• The Korean Journal of Applied Statistics
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• v.36 no.4
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• pp.295-307
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• 2023

The heterogeneous autoregressive (HAR) model is a simple linear model that is commonly used to explain long memory in the realized volatility. However, as realized volatility has more complicated features such as conditional heteroscedasticity, leverage effect, and volatility clustering, it is necessary to extend the simple HAR model. Therefore, to better incorporate the stylized facts, we propose a threshold HAR model with GARCH errors, namely the THAR-GARCH model. That is, the THAR-GARCH model is a nonlinear model whose coefficients vary according to a threshold value, and the conditional heteroscedasticity is explained through the GARCH errors. Model parameters are estimated using an iterative weighted least squares estimation method. Our simulation study supports the consistency of the iterative estimation method. In addition, we show that the proposed THAR-GARCH model has better forecasting power by applying to the realized volatility of major 21 stock indices around the world.

• Journal of the Korean Association of Geographic Information Studies
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• v.17 no.4
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• pp.189-199
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• 2014

Floodplain is a flat plain between levees and rivers. This paper suggests a methodology for analyzing the land uses in the Nakdong River floodplain using the RapidEye imagery and the given LiDAR(LIght Detection And Ranging) DEM(Digital Elevation Models). First, the levee boundaries are generated using the LiDAR DEM, and the area of the floodplain is extracted from the given RapidEye imagery. The land uses in the floodplain are identified in the extracted RapidEye imagery by the ISODATA(Iterative Self-Organizing Data Analysis Technique Analysis) clustering. The overall accuracy of the identified land uses by the ISODATA clustering is 91%. Analysis of the identified land uses in the floodplain is implemented by counting the number of the pixels constituting the land cover clusters. The results of this research shows that the area of the river occupies 46%, the area of the bare soil occupies 36%, the area of the marsh occupies 11%, and the area of the grass occupies 7% in the identified floodplain.

• Atmosphere
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• v.19 no.2
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• pp.169-182
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• 2009

To improve the performance of climate and numerical models, concerns on the land-atmosphere schemes are steadily increased in recent years. For the realistic calculation of land-atmosphere interaction, a land surface information of high quality is strongly required. In this study, a new land cover map over the Korean peninsula was developed using MODIS (MODerate resolution Imaging Spectroradiometer) data. The seven phenological data set (maximum, minimum, amplitude, average, growing period, growing and shedding rate) derived from 15-day normalized difference vegetation index (NDVI) were used as a basic input data. The ISOData (Iterative Self-Organizing Data Analysis), a kind of unsupervised non-hierarchical clustering method, was applied to the seven phenological data set. After the clustering, assignment of land cover type to the each cluster was performed according to the phenological characteristics of each land cover defined by USGS (US. Geological Survey). Most of the Korean peninsula are occupied by deciduous broadleaf forest (46.5%), mixed forest (15.6%), and dryland crop (13%). Whereas, the dominant land cover types are very diverse in South-Korea: evergreen needleleaf forest (29.9%), mixed forest (26.6%), deciduous broadleaf forest (16.2%), irrigated crop (12.6%), and dryland crop (10.7%). The 38 in-situ observation data-base over South-Korea, Environment Geographic Information System and Google-earth are used in the validation of the new land cover map. In general, the new land cover map over the Korean peninsula seems to be better classified compared to the USGS land cover map, especially for the Savanna in the USGS land cover map.

• Journal of Digital Contents Society
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• v.18 no.5
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• pp.989-994
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• 2017

In this paper, we propose a pothole detection system using 2D LiDAR and a pothole detection algorithm. Conventional pothole detection methods can be divided into vibration-based method, 3D reconstruction method, and vision-based method. Proposed pothole detection system uses two inexpensive 2D LiDARs and improves pothole detection performance. Pothole detection algorithm is divided into preprocessing for noise reduction, clustering and line extraction for visualization, and gradient function for pothole decision. By using gradient of distance data function, we check the existence of a pothole and measure the depth and width of the pothole. The pothole detection system is developed using two LiDARs, and the 3D pothole detection performance is shown by detecting a pothole with moving LiDAR system.

• Proceedings of the Korean Society for Bioinformatics Conference
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• 2004.11a
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• pp.107-116
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• 2004

The advent of microarray technologies gives an opportunity to moni tor the expression of ten thousands of genes, simultaneously. Such microarray data can be deteriorated by experimental errors and image artifacts, which generate non-negligible outliers that are estimated by 15% of typical microarray data. Thus, it is an important issue to detect and correct the se faulty probes prior to high-level data analysis such as classification or clustering. In this paper, we propose a systematic procedure for the detection of faulty probes and its proper correction in Genechip array based on multivariate statistical approaches. Principal component analysis (PCA), one of the most widely used multivariate statistical approaches, has been applied to construct a statistical correlation model with 20 pairs of probes for each gene. And, the faulty probes are identified by inspecting the squared prediction error (SPE) of each probe from the PCA model. Then, the outlying probes are reconstructed by the iterative optimization approach minimizing SPE. We used the public data presented from the gene chip project of human fibroblast cell. Through the application study, the proposed approach showed good performance for probe correction without removing faulty probes, which may be desirable in the viewpoint of the maximum use of data information.

• Proceedings of the Korean Society of Precision Engineering Conference
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• 2006.05a
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• pp.639-640
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• 2006

Many companies in mechanical engineering fields have accumulated information of design and manufacturing. The Enterprise Resource Planning (ERP) and Product Data Management (PDM) systems help information gathering and data managing. However, these systems are not flexible to support suitable functionality for specific product because these systems deal with entire enterprise resources. To cope with this issue, a web-based design support system was constructed for the design process of automotive steel pulley. This system provided 1) search service for part design with key word and clustering map, and 2) estimation service of maximum stress. These services reduced design time by reducing iterative jobs with Computer Aided Design (CAD) and Computer Aided Engineering (CAE) for stress analysis, and by enhancing search for existing data of steel pulley.

• Proceedings of the Korean Institute of Intelligent Systems Conference
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• 2006.11a
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• pp.25-28
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• 2006

사용자 의도 파악 (intention reading) 기술은 스마트 홈과 같은 복잡한 유비쿼터스(ubiquitous) 환경에서 사용자에게 보다 편리하고 개인화된(personalized) 서비스 제공이 가능하도록 해준다. 또한 학습 기능(learning capability)은 지식 발견(knowledge discovery)의 관점에서 의도 파악 기술의 핵심 요소 기술의 하나로 자리 매김 하고 있다. 본 논문에서는 스마트 홈 환경에서 제공 가능한 개인화된 서버스(personalized service) 중의 하나로, 개인화된 미디어 제어 방법에 대한 내용을 다룬다. 특히, 이러한 사람의 행동 패턴과 같은 데이터는 패턴 분류의 관점에서 구분해야 할 클래스(class)에 비해 입력 정보가 불충분할 경우가 많으므로 비일관적인(inconsistent) 데이터가 많으므로, 퍼지 논리(fuzzy logic)와 확률(probability)의 개념을 효과적으로 병행해야 의미 있는 지식을 추출해 낼 수 있다. 이를 위하여 반복 퍼지 지도 클러스터링 (IFCS; Iterative Fuzzy Clustering with Supervision) 알고리즘에 기반하여 주어진 데이터 패턴으로부터 확률적 퍼지 룰(probabilistic fuzzy rule)을 얻어 내는 방법에 대해 설명한다. 또한 이를 포함하는 학습 제어 시스템을 통해 개인화된 미디어 서비스를 추천해 줄 수 있는 방법에 대해서 설명하도록 한다.

• Korean Journal of Remote Sensing
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• v.19 no.6
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• pp.479-490
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• 2003

This study proposed a modified anisotropic diffusion restoration for image classification. The anisotropic diffusion restoration uses a probabilistic model based on Markov random field, which represents geographical connectedness existing in many remotely sensed images, and restores them through an iterative diffusion processing. In every iteration, the bonding-strength coefficient associated with the spatial connectedness is adaptively estimated as a function of brightness gradient. The gradient function involves a constant called "temperature", which determines the amount of discontinuity and is continuously decreased in the iterations. In this study, the proposed method has been extensively evaluated using simulated images that were generated from various patterns. These patterns represent the types of natural and artificial land-use. The simulated images were restored by the modified anisotropic diffusion technique, and then classified by a multistage hierarchical clustering classification. The classification results were compared to them of the non-restored simulation images. The restoration with an appropriate temperature considerably reduces error in classification, especially for noisy images. This study made experiments on the satellite images remotely sensed on the Korean peninsula. The experimental results show that the proposed approach is also very effective on image classification in remote sensing.

• The Bulletin of The Korean Astronomical Society
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• v.44 no.2
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• pp.63.3-63.3
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• 2019

Nearby young moving groups (NYMGs hereafter) are gravitationally unbound loose young stellar associations located within 100 pc of the Sun. Since NYMGs are crucial laboratories for studying low-mass stars and planets, intensive searches for NYMG members have been performed. For identification of NYMG members, various strategies and methods have been applied. As a result, the reliability of the members in terms of membership is not uniform, which means that a careful membership re-assessment is required. In this study, I developed a NYMG membership probability calculation tool based on Bayesian inference (Bayesian Assessment of Moving Groups: BAMG). For the development of the BAMG tool, I constructed ellipsoidal models for nine NYMGs via iterative and self-consistent processes. Using BAMG, memberships of claimed members in the literature (N~2000) were evaluated, and 35 per cent of members were confirmed as bona fide members of NYMGs. Based on the deficiency of low-mass members appeared in mass function using these bona fide members, low mass members from Gaia DR2 are identified. About 2000 new M dwarf and brown dwarf candidate members were identified. Memberships of ~70 members with RV from Gaia were confirmed, and the additional ~20 members were confirmed via spectroscopic observation. Not relying on previous knowledge about the existence of nine NYMGs, unsupervised machine learning analyses were applied to NYMG members. K-means and Agglomerative Clustering algorithms result in similar trends of grouping. As a result, six previously known groups (TWA, beta-Pic, Carina, Argus, AB Doradus, and Volans-Carina) were rediscovered. Three the other known groups are recognized as well; however, they are combined into two new separate groups (ThOr+Columba and TucHor+Columba).

• Journal of the Korean Society of Surveying, Geodesy, Photogrammetry and Cartography
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• v.32 no.5
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• pp.459-467
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• 2014

The importance of fusion and association using established spatial information has increased gradually with the production and supply of various spatial data by public institutions. The generation of necessary spatial information without field investigation and additional surveying can reduce time, labor, and financial costs. However, the study of the integration of the newly introduced road name address map with the digital map is very insufficient. Even though the use of the road name address map is encouraged for public works related to spatial information, the digital map is still widely used because it is the national basic map. Therefore, in this study, building matching and update were performed to associate the digital map with the road name address map. After geometric calibration using the block-based ICP (Iterative Closest Point) method, multi-scale corresponding pair searching with hierarchical clustering was applied to detect the multi-type match. The accuracy assessment showed that the proposed method is more than 95% accurate and the matched building layer of the two maps is useful for the integrated application and fusion. In addition, the use of the road name address map, which carries the latest and most frequently renewed data, enables cost-effective updating of new buildings.