• 한국수자원학회:학술대회논문집
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• 한국수자원학회 2005년도 학술발표회 논문집
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• pp.792-796
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• 2005

The methods of times series analysis have been recognized as important tools for assisting in solving problems related to the management of water resources. Especially, After more than 40 years the so-called Hurst effect remains an open problem in stochastic hydrology. Until now, its existence has been explained fly R/S analysis that roots in early work of the British hydrologist H.E. Hurst(1951). Today, the Hurst analysis is mostly used for the hydrological studies for memory and characteristics of time series and many methodologies have been developed for the analysis. So, there are many different techniques for the estimation of the Hurst exponent(H). However, the techniques can produce different characteristics for the persistence of a time series each other. We found that DFA is the most appropriate technique for the Hurst exponent estimation for both the shot term memory and long term memory. We analyze the SOI(Southern Oscillations Index) and 6 tree-ring series for USA sites by means of DFA and the BDS statistic is used for nonlinearity test of the series. From the results, we found that SOI series is nonlinear time series which has a long term memory of H=0.92. Contrary to earlier work of Rao(1999), all the tree- ring series are not random from our analysis. A certain tree ring series show a long term memory of H=0.97 and nonlinear property. Therefore, we can say that the SOI and tree-ring series may show long memory and nonlinearity.

• 자원ㆍ환경경제연구
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• 제16권4호
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• pp.947-978
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• 2007

본 연구에서는 원유시장의 변동성 분석에 적용될 수 있는 VaR(Value-at-Risk) 접근법을 고찰한다. 그리고 다양한 VaR 모형들(RiskMetrics, GARCH, IGARCH와 FIGARCH 모형)의 성과를 정규분포와 치우친 Student-t 분포 가정 하에서 평가한다. Brent 및 Dubai 시장의 일별가격 자료를 이용한 실증분석 결과에 따르면, FIGARCH 모형이 GARCH 모형이나 IGARCH 모형보다 원유시장의 변동성에 내재되어 있는 장기기억 특성을 잘 반영한다는 점에서 더 우월한 것으로 나타났다. 이러한 사실은 원유시장 수익률의 변동성에는 장기기억이 존재한다는 것을 의미한다. 그리고 VaR 분석 결과, 치우친 Student-t 분포 가정 하에서 추정되는 FIGARCH 모형이 롱 포지션과 숏 포지션 모두에서 정규분포 가정 하에서 추정되는 다른 변동성 모형들보다 원유시장에서의 투자 위험을 더 정확하게 예측하는 것으로 나타났다. 이러한 사실은 치우친 Student-t 분포 가정이 원유시장 수익률 분포에 내재되어 있는 비정상적 왜도와 첨도를 모형화하는데 더 적합하다는 것을 의미한다. 이와 같은 발견은 원유시장 구매자 및 판매자들이 원유가격의 움직임을 올바르게 측정하고 VaR을 정확하게 추정하는데 도움을 줄 것이다.

• 패션비즈니스
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• 제16권2호
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• pp.124-137
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• 2012

This study aims to identify the meaning and formation cause of a style, and the essential elements of style formation, through psychobiological research as well as an analysis of the designs of Iris Van Herpen, a fashion designer, who in just 6 years has developed into a world-renowned new designer. As a result, it has been found that the psychobiological causes to form a style stem from the action of 'long-term memory', which is consolidated by 'selective attention', 'perceptional subjectivity', the principle of the 'neuron's connection specificity and invariance', and the principle of a 'neuronal signal's unilateral flow'. With such action, Herpen could develop her own original composition techniques. The formative shapes created by such composition techniques are characterized by enumeration, superposition, and hanging. The study has also found that the essential elements for a designer to be able to form his/her own style include 'aesthetic originality' in which the designer views the property of a thing from his/her inherent perspective, and finds the uniqueness from the thing that only he/she can express, 'technical differences' that are creative and original, and 'formative specificity' that is summarized into one property through an impressive shape.

• Communications for Statistical Applications and Methods
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• 제24권4호
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• pp.367-382
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• 2017

We consider an infinite-order long-memory heterogeneous autoregressive (HAR) model, which is motivated by a long-memory property of realized volatilities (RVs), as an extension of the finite order HAR-RV model. We develop bootstrap tests for structural mean or variance changes in the infinite-order HAR model via stationary bootstrapping. A functional central limit theorem is proved for stationary bootstrap sample, which enables us to develop stationary bootstrap cumulative sum (CUSUM) tests: a bootstrap test for mean break and a bootstrap test for variance break. Consistencies of the bootstrap null distributions of the CUSUM tests are proved. Consistencies of the bootstrap CUSUM tests are also proved under alternative hypotheses of mean or variance changes. A Monte-Carlo simulation shows that stationary bootstrapping improves the sizes of existing tests.

• 국제지역연구
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• 제12권2호
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• pp.3-26
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• 2008

본 논문은 호주 금융시장의 두 가지 시계열(ASX200 주가지수와 AUD/USD 환율)의 수익률 자료에 존재할 수 있는 장기기억 변동성 특성을 모형화하는 데 skewed Student-t 분포가 유용한지를 연구한다. 이러한 연구목적을 위하여 FIGARCH 및 FIAPARCH Value-at-Risk (VaR) 모형을 교란항에 대한 정규분포, Student-t 분포 및 치우친 Student-t 분포 가정하에서 평가한다. 실증분석 결과 skewed Student-t 분포 모형이 정규분포 모형이나 Student-t 분포 모형보다 호주 금융시장의 VaR을 더 정확하게 추정한다는 발견하였다. 따라서 자산 수익률 분포의 왜도 및 첨도를 고려하는 것은 호주 주식시장과 외환시장의 장기기억 변동성 모형을 검토할 때 적절한 모형선택 기준을 제공한다는 것을 알 수 있다.

• 한국전기전자재료학회논문지
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• 제15권5호
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• pp.383-387
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• 2002

N-channel metal-ferroelectric-insulator-semiconductor field-effect-transistors (MFISFET's) by using $SrBi_2Ta_2O_9$/Silicon Nitride/Si (100) structure were fabricated. The fabricated devices exhibit comfortable memory windows, fast switching speeds, good fatigue resistances, and long retention times that are suitable for advanced ferroelectric memory applications. The estimated switching time and polarization ($2P_r$) of the fabricated FET measured at applied electric field of 376 kV/cm were less than 50 ns and about 1.5 uC/$\textrm{cm}^2$, respectively. The magnitude of on/off ratio indicating the stored information performance was maintained more than 3 orders until 3 days at room temperature. The $I_DV_G$ characteristics before and after being subjected to $10^11$ cycles of fatigue at a frequency of 1 MHz remained almost the same except a little distortion in off state.

• 대한원격탐사학회지
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• 제36권4호
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• pp.515-525
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• 2020

This study investigates the potential of bidirectional long short-term memory (Bi-LSTM) for efficient modeling of temporal information in crop classification using multitemporal remote sensing images. Unlike unidirectional LSTM models that consider only either forward or backward states, Bi-LSTM could account for temporal dependency of time-series images in both forward and backward directions. This property of Bi-LSTM can be effectively applied to crop classification when it is difficult to obtain full time-series images covering the entire growth cycle of crops. The classification performance of the Bi-LSTM is compared with that of two unidirectional LSTM architectures (forward and backward) with respect to different input image combinations via a case study of crop classification in Anbadegi, Korea. When full time-series images were used as inputs for classification, the Bi-LSTM outperformed the other unidirectional LSTM architectures; however, the difference in classification accuracy from unidirectional LSTM was not substantial. On the contrary, when using multitemporal images that did not include useful information for the discrimination of crops, the Bi-LSTM could compensate for the information deficiency by including temporal information from both forward and backward states, thereby achieving the best classification accuracy, compared with the unidirectional LSTM. These case study results indicate the efficiency of the Bi-LSTM for crop classification, particularly when limited input images are available.

• 응용통계연구
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• 제36권6호
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• pp.529-545
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• 2023

본 논문에서는 장기 기억성을 가지는 고차원 시계열 데이터 분석에 유용한, 밴드 구조의 계수행렬들을 가지는 밴드구조 VHAR (Banded-VHAR) 모형을 제안한다. 밴드구조 VHAR 모형은 인접한 차원의 시계열에서만 상관구조를 가지는 성근 고차원 시계열 모형으로 밴드구조에 영향을 주는 요인으로는 대표적으로 지리적 특성이 있다. 밴드구조 VHAR 모형의 빠른 추정을 위해 본 논문은 행별추정방법을 사용하고 또 밴드의 크기를 추정하기 위해 BIC와 잔차제곱합의 비율을 이용한 추정 방법을 소개하였다. 더불어 모의 실험을 통해서 제안한 추정 방법의 점근적 일치성을 확인하였다. 실증자료 분석으로 지역별 초미세먼지 및 아파트 거래량 자료를 활용하여 모형을 적용한 결과 밴드구조 VHAR 모형이 표본외예측 능력의 우수하고, 지리적정보에 기반하여 모형의 해석이 용이하다는 큰 장점이 있음을 살펴보았다.

• 대한전기학회:학술대회논문집
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• 대한전기학회 2001년도 하계학술대회 논문집 A
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• pp.282-284
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• 2001

This paper presents an efficient algorithm for the loss minimization in distribution systems. Ant colony algorithm is suitable for combinatorial optimization problem as network reconfiguration because it use the long term memory, called pheromone, and heuristic information with the property of the problem. The proposed methodology with some adoptions have been applied to improve the computation time and convergence property. Numerical examples demonstrate the validity and effectiveness of the proposed methodology using 32-bus system.

• 대한전기학회논문지:전력기술부문A
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• 제50권4호
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• pp.188-196
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• 2001

This paper presents and efficient algorithm for the loss minimization by automatic sectionalizing switch operation in distribution systems. Ant colony algorithm is multi-agent system in which the behaviour of each single agent, called artificial ant, is inspired by the behaviour of real ants. Ant colony algorithm is suitable for combinatiorial optimization problem as network reconfiguration because it use the long term memory, called pheromone, and heuristic information with the property of the problem. The proposed methodology with some adoptions have been applied to improve the computation time and convergence property. Numerical examples demonstrate the validity and effectiveness of the proposed methodology using a KEPCO's distribution system.