• 제목/요약/키워드: Detrending

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Effects of incorrect detrending on the coherency between non-stationary time series processes

  • Lee, Jin
    • Communications for Statistical Applications and Methods
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    • 제26권1호
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    • pp.27-34
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    • 2019
  • We study the effect of detrending on the coherency between two time series processes. Many economic and financial time series variables include nonstationary components; however, we analyze the two most popular cases of stochastic and deterministic trends. We analyze the asymptotic behavior of coherency under incorrect detrending, which includes the cases of first-differencing the deterministic trend process and, conversely, the time trend removal of the unit root process. A simulation study is performed to investigate the finite sample performance of the sample coherency due to incorrect detrending. Our work is expected to draw attention to the possible distortion of coherency when the series are incorrectly detrended. Further, our results can extend to various specification of trends in aggregate time series variables.

변동경향성 제거 전후의 수리지질학적 시계열분석 결과 비교 (Comparison of Hydrogeological Time Series Analysis Results Before and After Detrending)

  • 임홍균;최현미;이진용
    • 한국지하수토양환경학회지:지하수토양환경
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    • 제16권2호
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    • pp.30-40
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    • 2011
  • In this study, we compared the analysis results before and after the detrending for the data. According to the comparison results, correlation functions were not much changed while autocorrelation and spectral density functions were largely varied. Especially, time series data with a long-term variation trend showed a distinctive difference. This study demonstrated a usefulness of the detrending for a further analysis.

시계열 데이터베이스에서 선형 추세 제거 서브시퀀스 매칭 (Linear Detrending Subsequence Matching in Time-Series Databases)

  • 길명선;김범수;문양세;김진호
    • 한국정보과학회논문지:컴퓨팅의 실제 및 레터
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    • 제16권5호
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    • pp.586-590
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    • 2010
  • 본 논문에서는 선형 추세 제거 서브시퀀스 매칭을 정의하고, 이를 효율적으로 수행하기 위한 인덱스 기반 해결책을 제안한다. 이를 위해, 먼저 윈도우 자체의 선형 추세가 아닌 해당 윈도우를 포함하는 서브시퀀스의 선형 추세를 제거하여 얻은 새로운 윈도우인 LD-윈도우 개념을 제시한다. 다음으로, LD-윈도우를 이용하여 제안하는 인덱스 기반 해결책의 이론적 근거인 하한 조건을 제시하고, 이를 정형적으로 증명한다. 이러한 하한 조건에 기반하여, 본 논문에서는 또한 인덱스 구성 및 서브시퀀스 매칭 알고리즘을 각각 제안한다. 마지막으로, 실험을 통해 제안하는 인덱스 기반 해결책의 우수성을 입증한다.

벼 수량 자료의 추세분석을 통한 MODIS NDVI 및 기상자료 기반의 벼 수량 추정 모형 개선 (Detrending Crop Yield Data for Improving MODIS NDVI and Meteorological Data Based Rice Yield Estimation Model)

  • 나상일;홍석영;안호용;박찬원;소규호;이경도
    • 대한원격탐사학회지
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    • 제37권2호
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    • pp.199-209
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    • 2021
  • 장기적인 시계열 수량 평균이 기술적인 발전 요인에 의해 증가하는 추세를 제거하여, 기존 MODIS NDVI 및 기상자료를 이용한 우리나라 벼 수량 추정 모형을 개선하고자 하였다. 이를 위해 2002년부터 2019년 까지의 NDVI (MYD13Q1)와 기상자료를 사용하여 다중 선형 회귀 분석을 수행하였다. 벼 수량 추세를 분석하고 이를 제거하여 모형을 보완하였다. 개선된 모형을 이용하여 추정한 벼 수량과 수량 통계 값 간의 상관 분석을 통해 추세 제거에 따른 정확도를 평가하였다. 그 결과, 추세가 제거된 벼 수량 추정 모형에 의해 예측된 수량이 통계 수량의 연간 변동 특성을 잘 반영하고 있는 것으로 나타났다. 추세 제거 전의 모형과 비교하여 통계 수량과의 상관계수와 결정계수도 높게 나타났다. 따라서 추세 제거 방법이 벼 수량 추정 모형을 효과적으로 보정하는 방법임을 확인하였다.

Ionospheric Responses to the Earthquake in the Gulf of Alaska and the Kusatsu-Shiranesan Volcanic Eruption on 23 January 2018

  • Shahbazi, Anahita;Park, Jihye
    • Journal of Positioning, Navigation, and Timing
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    • 제11권4호
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    • pp.305-316
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    • 2022
  • Numerous research revealed a strong association between the ionospheric perturbations and various natural hazards. The ionospheric measurements from Global Navigation Satellite System (GNSS) observations provide the state of electron contents in the ionosphere that contributes to investigate the source events. In this study, two geophysical events occurred on 23 January 2018, the 7.9 Mw earthquake in Alaska and Kusatsu-Shiranesan volcanic eruption in Japan, are examined to characterize the fingerprint of each event in the ionosphere. Firstly, we extracted the Total Electron Content (TEC) from GNSS measurements, then isolated disturbed wave signatures from the TEC measurements that is referred to as a traveling ionospheric disturbance (TID). As TIDs are short-term ionospheric variations, the major trend of GNSS TEC measurements should be properly removed. We applied a natural neighbor interpolation method together with a leave-one-out cross validation technique for detrending. After detrending the TEC, the remaining signals are further enhanced by applying a band-pass filter and TIDs are detected from them. Finally, the detected TIDs are verified as the response of the ionosphere to Kusatsu-Shiranesan volcanic eruption and Gulf of Alaska earthquake which propagated through the ionosphere with an average velocity of 530 m/s and 724 m/s, respectively. In addition, a coherence analysis is conducted to discriminate between the signatures from a volcanic explosion and an earthquake. The analysis reveals the TID waveforms from each single event are highly correlated, while a low correlation is found between the TIDs from the earthquake and explosion. This study supports the claim that different geophysical events induce the distinctive characteristics of TIDs that are detectable by the ionospheric measurements of GNSS.

분광분석법을 이용한 단립 쌀의 함수율 및 단백질 함량 예측모델 개발 (Development of Prediction Model for Moisture and Protein Content of Single Kernel Rice using Spectroscopy)

  • 김재민;최창현;민봉기;김종훈
    • Journal of Biosystems Engineering
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    • 제23권1호
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    • pp.49-56
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    • 1998
  • The objectives of this study were to develop models to predict the contents of moisture and protein of single kernel of brown rice based on visible/NIR (near-infrared) spectroscopic technique. The reflectance spectra of rice were obtained in the range of the wavelength 400 to 2,500 nm with 2 nm intervals. Multiple linear regression(MLR) and partial least squares (PLS) were used to develop the models. The MLR model using the first derivative spectra(10 nm of gap) with Standard Normal Variate and Detrending (SNV and Drt.) preprocessing showed the best results to predict moisture content of the sin린e kernel brown rice. To predict the protein content of a single kernel of brown ricer the PLS model used the raw spectra with multiplicative scatter correction(MSC) preprocessing over the wavelength of 1,100~1,500 nm.

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백두대간계 중 강원도 지역의 종 분포 특성 (Characteristic Species Distribution of the Baekdoo Great Mountain Chain at Kangwon Province, korea)

  • 정연숙
    • The Korean Journal of Ecology
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    • 제21권1호
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    • pp.105-112
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    • 1998
  • Characteristics of species distribution in the Baekdoo Great Mountain Chain of Kangwon Province were discussed. Resulting from Detrending Correspondence Analysis based on the floristic composition of 48 mountains, the mountains of the Baekdoo chain tended to aggregate on DCA axis. it represented that there was the peculiar floristic composition of the Baekdoo chain separated from the other mountains. High altitude, longitude near the East Sea and large number of vascular species were main factors for the distribution pattern. And exponential relationships between endemic rare species and number of species were clarified. Even though the regions of the Baekdoo Great Mountain Chain had been conserved relatively well, many regions have been faced to be disturbed for tourism, agriculture, forestry, livestock industry and mining since the local autonomy. Thusm, the necessity for the establishment of large area network through the connection of scattered protected areas in the Baekdoo Great Mountain Chain was suggested. it would play a role as a core of nature conservation to sustain species diversity in Korea.

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Median polish 기법을 이용한 한국 논의 공간변이 분석 (Analysis of Spatial Variability in a Korean Paddy Field Using Median Polish Detrending)

  • 정선옥;정인규;성제훈
    • Journal of Biosystems Engineering
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    • 제33권5호
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    • pp.362-369
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    • 2008
  • There is developing interest in precision agriculture in Korea, despite the fact that typical Korean fields are less than 1 ha in size. Describing within-field variability in typical Korean production settings is a fundamental first step toward determining the size of management zones and the inter-relationships between limiting factors, for establishment of site-specific management strategies. Measurements of rice (Oriza Sativa L) yield, chlorophyll content, and soil properties were obtained in a small (100-m by 30-m) Korean rice paddy field. Yield data were manually collected on 10-m by 5-m grids (180 samples with 3 samples in each of 60 grid cells) and chlorophyll content was measured using a Minolta SPAD 502 in 2-m by 2-m grids. Soil samples were collected at 275 points to compare results from sampling at different scales. Ten soil properties important for rice production in Korea were determined through laboratory analyses. Variogram analysis and point kriging with and without median polishing were conducted to determine the variability of the measured parameters. Influence of variogram model selection and other parameters on the interpretation of the data was investigated. For many of the data, maximum values were greater than double the minimum values, indicating considerable spatial variability in the small paddy field, and large-scale spatial trends were present. When variograms were fit to the original data, the limits of spatial dependency for rice yield and SP AD reading were 11.5 m and 6.5 m, respectively, and after detrending the limits were reduced to 7.4 m and 3.9 m. The range of spatial dependency for soil properties was variable, with several having ranges as short as 2 m and others having ranges greater than 30 m. Kriged maps of the variables clearly showed the presence of both large-scale (trend) variability and small-scale variability in this small field where it would be reasonable to expect uniformity. These findings indicate the potential for applying the principles and technology of precision agriculture for Korean paddy fields. Additional research is needed to confirm the results with data from other fields and crops.d similar tendency with the result for the frequency less than 20 Hz, but the width of change was reduced highly.

Normalized Cross-Correlations of Solar Cycle and Physical Characteristics of Cloud

  • Chang, Heon-Young
    • Journal of Astronomy and Space Sciences
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    • 제36권4호
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    • pp.225-234
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    • 2019
  • We explore the associations between the total sunspot area, solar north-south asymmetry, and Southern Oscillation Index and the physical characteristics of clouds by calculating normalized cross-correlations, motivated by the idea that the galactic cosmic ray influx modulated by solar activity may cause changes in cloud coverage, and in turn the Earth's climate. Unlike previous studies based on the relative difference, we have employed cloud data as a whole time-series without detrending. We found that the coverage of high-level and low-level cloud is at a maximum when the solar north-south asymmetry is close to the minimum, and one or two years after the solar north-south asymmetry is at a maximum, respectively. The global surface air temperature is at a maximum five years after the solar north-south asymmetry is at a maximum, and the optical depth is at a minimum when the solar north-south asymmetry is at a maximum. We also found that during the descending period of solar activity, the coverage of low-level cloud is at a maximum, and global surface air temperature and cloud optical depth are at a minimum, and that the total column water vapor is at a maximum one or two years after the solar maximum.

지진관측자료의 효과적인 활용에 관한 고찰 (Best Use of the Measured Earthquake Data)

  • 연관희;박동희;김성주;최원학;장천중
    • 한국지진공학회:학술대회논문집
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    • 한국지진공학회 2001년도 추계 학술발표회 논문집 Proceedings of EESK Conference-Fall 2001
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    • pp.36-43
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    • 2001
  • In Korea, we are absolutely short of earthquake data in good quality from moderate and large earthquakes, which are needed fur the study of strong ground motion characteristics. This means that the best use of the available data is needed far the time being. In this respect, several methods are suggested in this paper, which can be applied in the process of data selection and analysis. First, it is shown that the calibration status of seismic stations can be easily checked by comparing the spectra from accelerometer and velocity sensor both of which are located at the same location. Secondly, it is recommended that S/N ratio in the frequency domain should be checked before discarding the data by only look of the data in time domain. Thirdly, the saturated earthquake data caused by ground motion level exceeding the detection limit of a seismograph are considered to see if such data can be used for spectrum analysis by performing numerical simulation. The result reveals that the saturated data can still be used within the dominant frequency range according to the levels of saturation. Finally, a technique to minimize the window effect that distorts the low frequency spectrum is suggested. This technique involves detrending in displacement domain once the displacement data are obtained by integration of low frequency components of the original data in time domain. Especially, the low frequency component can be separated by using discrete wavelet transform among many alternatives. All of these methods mentioned above may increase the available earthquake data and frequency range.

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