• 제목/요약/키워드: autocorrelation

검색결과 855건 처리시간 0.026초

The Bias of the Least Squares Estimator of Variance, the Autocorrelation of the Regressor Matrix, and the Autocorrelation of Disturbances

  • Jeong, Ki-Jun
    • Journal of the Korean Statistical Society
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    • 제12권2호
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    • pp.81-90
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    • 1983
  • The least squares estimator of disturbance variance in a regression model is biased under a serial correlation. Under the assumption of an AR(I), Theil(1971) crudely related the bias with the autocorrelation of the disturbances and the autocorrelation of the explanatory variable for a simple regression. In this paper we derive a relation which relates the bias with the autocorrelation of disturbances and the autocorrelation of explanatory variables for a multiple regression with improved precision.

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이상적인 자기 상관 특성을 갖는 4진 수열 (Quaternary Sequence with Ideal Autocorrelation Property)

  • 장지웅
    • 한국통신학회논문지
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    • 제39A권8호
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    • pp.445-452
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    • 2014
  • 본 연구에서는 짝수 주기와 균형성을 갖는 4진 수열에 대하여 이상적인 자기상관특성을 정의하고, 이것이 이상적인 자기상관특성이 됨을 증명하였다. 또한, 주기가 $2^n-1$인 이상적인 자기 상관 특성을 갖는 이진 수열과 Gray 사상을 이용하여 주기가 $2{\times}(2^n-1)$인 이상적인 자기 상관 특성을 갖는 4진 수열의 생성법을 제안한다. 또한 새로 제안된 4진 수열의 자기상관 분포도 유도하였다.

Sidel'nikov 수열의 자기상관 분포 (On the Autocorrelation Distributions of Sidel'nikov Sequences)

  • 김영식;정정수;노종선;정하봉;김경아
    • 한국통신학회논문지
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    • 제30권8C호
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    • pp.735-741
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    • 2005
  • 이 논문에서는 Sidel`nikoc 수열의 자기상관 분포, 다시 말해 자기상관 함수 각각의 값들의 발생 회수를 유도하였다. M-진 Sidel`nikov 수열의 각각의 상관 값들의 발생 회수는 M차의 원분수를 이용하서 표현된다. 또한 서로 다른 자기 상관 값들의 총 개수는 알파벳 크기 M뿐만 아니라 수열의 주기에도 의존하지만 언제나 ($\frac{M}{2}$)+1보다 작거나 같다는 사실을 보였다.

공급사슬에서 채찍효과와 재고비용 사이의 상충 (The Tradeoff of Bullwhip Effect with Inventory Costs in a Supply Chain)

  • 김흥규
    • 산업경영시스템학회지
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    • 제46권4호
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    • pp.93-100
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    • 2023
  • In this paper, an alternative inventory policy that trades off the bullwhip effect at an upstream facility with cost minimization at a current facility, with the goal of reducing system wide total expected inventory costs, when external demand distributjon is autocorrelated, is considered. The alternative inventory policy has a form that is somewhere between one that completely neglects the autocorrleation and one that actively utilizes the autocorrelation. For this purpose, a mathematical model that allows us to evaluate system wide total expected inventory costs for a periodic review system is developed. This model enables us to identify an optimal inventory policy at a current facility that minimizes system wide total expected inventory costs by the best tradeoff of the bullwhip effect at an upstream facility with cost minimization at a current facility. From numerical experiments, it has been found that (i) when the autocorrelation is negative, the optimal policy is one that actively utilizes the autocorrelation, (ii) when the autocorrelation is small and positive, the optimal policy is one that neglects the autocorrelation, and (iii) when the autocorrelation is large and positive, the optimal policy is somewhere between one that actively utilizes the autocorrelation and one that neglect the autocorrelation.

p진 통합시퀀스 : 이상적인 자기상관특성을 갖는 p진 d-동차시퀀스 (p-ary Unified Sequences : p-ary Extended d-Form Sequences with Ideal Autocorrelation Property)

  • 노종선
    • 한국통신학회논문지
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    • 제27권1A호
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    • pp.42-50
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    • 2002
  • 본 논문에서는 소수 p에 대해 이상적인 자기상관특성을 갖는 p진 d-동차시퀀스를 발생시키기 위한 생성방법을 제안하고 Helleseth와 Kumar, Martinsen이 찾아낸 3진 d-동차시퀀스를 이용한 이상적인 자기상관특성을 갖는 3진 d-동차시퀀스를 소개하였다. p진 확장시퀀스(기하시퀀스의 특별한 경우)의 방생 방법과 p진 d-동차시퀀스의 발생방법을 조합하면 이진과 p진 확장 시퀀스, d-동차시퀀스 모두를 포함하는 매우 일반적인 행태의 이상적인 자기상관 특성을 갖는 p진 통합(확장 d-동차)시퀀스의 발생 방법을 제안하였다. 또한, Helleseth와 Kumar, Martinsen이 발견한 이상적인 자기상관특성을 갖는 3진 시퀀스로부터, 이상적인 자기상관특성을 갖는 3진 통합시퀀스를 생성하였다.

OFDM-CDMA 시스템에서 새로운 PAPR 감쇄기법 (New Peak-to-Average Power Ratio Reduction Scheme for an OFKM-CDMA System)

  • 주양익;이연우;차균현
    • 한국통신학회논문지
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    • 제25권7B호
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    • pp.1320-1325
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    • 2000
  • A very simple and effective peak power reduction scheme for a downlink OFDM-CDMA system is proposed using the relationship between peak-to-average power ratio (PAPR) and out-of-phase autocorrelation. Since power spectrum and autocorrelation function are Fourier transform pair, the PAPR property of the sequences can be estimated by the out-of-phase autocorrelation function of the spreading sequences. Thus, by scrambling the spread data in the frequency domain, we can reduce the sidelobe energy of autocorrelation, and at last, suppress PAPR in the proposed OFDM-CDMA system.

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A Theory on the Construction of Binary Sequences with Ideal Atutocorrelation

  • No, Jong-Seon;Yang, Kyeong-Cheol;Chung, Ha-Bong;Song, Hong-Yeop
    • Journal of Electrical Engineering and information Science
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    • 제2권6호
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    • pp.223-228
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    • 1997
  • In this paper, we present a closed-form expression of binary sequences of longer period with ideal autocorrelation property in a trace representation, if a given binary sequence with ideal autocorrelation property is described using the trace function. We also enumerate the number of cyclically distinct binary sequences of a longer period with ideal autocorrelation property, which are extended from a given binary sequence with ideal autocorrelation property.

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공간·지리적 자료의 공간자기상관성을 최소화하는 공간샘플링 기법에 관한 연구 (A study on the Spatial Sampling Method to Minimize Spatial Autocorrelation of Spatial and Geographical Data)

  • 이연수;이만출;나경범;강준모
    • 대한토목학회논문집
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    • 제34권4호
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    • pp.1317-1325
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    • 2014
  • 본 연구의 목적은 공간적 또는 지리적 데이터인 도시구조특성 요소의 공간자기상관성을 최소화 시킬 수 있는 공간샘플링 기법에 대해 제시하고자 한다. 연구의 주요결과와 시사점은 다음과 같다. 첫째, 공간적 또는 지리적 자료가 지니고 있는 공간자기상관성을 제거하기 위해서는 적절한 공간샘플링 방법을 사용하여야 한다는 점이다. 서울시 전체 행정구역별 대중교통 분담률에 관한 공간자기상관성을 측정한 결과 간 의존성이 상당히 높은 것으로 분석되었다. 하지만 적정한 거리(400m)이상을 이격 시켜 공간샘플링을 실시한 후 공간자기상관성이 제거됨을 확인하였다. 공간샘플링을 실시하지 않으면, 공간적 자료의 왜곡으로 인한 잘못된 결과가 도출되며, 이를 해결하기 위해서는 공간샘플링을 하여 표본을 추출하는 과정이 필수불가결 하다는 점이다. 둘째, 공간샘플링 전후의 대중교통 분담률에 영향을 미치는 도시공간구조 특성 요인이 달라진다는 점이다. 그러나 이는 공간적 자료에 존재하는 공간자기상관성을 통제하지 못한 왜곡된 결과이다.

A Cluster Analysis for Housing Submarkets Considering Spatial Autocorrelation

  • Lee, Bae Sung;Yu, Ki Yun;Kim, Ji Young
    • 대한공간정보학회지
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    • 제24권2호
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    • pp.63-70
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    • 2016
  • A housing market in an urban area is not just a single market but a combination of regionally different submarkets. This study begins with a critical mind that previous researches did not consider the spatial autocorrelation of each area where the housings are located. The clustering analysis of housing submarket which considers spatial autocorrelation is performed as it follows. First, 4 housing market attribute variables are reducted to 1 variable by principle component analysis. Then, after calculating $Gi^*max$ by AMOEBA, 7 housing submarkets which have similar characteristics based on $Gi^*max$ are classified. The characteristics of each submarket are investigated, then political implication is deduced as the following. Different level of housing policy should be made to each cluster because each cluster has different level of spatial autocorrelation.

무주 남대천에 서식하는 조류의 공간적 분포특성 분석을 위한 공간자기상관 적용 연구 (Application of Spatial Autocorrelation for Analysis of Spatial Distribution Characteristics of Birds Observed in Namdaecheon River, Muju-gun, Jeollabuk-do, Korea)

  • 강종현;김용기;연명훈
    • 환경영향평가
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    • 제22권5호
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    • pp.467-479
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    • 2013
  • This study was conducted to find out characterization of spatial distribution of birds observed in river areas. Our bird survey was carried out 4 times at 31 sites from January to September in 2011. A total of 1,609 accumulated individuals belonging to 59 species, 28 families and 11 orders were observed. In the result of spatial autocorrelation analysis using the richness index of the maximum counts of each sites, we confirmed that the distribution of birds in Namdaecheon river was clustered and the tendency of spatial autocorrelation was apparent. The area of each sites within a 200m radius was classified in four biotope categories such as agricultural land, forest, residential area and water area, and the spatial autocorrelation was analysed about four types. In the result of spatial autocorrelation analysis for four biotope categories, all types were showed the positive spatial autocorrelation, but the type of water area was higher than other types. The positive correlation was found between the water area and water birds in statistical significance. However, the forest birds had non-significance values. Therefore, it is appropriate to focus on water birds except for forest birds, when researches of bird distribution in river ecosystem is conducted. The number of bird species and individuals increased as the riverside of water area was to widen. Thus, if the areas of riverside offering the feeding and roosting area increase, it will be accommodated many birds. Also, the areas of riverside should be maintained naturally because it is an important habitats of birds. Our study area is on the outskirts the city of higher rates of forest and agricultural land, it may be unreasonable to apply our results to the whole rivers. If the research about the river flowing around the city will be conducted, it is expected to be useful to the relation study area such as ecological river's restoration.