• Title/Summary/Keyword: functional time series

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ON STRICT STATIONARITY OF NONLINEAR ARMA PROCESSES WITH NONLINEAR GARCH INNOVATIONS

  • Lee, O.
    • Journal of the Korean Statistical Society
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    • v.36 no.2
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    • pp.183-200
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    • 2007
  • We consider a nonlinear autoregressive moving average model with nonlinear GARCH errors, and find sufficient conditions for the existence of a strictly stationary solution of three related time series equations. We also consider a geometric ergodicity and functional central limit theorem for a nonlinear autoregressive model with nonlinear ARCH errors. The given model includes broad classes of nonlinear models. New results are obtained, and known results are shown to emerge as special cases.

Transfer Functional Modeling Using Soil Moisture Measurements at a Steep Forest Hillslope (산지사면의 실측토양수분을 이용한 전이함수 모형의 적용)

  • Kim, Sang-Hyun
    • Journal of Environmental Science International
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    • v.22 no.4
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    • pp.415-424
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    • 2013
  • In this paper, time series of soil moisture were measured for a steep forest hillslope to model and understand distinct hydrological behaviours along two different transects. The transfer function analysis was presented to characterize temporal response patterns of soil moisture for rainfall events. The rainfall is a main driver of soil moisture variation, and its stochastic characteristic was properly treated prior to the transfer function delineation between rainfall and soil moisture measurements. Using field measurements for two transects during the rainy season in 2007 obtained from the Bumrunsa hillslope located in the Sulmachun watershed, a systematic transfer functional modeling was performed to configure the relationships between rainfall and soil moisture responses. The analysis indicated the spatial variation pattern of hillslope hydrological processes, which can be explained by the relative contribution of vertical, lateral and return flows and the impact of transect topography.

Chaos Analysis of Major Joint Motions for Young Males During Walking (보행시 젊은 남성에 대한 상.하체 주요 관절 운동의 카오스 분석)

  • Park, Jung-Hong;Kim, Kwang-Hoon;Son, Kwon
    • Transactions of the Korean Society of Mechanical Engineers A
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    • v.31 no.8
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    • pp.889-895
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    • 2007
  • Quantifying dynamic stability is important to assessment of falling risk or functional recovery for leg injured people. Human locomotion is complex and known to exhibit nonlinear dynamical behaviors. The purpose of this study is to quantify major joints of the body using chaos analysis during walking. Time series of the chaotic signals show how gait patterns change over time. The gait experiments were carried out for ten young males walking on a motorized treadmill. Joint motions were captured using eight video cameras, and then three dimensional kinematics of the neck and the upper and lower extremities were computed by KWON 3D motion analysis software. The correlation dimension and the largest Lyapunov exponent were calculated from the time series to quantify stabilities of the joints. This study presents a data set of nonlinear dynamic characteristics for eleven joints engaged in normal level walking.

Computational electroencephalography analysis for characterizing brain networks

  • Sunwoo, Jun-Sang;Cha, Kwang Su;Jung, Ki-Young
    • Annals of Clinical Neurophysiology
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    • v.22 no.2
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    • pp.82-91
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    • 2020
  • Electroencephalography (EEG) produces time-series data of neural oscillations in the brain, and is one of the most commonly used methods for investigating both normal brain functions and brain disorders. Quantitative EEG analysis enables identification of frequencies and brain activity that are activated or impaired. With studies on the structural and functional networks of the brain, the concept of the brain as a complex network has been fundamental to understand normal brain functions and the pathophysiology of various neurological disorders. Functional connectivity is a measure of neural synchrony in the brain network that refers to the statistical interdependency between neural oscillations over time. In this review, we first discuss the basic methods of EEG analysis, including preprocessing, spectral analysis, and functional-connectivity and graph-theory measures. We then review previous EEG studies of brain network characterization in several neurological disorders, including epilepsy, Alzheimer's disease, dementia with Lewy bodies, and idiopathic rapid eye movement sleep behavior disorder. Identifying the EEG-based network characteristics might improve the understanding of disease processes and aid the development of novel therapeutic approaches for various neurological disorders.

BIO-GREEN' FUNCTIONAL WATER SUPPLY INFLUENCES MINERAL UPTAKE AND FRUIT QUALITILE IN 'TSUGARU' APPLES (바이오 그린' 기능수 처리가 사과 '쓰가루' 품종의 무기성분 흡수와 과실품질에 미치는 영향)

  • Kim, Wol-Soo;Chung, Soon-Ju
    • Proceedings of the Korean Society for Bio-Environment Control Conference
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    • 1997.05a
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    • pp.23-27
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    • 1997
  • Bio-Green(B.G.) functional water was manufactured by Kyungwon Enterprise Co. through a series of processes ; water longrightarrow ultra-purification longrightarrow adding catalysts longrightarrow energy imprinting fermenting with energized water + zeolite and others + photosynthetic bacteria in fermenter longrightarrow filtering. Control(0), 5 or 10 liters of B.G. functional water were supplied to the orchard soil under canopy of 10 year old 'Tsugaru'/M26 apple trees on March 20, May 20 and June 20, 1995, respectively. Some orchard soil characteristics, not only pH, but also Ca and Mg of exchangeable cations were increased by supply with B.G. functional water. However, P$_2$O$_{5}$, K, and B contents were not influenced by the treatment. At harvest time soluble solid content of flesh and anthocyanin of fruit skin were increased by the treatment. B.G. functional water treatment showed higher root activities, and photosynthesis of leaves than that of control. Also B.G. functional water treatment showed higher Ca content in fruit skin and flesh tissues, whereas not affected N, K, and Mg contents. During storage at 4$^{\circ}C$ cold room, the more volume of B.G. functional water supply showed lower bitter pit symptom. Respiration and ethylene evolution in fruit were decreased, while fruit firmness increased by the treatment during storage.e.

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Time-Dependent Density Functional Theory Study on Cyclopentadithiophene-Benzothiadiazole-Based Push-Pull-Type Copolymers for New Design of Donor Materials in Bulk Heterojunction Organic Solar Cells

  • Ku, Ja-Min;Kim, Dae-Kyun;Ryu, Taek-Hee;Jung, Eun-Hwan;Lansac, Yves;Jang, Yun-Hee
    • Bulletin of the Korean Chemical Society
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    • v.33 no.3
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    • pp.1029-1036
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    • 2012
  • Push-pull-type copolymers - low-band-gap copolymers of electron-rich fused-ring units (such as cyclopentadithiophene; CPDT) and electron-deficient units (such as benzothiadiazole; BT) - are promising donor materials for organic solar cells. Following a design principles proposed in our previous study, we investigate the electronic structure of a series of new CPDTBT derivatives with various electron-withdrawing groups using the time-dependent density functional theory and predict their power conversion efficiency from a newlydeveloped protocol using the Scharber diagram. Significantly improved efficiencies are expected for derivatives with carbonyl [C=O], carbonothioyl [C=S], dicyano [$C(CN)_2$] and dicyanomethylene [C=$C(CN)_2$] groups, but these polymers with no long alkyl side chain attached to them are likely to be insoluble in most organic solvents and inapplicable to low-cost solution processes. We thus devise several approaches to attach alkyl side chains to these polymers while keeping their high efficiencies.

A Study on the Management of Stock Data with an Object Oriented Database Management System (객체지향 데이타베이스를 이용한 주식데이타 관리에 관한 연구)

  • 허순영;김형민
    • Journal of the Korean Operations Research and Management Science Society
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    • v.21 no.3
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    • pp.197-214
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    • 1996
  • Financial analysis of stock data usually involves extensive computation of large amount of time series data sets. To handle the large size of the data sets and complexity of the analyses, database management systems have been increasingly adaopted for efficient management of stock data. Specially, relational database management system is employed more widely due to its simplistic data management approach. However, the normalized two-dimensional tables and the structured query language of the relational system turn out to be less effective than expected in accommodating time series stock data as well as the various computational operations. This paper explores a new data management approach to stock data management on the basis of an object-oriented database management system (ODBMS), and proposes a data model supporting times series data storage and incorporating a set of financial analysis functions. In terms of functional stock data analysis, it specially focuses on a primitive set of operations such as variance of stock data. In accomplishing this, we first point out the problems of a relational approach to the management of stock data and show the strength of the ODBMS. We secondly propose an object model delineating the structural relationships among objects used in the stock data management and behavioral operations involved in the financial analysis. A prototype system is developed using a commercial ODBMS.

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Study of age specific lung cancer mortality trends in the US using functional data analysis

  • Tharu, Bhikhari;Pokhrel, Keshav;Aryal, Gokarna;Kafle, Ram C.;Khanal, Netra
    • Communications for Statistical Applications and Methods
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    • v.28 no.2
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    • pp.119-134
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    • 2021
  • Lung cancer is one of the leading causes of cancer deaths in the world. Investigation of mortality rates is pivotal to adequately understand the determinants causing this disease, allocate public health resources, and apply different control measures. Our study aims to analyze and forecast age-specific US lung cancer mortality trends. We report functions of mortality rates for different age groups by incorporating functional principal component analysis to understand the underlying mortality trend with respect to time. The mortality rates of lung cancer have been higher in men than in women. These rates have been decreasing for all age groups since 1990 in men. The same pattern is observed for women since 2000 except for the age group 85 and above. No significant changes in mortality rates in lower age groups have been reported for both gender. Lung cancer mortality rates for males are relatively higher than females. Ten-year predictions of mortality rates depict a continuous decline for both gender with no apparent change for lower age groups (below 40).

A Development of High Power Activated Carbon Using the KOH Activation of Soft Carbon Series Cokes

  • Kim, Jung-Ae;Park, In-Soo;Seo, Ji-Hye;Lee, Jung-Joon
    • Transactions on Electrical and Electronic Materials
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    • v.15 no.2
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    • pp.81-86
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    • 2014
  • The process parameter in optimized KOH alkali activation of soft carbon series coke material in high purity was set with DOE experiments design. The activated carbon was produced by performing the activation process based on the set process parameters. The specific surface area was measured and pore size was analyzed by $N_2$ absorption method for the produced activated carbon. The surface functional group was analyzed by Boehm method and metal impurities were analyzed by XRF method. The specific surface area was increased over 2,000 $m^2/g$ as the mixing ratio of activation agent increased. The micro pores in $5{\sim}15{\AA}$ and surface functional group under 0.4 meq/g were obtained. The contents of the metal impurity in activated carbon which is the factor for reducing the electrochemical characteristics was reduced less than 100 ppm through the cleansing process optimization. The electrochemical characteristics of activated carbon in 38.5 F/g and 26.6 F/cc were checked through the impedance measuring with cyclic voltammetry scan rate in 50~300 mV/s and frequency in 10 mHz ~100 kHz. The activated carbon was made in the optimized activation process conditions of activation time in 40 minutes, mixing ratio of activation agent in 4.5 : 1.0 and heat treatment temperature over $650^{\circ}C$.

Study on the Development of Control Strategy for Series Hybrid Electric Bus based on HILS (HILS 기반 Series HEV 버스 주행 전략 개발에 대한 연구)

  • Jung, Dae-Bong;Kim, Min-Jae;Kang, Hyung-Mook;Min, Kyoung-Doug;Cho, Yong-Rae;Lee, Chun-Beom
    • Transactions of the Korean Society of Automotive Engineers
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    • v.20 no.6
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    • pp.83-91
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    • 2012
  • In recent days, the study on hybridization of the heavy-duty is going on, actively. Especially, the improvement of fuel economy can be maximized in the intra-city bus because it drives the fixed route. For developing the hybrid electric intra-city bus, optimized control strategy which is possible to be applied with real vehicle is necessary. If the real-time control strategy is developed based on the HILS, it is possible to verify the real-time ability and fail-safety function which has the vehicle stay in safe state when the functional errors are occurred. In this study, the HILS system of series hybrid electric intra-city bus is developed to verify the real time control strategy and the fail-safety functions. The main objective of the paper is to build the HILS system for verifying the control strategy (rule-based control) which is implemented to reflect the Dynamic Programming results and fail-safety functions.