• 응용통계연구
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• 제29권1호
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• pp.257-266
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• 2016

비선형 모형인 확률계수 자기회귀 모형의 모수를 추정하기 위해 전체 데이터를 부표본으로 나누어 확률계수 ${\phi}(t)$가 초기값, ${\phi}(0)$를 갖는 특별한 경우를 제안하고 추정하였다. 모의 실험으로 부표본으로 나누어 확률계수 자기회귀 모형을 추정하는 더 바람직함을 확인하였다. 실증분석에서는 한국 Mumps 자료를 선형 모형인 자기회귀 모형과 확률 계수 자기회귀 모형에 각각 적합시켜 모수를 추정하고, PRESS 값을 비교하여 확률계수 자기회귀 모형의 예측이 더 우수함을 보였다.

• 응용통계연구
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• 제29권1호
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• pp.27-39
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• 2016

본 논문은 다차원의 시계열 자료 분석에서 효율적인 희박벡터자기회귀모형에서의 모수 추정에 대해서 연구한다. 희박벡터자기회귀모형은 영에 가까운 계수를 정확이 영으로 둠으로써 희박성을 확보한다. 따라서 변수 선택과 모수 추정을 한꺼번에 할 수 있는 lasso를 이용한 방법론을 희박벡터자기회귀모형의 추정에 쓸 수 있다. 하지만 Davis 등(2015)에서는 모의실험을 통해 일반적인 lasso의 경우 영이아닌 계수를 참값보다 훨씬 더 많이 찾아 희박성에 약점이 있음을 보고하였다. 이에 따라 본 연구는 희박벡터자기회귀모형에 adaptive lasso를 이용하면 일반 lasso보다 희박성을 비롯한 전반적인 모수의 추정이 매우 유의하게 개선됨을 보인다. 또한 adaptive lasso에서 쓰이는 튜닝 모수들에 대한 선택도 아울러 논의한다.

• 한국컴퓨터정보학회논문지
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• 제4권4호
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• pp.101-112
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• 1999

NPEG은 ISO 산하의 표준화 위원회에서 동영상 압축 기술의 필요에 의해 표준화된 동영상 압축 기술로 통신상에서 더 높은 비트율의 고화질 동화상 실현의 요구에 의해 1995년에 MPEG 2가 개발되었다. 본 논문에서는 VBR MPEG의 코드화된 완전한 동화상 통신을 위해 비선형 시계열 방식으로 효율적이고도 정확한 TAR모델 설계 알고리즘을 제안하며 실질적인 동영상 비디오 추적에 대한 통계적 특성을 보여주는 시뮬레이션 결과를 제시하고자 한다.

• 한국지하수토양환경학회지:지하수토양환경
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• 제19권4호
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• pp.23-30
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• 2014

Coastal aquifer in Muan, Jeonnam, has experienced heavy seawater intrusion caused by the extraction of a substantial amount of groundwater for the agricultural purpose throughout the year. It was observed that groundwater level dropped below sea level due to heavy pumping during a dry season, which could accelerate seawater intrusion. Therefore, water level needs to be monitored and managed to prevent further seawater intrusion. The purpose of this study is to develop the autoregressive-cross-regressive (ARCR) models that can predict the present or future groundwater level using its own previous values and pumping events. The ARCR model with pumping and water level data of the proceeding five hours (i.e., the model order of five) predicted groundwater level better than that of the model orders of ten and twenty. This was contrary to expectation that higher orders do increase the coefficient of determination ($R^2$) as a measure of the model's goodness. It was found that the ARCR model with order five was found to make a good prediction of next 48 hour groundwater levels after the start of pumping with $R^2$ higher than 0.9.

• 농업과학연구
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• 제45권4호
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• pp.859-870
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• 2018

Dried red peppers are a staple agricultural product used in Korean cuisine and as such, are an important aspect of agricultural producers' income. Correctly forecasting both their supply and demand situations and price is very important in terms of the producers' income and consumer price stability. The primary objective of this study was to compare the performance of time series forecasting models for dried red peppers in Korea. In this study, three models (an autoregressive model with exogenous variables [ARX], AR-exponential generalized autoregressive conditional heteroscedasticity [EGARCH], and ARX-EGARCH) are presented for forecasting the wholesale price of dried red peppers. As a result of the analysis, it was shown that the ARX model and ARX-EGARCH model, each of which adopt both the rolling window and the adding approach and use the agricultural cooperatives price as the exogenous variable, showed a better forecasting performance compared to the autoregressive model (AR)-EGARCH model. Based on the estimation methods and results, there was no significant difference in the accuracy of the estimation between the rolling window and adding approach. In the case of dried red peppers, there is limitation in building the price forecasting models with a market-structured approach. In this regard, estimating a forecasting model using only price data and identifying the forecast performance can be expected to complement the current pricing forecast model which relies on market shipments.

• 한국보육지원학회지
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• 제15권5호
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• pp.23-45
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• 2019

Objective: The purpose of this study is to identify the longitudinal reciprocal relationship between young children's vocabulary ability and physical aggression in young children. Methods: Two waves of panel data(2013/2015) from the Panel Study of Korean Children were analyzed in this study by using an adapted version of Autoregressive cross-lagged modeling. A total of 306 five-year-old and seven-year-old preschoolers, and their mothers participated in the study. Autoregressive cross-lagged modeling for multiple groups was conducted by using AMOS 24.0. Results: First, vocabulary ability and physical aggression showed stability over time. Second, young children's vocabulary ability(t) had a statistically significant effect on physical aggression(t+1). Conclusion/Implications: This study confirmed the interrelationships of young children's vocabulary ability and physical aggression by examining longitudinal data using the longitudinal analysis method. This study highlights the importance of developing interventions to support language development with aggressive children. The results of the present study can be used as a source in developing policies for aggressive children and their parents.

• 한국정보통신학회:학술대회논문집
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• 한국해양정보통신학회 2009년도 춘계학술대회
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• pp.883-887
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• 2009

본 논문은 AR(P) 입력에 대해 MPDSAP 알고리즘의 적응과정의 MSE의 통계적 분석을 제시한다. 부밴드 구조에서 인접투사 알고리즘은 적응필터에 다위상 분해와 노블아이덴티티를 적용함으로써 NLMS 알고리즘으로 변환된다. 또한, P차의 Autoregressive(AR) 입력은 정규직교 분해필터에 의해 사전에 백색화 될 수 있다. 부밴드 구조에서 AR(P) 입력의 사전-백색화(pre-whitening)는 SAP 적응필터의 MSE 행동의 통계적 해석을 위한 간단하고 유효한 근사화를 제공한다.

• 아동복지연구
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• 제16권2호
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• pp.109-135
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• 2018

The purpose of this study was to analyze the longitudinal causal relationship between caregiver relations and peer relations of children in out-of-home care. We analyzed the three years(2011-2013) of longitudinal data from the Panel Study on Korean Children in Out-of-Home Care. The autoregressive cross-lagged model (ARCL) was used to measure the longitudinal causal relationship between caregiver relations and peer relations. As a result, first, caregiver relations and peer relations showed stability over time. In other words, the results of the measurement at three time points showed that the caregiver relations and peer relations at the previous time had a significant effect on the caregiver relations and peer relations at the later time point. Second, the previous caregiver relations had a significant effect on the subsequent peer relations over time. Third, the previous peer relations had a significant effect on the subsequent caregiver relations over time. This study confirmed the interrelationships of caregiver relations and peer relations of children in care by examining the longitudinal data using the longitudinal analysis method.

• 청정기술
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• 제28권2호
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• pp.138-146
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• 2022

Electricity has become a factor that dramatically affects the market economy. The day-ahead system marginal price determines electricity prices, and system marginal price forecasting is critical in maintaining energy management systems. There have been several studies using mathematics and machine learning models to forecast the system marginal price, but few studies have been conducted to develop, compare, and analyze various machine learning and deep learning models based on a data-driven framework. Therefore, in this study, different machine learning algorithms (i.e., autoregressive-based models such as the autoregressive integrated moving average model) and deep learning networks (i.e., recurrent neural network-based models such as the long short-term memory and gated recurrent unit model) are considered and integrated evaluation metrics including a forecasting test and information criteria are proposed to discern the optimal forecasting model. A case study of South Korea using long-term time-series system marginal price data from 2016 to 2021 was applied to the developed framework. The results of the study indicate that the autoregressive integrated moving average model (R-squared score: 0.97) and the gated recurrent unit model (R-squared score: 0.94) are appropriate for system marginal price forecasting. This study is expected to contribute significantly to energy management systems and the suggested framework can be explicitly applied for renewable energy networks.

• 정보처리학회논문지B
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• 제17B권1호
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• pp.47-54
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• 2010

오래된 영화 필름이나 비디오 테이프 등의 영상물에서 나타나는 대표적인 손상으로는 긁힘과 얼룩무늬 손상이 있으며, 본 논문은 긁힘 손상을 자동 탐지하고, 자기상관 (AR: autoregressive) 이미지 생성모델 (PAST-PRESENT 모델) 기반의 영상 인페인팅 모델을 사용하여 손상을 복원하는 시스템을 설계하고 구현하였다. AR 이미지 모델 생성을 위해, 지역성을 최대화할 수 있도록 인접 화소를 모으는 Sampling Pattern을 사용하였으며, 추출된 화소들을 필터링 (filtering)하는 단계, AR 모델 파라미터 계산 (model fitting)을 위한 Durbin-Levinson 알고리즘, 최종 파라미터를 통한 훼손된 화소의 예측 및 보간 단계로 구성된다. 구현된 시스템은(1) VHS 테이프를 통한 아날로그 영상물의 디지털화, (2) 긁힘 손상의 자동탐지와 자동손상복원, (3) 얼룩무늬의 수동탐지와 자동복원의 3단계 복원절차를 지원하도록 설계하였다. 단계 1과 단계 2는 영상복원 고속화를 위해 TIDSP 보드 (TMS320DM642 EVM)을 이용하여 구현하였으며, 단계 3은 사용자의 수동탐지를위해, PC 를 사용하여 구현하였다. 본 논문에서 제안된 기법을 고전 한국영화 2편 (자유만세와 로보트 태권 V)에 대하여 실험하였으며, 본 논문에서 제안한 자기상관 기반의 복원 시스템은 Bertalmio 인페인팅 기법과 비교하였으며, 주관적 화질 (MOS 테스트) 및 객관적 화질 (PSNR), 특히, 숙련된 복원기술자에 의한 복원과의 차이를 정의하는 복구품질 (RR)에서 향상된 결과를 보임을 확인하였다.