of diffuser-installed location were discussed in terms of acoustical parameter variation.

Effect of Climate Factors on Tree-Ring Growth of Larix leptolepis Distributed in Korea (기후인자가 일본잎갈나무의 연륜생장에 미치는 영향 분석)

  • Lim, Jong Hwan;Sung, Joo Han;Chun, Jung Hwa;Shin, Man Yong
    • Journal of Korean Society of Forest Science
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    • v.105 no.1
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    • pp.122-131
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    • 2016
  • This study was conducted to analyze the effect of climatic variables on tree-ring growth of Larix leptolepis distributed in Korea by dendroclimatological method. For this, annual tree-ring growth data of Larix leptolepis collected by the $5^{th}$ National Forest Inventory were first organized to analyze yearly growth patterns of the species. To explain the relationship between tree-ring growth of Larix leptolepis and climatic variables, monthly temperature and precipitation data from 1950 to 2010 were compared with tree-ring growth data for each county. When tree-ring growth data were analyzed through cluster analysis based on similarity of climatic conditions, six clusters were identified. In addition, index chronology of Larix leptolepis for each cluster was produced through cross-dating and standardization procedures. The adequacy of index chronologies was tested using basic statistics such as mean sensitivity, auto correlation, signal to noise ratio, and expressed population signal of annual tree-ring growth. Response function analysis was finally conducted to reveal the relationship between tree-ring growth and climatic variables for each cluster. The results of this study are expected to provide valuable information necessary for estimating local growth characteristics of Larix leptolepis and for predicting changes in tree growth patterns caused by climate change.

Analysing the Relationship Between Tree-Ring Growth of Quercus acutissima and Climatic Variables by Dendroclimatological Method (연륜기후학적 방법에 의한 상수리나무의 연륜생장과 기후인자와의 관계분석)

  • Moon, Na Hyun;Sung, Joo Han;Lim, Jong Hwan;Park, Ko Eun;Shin, Man Yong
    • Korean Journal of Agricultural and Forest Meteorology
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    • v.17 no.2
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    • pp.93-101
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    • 2015
  • This study was conducted to analyze the relationship between tree-ring growth of Quercus acutissima and climatic variables by dendroclimatological method. Annual tree-ring growth data of Quercus acutissima collected by the $5^{th}$ National Forest Inventory (NFI5) were organized to analyze the spatial distribution of the species growth pattern. To explain the relationship between tree-ring growth of Quercus acutissima and climatic variables, monthly temperature and precipitation data from 1950 to 2010 were compared with tree-ring growth data for each county. When tree-ring growth data were analyzed through cluster analysis based on similarity of climatic conditions, four clusters were identified. In addition, index chronology of Quercus acutissima for each cluster was produced through cross-dating and standardization procedures. The adequacy of index chronologies was tested using basic statistics such as mean sensitivity, auto correlation, signal to noise ratio, and expressed population signal of annual tree-ring growth. Response function analysis was conducted to reveal the relationship between tree-ring growth and climatic variables for each cluster. The results of this study are expected to provide valuable information necessary for estimating local growth characteristics of Quercus acutissima and for predicting changes in tree growth patterns caused by climate change.

The Typhoon Surge in the Southern Coast of Korea (한국 남해안의 태풍에 의한 해일)

  • Jang, Seon-Deok;Lee, In-Cheol;Park, Cheol-Seok
    • Journal of the Korean Society of Fisheries and Ocean Technology
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    • v.27 no.4
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    • pp.293-302
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    • 1991
  • The anomalous sea level deviation or storm surge caused by the typhoon Thelma in 1987 are studied analysing tidal observation data at 7 stations in the south coast of Korean peninsula. The surges are calculated by subtracting the predicted tidal height from the observed tidal record. The tidal deviation at these stations along the coast are discussed in association with meteorological data. The sea level anomalies are studied by means of the empirical orthogonal function (EOF) analysis and the fast fourier transform (FFT) method. The results of analysis suggest that the peak value of surges are higher at the tidal stations in semi-enclosed bay and in long narrow channel than at the ones facing with the open sea. From the result of EOF analysis, the temporal and spatial fluctuations of storm surge can be described by the first EOF mode, which explains 63% of the total variances during the passage of typhoon Thelma. The deviation of storm surge in the studied areas indicates bi-modal peak during the passage of typhoon Thelma. From the results of FFT spectrum analysis, the peak of energy of autospectrum for surge, atmospheric pressure, and wind stress appeared at low frequency fluctuations band of 0.008-0.076 cph over the 4 stations. Auto-correlation function of surge showed periodicity, while that of atmospheric pressure and wind stress indicates no periodicity. The result of FFT analysis shows that the typhoon surges are related chiefly with the change of atmospheric pressure in an open bay (Cheju Harbor), but with the wind stress in a semi-enclosed bay (Yeosu Harbor).

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Time-domain Seismic Waveform Inversion for Anisotropic media (이방성을 고려한 탄성매질에서의 시간영역 파형역산)

  • Lee, Ho-Yong;Min, Dong-Joo;Kwon, Byung-Doo;Yoo, Hai-Soo
    • 한국지구물리탐사학회:학술대회논문집
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    • 2008.10a
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    • pp.51-56
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    • 2008
  • The waveform inversion for isotropic media has ever been studied since the 1980s, but there has been few studies for anisotropic media. We present a seismic waveform inversion algorithm for 2-D heterogeneous transversely isotropic structures. A cell-based finite difference algorithm for anisotropic media in time domain is adopted. The steepest descent during the non-linear iterative inversion approach is obtained by backpropagating residual errors using a reverse time migration technique. For scaling the gradient of a misfit function, we use the pseudo Hessian matrix which is assumed to neglect the zero-lag auto-correlation terms of impulse responses in the approximate Hessian matrix of the Gauss-Newton method. We demonstrate the use of these waveform inversion algorithm by applying them to a two layer model and the anisotropic Marmousi model data. With numerical examples, we show that it's difficult to converge to the true model when we assumed that anisotropic media are isotropic. Therefore, it is expected that our waveform inversion algorithm for anisotropic media is adequate to interpret real seismic exploration data.

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An Empirical Study on the Asymmetric Correlation and Market Efficiency Between International Currency Futures and Spot Markets with Bivariate GJR-GARCH Model (이변량 GJR-GARCH모형을 이용한 국제통화선물시장과 통화현물시장간의 비대칭적 인과관계 및 시장효율성 비교분석에 관한 연구)

  • Hong, Chung-Hyo
    • The Korean Journal of Financial Management
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    • v.27 no.1
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    • pp.1-30
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    • 2010
  • This paper tested the lead-lag relationship as well as the symmetric and asymmetric volatility spillover effects between international currency futures markets and cash markets. We use five kinds of currency spot and futures markets such as British pound, Australian and Canadian dollar, Brasilian Real and won/dollar spot and futures markets. daily closing prices covering from September 15, 2003 to July 30, 2009. For this purpose we employed dynamic time series models such as the Granger causality based on VAR and time-varying MA(1)-GJR-GARCH(1, 1)-M. The main empirical results are as follows; First, according to Granger causality test, we find that the bilateral lead-lag relationship between the five countries' currency spot and futures market. The price discover effect from currency futures markets to spot market is relatively stronger than that from currency spot to futures markets. Second, based on the time varying GARCH model, we find that there is a bilateral conditional mean spillover effects between the five currency spot and futures markets. Third, we also find that there is a bilateral asymmetric volatility spillover effects between British pound, Canadian dollar, Brasilian Real and won/dollar spot and futures market. However there is a unilateral asymmetric volatility spillover effect from Australian dollar futures to cash market, not vice versa. From these empirical results we infer that most of currency futures markets have a much better price discovery function than currency cash market and are inefficient to the information.

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