• KSCE Journal of Civil and Environmental Engineering Research
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• v.31 no.5B
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• pp.449-457
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• 2011

Recently, increasing heavy rainfalls due to climate change and/or variability result in hydro-climatic disasters being accelerated. To cope with the extreme rainfall events in the future, hydrologic frequency analysis is usually used to estimate design rainfalls in a design target year. The rainfall data series applied to the hydrologic frequency analysis is assumed to be stationary. However, recent observations indicate that the data series might not preserve the statistical properties of rainfall in the future. This study incorporated the residual analysis and the hydrologic frequency analysis to estimate design rainfalls in a design target year considering the non-stationarity of rainfall. The residual time series were generated using a linear regression line constructed from the observations. After finding the proper probability density function for the residuals, considering the increasing or decreasing trend, rainfalls quantiles were estimated corresponding to specific design return periods in a design target year. The results from applying the method to 14 gauging stations indicate that the proposed method provides appropriate design rainfalls and reduces the prediction errors compared with the conventional rainfall frequency analysis which assumes that the rainfall data are stationary.

• Journal of the Korean Data and Information Science Society
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• v.21 no.6
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• pp.1117-1124
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• 2010

The PM10 (Promethium 10) data is one of the important environmental data for measurement of the atmospheric condition of the country. In this article, the Autoregressive Error (ARE) model has been considered for analyzing the monthly PM10 data at the southern part of the Gyeonggi-Do, Suwon monitoring site in Korea. In the ARE model, six meteorological variables and four pollution variables are used as the explanatory variables for the PM10 data set. The six meteorological variables are daily maximum temperature, wind speed, relative humidity, rainfall, radiation, and amount of cloud. The four air pollution explanatory variables are sulfur dioxide ($SO_2$), nitrogen dioxide ($NO_2$), carbon monoxide (CO), and ozone ($O_3$). The result showed that the monthly ARE models explained about 13-49% for describing the PM10 concentration.

• Proceedings of the Korea Water Resources Association Conference
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• 2016.05a
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• pp.147-147
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• 2016

최근 기후변화로 인한 기상이변이 빈번히 발생하면서 그로 인한 피해도 점점 증가하고 있다. 이를 최소화하기 위해서는 기후변화가 강수에 미치는 영향에 대한 연구가 필요하며, 특히 강수의 기후변화를 고려한 장기적인 변동에 대한 예측이 매우 중요하다. 그 중, 기후변화로 인한 강수현상의 변화를 분석하기 위한 방법 중 하나로 강수 현상이 주변 기후 요소의 분포에 영향을 받는다는 가정 하에 기상인자를 통하여 강수를 예측하는 방법이 있다. 우리나라에 영향을 미치는 주변 기상인자들과 강수 간의 상관관계를 분석하여 상관관계가 높게 나타나는 기상인자를 통해 우리나라 강수량을 예측하면 장기적인 관점에서 강수 예측의 정확도를 높일 수 있다. 하지만 상관관계 분석에 있어서 강수 원 자료 와 기상인자간의 상관관계를 비교할 경우 원 자료가 가지는 큰 변동성으로 인해 정확한 상관관계 분석이 이루어지지 않을 가능성이 크다. 따라서 강수자료를 분해하여 분해된 요소별로 상관관계를 분석하여 분석의 정확도를 높일 필요가 있다. 다양한 자료 분해 방법중 경험적 모드분해법(Empirical Mode Decomposition, EMD)을 사용할 경우 자료의 분해에 있어서 주기성, 경향성에 따라 분해가 가능하며, 비정상성을 가지고 있는 시계열에 대해 효과적으로 분해가 가능한 장점이 있다. 본 연구에서는 30년 이상의 자료기간을 가지는 지점의 강수량 자료를 바탕으로 경험적 모드분해법을 이용하여 강수자료를 분해하고, 이를 다양한 기상인자와의 상관관계를 분석함으로써, 우리나라 강수량 변동과 연관이 있는 기상인자들을 선별하였다. 선별된 기상인지를 바탕으로 다중회귀분석을 수행하여 기상인자를 독립변수로 하는 강수 예측식을 구축하여 우리나라 강수의 예측 가능성을 살펴보고자 한다.

• Journal of the Economic Geographical Society of Korea
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• v.16 no.4
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• pp.631-646
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• 2013

This paper empirically explores the pattern of causality between bank lending and housing prices in Korea over a period of the early 1990s to the end of 2000s by employing a long term cointegration and short-term time series regression analysis. Although the contemporaneous correlation between bank lending and housing prices is large, the analysis shows that the intense interaction between credit growth and bank lending to household arises from a growth in banking lending responding to an increase in housing prices. In addition, the regulatory change such as the introduction of financial constraints on bank loans such as LTV and DTI in the early and mid-2000s has played a significant role in stabilizing financial and real estate markets.

• The Korean Journal of Financial Management
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• v.25 no.3
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• pp.111-130
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• 2008

This paper compares long term equilibrium relation of KOSPI 200 which is underling stock and its futures by using general method fractional cointegration instead of existing integer cointegration. Existence of integer cointegration between two price time series gives much wider information about long term equilibrium relation. These details grasp long term equilibrium relation of two price time series as well as reverting velocity to equilibrium by observing difference coefficient of error term when it renounces from equilibrium relation. The result of this study reveals existence of long term equilibrium relation between KOSPI200 and futures which follow fractional cointegration. Difference coefficient, d, of 'two price time series error term' satisfies 0 < d < 1/2 beside bandwidth parameter, m(173). It means two price time series follow stationary long memory process. This also means impulse effects to balance price of two price time series decrease gently within hyperbolic rate decay. It indicates reverting speed of error term is very low when it bolts from equilibrium. It implies to market maker, who is willing to make excess return with arbitrage trading and hedging risk using underling stock, how invest strategy should be changed. It also insinuates that information transition between KOSPI 200 Index market and futures market does not working efficiently.

• Communications for Statistical Applications and Methods
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• v.15 no.4
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• pp.531-542
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• 2008

The unit root test is the major tool for determining whether we use differencing or detrending to eliminate the trend from time series data. Dickey-Fuller test (Dickey and Fuller, 1979) has the low power of test when the sample size is small or the true coefficient of AR(1) process is almost unit root and the Bayesian unit root test has complicated testing procedure. We propose a new unit root testing procedure, which mixed Bayesian approach with the traditional testing procedure. Using simulation studies, our approach showed locally higher powers than Dickey-Fuller test when the sample size is small or the time series has almost unit root and simpler procedure than Bayesian unit root test procedure. Proposed testing procedure can be applied to the time series data that are not observed as process with unit root.

• Korean Journal of Remote Sensing
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• v.34 no.2_1
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• pp.301-306
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• 2018

Urbanization causes urban floods and urban heat island in the summer, so it is necessary to understanding the changes of the thermal environment through urban climate and energy balance. This can be explained by the energy balance, but in urban areas, unlike the typical energy balance, the storage heat flux saved in the building or artificial land cover should be considered. Since the environment of each city is different, there is a difficulty in applying the method of retrieving the storage heat flux of the previous research. Especially, most of the previous studies are focused on the overseas cities, so it is necessary to study the storage heat retrieval suitable for various land cover and building characteristics of the urban areas in Korea. Therefore, the object of this study, it is to derive the regression formula which can quantitatively retrieve the storage heat using the data of the area where various surface types exist. To this end, nonlinear regression analysis was performed using net radiation and surface temperature data as independent variables and flux tower based storage heat estimates as dependent variables. The retrieved regression coefficients were applied to each independent variable to derive the storage heat retrieval regression formula. As a result of time series analysis with flux tower based storage heat estimates, it was well simulated high peak at day time and the value at night. Moreover storage heat retrieved in this study was possible continuous retrieval than flux tower based storage heat estimates. As a result of scatter plot analysis, accuracy of retrieved storage heat was found to be significant at $50.14Wm^{-2}$ and bias $-0.94Wm^{-2}$.

• Journal of Korea Port Economic Association
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• v.38 no.2
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• pp.153-164
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• 2022

In this study, we estimate the quantile-regression framework of the shipping industry for the Capesize used ship, which is a typical raw material transportation from January 2000 to December 2021. This research aims two main contributions. First, we analyze the relationship between the Capesize used ship, which is a typical type in the raw material transportation market, and the freight market, for which mixed empirical analysis results are presented. Second, we present an empirical analysis model that considers the structural transformation proposed in the Hyunsok Kim and Myung-hee Chang(2020a) study in quantile-regression. In structural change investigations, the empirical results confirm that the quantile model is able to overcome the problems caused by non-stationarity in time series analysis. Then, the long-run relationship of the co-integration framework divided into long and short-run effects of exogenous variables, and this is extended to a prediction model subdivided by quantile. The results are the basis for extending the analysis based on the shipping theory to artificial intelligence and machine learning approaches.

• Journal of the Korean Geographical Society
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• v.50 no.5
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• pp.543-556
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• 2015

This study made an attempt at the empirical analysis of the influence of domestic, foreign economic changes on economy in Incheon & Incheon International Airport. For this purpose, this study, setting up the member countries of the Organization for Economic Cooperation and Development(OECD), Incheon Metropolitan City, and Incheon International Airport as research objects, conducted multi-regression analysis and path analysis of 11-year economic changes after the opening of the Incheon International Airport in 2001. As a research result, it was found that internal, external economic changes didn't show a positive influence on economy in Incheon, and growth & revitalization of the Incheon International Airport while international economic factors showed a directly positive influence on economy in Incheon, but the total effect directly related to Korean economy showed a negative influence. Accordingly, economy in Incheon has to actively cope with home, foreign macroeconomic change factors, and further, the endogenous growth strategy is required; as the methodolog.

• The Journal of Korean Institute of Communications and Information Sciences
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• v.40 no.8
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• pp.1551-1559
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• 2015

Recently, the performance of smart devices is almost similar to that of the existing PCs, thus the users of smart devices can perform similar works such as messengers, SNSs(Social Network Services), smart banking, etc. originally performed in PC environment using smart devices. Although the development of smart devices has led to positive impacts, it has caused negative changes such as an increase in security threat aimed at mobile environment. Specifically, the threats of mobile devices, such as leaking private information, generating unfair billing and performing DDoS(Distributed Denial of Service) attacks has continuously increased. Over 80% of the mobile devices use android platform, thus, the number of damage caused by mobile malware in android platform is also increasing. In this paper, we propose android based malware detection mechanism using time-series analysis, which is one of statistical-based detection methods.We use auto-regressive moving-average model which is extracting accurate predictive values based on existing data among time-series model. We also use fast and exact malware detection method by extracting possible malware data through Z-Score. We validate the proposed methods through the experiment results.