• The Korean Journal of Financial Management
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• v.21 no.1
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• pp.149-181
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• 2004

In this study we perform empirical tests using KOSPI return to investigate the existence of nonlinear characteristics in the generating process of stock returns. There are three categories in empirical tests; the test of nonlinear dependence, nonlinear stochastic process and nonlinear deterministic chaos. According to the analysis of nonlinearity, stock returns are not normally distributed but leptokurtic, and appear to have nonlinear dependence. And it's decided that the nonlinear structure of stock returns can not be completely explained using nonlinear stochastic models of ARCH-type. Nonlinear deterministic chaos system is the feedback system, which the past incidents influence the present, and it is the fractal structure with self-similarity and has the sensitive dependence on initial conditions. To summarize the results of chaos analysis for KOSPI return, it is the persistent time series, which is not IID and has long memory, takes biased random walk, and is estimated to be fractal distribution. Also correlation dimension, as the approximation of fractal dimension, converged stably within 3 and 4, and maximum Lyapunov exponent has positive value. This suggests that chaotic attractor and the sensitive dependence on initial conditions exist in stock returns. These results fit into the characteristics of chaos system. Therefore it's decided that the generating process of stock returns has nonlinear deterministic structure and follow chaotic process.

• The Journal of the Korea Contents Association
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• v.17 no.1
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• pp.465-474
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• 2017

This study aimed to identify the trends of related research as a basic study for the development of creative convergent formative education program of natural structure concept. This study sought to identify research trends present in previous studies. The nature structure of the preliminary research was limited to the three concepts: (i) fractal ; (ii) kinetic and (iii) biomimicry. In this study, the trends of domestic research in the last 10 years related to the concept of natural structure were analyzed using academic research information service. It was found that, to date, little research has been conducted on the three concepts across education fields. In relation to the fractal concept, previous research has focused on mathematics. This preliminary study sought to review the abovementioned three concepts or the development of a modeling education program. It should be significant, if an education program adopted unlimited modeling principles to understand the innate features of the nature structure. However, very few education programs have adopted the three concepts of the nature structure. Future studies would seek to review international research trends based on the three concepts of the nature structure and combine the results on international research trends with the results on domestic research trends found in this study.

• Clinical and Experimental Pediatrics
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• v.45 no.9
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• pp.1114-1119
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• 2002

Purpose : The purposes of this study were to determine short- and long-term fractal correlation behavior of heart rates during daily activity in patients with neurocardiogenic syncope. Methods : Twenty five patients with histories of neurocardiogenic syncope episodes were included. Their analogue 24h ambulatory Holter electrocardiograms were analyzed. The tape was digitized and the digitized electrocardiograms were partioned into sections of one hour. Then their RR intervals were measured and 20,000 points of RRI were used. To quantify the fractal correlation behavior, we employed the detrended fluctuation analysis, and short-term($n{\leq}16$, ${\alpha}_1$) and long-term(n>16, ${\alpha}_2$) fractal scaling exponents were calculated. Results : When compared to control, 24-hour average values of ${\alpha}_1$ and all ${\alpha}_1$ values at quarters of each day were significantly higher in patients with syncope. On the contrary, their 24-hour average value of ${\alpha}_2$ and all ${\alpha}_2$ values at quarters of each day were lower in patients with syncope. However, statistical significances were found in 24-hour average value of ${\alpha}_2$ and in ${\alpha}_2$ value at MN-6AM. Conclusion : In the syncope patients with neurocardiogenic syncope, short-term fractal scaling exponents of RR interval was significantly high throughout the day. Therefore, their RR intervals were smoother in the short term scale and had a tendency to continue in the same direction of increase or decrease, which may contribute to persistent decrease in heart rate during a syncopal attack.

• The Journal of Engineering Geology
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• v.27 no.4
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• pp.463-474
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• 2017

Heterogeneous background fractures of granite and sedimentary rocks in Gyeongju LILW (low-intermediate level radioactive waste) facility area have been characterized quantitatively by analyzing fracture parameters (orientation, intensity, and size). Surface geological survey, electrical resistivity survey, and acoustic televiewer log data were used to characterize the heterogeneity of background fractures. Bootstrap method was applied to represent spatial anisotropy of variably oriented background fractures in the study area. As a result, the fracture intensity was correlated to the inverse distance from the faults weighted by nearest fault size and the mean value of electrical resistivity and the average volumetric fracture intensity ($P_{32}$) was estimated as $3.1m^2/m^3$. Size (or equivalent radius) of the background fractures ranged from 1.5 m to 86 m and followed to power-law distribution based on the fractal property of fracture size, using fractures measured on underground silos and identified surface faults.

• Proceedings of the Korean Institute of Industrial Safety Conference
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• 1998.05a
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• pp.51-56
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• 1998

기계설비 및 구조물의 파괴는 대부분 예고 없이 일어나서, 인명이나 물적 재산에 많은 손해를 준다. 이러한 구조물의 파괴에 관여하는 재료파괴는 겉으로 보기에는 아주 간단하게 보이나 파괴가 일어나기까지 많은 원인과 과정이 있다. 한편, 각종 재해원인을 해석하고 그 구체적인 방지 대책을 수립하는 안전공학의 대상인 대부분의 기계 구조물 사고에는 그 원인, 과정 및 결과에서 파괴현상이 깊이 관여된다. 따라서 파괴 현상을 정량적으로 분석하는 것은 구조물의 안정성을 평가하는 데 매우 중요하다. (중략)

• Proceedings of the Korea Multimedia Society Conference
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• 2001.11a
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• pp.378-383
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• 2001

Intranet 환경에 다수의 유휴 호스트를 이용하여 많은 계산량을 지닌 응용 문제를 분산시켜 병렬 수행함으로써 효율성의 향상이 기대된다. 하지만 유휴 호스트를 이용하는데 있어서 이질성과 가변성 및 자율성으로 인해 요청에 대한 신뢰성을 예측하기가 어렵다. 본 논문에서는 태스크 할당 및 호스트 관리에 있어서 부하 균등을 위한 동적 분산 병렬 스킴인 적응적 태스크 재할당 기법을 제시한다. 또한, 이미지 랜더링 생성과 프랙탈 이미지 처리와 같은 많은 연산량을 지닌 응용 문제를 PDSWeb 시스템에 적용하여 제안 알고리즘의 성능을 분석하고 평가한다.

• Journal of the Korean Institute of Intelligent Systems
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• v.10 no.4
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• pp.304-309
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• 2000

For understanding the information processing in human brain, we analyze the EEG, a spontaneous electric activity on the scalp of the human. In this paper, we used the mutual information to analyze EEG. The mutual information is used to show the stochastic correlation between signals which are generated in the communication and information theory. The used EEG is evoked by each auditory stimulus in positive and negative emotional states. As a result, we found thet there is some difference at the mutual information in each emotional state.

• Proceedings of the Korean Institute of Intelligent Systems Conference
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• 2000.05a
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• pp.215-219
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• 2000

인간의 뇌 정보처리를 이해하기 위한 일환으로서, 많은 연구자들이 사람의 두피에서 자발적으로 발생하는 전기 활동인 뇌파(EEG)를 분석하였다. 측정된 뇌파는 잡음처럼 보이는 비선형적인 거동으로 인하여 단순한 관찰만으로는 그 특징을 분석하기가 매우 어렵다. 따라서 이러한 뇌파를 분석하고 이해하기 위한 방법으로 파워스펙트럼, 바이스펙트럼 등과 같은 스펙트럼 분석과 상관차원, 프랙탈 차원과 같은 비선형 카오스 분석 등과 같은 해석법들이 활발히 연구되어왔다. 본 논문에서는 이러한 기존의 방법 외에 두 신호사이의 통계적 의존성을 측정하는 양인 상호정보를 이용하여 뇌파의 특징을 분석하였다. 뇌파간의 상호정보 분석을 통해 두뇌에서의 정보의 흐름에 관한 특징을 알아보았고, 감성자극에 반응하는 두뇌의 활동영역을 알 수 있었다.

• Proceedings of the KSRS Conference
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• 2008.03a
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• pp.39-43
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• 2008

경관을 구성하는 다양한 요소들의 공간적 분포 패턴과 상호 관계를 정량적으로 분석하기 위하여 다양한 경관지수가 개발되어 사용되고 있다. 경관구조 및 변화특성을 정량적으로 해석하기 위한 노력은 1950년대 후반부터 기하학적 이론을 기초로 하여 제기되어 왔으며, 최근에는 원격탐사, GIS, 정보이론, 프랙탈 이론에 근거한 지표 등이 도입되어 사용되고 있다. 본 연구에서는 연안습지 식생의 발달과 분포 특성을 공간적으로 해석하기 위해 Landsat 영상에 분광혼합분석 기법을 적용하여 선정한 지표면 식생비율을 10개 클래스로 구분한 후 각 클래스에 대해 경관지수를 적용하여 식생비율의 시-공간적 변동 특성을 분석하였다. 새만금방조제를 비롯한 많은 연안습지에 생성되는 습지식생의 공간적 분포를 변화탐지 하고 이들의 시-공간적 분포에 영향을 미치는 요인을 해석하여 연안습지의 보존과 개발에 대한 기초 정보를 위성자료를 통해 추출 분석하였다.

• Journal of Korean Society for Geospatial Information Science
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• v.8 no.2 s.16
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• pp.61-69
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• 2000

Until now, the extraction of information on geographic features and the compilation of maps from satellite imagery has had many limitations because of its lower resolution compared to aerial photos to the recent. However, it is expected that the availability of high resolution satellite imagery whose spatial resolution is about 1m will reduce such limitations. Currently, a compilation of national-wide digital base maps is going on to construct the National Geographic Information Systems in Korea. It will be used for many application field of the social welfare. Therefore, in this study, we suggest that satellite imagery can help it and we have experimented on the possibility of detecting and interpreting geographic data using satellite imagery of various spatial resolutions. The interpretability and detectability of 46 features in 6 categories was experimented with 6 kinds of images of different resolutions. As a subsequent procedure, we have performed the fractal analysis for a quality test of the texture information. Through the fractal analysis, we could show that texture information and probability of discrimination increases as the spatial resolution of the image increases. Based on the results of this experiment, we could suggest the possibility of the renewal and construction of the National-wide Geographic Information Systems database using satellite imagery, as well as of examining appropriate spatial resolutions for objects of interest.