• Proceedings of the Korea Society of Information Technology Applications Conference
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• 2005.11a
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• pp.255-258
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• 2005

A blind-mode integer frequency offset estimation algorithm is proposed for an OFDM system. Imperfect integer frequency offset estimation causes ambiguity in the data sub-carrier position. Morelli's blind integer frequency offiet estimation algorithm exploits the likelihood function by comparing the power in sub-carriers. It, however, shows performance degradation when there is the fractional frequency offset. The proposed algorithm solves this by using interpolation in the frequency domain. In this algorithm, it is exploited that the effect of the frequency offset is shown as a shift of power spectrum. By calculating the covariance of over-sampled samples, most approximate samples to integer point are obtained. It enables integer frequency offset estimation less affected by fractional frequency offset.

• East Asian Economic Review
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• v.21 no.2
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• pp.147-165
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• 2017

This study quantifies the dynamic interrelationship between the KOSPI index return and search query data derived from the Naver DataLab. The empirical estimation using a bivariate GARCH model reveals that negative contemporaneous correlations between the stock return and the search frequency prevail during the sample period. Meanwhile, the search frequency has a negative association with the one-week- ahead stock return but not vice versa. In addition to identifying dynamic correlations, the paper also aims to serve as a test bed in which the existence of profitable trading strategies based on big data is explored. Specifically, the strategy interpreting the heightened investor attention as a negative signal for future returns appears to have been superior to the benchmark strategy in terms of the expected utility over wealth. This paper also demonstrates that the big data-based option trading strategy might be able to beat the market under certain conditions. These results highlight the possibility of big data as a potential source-which has been left largely untapped-for establishing profitable trading strategies as well as developing insights on stock market dynamics.

• Journal of Institute of Control, Robotics and Systems
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• v.16 no.2
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• pp.177-187
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• 2010

A MTG (Multimode Tracking and Guidance) system is employed to compensate for the limitations of individual seekers such as RF (Radio frequency) or IIR (Imaging Infra-red) and to improve the overall tracking and guidance performance in jamming, clutter, and adverse weather environments. In the MTG system, tracking filter, data association, and data fusion methods are important elements to maximize the effectiveness of precision homing missile guidance. This paper proposes the formulation of a Kalman filter for the estimation of line-of-sight rate from seeker measurements in missiles guided by proportional navigation. Also, we suggest the HPDA (Highest Probability Data Association) and data fusion methods of the MTG system for target tracking in the adverse environments. Mont-Carlo simulation is employed to evaluate the overall tracking performance and guidance accuracy.

• Journal of The Korean Society of Agricultural Engineers
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• v.46 no.5
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• pp.15-26
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• 2004

This study was conducted to derive the regional design rainfall by the regional frequency analysis based on the regionalization of the precipitation. The optimal regionalization of the precipitation data were classified by the above mentioned regionalization for all over the regions except Jeju and Ulleung islands in Korea. Design rainfalls following the consecutive duration were derived by the regional analysis using the observed and simulated data resulted from Monte Carlo techniques. Relative root mean square error (RRMSE), relative bias (RBIAS) and relative reduction (RR) in RRMSE for the design rainfall were computed and compared between the regional and at-site frequency analysis. It has shown that the regional frequency analysis procedure can substantially more reduce the RRMSE, RBIAS and RR in RRMSE than those of at-site analysis in the prediction of design rainfall. Consequently, optimal design rainfalls following the classified regions and consecutive durations were derived by the regional frequency analysis using Generalized extreme value distribution which was identified to be more optimal one than the other applied distributions. Diagrams for the design rainfall derived by the regional frequency analysis using L-moments were drawn according to the regions and consecutive durations by GIS techniques.

• Journal of IKEEE
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• v.22 no.2
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• pp.309-315
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• 2018

A Stepped Frequency Radar(SFR) is a method of achieving high range resolution by gradually increasing the frequency of a transmitted pulse to create a wide synthetic bandwidth. However, in the case of moving target, accurate range estimation can not be performed due to the range-Doppler coupling phenomenon, so it is necessary to compensate through accurate velocity estimation. In this paper, we propose a stepped frequency radar waveform with a Coherent Pulse Train(CPT), velocity estimation results according to parameters using this method and VMD(Velocity Measurement Data) were compared and analyzed by numerical simulations.

• The Korean Journal of Applied Statistics
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• v.30 no.6
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• pp.983-991
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• 2017

High frequency time series are now prevalent in financial data. However, models need to be further developed to suit high frequency time series that account for intraday volatilities since traditional volatility models such as ARCH and GARCH are concerned only with daily volatilities. Due to $H{\ddot{o}}rmann$ et al. (2013), functional ARCH abbreviated as fARCH is proposed to analyze intraday volatilities based on high frequency time series. This article introduces fARCH to readers that illustrate intraday volatility configuration on the KOSPI and the Hyundai motor company based on the data with one minute high frequency.

• The Transactions of The Korean Institute of Electrical Engineers
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• v.61 no.7
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• pp.1024-1031
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• 2012

In this paper, FMCW type radar level transmitter using correlation analysis method is implemented for precise distance measurement of cargo tank. FMCW type radar level transmitter is the device for distance measurement which calculates the distance by analyzing the beat frequency, that is, the frequency difference between Tx and RX signal from radar antenna using Fast Fourier Transform(FFT), but compensated algorithm like Zoom FFT is needed for the improvement of the frequency precision because the frequency precision of FFT is limited depending on sampling frequency and the number of sampling data. In case of Zoom FFT, the number of sampling data and noisy signal are the main factor influencing the measurement accuracy of Zoom FFT like FFT. Therefore, in order to overcome the limited environment and achieve the precise measurement, correlation coefficient is used for the distance measurement and the errors of measurement are verified to be in the range of ${\pm}1mm$.

• Journal of Climate Change Research
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• v.9 no.4
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• pp.461-470
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• 2018

The frequency of extreme weather events was analyzed using meteorological data (air temperature, precipitation, and duration of sunshine) collected from 61 stations over a 36-year span (1981-2016). The 10-day meteorological data were used as a basic unit for this analysis. On average, the frequency of occurrence of abnormal weather was 9.88 per year and has increased significantly during this 36-year period. According to the type of abnormal weather, the frequencies of occurrence of abnormally high air temperature and short duration of sunshine have increased by 0.50 and 0.41 per 10 years, respectively; however, that for abnormally low air temperature has decreased by 0.31 per 10 years and the trend was statistically significant. The highest frequency of abnormal weather appeared in 2007, with a frequency of 14.31. Abnormal weather was the most frequent at Yeongdeok station with an average frequency of 11.78 per year over this 36-year span.

• Structural Monitoring and Maintenance
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• v.9 no.2
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• pp.107-127
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• 2022

Structural health monitoring (SHM) has been related to damage identification with either operational loads or other environmental loading playing a significant complimentary role in terms of structural safety. In this study, a non-parametric method of time frequency analysis on the measurement is used to address the time-frequency representation for modal parameter estimation and system damage identification of structure. The method employs the wavelet decomposition of dynamic data by using the modified complex Morlet wavelet with variable central frequency (MCMW+VCF). Through detail discussion on the selection of model parameter in wavelet analysis, the method is applied to study the dynamic response of both steel structure and reinforced concrete frame under white noise excitation as well as earthquake excitation from shaking table test. Application of the method to building earthquake response measurement is also examined. It is shown that by using the spectrogram generated from MCMW+VCF method, with suitable selected model parameter, one can clearly identify the time-varying modal frequency of the reinforced concrete structure under earthquake excitation. Discussions on the advantages and disadvantages of the method through field experiments are also presented.

• Transactions of the Korean Society of Mechanical Engineers A
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• v.26 no.5
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• pp.872-880
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• 2002

The finite element analysis is frequently used to predict dynamic responses of complex structures. Since the predicted responses often differ from experimentally measured ones, updating of the finite element models is performed to make the finite element results agree with the measured ones. Among several model updating methods, one is to use FRF(frequency response function) data without a modal analysis. This paper investigates characteristics of the model updating method in order to improve the method. The investigation is focused on how to obtain FRFs for unmeasured rotational displacements and how to consider damping. For the investigation simulated data and experimental data for a cantilever beam are used.