• Title/Summary/Keyword: 최소자승 추정법

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An Analysis of Balassa-Samuelson Effect by Panel Cointegration Test (패널공적분검정을 통한 발라사-사무엘슨 효과 분석)

  • Choi, Yong-Jae
    • International Area Studies Review
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    • v.22 no.3
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    • pp.67-84
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    • 2018
  • The purpose of this paper is to investigate the Balassa-Samuelson effect that real exchange rate could deviate from its long-run equilibrium. To analyze this effect, I estimated the long-run relationship between real exchange and productivity using the dynamic panel ordinary least square(DOLS) and panel error correction model(ECM) after conducting the unit root and cointegration test. The results show that all variables except for the real exchange rate have the unit root. Then I conducted the cointegration test to find out whether there exist the stable long-run relationships. The results show that the variables are cointegrated and significant statistically. The DOLS and ECM methods are used to estimate the coefficient of the cointegrated variables. The major finding are that the estimates are statistically significant and that they show the same sign as the economic theory predicts.

An Empirical Investigation on Factors Influencing SNS Addiction (SNS 중독에 영향을 미치는 영향 요인에 대한 실증적 연구)

  • Kim, Jong-Uk;Park, Sang-Cheol;Jeon, Dae-Yong
    • Journal of Digital Convergence
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    • v.13 no.12
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    • pp.179-185
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    • 2015
  • Along with the recent advances of mobile internet technology, use of social network service(SNS) is very common among adolescents or college students in their daily lives. Although there have been a lot of studies on Internet addiction or mobile phone addiction, however, there were little research on SNS addiction so far. Scholars investigated somewhat broader and obscure phenomenon of Internet addiction. In this regard, the current study tried to examine factors which influence SNS addiction behavior. Unlike Internet addiction, there are positive influencing factors such socialization, enjoyment as well as problematic ones like loneliness. Data were collected from college students in Korea to examine how those factors influence addiction behavior and hypotheses were tested using the partial least square method. All three factors, socialization, enjoyment, and loneliness, were found to significantly influence SNS addiction and socialization was positively associated with enjoyment.

Simultaneous Equation Models for Evaluating Roundabout Accidents According to Different Driving Types (연립방정식을 이용한 운전유형별 회전교차로 사고모형)

  • Kim, Kyung Hwan;Park, Byung Ho
    • Journal of Korean Society of Transportation
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    • v.30 no.5
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    • pp.3-10
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    • 2012
  • This study dealt with traffic accidents occurring within roundabouts. The objective was to develop roundabout accident models for different driving types by using simultaneous equations. In pursuing the above, this study used a statistical program SPSS 17.0 to accommodate data from 148 accidents occurred within 39 roundabouts of Korea. In addition, the 2SLS(2 stage least square) estimation method was adopted to calibrate the models. The main results are as follows. First, both the number of accidents and the EPDO were evaluated to have bilateral relationships. Second, all 6 different simultaneous equation models according to driving types were found to be statistically significant. Third, the developed models were compared to each other with respect to either common or specific variables. Finally, variables such as ADT, conflicting rate, heavy vehicle ratio, circulatory roadway width, number of circulatory roadway lane, approach lane width, average approach lanes, parking places, and bus stops were selected as independent variables for the models.

Efficient Correlation Channel Modeling for Transform Domain Wyner-Ziv Video Coding (Transform Domain Wyner-Ziv 비디오 부호를 위한 효과적인 상관 채널 모델링)

  • Oh, Ji-Eun;Jung, Chun-Sung;Kim, Dong-Yoon;Park, Hyun-Wook;Ha, Jeong-Seok
    • Journal of the Institute of Electronics Engineers of Korea SP
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    • v.47 no.3
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    • pp.23-31
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    • 2010
  • The increasing demands on low-power, and low-complexity video encoder have been motivating extensive research activities on distributed video coding (DVC) in which the encoder compresses frames without utilizing inter-frame statistical correlation. In DVC encoder, contrary to the conventional video encoder, an error control code compresses the video frames by representing the frames in the form of syndrome bits. In the meantime, the DVC decoder generates side information which is modeled as a noisy version of the original video frames, and a decoder of the error-control code corrects the errors in the side information with the syndrome bits. The noisy observation, i.e., the side information can be understood as the output of a virtual channel corresponding to the orignal video frames, and the conditional probability of the virtual channel model is assumed to follow a Laplacian distribution. Thus, performance improvement of DVC systems depends on performances of the error-control code and the optimal reconstruction step in the DVC decoder. In turn, the performances of two constituent blocks are directly related to a better estimation of the parameter of the correlation channel. In this paper, we propose an algorithm to estimate the parameter of the correlation channel and also a low-complexity version of the proposed algorithm. In particular, the proposed algorithm minimizes squared-error of the Laplacian probability distribution and the empirical observations. Finally, we show that the conventional algorithm can be improved by adopting a confidential window. The proposed algorithm results in PSNR gain up to 1.8 dB and 1.1 dB on Mother and Foreman video sequences, respectively.

Particle Filter SLAM for Indoor Navigation of a Mobile Robot Using Ultrasonic Beacons (초음파 비이컨을 사용한 이동로봇 실내 주행용 파티클 필터 SLAM)

  • Kim, Tae-Gyun;Ko, Nak-Yong;Noh, Sung-Woo
    • The Journal of the Korea institute of electronic communication sciences
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    • v.7 no.2
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    • pp.391-399
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    • 2012
  • This paper proposes a particle filter approach for SLAM(Simultaneous Localization and Mapping) of a mobile robot. The SLAM denotes estimation of both the robot location and map while the robot navigates in an unknown environment without map. The proposed method estimates robot location simultaneously with the locations of the ultrasonic beacons which constitute landmarks for navigation. The particle filter method represents the locations of the robot and landmarks in probabilistic manner by the distribution of particles. The method takes care of the uncertainty of the landmarks' location as well as that of the robot motion. Therefore, the locations of the landmarks are updated including uncertainty at every sampling time. Performance of the proposed method is verified through simulation and experiments. The method yields practically useful mapping information even if the range data from the landmarks include random noise. Also, it provides more accurate and robust estimation of the robot location than the usual least squares methods or dead-reckoning method.

Estimating High-Frequency Damping of a Beam through Electro-Mechanical Signatures of Piezoelectric Wafer Mounted on the Beam (보에 부착된 압전웨이퍼의 전기역학적 신호를 통한 고주파수 대역 감쇠 추정)

  • Shin, Yong Jae;Park, Hyun Woo
    • KSCE Journal of Civil and Environmental Engineering Research
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    • v.37 no.1
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    • pp.217-229
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    • 2017
  • The high-frequency electro-mechanical signatures, which are excited and received by piezoelectric wafers mounted on a beam, are sensitive to incipient defect in a beam. Predicting the sensing range of the piezoelectric wafers is needed to effectively conduct damage assessment of a beam through utilizing their advantage. Damping of a beam plays the most important role in determining the sensing range among other features. This paper has proposed a scheme for estimating high-frequency damping of a beam through electro-mechanical signatures of piezoelectric wafers mounted on the beam. Considering damping effect while resonance of a beam evolves, wave perspective is adopted to formulate the electro-mechanical signatures of piezoelectric wafers. The damping of a beam is estimated through the least squares method minimizing the difference between the calculated and the measured damping ratio function values which are obtained from formulated and measured electro-mechanical signatures, respectively. The validity of the proposed scheme has been demonstrated through numerical and experimental examples using an aluminum beam with collocated piezoelectric wafers.

달 탐사선의 항행해 결정을 위한 심우주 예비 항법 소프트웨어의 개발

  • Kim, Jae-Hyeok;Song, Yeong-Ju;Park, Sang-Yeong
    • Bulletin of the Korean Space Science Society
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    • 2010.04a
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    • pp.28.4-29
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    • 2010
  • 이 연구는 심우주 추적망(Deep Space Network) 측정 시스템의 구현을 위한 한국형 심우주 항법 예비 소프트웨어(Korean Deep Space Orbit Determination Program version 1; K-DSODP ver.1)의 개발을 목표로 한다. 연구의 주 내용은 심우주 항법을 위한 기초 기술 연구로 지구로부터 달까지 진행하는 탐사선의 궤적 추정에 대한 것이며, 연구의 시작에 앞서 사용될 관측 데이터를 얻기 위해 한국형 심우주 항법 관측데이터 생성 소프트웨어(Korean Deep Space Observation Data Generation Program version 1; K-DSODGP ver.1)를 개발하여 사용하였다. 임의의 잡음이 추가된 가상의 관측 데이터를 생성한 후, 이 관측 데이터를 실제 궤도로 상정하여 기하학적인 관측 모델을 수립하였고, 일정한 시간 간격동안 모은 임의의 관측 데이터를 가지고 궤도 결정을 수행하여 추정된 궤도를 전파하였다. 궤도 결정 알고리즘을 구성하기 위해 기본적인 좌표계, 탐사선에 미치는 지구의 중력에 대한 동역학 모델, 천체력과 탐사선의 동역학 모델로 구성된 관측 모델들을 유도하였으며, 탐사선의 위치와 속도를 추정하는 과정에서 가중치 최소 자승법을 적용하여 추정 궤도와 실제 궤도의 최소화를 유도하였다. 이러한 일련의 과정을 통해 요구한 시각의 탐사선의 위치와 속도를 결정하는 궤도결정 시스템을 구현하였고, 궤도 결정 시스템의 성능을 평가하기 위해 전파된 궤도와 실제 궤도의 차이를 분석하였다. 결과적으로 300초마다 관측데이터를 받을 경우, 2일 이상의 궤도결정 시간간격을 상정했을 때 평균 오차는 각각 약 0.26km RMS(range), 6.84km/s RMS(range-rate) 이내의 결과를 얻었고, 600초마다 관측데이터를 받을 경우, 평균 오차는 각각 약 0.30km RMS (range), 6.35km/s RMS(range-rate) 이내의 안정적인 결과를 얻었다. 이 연구의 결과를 통하여 추후 심화된 심우주 항법 소프트웨어 개발을 위한 기반이 마련될 것이다.

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A Study on Design and Implementation of Scalable Angle Estimator Based on ESPRIT Algorithm (ESPRIT 알고리즘 기반 재구성 가능한 각도 추정기 설계에 관한 연구)

  • Dohyun Lee;Byunghyun Kim;Jongwha Chong;Sungjin Lee;Kyeongyuk Min
    • Journal of IKEEE
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    • v.27 no.4
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    • pp.624-629
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    • 2023
  • Estimation of signal parameters via rotational invariance techniques (ESPRIT) is an algorithm that estimates the angle of a signal arriving at an array antenna using the shift invariance property of an array antenna. ESPRIT offers the good trade-off between performance and complexity. However, the ESPRIT algorithm still requires high-complexity operations such as covariance matrix and eigenvalue decomposition, so implementation with a hardware processor is essential to estimate the angle of arrival in real time. In addition, ESPRIT processors should have high performance. The performance is related to the number of antennas, and the number of antennas required for each application are different. Therefore, we proposed an ESPRIT processor that provides 2 to 8 variable antenna configurations to meet the performance and complexity requirements according to the applied field. The proposed ESPRIT processor was designed using the Verilog-HDL and implemented on a field programmable gate array (FPGA).

Locally adaptive intelligent interpolation for population distribution modeling using pre-classified land cover data and geographically weighted regression (지표피복 데이터와 지리가중회귀모형을 이용한 인구분포 추정에 관한 연구)

  • Kim, Hwahwan
    • Journal of the Korean association of regional geographers
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    • v.22 no.1
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    • pp.251-266
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    • 2016
  • Intelligent interpolation methods such as dasymetric mapping are considered to be the best way to disaggregate zone-based population data by observing and utilizing the internal variation within each source zone. This research reviews the advantages and problems of the dasymetric mapping method, and presents a geographically weighted regression (GWR) based method to take into consideration the spatial heterogeneity of population density - land cover relationship. The locally adaptive intelligent interpolation method is able to make use of readily available ancillary information in the public domain without the need for additional data processing. In the case study, we use the preclassified National Land Cover Dataset 2011 to test the performance of the proposed method (i.e. the GWR-based multi-class dasymetric method) compared to four other popular population estimation methods (i.e. areal weighting interpolation, pycnophylactic interpolation, binary dasymetric method, and globally fitted ordinary least squares (OLS) based multi-class dasymetric method). The GWR-based multi-class dasymetric method outperforms all other methods. It is attributed to the fact that spatial heterogeneity is accounted for in the process of determining density parameters for land cover classes.

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The effect of temperature on the electricity demand: An empirical investigation (기온이 전력수요에 미치는 영향 분석)

  • Kim, Hye-min;Kim, In-gyum;Park, Ki-Jun;Yoo, Seung-Hoon
    • Journal of Energy Engineering
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    • v.24 no.2
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    • pp.167-173
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    • 2015
  • This paper attempts to estimate the electricity demand function in Korea with quarterly data of average temperature, GDP and electricity price over the period 2005-2013. We apply lagged dependent variable model and ordinary least square method as a robust approach to estimating the parameters of the electricity demand function. The results show that short-run price and income elasticities of the electricity demand are estimated to be -0.569 and 0.631, respectively. They are statistically significant at the 1% level. Moreover, long-run income and price elasticities are estimated to be 1.589 and -1.433, respectively Both of results reveal that the demand for electricity is price- and income-elastic in the long-run. The relationship between electricity consumption and temperature is supported by many of references as a U-shaped relationship, and the base temperature of electricity demand is about $15.2^{\circ}C$. It is shown that power of explanation and goodness-of-fit statistics are improved in the use of the lagged dependent variable model rather than conventional model.