• Journal of the Korean Data and Information Science Society
• /
• v.23 no.6
• /
• pp.1093-1102
• /
• 2012

In this paper, we predicted the interest spread using the VAR (vector autoregressive) model. Variables used in the VAR model were selected among 56 domestic and foreign macroeconomic time series through crosscorrelation and Granger causality test. The performance of the VAR model was compared with the univariate time series model, AR (autoregressive) model, in view of MAPE (mean absolute percentage error) and RMSE (root mean square error) of forecasts for the last twelve months.

• Journal of Cadastre & Land InformatiX
• /
• v.48 no.1
• /
• pp.169-186
• /
• 2018

The social influence of the elderly population will accelerate in a rapidly aging society. The purpose of this study is to establish a methodology for extracting vulnerable districts of the welfare of the aged through machine learning(ML), artificial neural network(ANN) and geospatial analysis. In order to establish the direction of analysis, this progressed after an interview with volunteers who over 65-year old people, public officer and the manager of the aged welfare facility. The indicators are the geographic distance capacity, elderly welfare enjoyment, officially assessed land price and mobile communication based on old people activities where 500 m vector areal unit within 15 minutes in Yongin-city, Gyeonggi-do. As a result, the prediction accuracy of 83.2% in the support vector machine(SVM) of ML using the RBF kernel algorithm was obtained in simulation. Furthermore, the correlation result(0.63) was derived from ANN using backpropagation algorithm. A geographically weighted regression(GWR) was also performed to analyze spatial autocorrelation within variables. As a result of this analysis, the coefficient of determination was 70.1%, which showed good explanatory power. Moran's I and Getis-Ord Gi coefficients are analyzed to investigate spatially outlier as well as distribution patterns. This study can be used to solve the welfare imbalance of the aged considering the local conditions of the government recently.

• KSCE Journal of Civil and Environmental Engineering Research
• /
• v.44 no.2
• /
• pp.245-256
• /
• 2024

Since 2020, quantitative easing and easy money policies have been implemented for the purpose of economic stimulus. As a result, real estate prices have skyrocketed. In this study, the relationship between sales and rental prices by housing type during the period of soaring real estate prices in Busan was analyzed spatio-temporally. Based on the actual transaction price data, housing type, transaction type, and monthly data of district units were constructed. Among the spatio-temporal analysis models, the SpVAR, which is used to understand the temporal and spatial effects of variables, and the GSTAR, which is used to understand the effects of each region on those variables, were used. As a result, the sales price of apartment had positive effect on the sale price of apartment, row house, and detached house in the surrounding area, including the target area. On the other hand, it was confirmed that demand was converted to apartment rental due to an increase in apartment sales prices, and the sale price fell again over time. The spatio-temporal spillover effect of apartments was positive, but the positive effect of row house and detached house were concentrated in the original downtown area.

• Journal of the Korea Society of Computer and Information
• /
• v.16 no.12
• /
• pp.187-196
• /
• 2011

Induction motors play a vital role in aeronautical and automotive industries so that many researchers have studied on developing a fault detection and classification system of an induction motor to minimize economical damage caused by its fault. With this reason, this paper extracts robust feature vectors from the normal/abnormal vibration signals of the induction motor in noise circumstance: partial autocorrelation (PARCOR) coefficient, log spectrum powers (LSP), cepstrum coefficients mean (CCM), and mel-frequency cepstrum coefficient (MFCC). Then, we classified different types of faults of the induction motor by using the extracted feature vectors as inputs of a neural network. To find optimal feature vectors, this paper evaluated classification performance with 2 to 20 different feature vectors. Experimental results showed that five to six features were good enough to give almost 100% classification accuracy except features by CCM. Furthermore, we considered that vibration signals could include noise components caused by surroundings. Thus, we added white Gaussian noise to original vibration signals, and then evaluated classification performance. The evaluation results yielded that LSP was the most robust in noise circumstance, then PARCOR and MFCC followed by LSP, respectively.

• Spatial Information Research
• /
• v.10 no.2
• /
• pp.233-246
• /
• 2002

The purpose of this paper is to quantitatively measure the effect of location in evaluating the land value through the implementation of GIS coupled with spatial statistical analysis. We assumed that the hedonic price model, which was commonly used in modelling the land value, could not explain the spatial factor effectively. In order to add the spatial factor, the analysis of the spatial autocorrelation was used. The present project used 54 standard land price samples from 1421 parcel land values and applied Kriging to predict stochastically the unsampled values on the basis of spatial autocorrelation between location of vector data. This study confirms that the spatial variogram analysis has an advantage of predicting spatial dependence process and revealing the positive premium and the negative penality on location factor objectively.

• Journal of the Institute of Convergence Signal Processing
• /
• v.13 no.4
• /
• pp.194-200
• /
• 2012

In this paper we analyze the code sequence generating algorism defined on $GF(2^n)$ proposed by S.Bostas and V.Kumar[7] and derive the implementation functions of code sequence generator using Boolean functions which can map the vector space $F_2^n$ of all binary vectors of length n, to the finite field with two elements $F_2$. We find the code sequence generating boolean functions based on two kinds of the primitive polynomials of degree, n=5 and n=7 from trace function. We then design and implement the code sequence generators using these functions, and produce two code sequence groups. The two groups have the period 31 and 127 and the magnitudes of out of phase(${\tau}{\neq}0$) autocorrelation and crosscorrelation functions {-9, -1, 7} and {-17, -1, 15}, satisfying the period $L=2^n-1$ and the correlation functions $R_{ij}({\tau})=\{-2^{(n+1)/2}-1,-1,2^{(n+l)/2}-1\}$ respectively. Through these results, we confirm that the code sequence generators using boolean functions are designed and implemented correctly.

• The Korean Journal of Applied Statistics
• /
• v.21 no.1
• /
• pp.159-168
• /
• 2008

Since the term structure of interest rates (TSIR) has longitudinal data, we should consider as input variables both time left to maturity and time simultaneously to get a more useful and more efficient function estimation. However, since the resulting data set becomes very large, we need to develop a fast and reliable estimation method for large data set. Furthermore, it tends to overestimate TSIR because data are correlated. To solve these problems we propose a mixture of weighted least squares support vector machines. We recognize that the estimate is well smoothed and well explains effects of the third stock market crash in USA through applying the proposed method to the US Treasury bonds data.

• The Journal of Korean Institute of Electromagnetic Engineering and Science
• /
• v.28 no.10
• /
• pp.769-778
• /
• 2017

In this paper, a self-interference signal cancellation(SIC) circult for In-band Full-Duplex has been developed and tested in RF/analog region. By use of this SIC circuit, a FM two-way radio has been developed working at FRS(Family Radio Service) band. The two-way radio device is transmitting the FM modulated signal and demodulating the wanted FM signal at the same time. A circulator is used to enable a single antenna to transmit and receive simuultaenously. The receiver circuit needs to cancel out the self-interference signal due to the transmit signal. A vector modulator(VM) is used to control the phase and magnitude of the esitmated signal. And in-phase and quadrature correlators are used to figure out the optimal coefficients of the VM to remove the self-interference signal according to the change of channel environment. In this work, SA58646 has been used as the FM transceiver, and the system is tested with a frequency of 465 MHz and a bandwidth of 12.5 kHz FM signal. The output power is 17.2 dBm at the antenna port, and the self intererence signal level is measured -49.2 dBm at the receiver end. Therefore the SIC level is measured by 66.4 dB.

• Journal of Navigation and Port Research
• /
• v.29 no.5 s.101
• /
• pp.403-408
• /
• 2005

The techniques of estimating angle of arrival(AOA) have played a key role for enhancement of wireless communications using array antennas. Among those techniques, the superresolution algorithms, such as MUSIC and ESPRIT, calculate the covariance matrix of the array output vectors which are observed at the array antennas, and then by using eigen-decomposition of the covariance matrix, they estimate AOAs of the received signals with high accuracy. However, superresolution algorithms based eigenvalue decomposition fails to estimate AOAs under multipath environments. Under multipath environments, it is difficult to estimate AOAs of the received signals due to coherency and high-correlation. To resolve coherent signals, the covariance matrix is calculated by using the conventional spatial smoothing technique, and then the techniques based on eigen-descomposition is applied. The result of the conventional spatial smoothing technique, however, is obtained at the cost of losing effective spatial aperture. Moreover, the conventional technique ignores any information in the cross-correlations of the array outputs the subarrays. As the result, the performance for AOA estimation is degraded. In this paper, we propose a new spatial smoothing technique, which consider the cross-correlation for subarrays. By computer simulation, the AOA estimation performance of the proposed method is compared with the conventional method and evaluated.

• KDI Journal of Economic Policy
• /
• v.29 no.2
• /
• pp.1-40
• /
• 2007

This paper mainly estimates a trajectory of GDP induced by variations in fiscal expenditure and taxation policy using three variable structural VAR models. By assigning different combinations of identifying restrictions on the disturbances and measuring the corresponding fiscal multipliers, we compare how robust the estimated values of fiscal multipliers are with respect to the restrictions. Then, considering the dependency of Korean economy on the foreign sector, we extend the three variable SVARs to four variable ones by adding a variable reflecting external shocks. Empirical analyses into the Korean quarterly data (from 1979 to 2000) with the three variable SVARs reveal that the size and the significance of the estimated fiscal multipliers in Korea are very small and low or they decay very fast. Results from the four variable SVARs confirm these results while the significance of the effectiveness of fiscal policy is enhanced in some cases.