• 한국수자원학회논문집
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• 제53권7호
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• pp.481-491
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• 2020

새만금 농업단지가 조성됨에 따라 농업용수 공급이 요구되며, 농업적 측면에서 염분은 작물 재배시 생육에 영향을 미치는 항목으로 농업용수 공급시 철저한 관리가 요구된다. 따라서 농작물에 영향을 미치지 않는 농업용수 공급을 위해 염분계측을 통한 체계적인 농업용수 관리가 필요하다. 본 연구에서는 새만금호내에 관측되는 염분 시계열 자료를 모의하기 위해서 자기회귀모형을 기반으로 한 Two-Stage ARX 모형을 개발하였다. 층별로 나눠진 염분자료를 계층적 Bayesian기법을 활용하여 매개변수를 확률분포형으로 추정하였으며 염분모의의 불확실성을 제시하였다. 최적 모형을 선정하기 위해서 통계적 지표인 BIC값을 이용하였으며, 최종적으로 선정된 모형을 통해 양수장 인근 수역의 염분 모의 결과를 제시하였다.

• 자원환경지질
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• 제50권4호
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• pp.267-276
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• 2017

전라남도는 연안지역은 농업활동과 상수도의 미보급으로 인하여 지하수에 크게 의존하고 있다. 지하수의 과다사용은 지하수위 저하를 일으키며 그로 인한 해수침투가 발생할 가능성이 매우 높다. 따라서 지하수 사용에 따른 해수침투 관리가 매우 필요한 지역이다. 전라남도 무안군의 연안암반대수층에서 측정된 EC 자료를 이용하여 해안가 대수층에 적합한 시계열 모형을 구축하고, 해수침투의 지표인 EC를 예측하고자 시계열 분석을 수행하였다. 1년 이상 측정한 EC 시계열 자료는 짧은 주기적인 변동과 함께 추세적으로 증가하는 비정상 시계열의 특성을 보였다. 시계열 분석을 통해 시계열 모형 식별 결과 ARIMA 모형과 계절적인 요인을 고려 할 수 있는 SARIMA 모형 이 적합한 것으로 나타났다. 하지만 두 모형 적용한 결과, EC의 주기적인 변동으로 인해 ARIMA보다는 EC 자료의 변동 특성을 잘 반영한 SARIMA 모형이 예측에 있어서 유리한 것으로 나타났다. 위와 같이 시계열 분석은 암반 대수층에서 해수침투로 인한 EC의 변화를 예측하는데 있어 유용한 것으로 나타났다.

• 한국전산구조공학회논문집
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• 제13권4호
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• pp.405-415
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• 2000

한 구조물에 작용하는 풍압력 시계열이 자기회귀 이동평균(ARMA) 모델을 사용하여 모델화 된다. AR 과정에서 시계열의 현재 값은 유한한 수의 이전 값들의 선형적 결합과 한 백색잡음에 의해 나타난다. MA 과정에서 시계열의 현재값은 유한한 수의 이전 백색잡음들에 선형적이다. ARMA 과정은 AR과 MA 과정의 결합이다. 본 논문에서, AR, MA와 ARMA 모델이 풍압력 시계열에 적용되고, 데이터를 나타내기에 가장 적합한 ARMA 모델을 선정하는 과정이 소개된다. 모델의 변수들은 최대 가능도법을 사용하여 산정되고, 압력 시계열의 시간적 복잡성의 척도인 모델 차수를 최적화하기 위해 AICC 모델 선정 기준이 사용된다. 또한, 모델의 유효성을 조사하기 위해 LBP 검사가 사용된다. 본 연구로부터, AR 과정이 풍압력 시계열을 나타내기에 가장 적합하다는 결론이 얻어진다.

• Journal of Preventive Medicine and Public Health
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• 제44권6호
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• pp.242-248
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• 2011

Objectives: Busan is reported to have the highest mortality rate among 16 provinces in Korea, as well as considerable health inequality across its districts. This study sought to examine overall and cause-specific mortality and deprivation at the town level in Busan, thereby identifying towns and causes of deaths to be targeted for improving overall health and alleviating health inequality. Methods: Standardized mortality ratios (SMRs) for all-cause and four specific leading causes of death were calculated at the town level in Busan for the years 2005 through 2008. To construct a deprivation index, principal components and factor analysis were adopted, using 10% sample data from the 2005 census. Geographic information system (GIS) mapping techniques were applied to compare spatial distributions between the deprivation index and SMRs. We fitted the Gaussian conditional autoregressive model (CAR) to estimate the relative risks of mortality by deprivation level, controlling for both the heterogeneity effect and spatial autocorrelation. Results: The SMRs of towns in Busan averaged 100.3, ranging from 70.7 to 139.8. In old inner cities and towns reclaimed for replaced households, the deprivation index and SMRs were relatively high. CAR modeling showed that gaps in SMRs for heart disease, cerebrovascular disease, and physical injury were particularly high. Conclusions: Our findings indicate that more deprived towns are likely to have higher mortality, in particular from cardiovascular disease and physical injury. To improve overall health status and address health inequality, such deprived towns should be targeted.

• ETRI Journal
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• 제35권5호
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• pp.757-766
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• 2013

This paper deals with the estimation of the time of arrival (TOA) of ultra-wideband signals under IEEE 802.15.4a channel models. The proposed approach is based on a randomness test and consists of determining whether an autoregressive (AR) process modeling an energy frame is random or not by using a distance to measure the randomness. The proposed method uses a threshold that is derived analytically according to a preset false alarm probability. To highlight the effectiveness of the developed approach, simulation setups as well as real data experiments are conducted to assess the performance of the new TOA estimation algorithm. Thereby, the proposed method is compared with the cell averaging constant false alarm rate technique, the threshold comparison algorithm, and the technique based on maximum energy selection with search back. The obtained results are promising, considering both simulations and collected real-life data.

• International Journal of Control, Automation, and Systems
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• 제1권1호
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• pp.111-118
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• 2003

This paper proposes a two dimensional behavior analysis method for fish in a water tank based on the ARX method and the Kalman filter algorithm using image processing technology. In modeling the behavior of fish, the input is denoted as the environmental change and uses M-sequence. The output is expressed by the partnership between fish. The behavior model of individual fish is identified by the ARX method. It is then estimated by the Kalman filter algorithm. Finally, the fish behavior is analyzed by FFT. To prove the effectiveness of the pro-posed algorithm, it is applied to two tilapias in a water tank with dimensions of 100cm$\times$100cm$\times$50cm. The effectiveness of the proposed method is demonstrated through ARX identification, estimation of Kalman filter, and FFT analysis.

• 동아시아경상학회지
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• 제1권1호
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• pp.17-21
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• 2013

Purpose: Forecasting of petroleum consumption is useful in planning and management of petroleum production and control of air pollution. Research Design, Data and Methodology: ARMA models, sometimes called Box-Jenkins models after the iterative Box-Jenkins methodology usually used to estimate them, are typically applied to auto correlated time series data. Results: Petroleum consumption modeling plays a role key in big urban air pollution planning and management. In this study three models as, MLFF, MLFF with GARCH (1,1) and ARMA(1,1), have been investigated to model the petroleum consumption forecasts. Certain standard statistical parameters were used to evaluate the performance of the models developed in this study. Based upon the results obtained in this study and the consequent comparative analysis, it has been found that the MLFF with GARCH (1,1) have better forecasting results.. Conclusions: Survey of data reveals that deposit of government policies in recent yeas, petroleum consumption rises in Tehran and unfortunately more petroleum use causes to air pollution and bad environmental problems.

• 전기학회논문지
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• 제63권2호
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• pp.291-296
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• 2014

Most of the statistical signal analysis processed in the time domain and the frequency domain are based on the assumption that the signal is weakly stationary(wide sense stationary). Therefore, it is necessary to know whether the surface EMG signals processed in the statistical basis satisfy the condition of weak stationarity. The purpose of this study is to analyze the accuracy of the Run-test, modified Run-test, RA(reverse arrangement)-test, and modified RA-test for assessing surface EMG signal stationarity. Six stationary and three non-stationary signals were simulated by using sine wave, AR(autoregressive) modeling, and real surface EMG. The simulated signals were tested for stationarity using nine different methods of Run-test and RA-test. The results showed that the modified Run-test method2 (mRT2) classified exactly the surface EMG signals by stationarity with 100% accuracy. This finding indicates that the mRT2 may be the best way for assessing stationarity in surface EMG signals.

• 한국음향학회:학술대회논문집
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• 한국음향학회 1998년도 제15회 음성통신 및 신호처리 워크샵(KSCSP 98 15권1호)
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• pp.225-230
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• 1998

In this paper, a Kalman filter approach for enhancing speech signals degraded by statistically independent additive nonstationary noise is developed. The autoregressive hidden markov model is used for modeling the statistical characteristics of both the clean speech signal and the nonstationary noise process. In this case, the speech enhancement comprises a weighted sum of conditional mean estimators for the composite states of the models for the speech and noise, where the weights equal to the posterior probabilities of the composite states, given the noisy speech. The conditional mean estimators use a smoothing spproach based on two Kalmean filters with Markovian switching coefficients, where one of the filters propagates in the forward-time direction with one frame. The proposed method is tested against the noisy speech signals degraded by Gaussian colored noise or nonstationary noise at various input signal-to-noise ratios. An app개ximate improvement of 4.7-5.2 dB is SNR is achieved at input SNR 10 and 15 dB. Also, in a comparison of conventional and the proposed methods, an improvement of the about 0.3 dB in SNR is obtained with our proposed method.

• 응용통계연구
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• 제23권2호
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• pp.249-261
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• 2010

Long-term forecasting of seasonal time series is critical in many applications such as planning business strategies and resolving possible problems of a business company. Unlike the traditional approach that depends solely on dynamic models, Li and Hinich (2002) introduced a combination of stochastic dynamic modeling with filter bank approach for forecasting seasonal patterns using highly coherent(High-C) waveforms. We modify the filter selection and forecasting procedure on wavelet domain to be more feasible and compare the resulting predictor with one that obtained from the wavelet variance estimation method. An improvement over other seasonal pattern extraction and forecasting methods based on such as wavelet scalogram, Holt-Winters, and seasonal autoregressive integrated moving average(SARIMA) is shown in terms of the prediction error. The performance of the proposed method is illustrated by a simulation study and an application to the real stock price data.