• Journal of Information Technology Applications and Management
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• v.21 no.4
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• pp.1-13
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• 2014

This study aims to show the risk reduction effects of round-the-clock trading environment. We analyse the trading results of the currency futures contracts in CME Globex which are open 23 hours a day. These include Euro FX, Japanese Yen, Australian Dollar, and British Pound from January 2005 to August 2013. We generate new price series using only daytime prices during about 7-hour period. This hypothetical "G" data series may have greater gap risk than the original "R" data series. Empirical results show the trading risk reduction effects, that is R data series have higher profits and lower risks than G data series.

• Journal of Korean Clinical Health Science
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• v.5 no.1
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• pp.803-807
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• 2017

Purpose . The purpose of this study was to investigate the stress level and sleep type on university students at health series. Method . This research conducts a survey of 250 university students on health series. The research tools were structured questionnaires. The questionnaire about stress was measured using psychological stress questionnaire in life stress and sleep type was measured using the Korean Translation of Composite Scale of Measuring Morningness-Evening. Result . In this study, university students 16.4% of the students were at warning. The morning sleep types were 55.2% in all health series university students but slee type was not in the most of sleep type. There were not correlation between the sleep type and stress level. Conclusion . It is seems to need to management of stress on university students at health series.

• The Pure and Applied Mathematics
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• v.19 no.1
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• pp.7-21
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• 2012

The fuzzy time series is introduced by Song and Chissom([8]) to construct a pattern for time series with vague or linguistic value. Many methods using the interval and fuzzy logical relationship related with historical data have been suggested to enhance the forecasting accuracy. But they do not fully reflect the fluctuation of historical data. Therefore, we propose the interval rearranged method to reflect the fluctuation of historical data and to improve the forecasting accuracy of fuzzy time series. Using the well-known enrollment, the proposed method is discussed and the forecasting accuracy is evaluated. Empirical studies show that the proposed method in forecasting accuracy is superior to existing methods and it fully reflects the fluctuation of historical data.

• The Korean Journal of Applied Statistics
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• v.23 no.4
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• pp.683-692
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• 2010

This short article is concerned with a categorical time series obtained after clipping a heteroscedastic GARCH process. Estimation methods are discussed for the model parameters appearing both in the original process and in the resulting binary time series from a clipping (cf. Zhen and Basawa, 2009). Assuming AR-GARCH model for heteroscedastic time series, three data sets from Korean stock market are analyzed and illustrated with applications to calculating certain probabilities associated with the AR-GARCH process.

• Proceedings of the KSRS Conference
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• 1999.11a
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• pp.429-432
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• 1999

Vegetation cover classification is examined based on a time series NOAA/AVHRR data. Time series data analysis methods including Fourier transform, Auto-Regressive (AR) model and temporal signature similarity matching are developed to extract phenological features of vegetation from a time series NDVI data from NOAA/AVHRR and to classify vegetation types. In the Fourier transform method, typical three spectral components expressing the phenological features of vegetation are selected for classification, and also in the AR model method AR coefficients are selected. In the temporal signature similarity matching method a new index evaluating the similarity of temporal pattern of the NDVI is introduced for classification.

• IE interfaces
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• v.16 no.4
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• pp.400-410
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• 2003

Most of the demand forecasting which have been studied is about long-term time series over 15 years demand forecasting. In this paper, we set up the most optimal ARIMA model for the short-term time series demand forecasting and suggest demand forecasting system for short-term time series by appraising suitability and predictability. We are going to use the univariate ARIMA model in parallel with the bivariate transfer function model to improve the accuracy of forecasting. We also analyze the effect of advertisement cost, scale of branch stores, and number of clerk on the establishment of marketing policy by applying statistical methods. After then we are going to show you customer's needs, which are number of buying products. We have applied this method to forecast the annual sales of refrigerator in four branch stores of A company.

• Proceedings of the KIPE Conference
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• 2007.11a
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• pp.43-46
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• 2007

In this paper, a novel new pulse power generator based on IGBT stacks is proposed for pulse power application. Proposed scheme consists of series connected 9 power stages to generate maximum 60kV output pulse and one series resonant power inverter to charge DC capacitor voltage. Each power stages are configured as 8 series connected power cells and each power cell generates up to 850VDC pulse. Finally pulse output voltage is applied using total 72 series connected IGBTs. The synchronization of gating signal is important for series operation of IGBTs. For gating signal synchronization, full bridge inverter and pulse transformer generates on-off signals of IGBT gating and specially designed gate power circuit was used. Proposed scheme has lots of advantages such as long lifecyle, compact size, flat topped pulse forming, small weight, protection for arc, high efficiency and flexibility to generate various kinds of pulse output.

• Journal for History of Mathematics
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• v.27 no.1
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• pp.81-93
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• 2014

The $L^1$-convergence of Fourier series problems through additional assumptions for Fourier coefficients were presented by W. H. Young in 1913. We say that they are the classical results. Using modified trigonometric series is the convenience method to study the $L^1$-convergence of Fourier series problems. they are called the neoclassical results. This study concerns with the $L^1$-convergence of Fourier series. We introduce the classical and neoclassical results of $L^1$-convergence sequentially. In particular, we investigate $L^1$-convergence results focused on the results of Bhatia's studies. In conclusion, we present the research minor lineage of Bhatia's studies and compare the classes of $L^1$-convergence mutually.

• Journal of Powder Materials
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• v.11 no.1
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• pp.69-73
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• 2004

The sintering characteristics of commercial 7xxx series Al-Zn-Mg-Cu alloy have been investigated. Sintering system of this blended elemental powder has aspects of both transient and supersolidus liquid phase sintering. Transient liquids occur when the constitution point during sintering lies in a solid phase region but where the sintering temperature is greater than either the melting point of one of the constituent or a eutectic temperature. Supersolidus liquid phase sintering occurs when a preblended powder is heated to a temperature between the solidus and liquids. However, these reaction were restrained their inter diffusion due to the appearance of the oxide film. Thus, 7xxx series Al alloy is extremely sensitive to process variables, including particle size, holding time and sintering temperature. Therefore, above phenomenons were observed formation and behaviour of the liquid by using SEM and DSC.

• The Journal of the Acoustical Society of Korea
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• v.22 no.3E
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• pp.133-140
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• 2003

A time series simulation is presented by a ray approach for the simulating the received waveform of a broadband acoustical signals interacting with the ocean boundaries. The environment is assumed to be horizontally stratified, and the seafloor is described in terms of homogeneous fluid half-space. The ray approach includes the effects of reflection from the air-water, water-sediment interface and phase shifts due to boundaries interaction. To generate time series, we assume that the acoustic energy propagates from source to receiver along eigenrays and represent the action of the bottom on the incident wave by a linear filter and characterized in the frequency domain by the transfer function. As example application, the time series for an explosive source in a shallow water environment is calculated and analyzed in terms of acoustical process. good agreement with measured time series is demonstrated.