• KDI Journal of Economic Policy
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• v.14 no.1
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• pp.121-145
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• 1992

This paper examines characteristics of time series data related to the construction investment(stationarity and time series components such as secular trend, cyclical fluctuation, seasonal variation, and random change) and surveys predictibility, fitness, and explicability of independent variables of various models to build a short-term construction investment forecasting model suitable for current economic circumstances. Unit root test, autocorrelation coefficient and spectral density function analysis show that related time series data do not have unit roots, fluctuate cyclically, and are largely explicated by lagged variables. Moreover it is very important for the short-term construction investment forecasting to grasp time lag relation between construction investment series and leading indicators such as building construction permits and value of construction orders received. In chapter 3, we explicate 7 forecasting models; Univariate time series model (ARIMA and multiplicative linear trend model), multivariate time series model using leading indicators (1st order autoregressive model, vector autoregressive model and error correction model) and multivariate time series model using National Accounts data (simple reduced form model disconnected from simultaneous macroeconomic model and VAR model). These models are examined by 4 statistical tools that are average absolute error, root mean square error, adjusted coefficient of determination, and Durbin-Watson statistic. This analysis proves two facts. First, multivariate models are more suitable than univariate models in the point that forecasting error of multivariate models tend to decrease in contrast to the case of latter. Second, VAR model is superior than any other multivariate models; average absolute prediction error and root mean square error of VAR model are quitely low and adjusted coefficient of determination is higher. This conclusion is reasonable when we consider current construction investment has sustained overheating growth more than secular trend.

• Bulletin of the Korean Chemical Society
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• v.7 no.5
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• pp.367-371
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• 1986

Dynamic and equilibrium properties of n-alkane chains immersed in solvent molecules have been investigated by a molecular dynamics method. The n-alkane chain is assumed to be a chain of elements (CH$_2$) interconnected by bonds having a fixed bond length and bond angle, but each bond of the chain is allowed to execute hindered internal rotation. We studied the effect of the number of the chain elements (N$_c$ = 10, 15 and 20) on the equilibrium properties of the system, e.g., the pair correlation functions between a chain element and solvent molecules, g$_{cs}$(r), and between the chain elements, g$_{cc}$(r), and the configurational properties such as the mean-square end-to-end distance < R$^2$ >, the mean-square radius of gyration < S$^2$ >, and the eigenvalues of the moment-of-inertia tensor < S$_i^2$ > / < S$^2$ > (i = 1, 2 and 3). We also studied the dynamic properties of the system, e.g., the autocorrelation function C(A;t) where A = R$^2$(t), = S$^2$(t), or = ${\vec{V}}(t)({\vec{V}}$ = velocity of the center of mass), and the diffusion coefficient D. The g$_{cs}$(r)'s are almost equal irrespective of the change of Nc while g$_{cc}$(r) becomes larger as N$_c$ increases; The MD computed configurational properties < R$^2$2 > and < S$^2$ > were found to be a little different from the values calculated from the statistical equations of < R$^2$ > and < S$^2$ >, it may be due to the fact that our model for the MD simulations includes a long-range volume effect. From the < S$_i^2$ > / < S$^2$ >, it is found that the chain molecule has a nearly spherical shape irrespective of the variation of N$_c$. For the dynamic properties we found that the C(R$^2$;t) and C(S$^2$;t) of lower N$_c$ decay faster than those of higher N$_c$, while the C($\vec V$;t) of the center of mass in the chain is weakly dependent on the N$_c$. The center of mass diffusion coefficient D$_c$ decreases as N$_c$ increases while the end point diffusion coefficient D$_e$ is nearly equal irrespective of the change of N$_c$.

• The Journal of Korean Institute of Communications and Information Sciences
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• v.18 no.6
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• pp.815-823
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• 1993

In this paper, the structure of modified multiplication-free adaptive filter(M-MADF) and convergence analysis are presented. To evaluate the performance of proposed M-MADF algorithm, fractionally spaced equalizer (FSE) is used. The input signals are quantized using DPCM and the reference signals is processed using a first-order linear prediction filter, and the outputs are processed by a conventional adaptive filter. The filter coefficients are updated using the Sign algorithm. Under the assumption that the primary and reference signals are zero mean, wide-sense stationary and Gaussian, theoretical results for the coefficient misalignment vector and its autocorrelation matrix of the filter are driven. The convergence properties of Sign. MADF and M-MADF algorithm for updating of the coefficients of a digital filter of the fractionally spaced equalizer (FSE) are investigated and compared with one another. The convergence properties are characterized by the steady state error and the convergence speed. It is shown that the convergence speed of M-MADF is almost same as Sign algorithm and is faster that MADF in the condition of same steady error. Especially it is very useful for high correlated signals.

• KSCE Journal of Civil and Environmental Engineering Research
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• v.8 no.1
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• pp.187-196
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• 1988

Meander characteristics of the Han River System using autocorrelation coefficient and variance spectrum were analysed, and meander paths were simulated by direction and direction-change series in this paper. Better wavelength estimates are obtained from direction-change spectra, dominant wavelength had the increasing tendency in order tributaries of the North Han River System, the South Han River System and the Han River Downstream System. The meander characteristics of tributaries in the North Han River, the South Han River and the Han River Downstream System could be obtained from the results of direction and direction change spectra. Direction and direction-change autocorrelograms are generally of damped oscillatory form, and wavelengths estimated from direction-change autocorrelograms correlate closely with wavelength estimated from direction-change specta.

• Journal of Korean Society of Water and Wastewater
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• v.29 no.4
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• pp.469-479
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• 2015

This study have been conducted to analyze the feasibility of establishing Contamination Warning System(CWS) that is capable of monitoring early natural or intentional water quality accidents, and providing active and quick responses for domestic C_water supply system. In order to evaluate the water quality data set, pH, turbidity and free residual chlorine concentration data were collected and each statistical value(mean, variation, range) was calculated, then the seasonal variability of those were analyzed using the independent t-test. From the results of analyzing the distribution of outliers in the measurement data using a high-pass filter, it could be confirmed that a lot of lower outliers appeared due to data missing. In addition, linear filter model based on autoregressive model(AR(1) and AR(2)) was applied for the state estimation of each water quality data set. From the results of analyzing the variability of the autocorrelation coefficient structure according to the change of window size(6hours~48hours), at least the window size longer than 12hours should be necessary for estimating the state of water quality data satisfactorily.

• Water for future
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• v.15 no.3
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• pp.23-36
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• 1982

The stochastic variations and structures of time series data on water quality were examined by employing the techniques of autocorrelation function, variance spectrum, Fourier series, autoregressive model and ARIMA model. These time series included hourly and daily observation on DO, turbidity, conductivity pH and water temperature. The measurement was made by automatic recording instrument at Noryangjin and Dook-do located in the downstream part of Han River during 1975 and 1976. Hourly water quality time series varied with the dominant 24-hour periodicity, and the 12-hour periodicity was also observed. An important factor affecting 24-hour periodic variation of DO is believed to be photosynthesis by algae. These phenomena might be attributable to periodic discharges of municipal sewage. Noryangjin site showed the more distinct 12-hour periodicity than Dook-do site did, and tidal effect might be responsible for the difference. The water quality, as measured by DO and turbidity, was better in the afternoon compared with the quality in the morning. This change can be explained by the periodic variation of DO, temperature and the amount of municipal wewage discharge. It was also observed that the water temperature at Noryangjin was higher than the temperature at Dook-do. This difference might have been caused by the pollutants that were added to the section between two sites. The correlation coefficients between some of the variables were fairly high. For example, the coefficient was -0.88 between DO and water temperature, 0.75 between turbidity and river flow, and 0.957 between water temperature and air temperature. The lag time of heat transfer from the air to the water was estimated as 24 days. The first order auto-regressive model was appropriate for explaning standardized hourly DO time series. The ARIMA model of (1, 0, 0) type provided relatively satisfactory results for daily DO time series after the removal of significant harmonic value.

• The Journal of the Acoustical Society of Korea
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• v.6 no.2
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• pp.38-47
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• 1987

As Korean language can be phonemically classified according to the characteristic and structure of its pronunciation, Korean syllables can be divided into the phonemes such as consonant and vowel. The divided phonemes are analyzed by using the method of partial autocorrelation, and the order of partial autocorelation coefficient is 15. In analysis, it is shown that each characteristic of the same consonants, vowels, and end consonant in syllables in similar. The experiments is carried out by dividing 675 syllables into consonants, vowels, and end consonants. The recognition rate of consonants, vowels, end-consonants, and syllables are $85.0(\%)$, $90.7(\%)$, $85.5(\%)$and $72.1(\%)$ respectively. In conclusion, it is shown that Korean syllables, divided by the phonemes, are analyzed and recognized with minimum data and short processing time. Furthermore, it is shown that Korean syllables, words and sentences are recognized in the same way.

• Journal of Life Science
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• v.24 no.8
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• pp.813-819
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• 2014

The spatial distribution of geographical distances at five natural populations of Camellia japonica in Busan, Korea was studied. The four plots (Mollundae, Gadeok-do, Du-do, and Jwiseum) of C. japonica were uniformly distributed in the forest community and only one plot (Amnam-dong) was aggregately distributed in the forest community. Morisita index is related to the patchiness index showed that the plot $20m{\times}50m$ had an overly steep slope when the area was larger than $20m{\times}20m$, which indicated that the degree of aggregation increased significantly with increasing quadrat sizes, while the patchiness indices did not change from the plot $5m{\times}10m$ to $10m{\times}10m$. The spatial structure was quantified by Moran's I, a coefficient of spatial autocorrelation. Ten of the significant values (76.9%) were positive, indicating similarity among individuals in the first 4 distance classes (80 m), i.e., pairs of individuals with dissimilarity characteristics can separate by more than 100 m.

• Fire Science and Engineering
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• v.28 no.2
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• pp.69-75
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• 2014

This study derives the factors which affect the occurrence of arson from statistical data (population, economic, and social factors) by multiple regression analysis. Multiple regression analysis applies to 4 forms of functions, linear functions, semi-log functions, inverse log functions, and dual log functions. Also analysis respectively functions by using the stepwise progress which considered selection and deletion of the independent variable factors by each steps. In order to solve a problem of multiple regression analysis, autocorrelation and multicollinearity, Variance Inflation Factor (VIF) and the Durbin-Watson coefficient were considered. Through the analysis, the optimal model was determined by adjusted Rsquared which means statistical significance used determination, Adjusted R-squared of linear function is scored 0.935 (93.5%), the highest of the 4 forms of function, and so linear function is the optimal model in this study. Then interpretation to the optimal model is conducted. As a result of the analysis, the factors affecting the arson were resulted in lines, the incidence of crime (0.829), the general divorce rate (0.151), the financial autonomy rate (0.149), and the consumer price index (0.099).

• Journal of the Korean Society for Nondestructive Testing
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• v.32 no.5
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• pp.484-493
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• 2012

Since the 1980s, there have been many research activities devoted to quantitatively characterizing and imaging human tissues based on sound speed, attenuation coefficient, density, nonlinear B/A parameter, etc., but those efforts have not yet reached the stage of commercialization. However, a new imaging technology termed elastography, which was proposed in the early 1980s, has recently been implemented in commercial clinical ultrasound scanners, and is now being used to diagnose prostates, breasts, thyroids, livers, blood vessels, etc., more quantitatively as a complementary adjunct modality to the conventional B-mode imaging. The purpose of this article is to introduce and review various elastographic algorithms for use in quasistatic or static compression type elasticity imaging modes. Most of the algorithms are based on the crosscorrelation or autocorrelation function methods, and the fundamental difference is that the time shift is estimated by changing the lag variable in the former, while it is directly obtained from the phase shift at a fixed lag in the latter.