• Journal of the Korean Geophysical Society
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• v.5 no.2
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• pp.131-142
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• 2002

Geomagnetic transfer function is generally estimated by choosing transfer to minimize the square sum of differences between observed values. If the error structure sccords to the Gaussian distribution, standard least square(LS) can be the estimation. However, for non-Gaussian error distribution, the LS estimation can be severely biased and distorted. In this paper, the Gaussian error assumption was tested by Q-Q(Quantile-Quantile) plot which provided information of real error structure. Therefore, robust estimation such as regression M-estimate that does not allow a few bad points to dominate the estimate was applied for error structure with non-Gaussian distribution. The results indicate that the performance of robust estimation is similar to the one of LS estimation for Gaussian error distribution, whereas the robust estimation yields more reliable and smooth transfer function estimates than standard LS for non-Gaussian error distribution.

• Journal of the Institute of Electronics Engineers of Korea TC
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• v.40 no.1
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• pp.15-23
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• 2003

This paper proposes a fast direction of arrival (DOA) estimation algorithm that can rapidly estimate incidence angles of incoming signals using a pseudo covariance matrix. The conventional subspace DOA estimation methods such as MUSIC (multiple signal classification) algorithms need many sample signals to acquire covariance matrix of input signals. Thus, it is difficult to estimate the DOAs of signals because they cannot perform DOA estimation during receiving sample signals. Also if the D0As of signals are changing rapidly, conventional algorithms cannot estimate incidence angles of signals exactly. The proposed algorithm obtains bearing response and directional spectrum after acquiring pseudo covariance matrix of each snapshot. The incidence angles can be exactly estimated by using the bearing response and directional spectrum. The proposed DOA estimation algorithm uses only concurrent snapshot so as to obtain covariance matrix. Compared to conventional DOA estimation methods. The proposed algorithm has an advantage that can estimate DOA of signal rapidly.

• The Korean Journal of Applied Statistics
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• v.25 no.1
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• pp.101-114
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• 2012

In car insurance, the loss ratio is the ratio of total losses paid out in claims divided by the total earned premiums. In order to minimize the loss to the insurance company, estimating extreme quantiles of loss ratio distribution is necessary because the loss ratio has essential prot and loss information. Like other types of insurance related datasets, the distribution of the loss ratio has heavy-tailed distribution. The Peaks over Threshold(POT) and the Hill estimator are commonly used to estimate extreme quantiles for heavy-tailed distribution. This article compares and analyzes the performances of various kinds of parameter estimating methods by using a simulation and the real loss ratio of car insurance data. In addition, we estimate extreme quantiles using the Hill estimator. As a result, the simulation and the loss ratio data applications demonstrate that the POT method estimates quantiles more accurately than the Hill estimation method in most cases. Moreover, MLE, Zhang, NLS-2 methods show the best performances among the methods of the GPD parameters estimation.

• The Journal of Korean Institute of Communications and Information Sciences
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• v.34 no.2C
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• pp.226-233
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• 2009

A novel frequency offset estimation scheme using a periodogram is proposed for orthogonal frequency division multiplexing (OfDM) systems. A conventional scheme proposed by Ren has a problem that the fractional and residual frequency offset estimation steps do not compensate for the difference between the real frequency offset and estimated integer frequency offset in the noise channel. So, the frequency offset estimation performance of Ren's scheme is degraded. In this paper, a frequency offset estimation scheme is proposed, which has a larger estimation range than that of the factional and residual frequency offset estimation steps in Ren's scheme. The proposed scheme can compensate for the difference between the real frequency offset and estimated integer frequency offset, unlike Ren's scheme. From the simulation results, we can observe that the performance of the proposed scheme is better than that of Ren's scheme.

• Korean Journal of Optics and Photonics
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• v.17 no.6
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• pp.537-543
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• 2006

A method of estimating the distance using single zoom camera limits a distance range(only optical axis) in field of view. So, in this paper, we propose a method of estimating the distance information in Stereoscopic display using the stereo zoom lens module for estimating the distance in the wide range. The binocular stereo zoom lens system is composed using a horizontal moving camera module. The left and right images are acquired in polarized stereo monitor for getting the conversion and estimating a distance. The error distance is under 10mm which has difference between optically a traced distance and an estimated distance in left and right range $(0mm{\sim}500mm)$ at center. This presents the system using a function of the zoom and conversion has more precise distance information than that of conversion control. Also, a method of estimating a distance from horizontal moving camera is more precise value than that from toe-in camera by comparing the error distance of the two camera methods.

• The Journal of the Korea institute of electronic communication sciences
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• v.7 no.6
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• pp.1455-1461
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• 2012

MIMO-OFDM which is one of core techniques for the high-speed mobile communication system requires the efficient channel estimation method with low estimation error and computational complexity, for accurately receiving data. In this paper, we propose a channel estimation algorithm with low channel estimation error comparing with LS which is primarily employed to the MIMO-OFDM system, and with low computational complexity comparing with MMSE. The proposed algorithm estimates channel vectors based on the LMS adaptive algorithm in the time domain, and the estimated channel vector is sent to the detector after FFT. We also suggest a preamble architecture for the proposed MIMO-OFDM channel estimation algorithm. The computer simulation example is provided to illustrate the performance of the proposed algorithm.

• The KIPS Transactions:PartB
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• v.12B no.2 s.98
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• pp.131-136
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• 2005

Motion Estimation (ME) has been developed to remove redundant data contained in a sequence of image. And ME is an important part of video encoding systems, since it can significantly affect the qualify of an encoded sequences. Generally, ME consists of two stages, the integer pixel motion estimation and the half pixel motion estimation. Many methods have been developed to reduce the computational complexity at the integer pixel motion estimation. However, the studies are needed at the half pixel motion estimation to reduce the complexity. In this paper, a method based on the correlations between integer pixel motion vectors and half pixel motion vectors is proposed for the half pixel motion estimation. The proposed method has less computational complexity than the full half pixel search method (FHSM) that needs the bilinear interpolation of half pixels and examines nine half pixel points to the find the half pixel motion vector. Experimental results show that the speedup improvement of the proposed method over FHSM can be up to $2.5\~80$ times faster and the image quality degradation is about to $0.07\~0.69(dB)$.

• The Korean Journal of Applied Statistics
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• v.28 no.5
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• pp.1013-1024
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• 2015

We compare the performance of two representative estimation methods for the dynamic conditional correlation (DCC) GARCH model. The first method is the pairwise estimation which exploits partial information from the paired series, irrespective to the time series dimension. The second is the multi-dimensional estimation that uses full information of the time series. As a simulation for the comparison, we generate a multivariate time series similar to those observed in real markets and construct a DCC GARCH model. As an empirical example, we constitute various portfolios using real KOSPI 200 sector indices and estimate volatility and VaR of the portfolios. Through the estimated dynamic correlations from the simulation and the estimated volatility and value at risk (VaR) of the portfolios, we evaluate the performance of the estimations. We observe that the multi-dimensional estimation tends to be superior to pairwise estimation; in addition, relatively-uncorrelated series can improve the performance of the multi-dimensional estimation.

• Proceedings of the Korea Water Resources Association Conference
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• 2018.05a
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• pp.204-204
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• 2018

수문 기상레이더는 강우량을 바로 추정하지 못하고 여러 단계의 정량적 강우량 추정과정을 거치게 되므로 많은 불확실성 발생요소가 존재한다. 불확실성 관련한 기존 연구들은 정량적 레이더 기반 강우량 추정과정에서 보정방법을 이용하여 각 단계별 불확실성을 줄이는 연구들을 수행하였다. 하지만 기존 연구들은 전체 과정에 대한 포괄적인 불확실성을 나타내지 못하고 각 단계별 불확실성의 상대적인 비율도 제시하지 못하는 단점이 있다. 본 연구에서는 정량적 레이더강우량 추정과정의 각 단계별 불확실성을 정량화하고 불확실성 전파를 나타낼 수 있는 적합한 방법을 제시하였다. 첫 번째로 초기와 최종 불확실성, 각 단계별 불확실성의 변동과 상대적인 비율을 나타낼 수 있는 새로운 개념을 제안하였다. 두 번째로 레이더기반 추정과정의 불확실성 정량화와 전파과정을 분석하기 위해 Maximum Entropy Method (MEM), Uncertainty Delta Method (UMD), Modified-Narrow Uncertainty Method (M-NUM)를 적용하였다. 세 번째로 레이더기반 강우량 추정과정의 불확실성 정량화를 위해 2개 품질관리 알고리즘, 2개 강우량 추정방법, 2개 후처리 강우량 보정방법을 2012년 여름철 18개 사례에 대하여 사용하였다. 적용결과, 최종 불확실성(후처리 강우량 보정 불확실성)이 초기 불확실성(품질관리 불확실성)보다 작게 나타나 불확실성이 감소하는 것으로 나타났다. 하지만 레이더강우량 추정단계의 불확실성은 증가하는 것으로 나타났다. 또한 레이더강우량 추정과정에서 각 단계별로 적합한 방법을 선정하는 것이 각 단계별로 불확실성이 감소시킬 수 있음을 확인하였다. 따라서 본 연구는 새로운 방법이 명확히 불확실성을 정량화할 수 있으며 정확한 정량적 레이더 강우추정에 기여할 것으로 판단한다.

• Proceedings of the Korea Water Resources Association Conference
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• 2017.05a
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• pp.6-6
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• 2017

본 연구의 목적은 독립적으로 수행되어진 하천 복원 가치추정 선행연구들을 대상으로 메타회귀분석을 활용한 편익이전을 제시함으로써, 편익이전의 타당성 및 적용 가능성을 검토하는 데 있다. 문헌검색을 통해 '하천 가치평가', '하천 가치', '물 환경 가치추정', '하천 편익' 등에 관한 자료를 수집하였으며, 총 60편의 연구를 수집했다. 그 중 중복된 연구를 제외하고 가치추정 단위를 '원/년/가구'로 통일함으로써 51편의 연구를 분석에 사용했으며, 90개의 가치 추정치가 실증분석에 사용되었다. 본 연구는 국내에서 수행된 하천 복원 가치 추정연구를 집대성하여 DB를 구축하고 요약통계량을 중심으로 선행연구 결과를 기술하였으며, 메타회귀분석을 실시한 후, policy site의 특성과 조건에 맞게 함수를 조정하고, 조정된 함수를 사용하여 policy site의 가치를 예측하였다. 종속변수로는 총 가치(원/년/가구, 2015년 불변가격)가, 독립변수로는 하천유형, 위치, 규모, 환경 서비스특성, 그리고 방법론 특성, 지불형태, 대상지 사회경제적 특성 변수들이 포함되었다. 모형의 추정결과 조정된 값은.420으로써 종속변수 총변이의 42.0%를 모형이 설명하는 것으로 나타났다. 메타회귀분석을 통해 본류에서 멀어지는 소규모하천일수록 하천의 경제적 가치를 더 크게 느끼는 것으로 나타났으며, 전체적인 영향력 크기를 고려해 본다면 하천을 복원할 때 수질정화기능, 서식지기능, 이수기능, 치수기능, 여가 및 수변공간으로의 기능 순으로 고려하는 것이 하천의 가치를 보다 높일 수 있을 것으로 보였다. 또한 지불방법은 매월, 인당 지불하는 것으로 제시할 때 경제적 가치 추정치를 높일 수 있는 것으로 해석되었다. 모델추정 결과를 활용한 함수이전에서는 만경강의 특성을 반영하고 조정함으로써 만경강의 가치를 추정하였으며, 모형으로부터 얻은 만경강 가치 예측치는 가구당 매년 41,214원으로 추정되었다. 본 연구의 메타회귀분석은 선행연구를 객관적으로 종합할 수 있는 분석의 틀로서 충분한 활용 타당성이 인정되는 것으로 보이며, 편익이전 시에 policy site의 자원특성과 조건에 맞춰 함수를 조정하여 예측치를 제시함으로써 메타회귀분석 함수이전의 융통성을 보여주었다. 이에 메타회귀분석을 통한 편익이전은 타당성 및 적용 가능성 측면에서 긍정적으로 판단된다.