• Title/Summary/Keyword: 중심 오차

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Dynamic analysis of financial market contagion (금융시장 전염 동적 검정)

  • Lee, Hee Soo;Kim, Tae Yoon
    • The Korean Journal of Applied Statistics
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    • v.29 no.1
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    • pp.75-83
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    • 2016
  • We propose methodology to analyze the dynamic mechanisms of financial market contagion under market integration using a biological contagion analytical approach. We employ U-statistic to measure market integration, and a dynamic model based on an error correction mechanism (single equation error correction model) and latent factor model to examine market contagion. We also use quantile regression and Wald-Wolfowitz runs test to test market contagion. This methodology is designed to effectively handle heteroscedasticity and correlated errors. Our simulation results show that the single equation error correction model fits well with the linear regression model with a stationary predictor and correlated errors.

Frequency Synchronization Between Input and Output Signal for Digital On-Channel Repeater (동일채널중계기의 송수신신호 주파수 일치)

  • Eum, Ho-Min;Lee, Yong-Tae;Kim, Heung-Mook;Seo, Jae-Hyun;Park, Sung-Ik;Kim, Seung-Won
    • Proceedings of the Korean Society of Broadcast Engineers Conference
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    • 2005.11a
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    • pp.81-84
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    • 2005
  • 지상파 디지털 방송신호의 방송구역 확장이나 난시청지역 해소를 위해 사용되는 동일채널중계기(On-Channel Repeater : OCR)는 수신신호와 송신신호의 주파수를 완벽히 일치시켜야한다. 송수신신호의 주파수가 일치하지 않을 경우 주 송신신호와 중계신호가 동시에 수신되는 중첩지역에서 수신기의 수신성능이 현저히 저하되기 때문이다. 본 논문에서는 ATSC 지상파 디지털 방송신호를 중계하는 등화형 동일채널중계기(Equalization Digital On-Channel Repeater : EDOCR)에서 송수신신호의 주파수를 일치시키는 알고리즘에 대해 기술한다. 등화형 동일채널중계기는 주 송신신호를 수신하여 복조한 후 재 변조 하므로 송수신신호의 주파수를 일치시키기 위한 별도의 장치나 알고리즘이 반드시 사용되어야 한다. 제안하는 알고리즘은 주 송신신호의 동기복원 과정에서 획득한 주파수 오차 정보를 재 변조 과정에 사용함으로써 GPS와 같은 별도의 장치 없이 송수신신호의 주파수를 일치시킨다. 반송파 복원과정에서 획득한 반송파 오차와 심볼타이밍 복원과정에서 획득한 심볼타이밍 오차를 재 변조 신호에 추가하면 수신신호와 송신신호가 같은 주파수 오차를 갖게 되어 두 신호의 중심주파수가 일치된다.

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Euclidean Distance of Biased Error Probability for Communication in Non-Gaussian Noise (비-가우시안 잡음하의 통신을 위한 바이어스된 오차 분포의 유클리드 거리)

  • Kim, Namyong
    • Journal of the Korea Academia-Industrial cooperation Society
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    • v.14 no.3
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    • pp.1416-1421
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    • 2013
  • In this paper, the Euclidean distance between the probability density functions (PDFs) for biased errors and a Dirac-delta function located at zero on the error axis is proposed as a new performance criterion for adaptive systems in non-Gaussian noise environments. Also, based on the proposed performance criterion, a supervised adaptive algorithm is derived and applied to adaptive equalization in the shallow-water communication channel distorted by severe multipath fading, impulsive and DC-bias noise. The simulation results compared with the performance of the existing MEDE algorithm show that the proposed algorithm yields over 5 dB of MSE enhancement and the capability of relocating the mean of the error PDF to zero on the error axis.

고해상도 Icosahedral-Hexagonal 격자 전구모형 GME를 이용한 태풍예측에 관한 연구

  • Lee, Kyung-Min;Oh, Jae-Ho;Majewski, Detlev
    • Proceedings of the Korea Water Resources Association Conference
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    • 2008.05a
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    • pp.304-309
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    • 2008
  • 기존의 태풍예측과 관련된 연구들은 전 지구적인 흐름이 직접적으로 계산되지 않은 중규모 기상모형이나 태풍모형들을 이용하여왔다. 하지만 최근 전 세계적으로 전구 규모의 모형들이 40km 이하의 고해상도 모형들이 개발되어 20km이하의 초고해상도 시물레이션이 가능해짐에 따라 지역적인 기상현상들을 전구모형을 통해서 재현해 내고 있다. 따라서 본 연구에서는 고해상도 전구모형을 이용하여 태풍 실험을 하고자 하며, 독일기상청에서 개발된 Icosahedral-hexagonal 격자체계의 GME전구 모형을 이용한 태풍모의 결과를 기상청 태풍 best track과 비교 분석 하였다. 실험에 사용된 모형 분해능은 연직 47layer (7 soil layer 포함), 수평 약 40km와 20km으로 구성되었다. 최근 3년($2005{\sim}2007$)간의 동아시아지역을 지나간 태풍을 대상으로 하였다. 태풍모의 시작시간은 각 TD(Tropical Depression)발생 24시간 전 자료를 이용하였으며, 각 태풍의 소멸 24시간 후까지 모의하였다. GME 모형을 이용한 태풍모의 결과에서 best track의 경우 모의 시작 후 약 168시간 forcast 결과가 매우 유사한 경로를 따라 진행해 가고 있으며, 태풍의 전향이 이루어지는 시각은 ${\pm}3$시간 내외의 오차를 보이고 있다. 태풍경로의 경우 40km 결과에 비해 20km 모의 결과가 best track에 더 가까운 결과를 보이고 있다. 중심기압변화의 경우 40km의 결과가 20km 결과에 비해 변화경향이 유사한 형태를 보이고 있으며, 20km 결과의 경우 중심기압의 변화가 다소 급하게 나타나는 경향을 보이는 특성을 가지고 있지만 40km결과에 비해 최저 중심기압이 더욱 뚜렷하게 나타나고 있으며 특히, MANYI case의 경우 관측값 930hPa보다 더 낮은 911.4hPa의 결과를 보이고 있다. 풍속의 경우도 중심기압변화와 유사한 결과를 보이고 있으나, 최대 풍속의 경우 40km 결과에 비해 20km결과가 관측과의 오차범위가 $2{\sim}3\;m/s$ 내외로 나타나고 있다. 그리고 GME모형의 경우 태풍(TD) 발생 약168시간 이전에 예측이 가능한 결과를 보인다. 이 연구의 결과는 다른 기상모형에서 태풍 강도가 약하게 모의되던 현상이 상당히 개선된 것을 알 수 있으며, 이는 20km 고해상도 GME 모형이 태풍예측모형으로 활용이 간능 할 것으로 사료 된다.

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An Empirical Study on Causality among Trading Volume of Busan, Kawangyang and Incheon port (부산항, 광양항, 인천항의 물동량간 인과관계 분석)

  • Choi, Bong-Ho;Kim, Sang-Choon
    • Journal of Korea Port Economic Association
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    • v.26 no.1
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    • pp.61-82
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    • 2010
  • The purpose of this study is to examine the causuality among export and import trading volume of port of Busan, Kwangyang, Incheon and to induce policy implications. In order to test whether time series data is stationary and the model is fitness or not, we put in operation unit root test, cointegration test. And We apply Granger causality and impulse response and variance decomposition based on VECM. The results indicate that the trading volume of port of Busan is not largely influenced by that of port of Kawangyang and Incheon, but the trading volume of port of Kawangyang and Incheon is largely influenced by other ports including port of Busan. The result suggest that government has to focus on policy that the port of Kawangyang and Incheon can raise its own competitiveness in the world market.

The study on scheme for train position detection based on GPS/DR (GPS/DR기반의 차상열차위치검지방안 연구)

  • Shin, Kyung-Ho;Joung, Eui-Jin;Lee, Jun-Ho
    • Proceedings of the KSR Conference
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    • 2006.11b
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    • pp.802-810
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    • 2006
  • For a thorough train control, the precise train position detection is necessarily required. The widely used current way for train position detection is the one of using track circuits. The track circuit has a simple structure, and has a high level of reliability. However trains can be detected only on track circuits, which have to be installed on all ground sections, and much amount of cost for its installation and maintenance is needed. In addition, for the track circuit, only discontinuous position detection is possible because of the features of the closed circuit loop configuration. As the recent advances in telecommunication technologies and high-tech vehicle-based control equipments, for the train position detection, the method to detect positions directly from on trains is being studied. Vehicle-based position detection method is to estimate train positions, speed, timing data continuously, and to use them as the control information. In this paper, the features of GPS navigation and DR navigation are analyzed, and the navigation filters are designed by constructing vehicle-based train position detection method by combining GPS navigation and DR navigation for their complementary cooperation, and by using kalman filter. The position estimation performance of the proposed method is also confirmed by simulations.

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The Effect of the Optical Points Difference between Finished-Reading Glasses and Dispensing Reading Glasses (완성품 돋보기와 조제가공된 돋보기가 광학적 요소에 미치는 영향)

  • Shim, Young-Cheol;Yoo, Gun-Chang;Kim, In-Suk
    • Journal of Korean Ophthalmic Optics Society
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    • v.13 no.3
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    • pp.65-71
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    • 2008
  • Purpose: This paper studied the effect of eyes on the comparison between the distance optical centers problem of dispensing reading glasses made by optician and finished reading glasses in the current market. Methods: The method of this study has been measured by eleven different categories from +1.00D to +4.00D. This study also separated into three groups by their optical frame size and measured optical center point (O.C) and optical center height (O.H) with 200 peoples of man and females over 40 years old without ocular disease living in Gwang-san gu, Gwang-Ju city. Results: As a result, optical center point ranged from 57 mm to 80 mm and it turned to be most common range is from 61 mm to 65 mm (64.6%). Moreover, the optical center height ranged from 1 mm to 8mm and most common ranged (23%) were 4 mm. In other words, finished reading glasses have irregular optical ranges. After observing 200 people who are over 40 years old men and women, result shows that more than 75.5% (151 people) currently use finished reading glasses. Survey of 151 people, most common error between the finished reading glasses's O.C and the wearers P.D were 4 mm (45%). Furthermore, the most common error between the finished reading glassses's O.H and the wearers O.H ranged from 3 mm to 4 mm. Astonishingly, the entire 151 people who wear finished reading glasses appeal that they feel tiredness on their eyes when they wear finished reading glasses. 53 people (35%) claimed that they feel tiredness on their eyes after 10 to 20 minutes wearing finished reading glasses. Base on the research, We conducted more experiment to find the value of prism of optical centers err because it will tell us whether the finished reading glasses are good enough to wear or not. We multiplied diopter by the difference between finished reading glasses's O.C. and wearer's P.D. Consequently, We found out that the finished reading glasses counter to the German RAL-RG 915 policy. And We also found that it is relative to the diopter of lenses. In conclusion, based on the researched that wearing finished reading glasses have a dangerous factor for our vision. Therefore optician must need to recommend correctly made dispensing reading glasses based on the optical center point.

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Fabrication of a Spectroscopic Ellipsometer and Characterization of Optical Thin Films (Spectroscopic Ellipsometer 의 제작 및 광학 박막 분석에의 응용)

  • 김상열;신준호
    • Proceedings of the Optical Society of Korea Conference
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    • 1990.07a
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    • pp.45-58
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    • 1990
  • 회전 편광자 영의 Spectroscople Ellipsometer를 제작하였다. 각 부품의 미소결함에 의한 오차를 추정하고 이들 각 부품의 미소결함이 Ellipsometric 상수들에 미치는 영향을 보정하여 정확도를 향상시키는 관련표현들을 유도하였다. Straight through operation에 대한 성능 평가 결과 파장 대역 400nm-600nm 내에서 tan$\psi$ 와 cos$\Delta$ 의 편차는 0.2% 내외로 만족할 만한 것으로 판단되었다. 광학 박막을 중심으로 Spectroscopic Ellipsomter를 사용한 연구에 대하여 실험예를 중심으로 논의하였다.

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Touch-Trigger Probe Error Compensation in a Machining Center (공작기계용 접촉식 측정 프로브의 프로빙 오차 보상에 관한 연구)

  • Lee, Chan-Ho;Lee, Eung-Suk
    • Transactions of the Korean Society of Mechanical Engineers A
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    • v.35 no.6
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    • pp.661-667
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    • 2011
  • Kinematic contact trigger probes are widely used for feature inspection and measurement on coordinate measurement machines (CMMs) and computer numerically controlled (CNC) machine tools. Recently, the probing accuracy has become one of the most important factors in the improvement of product quality, as the accuracy of such machining centers and measuring machines is increasing. Although high-accuracy probes using strain gauge can achieve this requirement, in this paper we study the universal economic kinematic contact probe to prove its probing mechanism and errors, and to try to make the best use of its performance. Stylus-ball-radius and center-alignment errors are proved, and the probing error mechanism on the 3D measuring coordinate is analyzed using numerical expressions. Macro algorithms are developed for the compensation of these errors, and actual tests and verifications are performed with a kinematic contact trigger probe and reference sphere on a CNC machine tool.

An Analysis of the Accuracy of Reference Points in Cadastral Area Using GPS (위성측량을 이용한 지적기준점의 정확도 분석)

  • Kang, In-Joon;Choi, Jong-Bong;Kwak, Jae-Ha;Choi, Hyun
    • Journal of the Korean Society of Surveying, Geodesy, Photogrammetry and Cartography
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    • v.20 no.1
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    • pp.39-46
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    • 2002
  • This paper shows what is point to be considered at that time in cadastral settlement surveying after declination analysis between GPS and traditional surveying at coordinate result of cadastral triangulation points and supplementary point in site selected deplaning of streets which is surveyed traditional surveying. In the case that coordinates of cadastral triangulation assistance points was decided by standard of the existing cadastral triangulation points that direction of the error vector is in opposition, authors could know all errors was reduced inside coordinate by error being offset each other through the results of study. The coordinates result of cadastral triangulation point by standard of the cadastral triangulation points reduces the deviation value through error that an intersection points was centered being offset each other but through the result that a tendency of errors occurrence is analyzed goniometrys, supplementary points that is close to cadastral triangulation assistance points was affected by error of cadastral triangulation assistance points.