• Communications for Statistical Applications and Methods
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• v.21 no.5
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• pp.445-459
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• 2014

This paper investigates the dependence structure of Korean financial markets (stock, foreign exchange (FX) rates and bond) using copula-GARCH and dynamic conditional correlation (DCC) models. We examine GJR-GARCH with skewed elliptical distributions and four copulas (Gaussian, Student's t, Clayton and Gumbel) to model dependence among returns, and then employ DCC model to describe system-wide correlation dynamics. We analyze the daily returns of KOSPI, FX (WON/USD) and KRX bond index (Gross Price Index) from $2^{nd}$ May 2006 to $30^{th}$ June 2014 with 2,063 observations. Empirical result shows that there is significant asymmetry and fat-tail of individual return, and strong tail-dependence among returns, especially between KOSPI and FX returns, during the 2008 Global Financial Crisis period. Focused only on recent 30 months, we find that the correlation between stock and bond markets shows dramatic increase, and system-wide correlation wanders around zero, which possibly indicates market tranquility from a systemic perspective.

• Proceedings of the Korean Society of Broadcast Engineers Conference
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• 1995.06a
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• pp.87-90
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• 1995

In this paper, we propose a new deinterlacing algorithm based on weighted wide vector correlations. This algorithm is developed mainly for the format conversion problem encountered in current HDTV system, but not limited to. By having wide vector correlations, visually annoying artifacts caused by interlacing, such as a serrate line, line crawling, a line flicker, and a large area flicker, can be remarkably reduced, since the use of wide vector correlation increases the detectability of edges in various orientations.

• Journal of Mechanical Science and Technology
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• v.16 no.5
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• pp.583-590
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• 2002

When a mechanical structure is driven by stationary wide band random point forces, the resulting vibration depends upon the number, location, and joint statistical properties of the exciting forces. In this study, under the assumption of light damping, an approximate procedure for analyzing plates is briefly outlined. The effects of number, location and correlation of the force field on the vibration level are then investigated for various cases in which random point forces with band limited white noise are applied, and the optimal spacing between input forces that produces a relative minimum in the vibration response is predicted.

• The Journal of the Korea institute of electronic communication sciences
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• v.14 no.6
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• pp.1109-1120
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• 2019

In the field of VLBI, If the quality of the connected network between the VLBI station and the correlation center is ensured, the existing inefficiency of repeatedly storing the observation data in each station and the correlation center can be overcome. In other words, the data center can be unified with the correlation center where data analysis is performed, which can improve data processing speed and productivity. In this paper, we design a massive VLBI data system that directly transmits and stores the observation data stream obtained from the VLBI station to the correlation center via the high - speed network KREONET. Based on this system, VLBI test observations confirmed that the observation data was stored perfectly in the recording system of the correlation center without a single packet loss.

• KSII Transactions on Internet and Information Systems (TIIS)
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• v.11 no.12
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• pp.5745-5758
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• 2017

In this paper, we develop a simple but very effective 4 by 4 Multiple-Input Multiple-Output (MIMO) antenna system for mobile phones consisting of different types of antennas to achieve low correlation property at the frequency ranges of 1710 to 2170 MHz, which covers wide LTE service bands, from band 1 to band 4. The proposed antenna system consists of two pair of antennas. Each pair consists of a planar inverted-F antenna (PIFA) and a coupling antenna which has the property of the loop. The use of two different antenna types of IFA and a coupling achieves high isolation. Proposed antenna system occupies relatively small area and positions at the four corners of a printed circuit board. The gap between the two antennas is 4 mm, in order to realize the good isolation performance. To evaluate the performance of our proposed antenna system, we perform various experiments. The proposed antenna shows a wide operating bandwidth greater than 460 MHz with isolation between the feeding ports higher than 17.5-dB. It also shows that the proposed antenna has low Envelop Correlation Coefficient (ECC) values smaller than 0.08 over the all desired frequency tuning ranges.

• The Journal of Korean Institute of Communications and Information Sciences
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• v.34 no.1C
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• pp.81-89
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• 2009

We propose a D-ATR UWB (Differential-Average Transmitted Reference Ultra Wide Band) system based on impulse radio. The TR-UWB systems including traditional TR (Transmitted Reference) and ATR (Average TR), exhibit a problem of reduced data rate, since reference signals are additionally transmitted. To tackle this issue, the transmitter of the proposed D-ATR system employs a differential coding like the conventional D-TR system. In addition, the receiver of the proposed system has the structure that can improve signal-to-noise ratio of the reference template used in the correlation process, by recursively averaging the received reference signals like the conventional ATR system. The simulation results in the IEEE 802.15.4a UWB multipath channel models reveal that the proposed D-ATR system achieves much better bit error rate performance as compared to the conventional D- TR system.

• The Journal of Korean Institute of Communications and Information Sciences
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• v.29 no.8A
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• pp.950-961
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• 2004

In this paper, we measured and analyzed propagation characteristics in a subway tunnel that is recently increasingly becoming one of the radio communication environments. The measurements are carried out in a subway tunnel with frequency bands of 2.45㎓ and 5.8㎓. The length of tunnel we used for this study is 175m of LOS (Line-of-sight) and 270m of NLOS (Non Line-of-Sight). The subway tunnel is curved and its cross section is horseshoe type. The measurement systems we employ in this study are a narrow-band system and a wide-band system. The narrow-band system is used to get path loss measurement and the wide-band system is used to figure out delay profile measurement. In particular, the wide-band system consists of 1023 length PN sequence generator using a chip rate of 80MHz based on a sliding correlation technique. The omni-directional antennas and directional antennas are used to analyze propagation characteristics for beam type of antenna. The path loss displays only pure path loss of a tunnel environment. The delay profile indicates the mean excess delay and RMS (root mean square) delay spread.

• Speech Sciences
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• v.11 no.3
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• pp.131-142
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• 2004

Speaker identification system basically functions by comparing spectral energy of an individual production model with that of an input signal. This study aimed to develop a new speaker identification system from two parameters from the spectral energy of numeric sounds: difference sum and correlation coefficient. A narrow-band spectrogram yielded more stable spectral energy across time than a wide-band one. In this paper, we collected empirical data from four male speakers and tested the speaker identification system. The subjects produced 18 combinations of three-digit numeric. sounds !en times each. Five productions of each three-digit number were statistically averaged to make a model for each speaker. Then, the remaining five productions were tested on the system. Results showed that when the threshold for the absolute difference sum was set to 1200, all the speakers could not pass the system while everybody could pass if set to 2800. The minimum correlation coefficient to allow all to pass was 0.82 while the coefficient of 0.95 rejected all. Thus, both threshold levels can be adjusted to the need of speaker identification system, which is desirable for further study.

• Journal of the Korea Institute of Information and Communication Engineering
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• v.22 no.4
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• pp.624-633
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• 2018

While the multimedia lecture system has been getting smart using immerging technology, the microphone still relies on the classical approach such as holding in hand or attaching on the body. In this paper, we propose a ceiling mounted array microphone system that allows a wide reception coverage and instructors to move freely without attaching microphone. The proposed system adopts cell and handover of mobile communication instead of a complicated beamforming method and implements a wide range microphone over several cells with low cost. Since the characteristics of unvoiced speech is similar to Pseudo Noise it is shown that soft handover are possible with 3 microphones connected to delay-sum multipath receiver. The proposed system is tested in $6.3{\times}1.5m$ area. For real-time processing the correlation range can be reduced by 82% or more, and the output latency delay can be improved by using the delay adaptive filter.

• Earthquakes and Structures
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• v.7 no.5
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• pp.609-626
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• 2014

The capabilities of a high-resolution Digital Image Correlation (DIC) system are presented within the context of deformation measurements of full-scale concrete columns tested under reversed cyclic loading. The system was developed to have very high-resolution such that material strains on the order of the cracking stain of concrete could be measured on the surface of full-scale structural members. The high-resolution DIC system allows the measurement of a wide range of deformations and strains that could only be inferred or assumed previously. The DIC system is able to resolve the full profiles of member curvatures, rotations, plasticity spread, shear deformations, and bar-slip induced rotations. The system allows for automatic and objective measurement of crack widths and other damage indices that are indicative of cumulated damage and required repair time and cost. DIC damage measures contrast prevailing proxy damage indices based on member force-deformation data and subjective damage measures obtained using visual inspection. Data derived from high-resolution DIC systems is shown to be of great use in advancing the state of behavioral knowledge, calibrating behavioral and analytical models, and improving simulation accuracy.