• Communications for Statistical Applications and Methods
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• v.1 no.1
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• pp.131-140
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• 1994

Box-Jenkins 시계열 분석에서 모형검진을 위한 통계량으로 잔차의 자기상관함수를 이용한 Box와 Pierce(1970)의 포트맨토우 검정과 Ljung과 Box(1978)의 변형된 포트맨토우 검정을 Basawa(1987)가 제안한 예측오차를 이용한 모형 검진 방법과 비교, 분석하였다. 시뮬레이션 연구를 수행하여 경험적 평균, 분산 및 유의 수준을 비교하여 과대적합의 방법을 이용하여 검정력을 비교하였다.

• The Korean Journal of Applied Statistics
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• v.33 no.5
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• pp.527-540
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• 2020

While analyzing data, researching outliers, which are out of the main tendency, is as important as researching data that follow the general tendency. In this study we discuss the influence function for outlier discrimination. We derive sample influence functions of sample mean, sample variance, and sample standard deviation, which were not directly derived in previous research. The results enable us to mathematically examine the relationship between the empirical influence function and sample influence function. We can also consider a method to approximate the sample influence function by the empirical influence function. Also, the validity of the relationship between the approximated sample influence function and the empirical influence function is also verified by the simulation of random sampled data in normal distribution. As the result of a simulation, both the relationship between the two influence functions, sample and empirical, and the method of approximating the sample influence function through the emperical influence function were verified. This research has significance in proposing a method that reduces errors in the approximation of the empirical influence function and in proposing an effective and practical method that proceeds from previous research that approximates the sample influence function directly through empirical influence function by constant revision.

• Proceedings of the KIEE Conference
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• 2015.07a
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• pp.523-524
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• 2015

신재생 에너지는 발전 시 연료가 들지 않는다는 특징과 친환경적인 이유로 각광 받고 있다. 이러한 특징으로 인해 에너지 독립 계통을 구성하는 데 주요 역할을 한다. 풍력, 태양광, 에너지 저장 장치 등이 분산 전원으로서 계통을 구성하게 되는데, 낮은 효율과 높은 초기 설치비용으로 인해 디젤 발전기나 마이크로 터빈 등 소형 발전기를 예비 전력으로서 부착하는 경우가 대부분이다. 이러한 분산 전원들은 가격이 제각각이며 기존의 화석연료 발전기처럼 비용 함수 모델링이 어려워 경제적 분석이 어려웠다. 이 논문은 이러한 신재생 에너지를 사용한 독립 마이크로그리드를 경제적 관점에서 분석하는 것이 목적이다. 따라서 계통을 분석하는 가장 보편적인 방법인 최적 조류 계산(OPF, Optimal Power Flow)방법과 가격을 최소화하는 점을 찾는 경제급전(ED, Economic Dispatch)방법을 사용하였다. 두 가지 방법의 결과를 비교하여 발전 비용을 줄일 수 있는지에 대해 조사하였다. 7-Bus 가상 계통을 만들어 사용하였고, OPF와 ED의 발전 비용은 PowerFactory$^{(R)}$ 프로그램을 통해 시뮬레이션 하여 데이터를 얻었다.

• Journal of the Korea society of information convergence
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• v.7 no.2
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• pp.49-57
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• 2014

Recently, opinion mining is introduced to extract useful information from SNS data and to evaluate the true intention of users. Opinion mining are required several efficient techniques to collect and analyze a large amount of SNS data and extract meaningful data from them. Therefore in this paper, we propose a parallel HDFS(Hadoop Distributed File System) and emotion functions based on Mapreduce to extract some emotional information of users from various unstructured big data on social networks. The experiment results have verified that the proposed system and functions perform faster than O(n) for data gathering time and loading time, and maintain stable load balancing for memory and CPU resources.

• The Korean Journal of Financial Management
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• v.22 no.2
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• pp.189-212
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• 2005

This study examines the interactions between KTB spot and futures markets using the daily prices from March 4, 2002 to January 31, 2005. We use Granger causality test, impulse Response Analysis and Variance Decomposition through vector autoregressive analysis (VAR). However, considering the long-term relationships between the level variables of KTB spot and futures, we introduced Vector Error Correction Model. The main results are as follows. According to the results of Granger-causality test and impulse response analysis, we find that the yields of KTB forward have a great influence on the change of KTB spot but not vice versa. In terms of volatility analysis, there is no inter-dependence between KTB forward and spot markets. In the variance decomposition analysis we find that the short-term KTB forward has much more impact on the KTB spot market than the long-term KTB forward does. We think these results are meaningful for bond investors who are in charge of capital asset pricing valuation, risk management and international portfolio management.

• International Area Studies Review
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• v.13 no.3
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• pp.309-330
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• 2009

This paper analyzes comparatively the effects of changes in real effective exchange rates on the business fluctuations of the cases of Korea and Japan employing structural vector auto-regression(S-VAR) model which uses quarterly data for the five variables of real effective exchange rates, GDP gap, real interest rates, oil prices, inflation rates for the period of 1980-2006. The paper employes impulse-response analysis and variance decompositions. The paper finds that real exchange rate depreciations are contractionay for the case of Korea while they are expansionary for the case of Japan. These results are consistent with the prevailing empirical results that real exchange rate depreciations are contractionary for developing countries while expansionary for advanced countries.

• The Journal of the Korea Contents Association
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• v.7 no.1
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• pp.124-130
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• 2007

A rectangular coaxial line is mainly utilized as a transition structure from a coaxial line to a rectangular waveguide. A TEM cell is also widely used to measure the EMC characteristics of a DUT. In order to understand the operations of a rectangular coaxial line and a TEM cell, it is essential to analyze the dispersion relations of a rectangular coaxial line and a TEM cell. In this paper, we present simple yet accurate dispersion relations of the TE and TM higher modes based on the TEM mode. Manipulating a mode-matching technique and a Green's function approach allows us to obtain the analytic dispersion equations of a rectangular coaxial line and a TEM cell. In our approach, a rectangular coaxial line is divided into four L-blocks and its electromagnetic fields representations are easily obtained with a superposition. To verify the convergence of our dispersion relations, we perform numerical computations and compare our results with those of FDTD.

• Proceedings of the Korea Water Resources Association Conference
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• 2019.05a
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• pp.205-205
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• 2019

우리나라에서 강우의 시간분포를 위해 보편적으로 사용되고 있는 방법은 Huff 4분위법으로 강우의 시간적 분포특성을 나타내는 무차원 시간분포곡선을 제시한 것으로, 강우의 지속기간을 4분위로 구분하여 각 분위의 강우량 중 가장 큰 값이 속해 있는 구간을 선택하여 그 구간의 위치에 따라 분위를 정하는 방법이다. 현재 실무에서는 Huff의 분위별 곡선에 대한 회귀식은 지속기간 전반에 걸쳐 정확도가 높은 이유로 6차식을 적용하고 있으나, 통계 모델링에서 간결함의 원리에 따라 회귀식이 간결할 필요가 있으며, 통계적 유의수준에 기초하여 회귀계수를 결정하여야 하므로 유의성 검정 방법을 통한 검정결과를 비교할 필요가 있다. 따라서 본 연구에서는 다중회귀분석 방법에 따른 회귀계수 유의성 검정결과 비교를 위하여 구미지역의 무차원 누가우량 백분율을 이용한 시간분포 회귀식을 이용하여 유의성 검정 방법인 분산분석 방법(Analysis of Variance)과 변수선택 방법(Backward Selection)의 검정 결과를 도출 및 비교하였다. 통계프로그램인 프로그래밍 R을 이용하여 변수선택 방법 중 후방제거법 함수를 이용하여 최종 회귀식을 도출하고 또한 7차 회귀식을 분산분석을 이용한 후방제거법으로 회귀계수를 제거하는 방법으로 최종 회귀식을 산정하였다. 분산분석을 이용한 후방제거법의 유의성 검정결과는 프로그래밍 R을 이용한 후방제거법의 결과와 동일한 것으로 분석되었다. 일반적으로 설계강우량의 시간분포를 위한 방법으로 사용되고 있는 Huff의 4분위 방법의 시간분포 회귀식은 회귀계수의 유의성 검정이 이루어지고 있지 않으므로 본 연구결과를 통해 설계강우량 시간분포 회귀식의 유의성 검정방법 제시 및 결과도출과정을 통해 시간분포 회귀식 산정기법으로 활용할 수 있을 것으로 사료된다.

• The Transactions of the Korean Institute of Power Electronics
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• v.9 no.6
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• pp.568-576
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• 2004

This paper presents a new anti-islanding method for distributed power generation system (DPGS) using renewable energy. Based on the concept of real and reactive power mismatch, three different islanding conditions are analyzed. It is shown via analysis that islanding voltage is a function of real power alone, where as its frequency is a function of both real and reactive power. Using this analysis, a new anti-islanding method is developed. The proposed protection algorithm continuously perturbs ($\pm$5%) the reactive power supplied by DPGS while simultaneously monitoring the utility voltage and frequency. If a measurable frequency deviation took place by islanding, the real power of DPGS is further reduced to 80%. This detection method is shown to be fast acting under resonant loads. Possible islanding conditions are simulated and verified with analysis. Experimental results on a 0.5kW utility-interactive fuel cell system are suggested.

• Journal of Digital Contents Society
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• v.3 no.2
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• pp.255-264
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• 2002

Multimedia is now applied to various real worlds. In particular, the focus of CSCW(Computer Supported Cooperated Work) for multimedia education system has increased. DOORAE is a framework for supporting development of applications running on distributed multimedia environment and multimedia distance education system. EDA is a system is able to detect automatically a software error based on distributed multimedia. It has been designed and implemented for construction and experiment of effective DOORAE environment. It detects an error by polling periodically the process with relation to session. Conventional method detects an error by polling periodically all the process. This papaer explains a performance analysis of an error detection system running on distributed multimedia environment using the rule-based SES and DEVS modeling and simulation techniques. In DEVS, a system has a time base, inputs, states, outputs, and functions.