• Title/Summary/Keyword: wavelet analysis

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A Fuel Cell Generation Modeling and Interconnected Signal Analysis using PSCAD/EMTDC (연료전지 발전시스템의 PSCAD/EMTDC 모델링 및 계통연계에 따른 전력신호 분석에 관한 연구)

  • Choi, Sang-Yule;Park, Jee-Woong;Lee, Jong-Joo
    • Journal of the Korean Institute of Illuminating and Electrical Installation Engineers
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    • v.22 no.5
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    • pp.21-30
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    • 2008
  • The fuel cell generation convert fuel source, and gas directly to electricity in an electro-chemical process. Unlike traditional and conventional turbine engines, the process of fuel cell generation do not burn the fuel and run pistons or shafts, and it has not revolutionary machine, so have fewer efficiency losses, low emissions and no noisy moving parts. A high power density allows fuel cells to be relatively compact source of electric power, beneficial in application with space constraints. In this system, the fuel cell itself is nearly small-sized by other components of the system such as the fuel reformer and power inverter. So, the fuel cell energy's stationary fuel cells produce reliable electrical power for commercial and industrial companies as well as utilities. In this paper, a fuel cell system has been modeled using PSCAD/EMTDC to analyze its electric signals and characteristics. Also the power quality of the fuel cell system has been evaluated and the problems which can be occurred during its operation have been studied by modeling it more detailed. Particularly, we have placed great importance on its power quality and signal characteristics when it is connected with a power grid.

The Analysis on the Relationship between Firms' Exposures to SNS and Stock Prices in Korea (기업의 SNS 노출과 주식 수익률간의 관계 분석)

  • Kim, Taehwan;Jung, Woo-Jin;Lee, Sang-Yong Tom
    • Asia pacific journal of information systems
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    • v.24 no.2
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    • pp.233-253
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    • 2014
  • Can the stock market really be predicted? Stock market prediction has attracted much attention from many fields including business, economics, statistics, and mathematics. Early research on stock market prediction was based on random walk theory (RWT) and the efficient market hypothesis (EMH). According to the EMH, stock market are largely driven by new information rather than present and past prices. Since it is unpredictable, stock market will follow a random walk. Even though these theories, Schumaker [2010] asserted that people keep trying to predict the stock market by using artificial intelligence, statistical estimates, and mathematical models. Mathematical approaches include Percolation Methods, Log-Periodic Oscillations and Wavelet Transforms to model future prices. Examples of artificial intelligence approaches that deals with optimization and machine learning are Genetic Algorithms, Support Vector Machines (SVM) and Neural Networks. Statistical approaches typically predicts the future by using past stock market data. Recently, financial engineers have started to predict the stock prices movement pattern by using the SNS data. SNS is the place where peoples opinions and ideas are freely flow and affect others' beliefs on certain things. Through word-of-mouth in SNS, people share product usage experiences, subjective feelings, and commonly accompanying sentiment or mood with others. An increasing number of empirical analyses of sentiment and mood are based on textual collections of public user generated data on the web. The Opinion mining is one domain of the data mining fields extracting public opinions exposed in SNS by utilizing data mining. There have been many studies on the issues of opinion mining from Web sources such as product reviews, forum posts and blogs. In relation to this literatures, we are trying to understand the effects of SNS exposures of firms on stock prices in Korea. Similarly to Bollen et al. [2011], we empirically analyze the impact of SNS exposures on stock return rates. We use Social Metrics by Daum Soft, an SNS big data analysis company in Korea. Social Metrics provides trends and public opinions in Twitter and blogs by using natural language process and analysis tools. It collects the sentences circulated in the Twitter in real time, and breaks down these sentences into the word units and then extracts keywords. In this study, we classify firms' exposures in SNS into two groups: positive and negative. To test the correlation and causation relationship between SNS exposures and stock price returns, we first collect 252 firms' stock prices and KRX100 index in the Korea Stock Exchange (KRX) from May 25, 2012 to September 1, 2012. We also gather the public attitudes (positive, negative) about these firms from Social Metrics over the same period of time. We conduct regression analysis between stock prices and the number of SNS exposures. Having checked the correlation between the two variables, we perform Granger causality test to see the causation direction between the two variables. The research result is that the number of total SNS exposures is positively related with stock market returns. The number of positive mentions of has also positive relationship with stock market returns. Contrarily, the number of negative mentions has negative relationship with stock market returns, but this relationship is statistically not significant. This means that the impact of positive mentions is statistically bigger than the impact of negative mentions. We also investigate whether the impacts are moderated by industry type and firm's size. We find that the SNS exposures impacts are bigger for IT firms than for non-IT firms, and bigger for small sized firms than for large sized firms. The results of Granger causality test shows change of stock price return is caused by SNS exposures, while the causation of the other way round is not significant. Therefore the correlation relationship between SNS exposures and stock prices has uni-direction causality. The more a firm is exposed in SNS, the more is the stock price likely to increase, while stock price changes may not cause more SNS mentions.

Estimation and Mapping of Soil Organic Matter using Visible-Near Infrared Spectroscopy (분광학을 이용한 토양 유기물 추정 및 분포도 작성)

  • Choe, Eun-Young;Hong, Suk-Young;Kim, Yi-Hyun;Zhang, Yong-Seon
    • Korean Journal of Soil Science and Fertilizer
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    • v.43 no.6
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    • pp.968-974
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    • 2010
  • We assessed the feasibility of discrete wavelet transform (DWT) applied for the spectral processing to enhance the estimation performance quality of soil organic matters using visible-near infrared spectra and mapped their distribution via block Kriging model. Continuum-removal and $1^{st}$ derivative transform as well as Haar and Daubechies DWT were used to enhance spectral variation in terms of soil organic matter contents and those spectra were put into the PLSR (Partial Least Squares Regression) model. Estimation results using raw reflectance and transformed spectra showed similar quality with $R^2$ > 0.6 and RPD> 1.5. These values mean the approximation prediction on soil organic matter contents. The poor performance of estimation using DWT spectra might be caused by coarser approximation of DWT which not enough to express spectral variation based on soil organic matter contents. The distribution maps of soil organic matter were drawn via a spatial information model, Kriging. Organic contents of soil samples made Gaussian distribution centered at around 20 g $kg^{-1}$ and the values in the map were distributed with similar patterns. The estimated organic matter contents had similar distribution to the measured values even though some parts of estimated value map showed slightly higher. If the estimation quality is improved more, estimation model and mapping using spectroscopy may be applied in global soil mapping, soil classification, and remote sensing data analysis as a rapid and cost-effective method.