• Journal of the Korea Institute of Information and Communication Engineering
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• v.17 no.12
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• pp.2875-2882
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• 2013

The design of PN(Pseudo Noise) sequences with good cross-correlation properties is important for many research areas in communication systems. Also analyses of cross-correlation frequency between designed sequences have been researched. In this paper we analyze of cross-correlation distribution and properties of non-linear binary sequences family $S^r=\{Tr^m_1\{[Tr^n_m(a{\alpha}^t+{\alpha}^{dt}]^r\}{\mid}a{\in}GF(2^m),0{\leq}t < 2^n-1\}$, where $gcd(r,2^m-1)=1$ with 5-valued cross-correlation.

• Journal of the Korea Institute of Information and Communication Engineering
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• v.16 no.8
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• pp.1686-1692
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• 2012

Spreading sequence play an important role in wireless communications, such as in a CDMA(code division multiple access) communication system and multi-carrier spectrum communication system. Spreading sequences with low cross-correlation, in a direct-sequence spread spectrum communication system, help to minimize multiple access interference and to increase security degree of system. Analysis of cross-correlations between the sequences is a necessary process to design sequences. However it require lots of computing time for analysis of cross-correlations between sequences. In this paper we propose a method which is possible to compute effectively cross-correlation using subfield in the process of practical computation of cross-correlation between nonlinear binary sequences.

• The Journal of the Korea institute of electronic communication sciences
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• v.7 no.4
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• pp.821-826
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• 2012

p-ary sequences of period $N=2^k-1$ are widely used in many areas of engineering and sciences. Some well-known applications include coding theory, code-division multiple-access (CDMA) communications, and stream cipher systems. The analysis of cross-correlations of these sequences is a very important problem in p-ary sequences research. In this paper, we analyze cross-correlations of p-ary sequences which is associated with the equation $(x+1)^d=x^d+1$ over finite fields.

• The Journal of Korean Institute of Communications and Information Sciences
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• v.33 no.1C
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• pp.1-5
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• 2008

Optical code division multiple access(OCDMA) systems make the active users to share the bandwidth by simply assigning distinct optical orthogonal codeword to each active user. An optical orthogonal code(OOC) is a collection of binary sequences with good correlation properties which are important factors of determining the capacity of OCDMA systems. Recently, 2-D OOC construction method is frequently researched which is able to support more users than 1-D OOC. In this paper, a combinatorial construction of simple multi-weight 2-D OOC with autocorrelation 0 and crosscorrelation 1 is proposed and the bound on the size of these codes is derived.

• The Journal of the Korea institute of electronic communication sciences
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• v.6 no.1
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• pp.13-19
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• 2011

Games gave the calculation method for the crosscorrelation function of a Kasami sequence and a No sequence that have been generated by the same primitive polynomial. In this paper, we calculate the crosscorrelation function of a Kasami sequence and a No sequence that have been generated by the same primitive polynomial with the periodic crosscorrelation function of two base sequences. Our method is different from the Games's method.

• The Journal of the Korea institute of electronic communication sciences
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• v.7 no.1
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• pp.61-67
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• 2012

Spreading sequence is used for spreading spectrum in CDMA. For the purpose of minimizing multiple access interference and expanding linear span of the sequences, it is desirable to use such sequences with low correlation and high linear span. To obtain large family size and high linear span, the values of the correlation function of the sequences is more complex. In this paper, we propose the extended Zeng sequences with large family size and high linear span and analyze the correlation of the sequences.

• Journal of the Korea Institute of Information and Communication Engineering
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• v.16 no.4
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• pp.730-736
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• 2012

PN(Pseudo Noise) sequences play an important role in wireless communications, such as in a CDMA(code division multiple access) communication system. If there is a crash when multiple users simultaneously connected to a system, then PN sequences with low correlation help to minimize multiple access interference in such communication system. In this paper we propose a family of non-linear extended binary sequences with low cross-correlations and the family include $m$-sequence, GMW sequence, Kasami sequence and No sequence with optimal cross-correlation in terms of Welch bound. And we analyze cross-correlation of these sequences.

• The Journal of the Korea institute of electronic communication sciences
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• v.6 no.4
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• pp.539-544
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• 2011

Balanced binary sequences of period $2^n-1(n{\geq}1)$ having the two-valued autocorrelation function have many applications in spread-spectrum communications system. In this paper we propose new nonlinear binary sequences which are constructed from Legendre sequences with the same cross-correlation as the sequences proposed by Cho. These sequences include the m-sequences, GMW sequences, Kasami sequences and No sequences which are described in terms of the trace function over a finite field. Also the proposed sequences have more low cross-correlation distribution than the quadratic form sequences proposed by Klapper.

• The Korean Journal of Financial Management
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• v.18 no.2
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• pp.169-191
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• 2001

본 연구는 우리나라와 일본의 주가, 금리와 환율 등 주요 금융자산가격변수들이 상호간에 주고받는 영향을 3변량 MA-GARCH모형을 사용하여 분석하여 보았다. 우선 각 시장의 조건부 수익률을 기준으로 볼 때 우리나라에서는 외환위기 이후 주식시장과 채권시장의 상관관계는 낮아진 반면 외환시장과 주식시장, 외환시장과 채권시장의 상관관계는 10%p 이상씩 높아진 것으로 나타났다. 따라서 외환위기 이후 주식, 채권시장의 외환시장과의 연관성은 크게 높아져 환율 움직임의 영향력이 전반적으로 커졌다고 이해할 수 있다. 이에 비해 일본의 경우 각각의 금융시장간 상관계수는 10% 이하의 매우 낮은 수준에 불과하여 상호관련성이 낮은 수준을 보여 주었다. GARCH 추정이 도출한 각 시장의 조건부표준편차들간의 상관계수를 보면, 우리나라와 일본 모두 외환시장 변동성$\leftrightarrow$채권시장 변동성, 주식시장 변동성$\leftrightarrow$채권시장 변동성 사이의 상관관계는 28-29% 정도이며, 외환시장 변동성$\leftrightarrow$주식시장 변동성 사이의 관계는 21% 정도로 상대적으로 낮은 수치를 보여 주었다. 반면에 금융시장 변동성의 각 국간 상관관계는 90% 내외의 높은 상관관계를 가져, 국가내의 시장간 관계보다 더 높은 수치를 보여 주었다. 따라서 우리나라와 일본의 금융시장 변동성은 국내금융시장간의 요인보다는 모두 미국 주식시장에서의 충격이나 국제유가 급등락 등 외부적 요인에 대해 크게 영향을 받는 것으로 판단해 볼 수 있을 것이다.

• Proceedings of the Korean Statistical Society Conference
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• 2005.05a
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• pp.155-160
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• 2005

상호정보를 이용하면 두 확률변수 사이의 종속의 정도를 평가할 수 있는 측도를 제시할 수 있고 두 변수 사이의 상관관계를 나타내는 표본상관계수의 단점을 보완한 일반화상관계수를 정의할 수 있다.