• Economic Analysis
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• v.25 no.3
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• pp.70-99
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• 2019

Using a stochastic volatility-in-mean VAR model consisting of the KOSPI index, the foreign exchange rate, the government bond rate, and the credit spread, this study investigates the effects of financial market uncertainty on financial markets. We find that higher uncertainty has recessionary effects on financial markets. The effects are especially stronger in equity markets and in won-dollar exchange markets. We also find that the effects of uncertainty become stronger during times of financial market stress compared to normal times. Finally, the results imply that financial market uncertainty may potentially affect the real sector, too.

• Proceedings of the Korean Information Science Society Conference
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• 2004.10b
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• pp.691-693
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• 2004

비디오 시퀀스에서의 객체 추적은 보안 및 감시 시스템(Security and surveillance system), 비디오 원격 회의(Video teleconferencing)등과 같이 컴퓨터 비전 응용 분야에 널리 이용되어, 정정 그 중요성이 증가하고 있다 여러 가지 이유로 인친 카메라 덜(View)로부터 객체의 가시 상태가 변하는 경우, 하나의 뷰만을 이용해서는 좋은 결과를 가지기 어렵기 때문에 본 논문에서는 객체가 가장 잘 나타나는 뷰를 선택해서 객체를 추적하는 방법을 제안한다. 각각의 카메라 뷰에서 객체를 추적하기 위해 본 논문에서는 다중 후보가 결합된 Mean-shift 알고리즘을 이용한다. 제안된 시스템의 경우, 복잡한 환경으로 인해 객체의 가시 상태가 변하는 환경에서 단일 뷰를 이용하는 경우와 비교해 더 나은 성능을 가질 수 있었다.

• Proceedings of the Safety Management and Science Conference
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• 2005.11a
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• pp.493-504
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• 2005

Statistical Process Control and Process Adjustment theory is gaining recognition in the process industries where the process frequently experiences a shift mean. This paper aims to study, the theory difference between Statistical Process Control and Process Adjustment in simple terms and presents a case study that demonstrates successful integration of Statistical Process Control and Process Adjustment theory for a product in drifting industry.

• Proceedings of the KGS Conference
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• 2003.05a
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• pp.75-78
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• 2003

A recent rise in mean global temperatures suggests a shift in the temporal cycles of natural seasons. The impacts of warming trends can alter the temporal and spatial distribution of flora and fauna. Especially, phenological cycles are very sensitive to the occurrence of alternation of hot and cold seasons. Phenological calendars reflect the natural seasonality. In more detail, phenological cycles affects agriculture and human health (i.e. the amount of fruit production and allergies), as well as tourism industries like flower fairs or festivals. (omitted)

• Journal of Korean Society of Industrial and Systems Engineering
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• v.17 no.31
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• pp.91-98
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• 1994

Most of machines are physically or chemically degenerated by continuous usage. There- fore, a preventive maintenance is necessary. Producing defects are caused by process shift in mean and variance which are due to three types of degeneration. We develope the function of process variance from the experimental data and determine the optimal tool wear limit and the initial setting position of tool by considering the percent defective cost and the preventive maintenance cost.

• Journal of Korean Society of Industrial and Systems Engineering
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• v.10 no.15
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• pp.39-44
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• 1987

A model for obtaining optimal target value and optimal production quantity of the process is described when the mean quality characteristic decreases according to the increase of production quantity. Two different cases are considered where defective items can be either sold at a reduced unit price or discarded. Some numerical examples are also given.

• Communications for Statistical Applications and Methods
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• v.18 no.1
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• pp.131-136
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• 2011

The original Bates-Watts framework applies only to the complete parameter vector. Thus, guidelines developed in that framework can be misleading when the adequacy of the linear approximation is very different for different subsets. The subset curvature measures appear to be reliable indicators of the adequacy of linear approximation for an arbitrary subset of parameters in nonlinear models. Given the specific mean shift outlier model, the standard approaches to obtaining test statistics for outliers are discussed. The accuracy of outlier tests is investigated using subset curvatures.

• Communications for Statistical Applications and Methods
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• v.2 no.2
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• pp.358-365
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• 1995

This paper presents another system of multi-level skip-lot sampling plan, which can directly retum to normal inspection from any skpping inspection level when a sudden shift for the worse in the process mean occurs. All the other properties of the proposed sampling plan are similar to those of the Choi's(1993) plan. The formula of the poerating characteristic function for the proposed n-level skip-lot sampling plan is derived. Sone poerating characteristic properties for the proposed plan are graphically compared with those of the Choi's plan.

• Journal of the Korean Data and Information Science Society
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• v.15 no.1
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• pp.129-139
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• 2004

We consider the problem of testing for outliers in generalized linear model. We proceed by first specifying a mean shift outlier model, assuming the suspect set of ourliers is known. Given this model, we discuss standard approaches to obtaining score test for outliers as an alternative to the likelihood ratio test.

• Proceedings of the KIEE Conference
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• 2007.10a
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• pp.461-462
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• 2007

Mean Shift 알고리즘은 매우 빠르며 실시간 추적이 가능하다는 장점을 지니지만 추적의 정확도와 관련하여 scale의 변화와 관련된 적응문제, model의 변화에 대한 적응 문제 등 여러 문제점을 지닌다. 따라서 시스템의 안전성을 보장하기 위해서는 추적 실패를 검출할 수 있는 별도의 검출 방법이 필요하다. 본 연구는 별도의 추가적인 연산 없이 Bhattacharyya coefficient의 변화를 추정하여 물체 추적 실패를 검출하는 방법을 제안한다. 또한 이를 실제 추적 시스템에 구현하여 실험하여 그 성능을 확인하였다.