• The Korean Journal of Applied Statistics
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• v.26 no.2
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• pp.335-347
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• 2013

There are various types of real world signals. For example, an electrocardiogram(ECG) represents myocardium activities (contraction and relaxation) according to the beating of the heart. ECG can be expressed as the fluctuation of ampere ratings over time. A signal is a composite of various types of signals. An orchestra (which boasts a beautiful melody) consists of a variety of instruments with a unique frequency; subsequently, each sound is combined to form a perfect harmony. Various research on how to to decompose mixed stationary signals have been conducted. In the case of non-stationary signals, there is a limitation to use methodologies for stationary signals. Huang et al. (1998) proposed empirical mode decomposition(EMD) to deal with non-stationarity. EMD provides a data-driven approach to decompose a signal into intrinsic mode functions according to local oscillation through the identification of local extrema. However, due to the repeating process in the construction of envelopes, EMD algorithm is not efficient and not robust to a noise, and its computational complexity tends to increase as the size of a signal grows. In this research, we propose a new method to extract a local oscillation embedded in a signal by utilizing the second derivative.

• Journal of Wetlands Research
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• v.20 no.2
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• pp.105-115
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• 2018

The frequency analysis of hydrometeorological data is one of the most important factors in response to natural disaster damage, and design standards for a disaster prevention facilities. In case of frequency analysis of hydrometeorological data, it assumes that observation data have statistical stationarity, and a parametric method considering the parameter of probability distribution is applied. For a parametric method, it is necessary to sufficiently collect reliable data; however, snowfall observations are needed to compensate for insufficient data in Korea, because of reducing the number of days for snowfall observations and mean maximum daily snowfall depth due to climate change. In this study, we conducted the frequency analysis for snowfall using the Bootstrap method and SIR algorithm which are the resampling methods that can overcome the problems of insufficient data. For the 58 meteorological stations distributed evenly in Korea, the probability of snowfall depth was estimated by non-parametric frequency analysis using the maximum daily snowfall depth data. The results of frequency based snowfall depth show that most stations representing the rate of change were found to be consistent in both parametric and non-parametric frequency analysis. According to the results, observed data and Bootstrap method showed a difference of -19.2% to 3.9%, and the Bootstrap method and SIR(Sampling Importance Resampling) algorithm showed a difference of -7.7 to 137.8%. This study shows that the resampling methods can do the frequency analysis of the snowfall depth that has insufficient observed samples, which can be applied to interpretation of other natural disasters such as summer typhoons with seasonal characteristics.

• Journal of Korea Water Resources Association
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• v.47 no.9
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• pp.825-838
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• 2014

The stationary Markov chain model has been widely used as a daily rainfall simulation model. A main assumption of the stationary Markov model is that statistical characteristics do not change over time and do not have any trends. In other words, the stationary Markov chain model for daily rainfall simulation essentially can not incorporate any changes in mean or variance into the model. Here we develop a Non-stationary hidden Markov chain model (NHMM) based stochastic downscaling scheme for simulating the daily rainfall sequences, using general circulation models (GCMs) as inputs. It has been acknowledged that GCMs perform well with respect to annual and seasonal variation at large spatial scale and they stand as one of the primary sources for obtaining forecasts. The proposed model is applied to daily rainfall series at three stations in Nakdong watershed. The model showed a better performance in reproducing most of the statistics associated with daily and seasonal rainfall. In particular, the proposed model provided a significant improvement in reproducing the extremes. It was confirmed that the proposed model could be used as a downscaling model for the purpose of generating plausible daily rainfall scenarios if elaborate GCM forecasts can used as a predictor. Also, the proposed NHMM model can be applied to climate change studies if GCM based climate change scenarios are used as inputs.

• Journal of Veterinary Clinics
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• v.36 no.1
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• pp.7-14
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• 2019

In South Korea, six large outbreaks of highly pathogenic avian influenza (HPAI) have occurred since the first confirmation in 2003 from chickens. For the past 15 years, HPAI outbreaks have become an annual phenomenon throughout the country and has extended to wider regions, across rural and urban environments. An understanding of the spatial epidemiology of HPAI occurrence is essential in assessing and managing the risk of the infection; however, local spatial variations of relationship between HPAI incidences in Korea and related risk factors have rarely been derived. This study examined whether spatial heterogeneity exists in this relationship, using a geographically weighted Poisson regression (GWPR) model. The outcome variable was the number of HPAI-positive farms at 252 Si-Gun-Gu (administrative boundaries in Korea) level notified to government authority during the period from January 2014 to April 2016. This response variable was regressed to a set of sociodemographic and topographic predictors, including the number of wild birds infected with HPAI virus, the number of wintering birds and their species migrated into Korea, the movement frequency of vehicles carrying animals, the volume of manure treated per day, the number of livestock farms, and mean elevation. Both global and local modeling techniques were employed to fit the model. From 2014 to 2016, a total of 403 HPAI-positive farms were reported with high incidence especially in western coastal regions, ranging from 0 to 74. The results of this study show that local model (adjusted R-square = 0.801, AIC = 954.5) has great advantages over corresponding global model (adjusted R-square = 0.408, AIC = 2323.1) in terms of model fitting and performance. The relationship between HPAI incidence in Korea and seven predictors under consideration were significantly spatially non-stationary, contrary to assumptions in the global model. The comparison between global Poisson and GWPR results indicated that a place-specific spatial analysis not only fit the data better, but also provided insights into understanding the non-stationarity of the associations between the HPAI and associated determinants. We demonstrated that an empirically derived GWPR model has the potential to serve as a useful tool for assessing spatially varying characteristics of HPAI incidences for a given local area and predicting the risk area of HPAI occurrence. Considering the prominent burden of HPAI this study provides more insights into spatial targeting of enhanced surveillance and control strategies in high-risk regions against HPAI outbreaks.

• Journal of Korea Water Resources Association
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• v.46 no.8
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• pp.833-842
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• 2013

The quantile mapping is utilized to reproduce reliable GCM(Global Climate Model) data by correct systematic biases included in the original data set. This scheme, in general, projects the Cumulative Distribution Function (CDF) of the underlying data set into the target CDF assuming that parameters of target distribution function is stationary. Therefore, the application of stationary quantile mapping for nonstationary long-term time series data of future precipitation scenario computed by GCM can show biased projection. In this research the Nonstationary Quantile Mapping (NSQM) scheme was suggested for bias correction of nonstationary long-term time series data. The proposed scheme uses the statistical parameters with nonstationary long-term trends. The Gamma distribution was assumed for the object and target probability distribution. As the climate change scenario, the 20C3M(baseline scenario) and SRES A2 scenario (projection scenario) of CGCM3.1/T63 model from CCCma (Canadian Centre for Climate modeling and analysis) were utilized. The precipitation data were collected from 10 rain gauge stations in the Han-river basin. In order to consider seasonal characteristics, the study was performed separately for the flood (June~October) and nonflood (November~May) seasons. The periods for baseline and projection scenario were set as 1973~2000 and 2011~2100, respectively. This study evaluated the performance of NSQM by experimenting various ways of setting parameters of target distribution. The projection scenarios were shown for 3 different periods of FF scenario (Foreseeable Future Scenario, 2011~2040 yr), MF scenario (Mid-term Future Scenario, 2041~2070 yr), LF scenario (Long-term Future Scenario, 2071~2100 yr). The trend test for the annual precipitation projection using NSQM shows 330.1 mm (25.2%), 564.5 mm (43.1%), and 634.3 mm (48.5%) increase for FF, MF, and LF scenarios, respectively. The application of stationary scheme shows overestimated projection for FF scenario and underestimated projection for LF scenario. This problem could be improved by applying nonstationary quantile mapping.

• Journal of Korea Water Resources Association
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• v.53 no.2
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• pp.107-119
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• 2020

This study analyzed past drought characteristics based on the observed rainfall data and performed a long-term outlook for future extreme droughts using Representative Concentration Pathways 8.5 (RCP 8.5) climate change scenarios. Standardized Precipitation Index (SPI) used duration of 1, 3, 6, 9 and 12 months, a meteorological drought index, was applied for quantitative drought analysis. A single long-term time series was constructed by combining daily rainfall observation data and RCP scenario. The constructed data was used as SPI input factors for each different duration. For the analysis of meteorological drought observed relatively long-term since 1954 in Korea, 12 rainfall stations were selected and applied 10 general circulation models (GCM) at the same point. In order to analyze drought characteristics according to climate change, trend analysis and clustering were performed. For non-stationary frequency analysis using sampling technique, we adopted the technique DEMC that combines Bayesian-based differential evolution ("DE") and Markov chain Monte Carlo ("MCMC"). A non-stationary drought frequency analysis was used to derive Severity-Duration-Frequency (SDF) curves for the 12 locations. A quantitative outlook for future droughts was carried out by deriving SDF curves with long-term hydrologic data assuming non-stationarity, and by quantitatively identifying potential drought risks. As a result of performing cluster analysis to identify the spatial characteristics, it was analyzed that there is a high risk of drought in the future in Jeonju, Gwangju, Yeosun, Mokpo, and Chupyeongryeong except Jeju corresponding to Zone 1-2, 2, and 3-2. They could be efficiently utilized in future drought management policies.

• Journal of Navigation and Port Research
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• v.41 no.1
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• pp.25-32
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• 2017

The purpose of this investigation is to analyze the synchronization between the representative global freight index, the Baltic Dry bulk Index (BDI) and the China Container Freight Index (CCFI) with monthly data from 2000 to 2016. Using the non-stationarity of the business cycle that is able to include common trends, we employ the Engle-Granger 2 stage co-integration test and found no synchronization. On the contrary, we additionally estimated the causality between the markets and revealed the causality, which implies that the Chinese economy has a significant effect on the global market. The results of this empirical analysis demonstrate that the CCFI of China is appropriate for analyzing the shipping industry. In practice, this means that it is more appropriate to include CCFI in the global market outlook than use it as a substitute for the global freight rate index, the BDI. This is a case study of the synchronization of the economic fluctuations of the shipping industry. It suggests that the economic fluctuations of China need to be considered in the unstable global market forecast. In particular, this case applies to the fluctuations in the shipping industry synchronism and provides important results in scientific terms.

• The Journal of Industrial Distribution & Business
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• v.9 no.8
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• pp.41-50
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• 2018

Purpose - As an important participant in the financial markets, the commercial bank will be impacted by the interest rate marketization. Owing to the special condition of China, this paper tries to explore the impact of operating mechanisms between interest rate marketization and the profitability of the commercial Bank. Research design, data and methodology - This paper applies time series data from 2005 to 2016. Due to the short period of time series, autocorrelation often occurs. Therefore, the fully modified least squares(FMOLS) will be used to conduct an empirical analysis. The reason is that it can move off the autocorrelation between variables and disturbance term. And FMOLS also can make estimated cointegrating parameters closed to normal distribution. More importantly, in order to avoid spurious regressions, the Augmented Dickey-Fuller Test will be used to verify the stationarity of all variables. The total return of asset is treated as the profitability of commercial bank. The net interest spread is treated as a measurement of interest rate marketization. Both are regarded as dependent variables. The non-interest income or gross revenues and impaired loans or gross loans are treated as independent variables. The sixteen representative listed commercial banks are divided into three categories (state-owned, share-holding and city-owned) to conduct an estimation. Results - Via empirical analysis, the findings show that the net interest spread has a positive effect on the profitability of the commercial bank. More specifically, 1% increase in the net interest spread will lead 0.157% increase in the profitability of state-owned commercial bank, 0.269% increase in the profitability of share-holding commercial bank and 0.263% increase in the profitability of city-owned commercial bank. If regarding the sixteen listed commercial city as a whole, 1% increase in the net interest spread will lead 0.267% increase in the profitability of the commercial bank. Conclusions - As the interest rate marketization, the importance of interest rate on the profitability of commercial bank has become more and more significant. The empirical evidences also prove that the net interest spread can bring about the change of the commercial bank's profitability. Therefore, policy-makers of commercial banks should fully understand the operating mechanism between them.