• Proceedings of the KIEE Conference
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• 2000.07d
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• pp.2968-2970
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• 2000

시계열(time series)이란 한 사상 또는 여러 사상에 대하여 시간의 흐름에 따라 일정한 간격으로 이들을 관측하여 기록한 자료를 말한다. 이러한 시계열은 어떠한 경제현상이나 자연현상에 관한 시간적 변화를 나타내는 역사적 계열(historical series)이므로 어느 한 시점에서 관측된 시계열자료는 그 이전까지의 자료들에 주로 의존하게 된다. 따라서 시계열분석을 통한 예측에서는 과거의 자료들을 분석하여 법칙성을 발견해서 이를 모형화하여 추정하고. 이 추정된 모형을 사용하여 미래에 관측될 값들을 예측하게 된다. 본 연구에서는 ARMA (p, q)모형 (autoregressive moving-average model)을 이용하여 시계열 데이터를 분석하며 계수의 추정에는 Levinson-Durbin 알고리듬과 Newton-Raphson Method를 이용한다.

• Journal of the Korean Statistical Society
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• v.26 no.3
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• pp.365-382
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• 1997

In this paper we study the behaviors of the generalized Durbin-Watson (DW) statistics when the nonstationary seasonal time series regression model is misspecified. It is observed that when the series is seasonally integrated the generalized DW statistic for the seasonal period order autocorrelation converges in probability to zero while teh generalized DW statistic for the first order autocorrelation has nondegenerate asymptotic distribution. When the series is regularly and seasonally integrated the generalized DW for the first order autocorrelation still converges in probability to zero.

• Journal of the Korean Statistical Society
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• v.27 no.1
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• pp.57-66
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• 1998

In the analysis of time series it is an important issue to determine whether a time series under study is stationary. For the test of the stationary of the time series the Dickey-Fuller (DF) type tests have been mainly used. In this paper, we consider the regular unit root tests and seasonal unit root tests based on the generalized Durbin-Watson (DW) statistics when the errors are independent. The limiting distributions of the proposed DW-type test statistics are the functionals of standard Brownian motions. We also obtain the finite distributions and powers of the DW-type test statistics and compare the performances with the DF-type tests. It is observed that the DW-type test statistics have good behaviors against the DF-type test statistics especially in the nonzero (seasonal) mean model.

• Journal of the Institute of Electronics Engineers of Korea CI
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• v.38 no.3
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• pp.61-67
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• 2001

In this paper, a method that apply LP algorithm to image for speech recognition is suggested, using both speech and image information for recogniton of korean numeral speech. The input speech signal is pre-emphasized with parameter value 0.95, analyzed for B th LP coefficients using Hamming window, autocorrelation and Levinson-Durbin algorithm. Also, a gray image signal is analyzed for 2-dimensional LP coefficients using autocorrelation and Levinson-Durbin algorithm like speech. These parameters are used for input parameters of neural network using back-propagation algorithm. The recognition experiment was carried out at each noise level, three numeral speechs, '3','5', and '9' were enhanced. Thus, in case of recognizing speech with 2-dimensional LP parameters, it results in a high recognition rate, a low parameter size, and a simple algorithm with no additional feature extraction algorithm.

• Journal of the Korean Data and Information Science Society
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• v.27 no.2
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• pp.559-564
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• 2016

The Durbin-Watson (DW) test in regression model and the Ljung-Box (LB) test in ARMA (autoregressive moving average) model are typical examples of correlated error tests. The DW test is used for detecting autocorrelation of errors using the residuals from a regression analysis. The LB test is used for specifying the correct ARMA model using the first some sample autocorrelations based on the residuals of a tted ARMA model. In this article, simulations with four data generating processes have been carried out to evaluate their performances as correlated error tests. Our simulations show that the DW test is severely dependent on the assumed AR(1) model but isn't sensitive enough to reject the misspecified model and that the LB test reports lackluster performance in general.

• Transactions of the Korean Society of Automotive Engineers
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• v.11 no.3
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• pp.77-84
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• 2003

It is an aim of this study to perform extensive numerical study for analyzing the anisotropic turbulence effects on spatial and temporal behaviors of diesel sprays after wall impingement. The turbulence model of Durbin is used for comparisons with the $k-\varepsilon$ model. The turbulence-induced dispersions of droplets are considered to describe the anisotropy of turbulence effectively and the spray/wall interactions are simulated using the model of Lee and Ryou. The present study investigates the internal structures of impinging diesel sprays such as Sauter mean diameter (SMD), loca1 droplet velocities, and local gas velocities and also compares the results predicted by two turbulence models with the experimental data. The Durbin's model considering the anisotropy of turbulence predicts both gas and droplet tangential velocities better than the$k-\varepsilon$ model does. It is concluded that the anisotropy of turbulence should be considered in simulating impinging diesel sprays.

• Interaction and multiscale mechanics
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• v.6 no.1
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• pp.15-29
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• 2013

Phononic system composed of periodical elastic structures exhibit band gap phenomenon, and all elastic wave cannot propagate within the band gap. In this article, we consider one-dimensional binary materials which are periodically arranged as a 20-layered medium instead of infinite layered system for phononic system. The layered medium with finite dimension is subjected to a uniformly distributed sinusoidal loading at the upper surface, and the bottom surface is assumed to be traction free. The transient wave propagation in the 20-layered medium is analyzed by Laplace transform technique. The analytical solutions are presented in the transform domain and the numerical Laplace inversion (Durbin's formula) is performed to obtain the transient response in time domain. The numerical results show that when a sinusoidal loading with a specific frequency within band gap is applied, stress response will be significantly decayed if the receiver is away from the source. However, when a sinusoidal force with frequency is out of band gap, the attenuation of the stress response is not obvious as that in the band gap.

• Korea Trade Review
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• v.47 no.4
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• pp.35-52
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• 2022

Air transport is at the core of global economic growth. There is a close relationship between the flow of regional elements and the growth of the regional economy. It is easy to misestimate the impact of airports on the regional economy without considering spatial spillover effects. This study attempted to establish an asymmetric economic geographical weight matrix by applying the Spatial Durbin Model with cargo volume and passenger numbers as indicators. The influence of spillover effects on the regional economy, including direct spillover effects and indirect spillover effects are studied. The results revealed that passenger numbers and cargo volume have significant positive spillover effects on the regional economy. The driving effect of the airport on the regional economy was considered from a wider space scope. This study contributes to the scientific evaluation of the aviation economy.

• Journal of Korea Multimedia Society
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• v.11 no.11
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• pp.1480-1490
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• 2008

Design of a linear predictor and matching of an entropy coder is the art of lossless audio coding. In this paper, we use the covariance method and the Choleskey decomposition for calculating linear prediction coefficients instead of the autocorreation method and the Levinson-Durbin recursion. These results are compared to the polynomial predictor. Both of them, the predictor which has small prediction error is selected. For the entropy coding, we use the Golomb-Rice coder using the block-based parameter estimation method and the sequential adaptation method with LOCO-land RLGR. The proposed predictor and the block-based parameter estimation have $2.2879%{\sim}0.3413%$ improved compression ratios compared to FLAC lossless audio coder which use the autocorrelation method and the Levinson-Durbin recursion. The proposed predictor and the LOCO-I adaptation method could improved by $2.2879%{\sim}0.3413%$. But the proposed predictor and the RLGR adaptation method got better results with specific signals.

• The Journal of The Korea Institute of Intelligent Transport Systems
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• v.20 no.1
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• pp.54-69
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• 2021

Policy improvement such as the revision of the Road Traffic Act are proposed for personal mobility(especially e-scooter) usage. However, there is not enough discussion to solve the problem of using shared e-scooter. In this study, we analyze the influencing factors that amount of pick-up and drop-off of shared e-scooter by dividing the Seoul into a 200m grid. we develop spatial auotcorrelation model such as spatial lag model, spatial error model, spatial durbin model, and spatial durbin error model in order to consider the characteristics of the aggregated data based on a specific space, and the spatial durbin error model is selected as the final model. As a result, demographic factor, land use factor, and transport facility factors have statistically significant impacts on usage of shared e-scooter. The result of this study will be used as basic data for suggesting efficient operation strategies considering the characteristics of weekday and weekend.