• Title/Summary/Keyword: 결합지수

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Selecting a mother wavelet for univariate wavelet analysis of time series data (시계열 자료의 단변량 웨이블릿 분석을 위한 모 웨이블릿의 선정)

  • Lee, Hyunwook;Lee, Jinwook;Yoo, Chulsang
    • Journal of Korea Water Resources Association
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    • v.52 no.8
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    • pp.575-587
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    • 2019
  • This study evaluated the effect of a mother wavelet in the wavelet analysis of various times series made by combining white noise and/or sine function. The result derived is also applied to short-memory arctic oscillation index (AOI) and long-memory southern oscillation index (SOI). This study, different from previous studies evaluating one or two mother wavelets, considers a total of four generally-used mother wavelets, Bump, Morlet, Paul, and Mexican Hat. Summarizing the results is as follows. First, the Bump mother wavelet is found to have some limitations to represent the unstationary behavior of the periodic components. Its application results are more or less the same as the spectrum analysis. On the other hand, the Morlet and Paul mother wavelets are found to represent the non-stationary behavior of the periodic components. Finally, the Mexican Hat mother wavelet is found to be too complicated to interpret. Additionally, it is also found that the application result of Paul mother wavelet can be inconsistent for some specific time series. As a result, the Morlet mother wavelet seems to be the most stable one for general applications, which is also assured by the recent trend that the Morlet mother wavelet is most frequently used in the wavelet analysis research.

Comparison of Multi-angle TerraSAR-X Staring Mode Image Registration Method through Coarse to Fine Step (Coarse to Fine 단계를 통한 TerraSAR-X Staring Mode 다중 관측각 영상 정합기법 비교 분석)

  • Lee, Dongjun;Kim, Sang-Wan
    • Korean Journal of Remote Sensing
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    • v.37 no.3
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    • pp.475-491
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    • 2021
  • With the recent increase in available high-resolution (< ~1 m) satellite SAR images, the demand for precise registration of SAR images is increasing in various fields including change detection. The registration between high-resolution SAR images acquired in different look angle is difficult due to speckle noise and geometric distortion caused by the characteristics of SAR images. In this study, registration is performed in two stages, coarse and fine, using the x-band SAR data imaged at staring spotlight mode of TerraSAR-X. For the coarse registration, a method combining the adaptive sampling method and SAR-SIFT (Scale Invariant Feature Transform) is applied, and three rigid methods (NCC: Normalized Cross Correlation, Phase Congruency-NCC, MI: Mutual Information) and one non-rigid (Gefolki: Geoscience extended Flow Optical Flow Lucas-Kanade Iterative), for the fine registration stage, was performed for performance comparison. The results were compared by using RMSE (Root Mean Square Error) and FSIM (Feature Similarity) index, and all rigid models showed poor results in all image combinations. It is confirmed that the rigid models have a large registration error in the rugged terrain area. As a result of applying the Gefolki algorithm, it was confirmed that the RMSE of Gefolki showed the best result as a 1~3 pixels, and the FSIM index also obtained a higher value than 0.02~0.03 compared to other rigid methods. It was confirmed that the mis-registration due to terrain effect could be sufficiently reduced by the Gefolki algorithm.

Performance Analysis of Trading Strategy using Gradient Boosting Machine Learning and Genetic Algorithm

  • Jang, Phil-Sik
    • Journal of the Korea Society of Computer and Information
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    • v.27 no.11
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    • pp.147-155
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    • 2022
  • In this study, we developed a system to dynamically balance a daily stock portfolio and performed trading simulations using gradient boosting and genetic algorithms. We collected various stock market data from stocks listed on the KOSPI and KOSDAQ markets, including investor-specific transaction data. Subsequently, we indexed the data as a preprocessing step, and used feature engineering to modify and generate variables for training. First, we experimentally compared the performance of three popular gradient boosting algorithms in terms of accuracy, precision, recall, and F1-score, including XGBoost, LightGBM, and CatBoost. Based on the results, in a second experiment, we used a LightGBM model trained on the collected data along with genetic algorithms to predict and select stocks with a high daily probability of profit. We also conducted simulations of trading during the period of the testing data to analyze the performance of the proposed approach compared with the KOSPI and KOSDAQ indices in terms of the CAGR (Compound Annual Growth Rate), MDD (Maximum Draw Down), Sharpe ratio, and volatility. The results showed that the proposed strategies outperformed those employed by the Korean stock market in terms of all performance metrics. Moreover, our proposed LightGBM model with a genetic algorithm exhibited competitive performance in predicting stock price movements.

A Proposal on Fintech Platform Model Based on Digitalized Securities to Activating the Independent Financial Advisory System (독립투자자문업 활성화를 위한 디지털 수익증권 기반 핀테크 플랫폼 모델 제안)

  • Moon, Myung-Deok;Kim, Sun-Woong;Choi, Heung Sik
    • Knowledge Management Research
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    • v.23 no.1
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    • pp.149-164
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    • 2022
  • This paper analyzes the independent financial advisory business that is not yet active in Korea and proposes a plan to activate the independent financial advisory business using fintech technology. A bill was enacted in 2017 for the domestic independent financial advisory business, but it has not been activated much until now for various reasons. Although existing studies have proposed solutions in various ways, there is no clear solution yet. This paper proposes a new method of revitalizing the independent financial advisory business through fintech technology using the trust system that has recently attracted attention. Digital securities fintech technology using blockchain distributed ledger technology presents new possibilities in the real estate and music copyright markets, and related fintech venture companies continue to emerge in Korea. By combining these digital securities fintech technologies and the business process of ETF, a method was derived so that independent financial advisors can have their own financial products. The proposed model is more decentralized than the existing financial product sales structure, and presents the possibility of a protocol economy through a structure close to a private blockchain while complying with the existing financial order. This paper is meaningful in that it presented new solutions to completely different markets from information convergence perspectives on two completely different markets, and we hope that more business solutions will emerge through knowledge management activities that converge various perspectives in the future.

The EU-Korea FTA in the Viewpoints of the New Member States (신 회원국의 관점에서의 한-EU 자유무역협정)

  • Utai, Uprasen
    • International Area Studies Review
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    • v.15 no.1
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    • pp.3-30
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    • 2011
  • When the European Union countries (EU27) are viewed as the composition between the old member countries (EU15) and the new member states (NMS12), the statistics exhibit that the EU15 is the largest trade partner of the NMS12. According to the Korea-EU FTA agreement, the existing patterns of trade among the EU15, the NMS12, and Korea may create not only the increase in trade opportunity between the NMS12 and Korea, but also the higher rivalry threat on export from the NMS12 to the EU15 destination due to the potential increase in export from Korea to the EU15 market. This research examines in both potential impacts at the 3-digit level of SITC Rev.3 industry, in the point of view of the NMS12. Various conventional trade indices are employed in the study. However, the existing trade index exhibits the limitation for measuring the different degree of rivalry threat on exports of two different exporters in the same export destination. Hence, this study develops a new trade index, the so-called Rivalry Threat Index (RTI), to measure the export competition between the NMS12 and Korea in the EU15 destination. The results indicate that from the point of view of the NMS12, the EU-Korea FTA agreement may cause Korea acts as a trade partner and as an export competitor simultaneously.

A global-scale assessment of agricultural droughts and their relation to global crop prices (전 지구 농업가뭄 발생특성 및 곡물가격과의 상관성 분석)

  • Kim, Daeha;Lee, Hyun-Ju
    • Journal of Korea Water Resources Association
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    • v.56 no.12
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    • pp.883-893
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    • 2023
  • While South Korea's dependence on imported grains is very high, droughts impacts from exporting countries have been overlooked. Using the Evaporative Stress Index (ESI), this study globally analyzed frequency, extent, and long-term trends of agricultural droughts and their relation to natural oscillations and global crop prices. Results showed that global-scale correlations were found between ESI and soil moisture anomalies, and they were particularly strong in crop cultivation areas. The high correlations in crop cultivation areas imply a strong land-atmosphere coupling, which can lead to relatively large yield losses with a minor soil moisture deficits. ESI showed a clear decreasing trend in crop cultivation areas from 1991 to 2022, and this trend may continue due to global warming. The sharp increases in the grain prices in 2012 and 2022 were likely related to increased drought areas in major grain-exporting countries, and they seemed to elevate South Korea's producer price index. This study suggests the need for drought risk management for grain-exporting countries to reduce socioeconomic impacts in South Korea.

Task-Biased Technological Change, Occupational Structural Change, and Wage Premium in Local Labor Market Areas, Korea (업무편향적 기술변화에 따른 지역노동시장에서의 일자리 구조 변화와 임금 프리미엄 영향요인)

  • Changhyun Song;Up Lim
    • Journal of the Korean Regional Science Association
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    • v.39 no.4
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    • pp.33-51
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    • 2023
  • This study aims to investigate the changes in the employment structure of occupational groups by job characteristics and analyze the factors influencing wage premiums in local labor markets from 2010 to 2020. This study's analysis involves three primary steps. First, the occupational characteristics data from the Korea Network for Occupations and Workers are subjected to an exploratory factor analysis, and then a non-routine task intensity index is calculated by each occupations. Then, we conduct an exploratory analysis of changes in the distribution of employment by occupation from 2010 to 2020 by combining data from the Population Census with data from the Korean Labor and Income Panel Study to construct individual-level and regional-level data. Thirdly, we employ a hierarchical linear model to examine the individual-level and regional-level factors influencing wage premiums. Since 2010, the proportion of employment in occupations requiring non-routine task has continued to rise and now dominates the metropolitan labor market. Moreover, agglomeration effects resulting from urbanization produce a substantial wage premium for wage workers in occupations requiring non-routine tasks. This study seeks to provide policy implications to mitigate inequality and polarization in local labor markets by empirically analyzing the transition of occupational structure and wage inequality in relation to the local labor market context.

An Analysis of Vegetation Structure and Vegetation-Environment Relationships with DCCA in Forest Community of Ullung Island (울릉도 산림군락의 구조 및 DCCA에 의한 식생과 환경과의 상관관계 분석)

  • 송호경
    • Korean Journal of Environment and Ecology
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    • v.14 no.2
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    • pp.111-118
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    • 2000
  • 본연구는 울릉도의 성인봉과 태하령 지역의 산림 식생을 대상으로 199년 7-8월에 식생조사와 토양조사에 의한 너도밤나무 군락의 임분구조 및 DCCA ordination을 이용하여 분석한 결과는 다음과 같다. 1. 울릉도 산림의 중요치를 각 군락별로 살펴보면 너도밤나무-섬조릿대 군락에서 중요치가 높은 종은 너도밤나무, 우산고로쇠, 마가목, 섬단풍, 섬벚나무 등의 순으로 너도 밤나무-일색고사리 군락은 우산고로쇠 너도밤나무, 마가목 층층나무, 등수국 등의 순으로 나타났다 그리고 너도밤나무-큰두루미꽃 군락에서 중요치가 높은 종은 너도밤나무 우산고로쇠 등수국 마가목 음나무등의 순으로 솔송나무-섬잣나무 군락은 섬잣나무, 너도밤나무, 솔송나무, 회솔나무, 섬피나무 등의 순으로 나타났다. 2. DCCA ordination에 의하면 산림군락과 환경요인과의 상관관계는 다음과 같다 너도밤나무-섬조릿대 군락은 해발고가 높고 네 군락 중 토양수분이나 전절소 유기물 등이 많은 지역에 분포하고 있었다. 너도밤나무-일색고사리 군락은 해발고가 다른 군집보다 높고 토양수분이나 전질소, 유기물 등이 많아 너도밤나무-섬조릿대 군락과 매우 유사한 입지환경을 가진 지역이나 토성 중 clay 가 많이 함유된 지역에 분포하고 있었다. 너도밤나무-큰두루미꽃 군락은 해발고가 네 군락 중 중간지역에 분포하고 있으며 토양수분이나 유기물, 전질소 등도 중간인 지역에 분포하고 있었다. 솔송나무-섬잣나무 군락은 해발고가 낮고 토양수분이나 전질소, 유기물이 적고 sand가 많이 함유된 토양에 분포하고 있었다. 3. 울릉도 산림군락으 Shannon의 종다양도 지수는 0.5455~0.8801으로 비교적 낮은 수치를 나타내고 있다. 또한 너도밤나무 군락에서 분포하고 있는 주요 종의 조서열 중요치 곡선을 보면 전체의 기울기가 완만하여 너도밤나무 군락은 안정적이라 할 수 있다.단 생산성 향상을 위한 세포의 고농도 배양에는 조사한 여러 배양 시스템 중에 가장 효율적인 시스템임올 알 수 있었다 하지만 이 시스템 에서 포도당을 낮은 level로 유지할 수 있었으나, 초산의 과도한 축적으로 항체 생산성의 향상은 예상에 비해 크지 않았다. 81%), C18 0(12.38%), C18: 1(25.93%), C22:6(9.95%)이며 결합지방질(結合脂肪質)은 C14 : 0(11.60%), C16 : 0(18.94%), C16: 1(10.42%). C18 : 1(10.89%), C22 : 6(23.44%)이었다. 총필수지방산(總必須脂肪酸) 함량(含量)은 극성지방질(極成脂肪質)$(20.14{\sim}31.12%)$이 비극성지방질(非極成脂肪質)$(6.97{\sim}11.13%)$보다 훨씬 높았고, 결합지방질(結合脂肪質)이 유리지방질(遊離脂肪質)보다 높았으며 부위별(部位別)로는 피부(皮部)$(15.18{\sim}15.41%)$가 육질부(肉質部)$(6.97{\sim}11.13%)$보다 높았다. 또${\omega}3$고도부포화지방산(高度不飽和脂肪酸) 함량(含量)은 육질부(肉質部)$(15.15{\sim}28.32%)$가 피부(皮部)$(6.77{\sim}18.18%)$나 내장부(內臟部)$(8.35{\sim}9.74%)$보다 높았으며, 육질부(肉質部)에서는 극성지방질(極成脂肪質)$(26.28{\sim}34.18%)$이 비극성지방질(非極成脂肪質)$(15.15{\sim}28.32%)$보다 높았다.veral world-wide prediction models. Based on the analysis, we can easilty know

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Evaluation on Durability of High Performance Concrete with Expansive Additive and Shrinkage Reducing Admixture (팽창재와 수축저감제를 사용한 고성능 콘크리트의 내구성 평가)

  • Koh, Kyung-Taek;Kang, Su-Tae;Park, Jung-Jun;Ryu, Gum-Sung
    • Journal of the Korea Concrete Institute
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    • v.18 no.2 s.92
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    • pp.205-211
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    • 2006
  • The objective of this study was to evaluate the durability of low shrinkage high performance concrete(LSHPC), which was combined with expansive additives and shrinkage reducing admixtures. We tested for not only LSHPC but also high performance concrete(HPC) and normal concrete(NC) to be compared with the durability of LSHPC. HPC was made in the same water-binder ratio of LSHPC without expansive additives and shrinkage reducing admixture. As a result, it was found that LSHPC had higher compressive and tensile strength than that of HPC. LSHPC showed more excellent performance than HPC and NC in the case of resistance to chloride ion penetration and resistance to carbonation and also showed nearly 100 durability factor in the freeze-thawing test with 500 cycles. From the examination about the watertightness and the pore distribution, it was found that the durability of LSHPC was improved because its hardened cement paste is organized closer. So we can conclude that when LSHPC is applied to structures in field, it is possible to reduce the shrinkage and crack in concrete and improve the durability.

Reconstruction Change of Si(5 5 12) Induced by Selective Bi Adsorption (Bi의 선택적 흡착으로 유도된 Si(5 5 12) 표면의 재구조변화)

  • Cho Sang-Hee;Seo Jae-M.
    • Journal of the Korean Vacuum Society
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    • v.15 no.2
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    • pp.152-161
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    • 2006
  • In order to test the capacity of Si(5 5 12) as a potential template for nanowire fabrication, Bi/Si(5 5 12) system has been studied by STM. With Bi deposition, Si(5 5 12) has been transformed to Si(3 3 7) terrace. Initially Bi atoms selectively replace Si-dimers and Si-adatoms with Bi-dimers and Bi-adatoms, respectively. With extended Bi adsorption, Bi-dimers adsorb on the pre-adsorbed Bi-dimers and Bi-atoms. These dimers in the second layer form Bi-dimer pairs having relatively stable $p^3$ bonding, Finally, the Bi-dimer adsorbs on the Bi-dimers in the second layer and saturates. It can be deduced that both surface transformation to (3 3 7) and site-selective Bi adsorption are possible due to substrate-strain relaxation through inserting Bi atoms into subsurface of Si substrate.