• Communications for Statistical Applications and Methods
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• 제21권5호
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• pp.445-459
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• 2014

This paper investigates the dependence structure of Korean financial markets (stock, foreign exchange (FX) rates and bond) using copula-GARCH and dynamic conditional correlation (DCC) models. We examine GJR-GARCH with skewed elliptical distributions and four copulas (Gaussian, Student's t, Clayton and Gumbel) to model dependence among returns, and then employ DCC model to describe system-wide correlation dynamics. We analyze the daily returns of KOSPI, FX (WON/USD) and KRX bond index (Gross Price Index) from $2^{nd}$ May 2006 to $30^{th}$ June 2014 with 2,063 observations. Empirical result shows that there is significant asymmetry and fat-tail of individual return, and strong tail-dependence among returns, especially between KOSPI and FX returns, during the 2008 Global Financial Crisis period. Focused only on recent 30 months, we find that the correlation between stock and bond markets shows dramatic increase, and system-wide correlation wanders around zero, which possibly indicates market tranquility from a systemic perspective.

• 제어로봇시스템학회논문지
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• 제22권8호
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• pp.665-670
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• 2016

This paper proposes a repeat-back jamming signal detection scheme using a correlation ratio test metric of a combined pseudo-random noise signal for global navigation satellite systems. The correlation ratio test metric allows for the monitoring of possible distortions in the signal correlation. The proposed scheme is a modified version of the correlation ratio test metric to detect a repeat-back jamming signal in a multipath environment. Through a Monte-Carlo simulation, it is confirmed that the proposed scheme detects almost the whole case, which is received a repeat-back jamming signal under the 6 dB jamming to signal power ratio.

• 대한전자공학회:학술대회논문집
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• 대한전자공학회 2000년도 하계종합학술대회 논문집(4)
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• pp.43-46
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• 2000

In this paper, we propose a fast adaptive diamond search algorithm(FADS) for block matching motion estimation. Fast motion estimation algorithms reduce the computational complexity by using the UESA (Unimodal Error Search Assumption) that the matching error monotonically increases as the search moves away from the global minimum error. Recently many fast BMAs(Block Matching Algorithms) make use of the fact that the global minimum points in real world video sequences are centered at the position of zero motion. But these BMAs, especially in large motion, are easily trapped into the local minima and result in poor matching accuracy. So, we propose a new motion estimation algorithm using the spatial correlation among the adjacent blocks. We change the origin of search window according to the spatially adjacent motion vectors and their MAE(Mean Absolute Error). The computer simulation shows that the proposed algorithm has almost the same computational complexity with UCBDS(Unrestricted Center-Biased Diamond Search)〔1〕, but enhance PSNR. Moreover, the proposed algorithm gives almost the same PSNR as that of FS(Full Search), even for the large motion case, with half the computational load.

• 대한원격탐사학회:학술대회논문집
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• 대한원격탐사학회 2004년도 Proceedings of ISRS 2004
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• pp.166-169
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• 2004

NDVI has been used to estimate several ecological variables including leaf area index (LAI). Global MODIS LAI data are partially produced by empirical model that is based on the assumption of high correlation between NDVI and LAI. This study attempts to evaluate the MODIS empirical model by comparing with the result obtained from field LAI measurement and Landsat ETM+ reflectance. MODIS LAI product and ancillary data were analyzed over a small forest watershed near the Seoul metropolitan area. The relationship between NDVI of ETM+ and field measured LAI did not correspond to MODIS LAI estimation. Since the study area is mostly covered by very dense and fully closed forest, the correlation between NDVI and LAI might not be high. Although MODIS LAI product has great potential for global environment studies, it needs to be cautious to use them in regional and local area in particular for the forest of dense canopy situation.

• KCI Concrete Journal
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• 제12권1호
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• pp.3-16
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• 2000

A series of dynamic and static tests were conducted to observe the actual responses of a 1:5 scale 3-story reinforced concrete(RC) frame which was designed only for gravity loads. One of the major objectives of these experiments is to provide the calibration to the available static and dynamic inelastic analysis techniques. In this study, the experimental results were simulated by using a nonlinear analysis program for reinforced concrete frame, IDARC-2D. The evaluation of the degree of the simulation leads to the conclusion that while the global behaviors such as story drifts and shears can be in general simulated with the limited accuracy in the dynamic nonlinear analysis, it is rather easy and simple to get the fairly high level of accuracy in the prediction of global and local behaviors in the static nonlinear analysis by using IDARC-2D.

• 소성∙가공
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• 제23권4호
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• pp.206-210
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• 2014

The metal lead frame, a semiconductor component, has product tolerances in micro units as compared to products made with a larger size mold. Therefore, small deflections of the mold and of the press as well as the press molding process itself have a strong influence on accuracy of the product. Hence, it is necessary for the process design to consider the structural response of the mold and the press during deformation. In the current study, the mold deflection and pressure on the punch is examined using the finite element modeling (FEM) program ABAQUS. The results from the simulation were verified with the dynamic deformation measurement equipment using digital image correlation (DIC).

• 한국입자에어로졸학회지
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• 제7권1호
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• pp.1-8
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• 2011

In this study, the formation of nanoparticles by a reaction of ozone with the volatile organic compounds(VOCs) emitted from a commercial home cleaner liquid was investigated using a $1-m^3$ reaction chamber($1{\times}1{\times}1m$). The home cleaner liquid was found to contain many VOCs, particularly terpenes. Some of these VOCs are known to readily react with ozone, forming indoor secondary pollutants. The correlation of particle concentration and reacted ozone concentration was examined with injections of three different ozone concentrations; 50, 100 and 200 ppb. The secondary nanoparticles were formed faster, with their numbers and mass concentrations becoming higher on increasing the concentration of ozone injected.

• KSII Transactions on Internet and Information Systems (TIIS)
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• 제11권10호
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• pp.4929-4947
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• 2017

In visual object tracking, Correlation Filter-based Tracking (CFT) systems have arouse recently to be the most accurate and efficient methods. The CFT's circularly shifts the larger search window to find most likely position of the target. The need of larger search window to cover both background and object make an algorithm sensitive to the background and the target occlusions. Further, the use of fixed-sized windows for training makes them incapable to handle scale variations during tracking. To address these problems, we propose two layer target representation in which both global and local appearances of the target is considered. Multiple local patches in the local layer provide robustness to the background changes and the target occlusion. The target representation is enhanced by employing additional reversed RGB channels to prevent the loss of black objects in background during tracking. The final target position is obtained by the adaptive weighted average of confidence maps from global and local layers. Furthermore, the target scale variation in tracking is handled by the statistical model, which is governed by adaptive constraints to ensure reliability and accuracy in scale estimation. The proposed structural enhancement is tested on VTBv1.0 benchmark for its accuracy and robustness.

• Journal of Astronomy and Space Sciences
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• 제27권2호
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• pp.173-180
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• 2010

As a preparatory study for Global Positioning System-Very Long Baseline Interferometry (GPS-VLBI) hybrid system, we examined if VLBI type observation of the GPS signal is realizable through a test experiment. The test experiment was performed between Kashima and Koganei, Japan, with 110 km baseline. The GPS L1 and L2 signals were received by commercial GPS antennas, down-converted to video-band signals by specially developed GPS down converters, and then sampled by VLBI samplers. The sampled GPS data were recorded as ordinary VLBI data by VLBI recorders. The sampling frequency was 64 MHz and the observation time was 1 minute. The recorded data were correlated by a VLBI correlator. From correlation results, we simultaneously obtained correlation fringes from all 8 satellites above a cut-off elevation which was set to 15 degree. 87.5% of L1 fringes and 12.5% of L2 fringes acquired the Signal to Noise Ratios which are sufficient to achieve the group delay precision of 0.1nsec that is typical in current geodetic VLBI. This result shows that VLBI type observation of GPS satellites will be readily realized in future GPS-VLBI hybrid system.

• The Journal of Asian Finance, Economics and Business
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• 제7권11호
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• pp.117-126
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• 2020

This paper is aimed to explore the co-movement capital market in Southeast Asia and analysis the correlation of conventional and Islamic Index in the regional and global equity. This research become necessary to represent the risk on the capital market and measure market performance, as investor considers the volatility before investing. The time series daily data use from April 2012 to April 2020 both conventional and Islamic stock index in Malaysia and Indonesia. This paper examines the dynamics of conditional volatilities and correlations between those markets by using Multivariate Generalized Autoregressive Conditional Heteroscedasticity (MGARCH). Our result shows that conventional or composite index in Malaysia less volatile than Islamic, but on the other hand, both drive correlation movement. The other output captures that Islamic Index in Indonesian capital market more gradual volatilities than the Composite Index that tends to be low in risk so that investors intend to keep the shares. Generally, the result shows a correlation in each country for conventional and the Islamic index. However, Internationally Indonesia and Malaysia composite and Islamic is low correlated. Regionally Indonesia's indices movement looks to be more correlated and it's similar to Malaysian Capital Market counterparts. In the global market distress condition, the diversification portfolio between Indonesia and Malaysia does not give many benefits.