• Communications for Statistical Applications and Methods
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• v.22 no.5
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• pp.495-506
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• 2015

Volatility is a variation measure in finance for returns of a financial instrument over time. GARCH models have been a popular tool to analyze volatility of financial time series data since Bollerslev (1986) and it is said that volatility is highly persistent when the sum of the estimated coefficients of the squared lagged returns and the lagged conditional variance terms in GARCH models is close to 1. Regarding persistence, numerous methods have been proposed to test if such persistency is due to volatility shifts in the market or natural fluctuation explained by stationary long-range dependence (LRD). Recently, Lee et al. (2015) proposed a residual-based cumulative sum (CUSUM) test statistic to test volatility shifts in GARCH models against LRD. We propose a bootstrap-based approach for the residual-based test and compare the sizes and powers of our bootstrap-based CUSUM test with the one in Lee et al. (2015) through simulation studies.

• The Transactions of The Korean Institute of Electrical Engineers
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• v.65 no.1
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• pp.108-111
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• 2016

We propose the method for measuring sensitivity of optical receiver of a long-range laser range finder in real-time. The sensitivity of the detector can be calculated using the detected voltage of the reference sensor, the area of the reference sensor and the transmittance ratio of neutral density filters. To evaluate the performance of the proposed method, we implemented a system and performed experiments. As a result, this system can be measured from 2nW to $113{\mu}W$. With this system, we measured the sensitivity of 37nW and 7nW with PIN PD and APD sample, respectively. This system has the advantage for the performance test of an optical sensor module in the long-range laser range finder.

• Journal of electromagnetic engineering and science
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• v.10 no.4
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• pp.224-230
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• 2010

Wireless power transmission (WPT) is useful technology in near future. There are some kinds of the WPT technologies, WPT via radio waves, resonance coupling, and inductive. Especially the WPT via radio waves is used for multi-purposes from short range to long range application. However, unfortunately it is misunderstood that it is low efficiency and low power. In this paper, I show the theory of beam efficiency between transmitting antennas and receiving antennas and also show some high efficient applications of the WPT via radio waves. Especially, I pick up a wireless power charging system of an electric vehicle and show the experimental results. I show difference between the theory of beam efficiency and the experimental results of short range WPT. I indicate that reasons of poor beam efficiency in the experiment are (1) change of impedance caused by mutual coupling between transmitting antennas and receiving antennas, (2) oblique direction of microwave power to receiving antennas caused by short distance.

• Journal of Korean Society for Atmospheric Environment
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• v.29 no.2
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• pp.135-151
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• 2013

This study has been carried out to analyze the sensitivity of ozone concentrations by employing different options of cumulus parameterization schemes (CPSs) and microphysics schemes in MM5 models. These sensitivity tests were applied to long-range transport case of higher ozone over Northeast Asia. Employed CPS schemes are Betts-Miller (BM), Grell (GR), Kain-Fritsch2 (KF2), Anthes-Kuo (AK), None scheme (grid scale physics only), and four microphysics used here are Simple ice, Reisner1, Reisner2, Schultz scheme in MM5. We chose two cases of high ozone long range transport case by employing both concentrations ozone level and backward trajectory model. The results showed that modeled ozone concentrations indicated about 10% differences among CPSs. Of the all options, GR and KF2 (for CPS), and Rersiner-1 and Resiner-2 (for microphysics) showed relatively good and stable variations against ensemble mean values. For both CPS and microphysics schemes, the difference of precipitation arising from different parameterization schemes was significant by itself, but the resultant ozone variations showed only marginal. But the cloud fraction differences arising from different parameterization schemes showed better correlation with ozone variations than precipitation differences, indicating that the photochemical ozone generation variations is more dominant by cloud fraction than wet removal process for high and long-ranged transported ozone cases over Northeast Asia.

• Proceedings of the Korean Society of Precision Engineering Conference
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• 2006.05a
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• pp.289-290
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• 2006

In general, atomic force microscope (AFM) used for metrological purpose has measuring range less than a few hundred micrometers. We design and fabricate an AFM with long measuring range of $200mm{\times}200mm$ in X and Y axes. The whole stage system is composed of surface plate, global stage, microstage. By combining global stage and microstage, the fine and long movement can be provided. We measure the position of the stage and angular motions of the stage by laser interferometer. A piezoresistive type cantilever is used for compact and long term stability and a flexure structure with PZT and capacitive sensor is used for Z axis feedback control. Since the system is composed of various actuators and sensors, a real time control program is required for the implementation of AFM. Therefore, in this work, we designed a multi-axis control program using a FPGA module, which has various functions such as interferometer signal converting, PID control and data acquisition with triggering. The control program achieves a loop rate more than 500 kHz and will be applied for the measurement of grating pitch and step height.

• The Korean Journal of Applied Statistics
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• v.26 no.6
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• pp.987-998
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• 2013

This paper considers the statistical characteristics on the air quality (PM10) of Korea collected hourly in 2011. PM10 in Korea exhibits very strong correlations even for higher lags, namely, long range dependence. It is power-law tailed in marginal distribution, and generalized Pareto distribution successfully captures the thicker tail than log-normal distribution. However, slowly decaying autocorrelations may confuse practitioners since a non-stationary model (such as changes in mean) can produce spurious long term correlations for finite samples. We conduct a statistical testing procedure to distinguish two models and argue that the high persistency can be explained by non-stationary changes in mean model rather than long range dependent time series models.

• The Journal of the Acoustical Society of Korea
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• v.34 no.6
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• pp.455-462
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• 2015

It is well known that warm eddy is frequently developed through the year in the East Sea. The warm eddy may affect sound propagation due to changes of sound velocity structures in the sea water. To verify the effects of the warm eddy for long-range sound propagation, transmission loss and performance surface, which were used mean direct signal excess range generated by sound propagation modeling using re-analyzed climatology data on March 23th in 2007 were analysed. From these analyses, we found that characteristics of sound propagation in the sea water are changed by the warm eddy, and boundaries of the warm eddy act as a barrier for long-range sound propagation. Furthermore, these disadvantages of the eddy related to sound propagation were increased when the sea bottom depth is shallow.

• The Transactions of The Korean Institute of Electrical Engineers
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• v.62 no.2
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• pp.257-263
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• 2013

In case of image observation equipments, CCTV for short distance visual field is usually installed and operated mostly as the means of crime-prevention. However, the extensive demand for monitoring problems in case of the increase in intelligent crimes and disasters has led to the necessity of the development of long-distance observation equipments embedded with Night View functions. In case of the Night View equipments, the relevant market is set up to be focused mostly on Thermal Observation Device(hereinafter, TOD), but some shortcomings such as the limitation of image visibility and excessive maintenance cost, etc. have actually caused the necessity of new long distance Night View equipment. Moreover there might follow lots of difficulties in long-distance visualization in the event that irregular reflection is generated by minute particles in the atmosphere such as fog, smog, and dust, etc. These factors are motivate the work presented in this study. Our study is aimed at the realization of Pulsed Laser Illuminator and newly proposed Range-Gated image acquisition technology. And also the implementation of Tracker for continuous trace of the objects of interest from the obtained sequence images.

• Journal of Korean Society of Industrial and Systems Engineering
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• v.44 no.4
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• pp.43-52
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• 2021

In weapon assignment studies to defend against threats such as ballistic missiles and long range artillery, threat assessment was partially lacking in analysis of various threat attributes, and considering the threat characteristics of warheads, which are difficult to judge in the early flight stages, it is very important to apply more reliable optimal solutions than approximate solution using LP model, Meta heuristics Genetic Algorithm, Tabu search and Particle swarm optimization etc. Our studies suggest Generic Rule based threat evaluation and weapon assignment algorithm in the basis of various attributes of threats. First job of studies analyzes information on Various attributes such as the type of target, Flight trajectory and flight time, range and intercept altitude of the intercept system, etc. Second job of studies propose Rule based threat evaluation and weapon assignment algorithm were applied to obtain a more reliable solution by reflection the importance of the interception system. It analyzes ballistic missiles and long-range artillery was assigned to multiple intercept system by real time threat assessment reflecting various threat information. The results of this study are provided reliable solution for Weapon Assignment problem as well as considered to be applicable to establishing a missile and long range artillery defense system.

• Proceedings of The Korean Society of Agricultural and Forest Meteorology Conference
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• 2011.11a
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• pp.20-27
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• 2011

A system for fine-resolution long-range weather forecast is introduced in this study. The system is basically consisted of a global-scale coupled general circulation model (CGCM) and Weather Research and Forecast (WRF) regional model. The system makes use of a data assimilation method in order to reduce the initial shock or drift that occurs at the beginning of coupling due to imbalance between model dynamics and observed initial condition. The long-range predictions are produced in the system based on a non-linear ensemble method. At the same time, the model bias are eliminated by estimating the difference between hindcast model climate and observation. In this research, the predictability of the forecast system is studied, and it is illustrated that the system can be effectively used for the high resolution long-term weather prediction. Also, using the system, fine-resolution climatological data has been produced with high degree of accuracy. It is proved that the production of agrometeorological variables that are not intensively observed are also possible.