• Title/Summary/Keyword: long range dependence

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The sparse vector autoregressive model for PM10 in Korea (희박 벡터자기상관회귀 모형을 이용한 한국의 미세먼지 분석)

  • Lee, Wonseok;Baek, Changryong
    • Journal of the Korean Data and Information Science Society
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    • v.25 no.4
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    • pp.807-817
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    • 2014
  • This paper considers multivariate time series modelling of PM10 data in Korea collected from 2008 to 2011. We consider both temporal and spatial dependencies of PM10 by applying the sparse vector autoregressive (sVAR) modelling proposed by Davis et al. (2013). It utilizes the partial spectral coherence to measure cross correlation between different regions, in turn provides the sparsity in the model while balancing the parsimony of model and the goodness of fit. It is also shown that sVAR performs better than usual vector autoregressive model (VAR) in forecasting.

SWR as Tool for Determination of the Surface Magnetic Anisotropy Energy Constant

  • Maksymowicz, L.J.;Lubecka, M.;Jablonski, R.
    • Journal of Magnetics
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    • v.3 no.4
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    • pp.105-111
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    • 1998
  • The low energy excitations of spin waves (SWR) in thin films can be used for determination of the surface anisotropy constant and the nonhomogeneities of magnetization in the close-to-surface layer. The dispersion relation in SWR is sensitive on the geometry of experiment. We report on temperature dependence of surface magnetic anisotropy energy constant in magnetic semiconductor thin films of$ CdCr_{2-2x}In_{2x}Se_4$ at spin glass state. Samples were deposited by rf sputtering technique on Corning glass substrate in controlled temperature conditions. Coexistence of the infinite ferromagnetic network (IFN) and finite spin slusters (FSC) in spin glass state (SG) is know phenomena. Some behavior typical for long range magnetic ordering is expected in samples at SG state. The spin wave resonance experiment (microwave spectrometer at X-band) with excited surface modes was applied to describe the energy state of surface spins. We determined the surface magnetic anisotropy energy constant versus temperature using the surface inhomogeneities model of magnetic thin films. It was found that two components contribute to the surface magnetic anisotropy energy. One originates from the exchange interaction term due to the lack of translation symmetry for surface spin as well as from the originates from the exchange interaction term due to the lack of translation symmetry for surface spin as well as from the stray field of the surface roughness. The second one comes from the demagnetizing field of close-to surface layer with grad M. Both term linearly decrease when temperature is increased from 5 to 123 K, but dominant contribution is from the first component.

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Geothermal Power Generation using Enhanced or Engineered Geothermal System(EGS) (공학적인 지열시스템(EGS)을 이용한 지열발전 기술)

  • Hahn, Jeong-Sang;Han, Hyuk-Sang
    • Proceedings of the Korean Geotechical Society Conference
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    • 2008.10a
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    • pp.3-32
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    • 2008
  • The potential deep geothermal resources span a wide range of heat sources from the earth, including not only the more easily developed, currently economic hydrothermal resources; but also the earth's deeper, stored thermal energy, which is present anywhere. At shallow depths of 3,000~10,000m, the coincidence of substantial amounts heat in hot rock, fluids that heat up while flowing through the rock and permeability of connected fractures can result in natural hot water reservoirs. Although conventional hydrothermal resources which contain sufficient fluids at high temperatures and geo-pressures are used effectively for both electric and nonelectric applications in the world, they are somewhat limited in their location and ultimate potential for supplying electricity. A large portion of the world's geothermal resource base consists of hot dry rock(HDR) with limited permeability and porosity, an inadquate recharge of fluids and/or insufficient water for heat transport. An alternative known as engineered or enhanced geothermal systems(EGS), to dependence on naturally occurring hydrothermal reservoirs involves human intervention to engineer hydrothermal reservoirs in hot rocks for commercial use. Therefore EGS resources are with enormous potential for primary energy recovery using an engineered heat mining technology, which is designed to extract and utilize the earth's stored inexthermal energy. Because EGS resources have a large potential for the long term, United States focused his effort to provide 100GW of 24-hour-a-day base load electric-generating capacity by 2050.

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A Study on the World Wide Web Traffic Source Modeling with Self-Similarity (자기 유사성을 갖는 World Wide Web 트래픽 소스 모델링에 관한 연구)

  • 김동일
    • Proceedings of the Korean Institute of Information and Commucation Sciences Conference
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    • 2002.05a
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    • pp.104-107
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    • 2002
  • Traditional queueing analyses are very useful for designing a network's capacity and predicting there performances, however most of the predicted results from the queueing analyses are quite different from the realistic measured performance. And recent empirical studies on LAN, WAN and VBR traffic characteristics have indicated that the models used in the traditional Poisson assumption can't properly predict the real traffic properties due to under estimation of the long range dependence of network traffic and self-similarity. In this paper self-similar characteristics over statistical approaches and real time network traffic measurements are estimated. It is also shown that the self-similar traffic reflects network traffic characteristics by comparing source model.

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A Study on Startups' Dependence on Business Incubation Centers (창업보육서비스에 따른 입주기업의 창업보육센터 의존도에 관한 연구)

  • Park, JaeSung;Lee, Chul;Kim, JaeJon
    • Korean small business review
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    • v.31 no.2
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    • pp.103-120
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    • 2009
  • As business incubation centers (BICs) have been operating for more than 10 years in Korea, many early stage startups tend to use the services provided by the incubating centers. BICs in Korea have accumulated the knowledge and experience in the past ten years and their services have been considerably improved. The business incubating service has three facets : (1) business infrastructure service, (2) direct service, and (3) indirect service. The mission of BICs is to provide the early stage entrepreneurs with the incubating service in a limited period time to help them grow strong enough to survive the fierce competition after graduating from the incubation. However, the incubating services sometimes fail to foster the independence of new startup companies, and raise the dependence of many companies on BICs. Thus, the dependence on BICs is a very important factor to understand the survival of the incubated startup companies after graduation from BICs. The purpose of this study is to identify the main factors that influence the firm's dependence on BICs and to characterize the relationships among the identified factors. The business incubating service is a core construct of this study. It includes various activities and resources, such as offering the physical facilities, legal service, and connecting them with outside organizations. These services are extensive and take various forms. They are provided by BICs directly or indirectly. Past studies have identified various incubating services and classify them in different ways. Based on the past studies, we classify the business incubating service into three categories as mentioned above : (1) business infrastructure support, (2) direct support, and (3) networking support. The business infrastructure support is to provide the essential resources to start the business, such as physical facilities. The direct support is to offer the business resources available in the BICs, such as human, technical, and administrational resources. Finally, the indirect service was to support the resource in the outside of business incubation center. Dependence is generally defined as the degree to which a client firm needs the resources provided by the service provider in order to achieve its goals. Dependence is generated when a firm recognizes the benefits of interacting with its counterpart. Hence, the more positive outcomes a firm derives from its relationship with the partner, the more dependent on the partner the firm must inevitably become. In business incubating, as a resident firm is incubated in longer period, we can predict that her dependence on BICs would be stronger. In order to foster the independence of the incubated firms, BICs have to be able to manipulate the provision of their services to control the firms' dependence on BICs. Based on the above discussion, the research model for relationships between dependence and its affecting factors was developed. We surveyed the companies residing in BICs to test our research model. The instrument of our study was modified, in part, on the basis of previous relevant studies. For the purposes of testing reliability and validity, preliminary testing was conducted with firms that were residing in BICs and incubated by the BICs in the region of Gwangju and Jeonnam. The questionnaire was modified in accordance with the pre-test feedback. We mailed to all of the firms that had been incubated by the BICs with the help of business incubating managers of each BIC. The survey was conducted over a three week period. Gifts (of approximately ₩10,000 value) were offered to all actively participating respondents. The incubating period was reported by the business incubating managers, and it was transformed using natural logarithms. A total of 180 firms participated in the survey. However, we excluded 4 cases due to a lack of consistency using reversed items in the answers of the companies, and 176 cases were used for the analysis. We acknowledge that 176 samples may not be sufficient to conduct regression analyses with 5 research variables in our study. Each variable was measured through multiple items. We conducted an exploratory factor analysis to assess their unidimensionality. In an effort to test the construct validity of the instruments, a principal component factor analysis was conducted with Varimax rotation. The items correspond well to each singular factor, demonstrating a high degree of convergent validity. As the factor loadings for a variable (or factor) are higher than the factor loadings for the other variables, the instrument's discriminant validity is shown to be clear. Each factor was extracted as expected, which explained 70.97, 66.321, and 52.97 percent, respectively, of the total variance each with eigen values greater than 1.000. The internal consistency reliability of the variables was evaluated by computing Cronbach's alphas. The Cronbach's alpha values of the variables, which ranged from 0.717 to 0.950, were all securely over 0.700, which is satisfactory. The reliability and validity of the research variables are all, therefore, considered acceptable. The effects of dependence were assessed using a regression analysis. The Pearson correlations were calculated for the variables, measured by interval or ratio scales. Potential multicollinearity among the antecedents was evaluated prior to the multiple regression analysis, as some of the variables were significantly correlated with others (e.g., direct service and indirect service). Although several variables show the evidence of significant correlations, their tolerance values range between 0.334 and 0.613, thereby demonstrating that multicollinearity is not a likely threat to the parameter estimates. Checking some basic assumptions for the regression analyses, we decided to conduct multiple regression analyses and moderated regression analyses to test the given hypotheses. The results of the regression analyses indicate that the regression model is significant at p < 0.001 (F = 44.260), and that the predictors of the research model explain 42.6 percent of the total variance. Hypotheses 1, 2, and 3 address the relationships between the dependence of the incubated firms and the business incubating services. Business infrastructure service, direct service, and indirect service are all significantly related with dependence (β = 0.300, p < 0.001; β = 0.230, p < 0.001; β = 0.226, p < 0.001), thus supporting Hypotheses 1, 2, and 3. When the incubating period is the moderator and dependence is the dependent variable, the addition of the interaction terms with the antecedents to the regression equation yielded a significant increase in R2 (F change = 2.789, p < 0.05). In particular, direct service and indirect service exert different effects on dependence. Hence, the results support Hypotheses 5 and 6. This study provides several strategies and specific calls to action for BICs, based on our empirical findings. Business infrastructure service has more effect on the firm's dependence than the other two services. The introduction of an additional high charge rate for a graduated but allowed to stay in the BIC is a basic and legitimate condition for the BIC to control the firm's dependence. We detected the differential effects of direct and indirect services on the firm's dependence. The firms with long incubating period are more sensitive to indirect service positively, and more sensitive to direct service negatively, when assessing their levels of dependence. This implies that BICs must develop a strategy on the basis of a firm's incubating period. Last but not least, it would be valuable to discover other important variables that influence the firm's dependence in the future studies. Moreover, future studies to explain the independence of startup companies in BICs would also be valuable.

Multi-Scaling Models of TCP/IP and Sub-Frame VBR Video Traffic

  • Erramilli, Ashok;Narayan, Onuttom;Neidhardt, Arnold;Saniee, Iraj
    • Journal of Communications and Networks
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    • v.3 no.4
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    • pp.383-395
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    • 2001
  • Recent measurement and simulation studies have revealed that wide area network traffic displays complex statistical characteristics-possibly multifractal scaling-on fine timescales, in addition to the well-known properly of self-similar scaling on coarser timescales. In this paper we investigate the performance and network engineering significance of these fine timescale features using measured TCP anti MPEG2 video traces, queueing simulations and analytical arguments. We demonstrate that the fine timescale features can affect performance substantially at low and intermediate utilizations, while the longer timescale self-similarity is important at intermediate and high utilizations. We relate the fine timescale structure in the measured TCP traces to flow controls, and show that UDP traffic-which is not flow controlled-lacks such fine timescale structure. Likewise we relate the fine timescale structure in video MPEG2 traces to sub-frame encoding. We show that it is possibly to construct a relatively parsimonious multi-fractal cascade model of fine timescale features that matches the queueing performance of both the TCP and video traces. We outline an analytical method ta estimate performance for traffic that is self-similar on coarse timescales and multi-fractal on fine timescales, and show that the engineering problem of setting safe operating points for planning or admission controls can be significantly influenced by fine timescale fluctuations in network traffic. The work reported here can be used to model the relevant characteristics of wide area traffic across a full range of engineering timescales, and can be the basis of more accurate network performance analysis and engineering.

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The Compensation Characteristics of WDM Channel Distortion Dependence on NRZ format and RZ Format (NRZ 형식과 RZ 형식에 따른 WDM채널 왜곡의 보상 특성)

  • 이성렬;조성언
    • The Journal of Korean Institute of Electromagnetic Engineering and Science
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    • v.14 no.11
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    • pp.1184-1190
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    • 2003
  • In this paper, we investigated the characteristics of compensation for distorted NRZ signal and RZ signal in 320 Gbps WDM system as a function of channel input power, fiber dispersion coefficient and transmission length, respectively. The considered WDM transmission system is based on mid-span spectral inversion(MSSI) compensation method having highly nonlinear dispersion shifted fiber(HNL-DSF) optical phase conjugator(OPC) in the mid-way of total transmission line. We confirmed that the signal input power range compensated by MSSI is broadened by using RZ as a signal format in WDM system with small fiber dispersion coefficient, The range of fiber dispersion coefficient compensating overall distorted WDM channels is limited, because degree of compensation for distorted channel with low conjugated-wave power becomes gradually degrade as fiber dispersion coefficient becomes gradually higher. It is showed that RZ format and NRZ format is suited for long-haul transmission in WDM system with small fiber dispersion coefficient and with large fiber dispersion coefficient, respectively.

Effect of $UO_2$ Powder Property and Oxygen Potential on Sintering Characteristics of $UO_2-Gd_2O_3$ Fuel

  • Song, Kun-Woo;Kim, Keon-Sik;Yoo, Ho-Sik;Jung, Youn-Ho
    • Nuclear Engineering and Technology
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    • v.30 no.2
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    • pp.128-139
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    • 1998
  • The effect of UO$_2$ powder property and oxygen potential on characteristics of sintered UO$_2$-Gd$_2$O$_3$ fuel pellets has been investigated. Two types of powder, mixture of AUC-UO$_2$ and Gd$_2$O$_3$powders (type I) and mixture of ADU-UO$_2$ and Gd$_2$O$_3$powders (type II), have been prepared, pressed, and sintered at 168$0^{\circ}C$ for 4 hours. Four sintering atmospheres with different mixing ratios of $CO_2$to H$_2$ gas ranging from 0 to 0.3 have been used. UO$_2$-Gd$_2$O$_3$ fuel has lower sintered density than UO$_2$ fuel, and the density drop is larger for powder type I than for powder type II. As the oxygen potential increases, the sintered density of UO$_2$-2wt% Gd$_2$O$_3$pellets increases but that of UO$_2$-10wt% Gd$_2$O$_3$ pellets decreases. It is found that pores are newly formed in UO$_2$-10wt% Gd$_2$O$_3$ pellets in accordance with the decrease in density. The grain size of UO$_2$-Gd$_2$O$_3$ fuel increases and a short range G4 distribution becomes homogeneous as the oxygen potential increases. A long range ed distribution and grain structure are inhomogeneous for powder type II. The lattice parameter of (U,Gd)O$_2$solid solution decreases linearly with Gd$_2$O$_3$ content. The dependence of UO$_2$-Gd$_2$O$_3$fuel characteristics on powder type and sintering atmosphere have been discussed.

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Magnetic properties and magnetocaloric effect of Sr-doped Pr0.7Ca0.3MnO3 compounds

  • Yen, Pham Duc Huyen;Dung, Nguyen Thi;Thanh, Tran Dang;Yu, Seong-Cho
    • Current Applied Physics
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    • v.18 no.11
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    • pp.1280-1288
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    • 2018
  • In this work, we pointed out that Sr substitution for Ca leads to modify the magnetic and magnetocaloric properties of $Pr_{0.7}Ca_{0.3-x}Sr_xMnO_3$ compounds. Analyzing temperature dependence of magnetization, M(T), proves that the Curie temperature ($T_C$) increased with increasing Sr content (x); $T_C$ value is found to be 130-260 K for x = 0.0-0.3, respectively. Using the phenomenological model and M(T,H) data measured at several applied magnetic field, the magnetocaloric effect of $Pr_{0.7}Ca_{0.3-x}Sr_xMnO_3$ compounds has been investigated through their temperature and magnetic field dependences of magnetic entropy change ${\Delta}S_m$(T,H) and the change of the specific heat change ${\Delta}C_P$(T,H). Under an applied magnetic field change of 10 kOe, the maximum value of $-{\Delta}S_m$ is found to be about $3J/kg{\cdot}K$, and the maximum and minimum values of ${\Delta}C_P$(T) calculated to be about ${\pm}60J/kg{\cdot}K$ for x = 0.3 sample. Additionally, the critical behaviors of $Pr_{0.7}Ca_{0.3-x}Sr_xMnO_3$ compounds around their $T_C$ have been also analyzed. Results suggested a coexistence of the ferromagnetic short- and long-range interactions in samples. Moreover, Sr-doping favors establishing the short-range interactions.

Financial Market Prediction and Improving the Performance Based on Large-scale Exogenous Variables and Deep Neural Networks (대규모 외생 변수 및 Deep Neural Network 기반 금융 시장 예측 및 성능 향상)

  • Cheon, Sung Gil;Lee, Ju Hong;Choi, Bum Ghi;Song, Jae Won
    • Smart Media Journal
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    • v.9 no.4
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    • pp.26-35
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    • 2020
  • Attempts to predict future stock prices have been studied steadily since the past. However, unlike general time-series data, financial time-series data has various obstacles to making predictions such as non-stationarity, long-term dependence, and non-linearity. In addition, variables of a wide range of data have limitations in the selection by humans, and the model should be able to automatically extract variables well. In this paper, we propose a 'sliding time step normalization' method that can normalize non-stationary data and LSTM autoencoder to compress variables from all variables. and 'moving transfer learning', which divides periods and performs transfer learning. In addition, the experiment shows that the performance is superior when using as many variables as possible through the neural network rather than using only 100 major financial variables and by using 'sliding time step normalization' to normalize the non-stationarity of data in all sections, it is shown to be effective in improving performance. 'moving transfer learning' shows that it is effective in improving the performance in long test intervals by evaluating the performance of the model and performing transfer learning in the test interval for each step.