• The Korean Journal of Financial Management
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• v.27 no.1
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• pp.1-30
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• 2010

This paper tested the lead-lag relationship as well as the symmetric and asymmetric volatility spillover effects between international currency futures markets and cash markets. We use five kinds of currency spot and futures markets such as British pound, Australian and Canadian dollar, Brasilian Real and won/dollar spot and futures markets. daily closing prices covering from September 15, 2003 to July 30, 2009. For this purpose we employed dynamic time series models such as the Granger causality based on VAR and time-varying MA(1)-GJR-GARCH(1, 1)-M. The main empirical results are as follows; First, according to Granger causality test, we find that the bilateral lead-lag relationship between the five countries' currency spot and futures market. The price discover effect from currency futures markets to spot market is relatively stronger than that from currency spot to futures markets. Second, based on the time varying GARCH model, we find that there is a bilateral conditional mean spillover effects between the five currency spot and futures markets. Third, we also find that there is a bilateral asymmetric volatility spillover effects between British pound, Canadian dollar, Brasilian Real and won/dollar spot and futures market. However there is a unilateral asymmetric volatility spillover effect from Australian dollar futures to cash market, not vice versa. From these empirical results we infer that most of currency futures markets have a much better price discovery function than currency cash market and are inefficient to the information.

• The Journal of Korean Institute of Electromagnetic Engineering and Science
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• v.20 no.3
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• pp.248-256
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• 2009

EB(Eigen-Beamforming) has widely been applied to MIMO(Multiple-Input Multiple-Output) systems to form beams which maximize the effective signal-to-interference plus noise ratio(SINR) of the receiver using the singular value decomposition(SVD) of the MIMO channel. However, the signal detection performance for the mobile station near the cell boundary is severely degraded and the transmission efficiency decreases due to the influence of the interference signal from the adjacent cells. In this paper, we propose an adaptive interference mitigation method for the EB transmission, and evaluate the reception performance. In particular, a reception strategy which adaptively utilizes optimal combining(OC) and minimum mean-squared error for Intercell spatial demultiplexing(MMSE-lSD) is proposed, and the reception performance is investigated in terms of the effective SINR and system capacity. For the average system capacity, the proposed adaptive reception demonstrates the performance enhancement compared to the conventional EB reception using the receiver beamforming vector, and up to 2 bps/Hz performance gain is achieved for mobile station located at the cell edge.

• The Journal of Korean Society for Radiation Therapy
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• v.33
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• pp.71-78
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• 2021

Purpose: To evaluate the inter-fractional position and respiratory reproducibility of lung and liver tumors using pressure conserving type(P-type) abdominal compressor in volumetric modulated arc therapy(VMAT). Materials and methods: Six lung cancer patients and three liver cancer patients who underwent VMAT using a P-type abdominal compressor were included in this study. Cone-beam computed tomography(CBCT) images were acquired before each treatment and compared with planning CT images to evaluate the inter-fractional position reproducibility. The position variation was defined as the difference of position shift values between target matching and bone matching. 4-dimensional cone-beam computed tomography(4D CBCT) images were acquired weekly before treatment and compared with planning 4DCT images to evaluate the inter-fractional respiratory reproducibility. The respiratory variation was calculated by the magnitude of excursions by breathing. Results: The mean ± standard deviation(SD) of overall position variation values, 3D vector in the three translational directions were 1.1 ± 1.4 mm and 4.5 ± 2.8 mm for the lung and liver, respectively. The mean ± SD of respiratory variation values were 0.7 ± 3.4 mm (p = 0.195) in the lung and 3.6 ± 2.6 mm (p < 0.05) in the liver. Conclusion: The use of P-type compressor in lung and liver VMAT was effective for stable control of inter-fractional position and respiratory variation by reproduction of abdominal compression. Appropriate PTV margin must be considered in treatment planning, and image guidance before each treatment are required in order to obtain more stable reproducibility

• Korean Journal of Remote Sensing
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• v.35 no.6_2
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• pp.1117-1132
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• 2019

Forest covers 30% of the Earth's land area and plays an important role in global carbon flux through its ability to store much greater amounts of carbon than other terrestrial ecosystems. The Gross Primary Production (GPP) represents the productivity of forest ecosystems according to climate change and its effect on the phenology, health, and carbon cycle. In this study, we estimated the daily GPP for a forest ecosystem using remote-sensed data from Moderate Resolution Imaging Spectroradiometer (MODIS) and machine learning algorithms Support Vector Machine (SVM). MODIS products were employed to train the SVM model from 75% to 80% data of the total study period and validated using eddy covariance measurement (EC) data at the six flux tower sites. We also compare the GPP derived from EC and MODIS (MYD17). The MODIS products made use of two data sets: one for Processed MODIS that included calculated by combined products (e.g., Vapor Pressure Deficit), another one for Unprocessed MODIS that used MODIS products without any combined calculation. Statistical analyses, including Pearson correlation coefficient (R), mean squared error (MSE), and root mean square error (RMSE) were used to evaluate the outcomes of the model. In general, the SVM model trained by the Unprocessed MODIS (R = 0.77 - 0.94, p < 0.001) derived from the multi-sites outperformed those trained at a single-site (R = 0.75 - 0.95, p < 0.001). These results show better performance trained by the data including various events and suggest the possibility of using remote-sensed data without complex processes to estimate GPP such as non-stationary ecological processes.

• The Journal of Korean Society for Radiation Therapy
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• v.30 no.1_2
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• pp.97-105
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• 2018

Purpose : Proton Therapy using Bragg-peak, because it has distinct characteristics in providing maximum dosage for tumor and minimal dosage for normal tissue, a medical imaging system that can quantify changes in patient position or treatment area is of paramount importance to the treatment of protons. The purpose of this research is to evaluate the usefulness of the algorithm by comparing the image matching through the set-up and in-house code through the existing dips program by producing a Matlab-based in-house registration code to determine the error value between dips and DRR to evaluate the accuracy of the existing treatment. Materials and Methods : Thirteen patients with brain tumors and head and neck cancer who received proton therapy were included in this study and used the DIPS Program System (Version 2.4.3, IBA, Belgium) for image comparison and the Eclipse Proton Planning System (Version 13.7, Varian, USA) for patient treatment planning. For Validation of the Registration method, a test image was artificially rotated and moved to match the existing image, and the initial set up image of DIPS program of existing set up process was image-matched with plan DRR, and the error value was obtained, and the usefulness of the algorithm was evaluated. Results : When the test image was moved 0.5, 1, and 10 cm in the left and right directions, the average error was 0.018 cm. When the test image was rotated counterclockwise by 1 and $10^{\circ}$, the error was $0.0011^{\circ}$. When the initial images of four patients were imaged, the mean error was 0.056, 0.044, and 0.053 cm in the order of x, y, and z, and 0.190 and $0.206^{\circ}$ in the order of rotation and pitch. When the final images of 13 patients were imaged, the mean differences were 0.062, 0.085, and 0.074 cm in the order of x, y, and z, and 0.120 cm as the vector value. Rotation and pitch were 0.171 and $0.174^{\circ}$, respectively. Conclusion : The Matlab-based In-house Registration code produced through this study showed accurate Image matching based on Intensity as well as the simple image as well as anatomical structure. Also, the Set-up error through the DIPS program of the existing treatment method showed a very slight difference, confirming the accuracy of the proton therapy. Future development of additional programs and future Intensity-based Matlab In-house code research will be necessary for future clinical applications.

• Korean Journal of Agricultural and Forest Meteorology
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• v.21 no.1
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• pp.29-41
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• 2019

Terrestrial Gross Primary Production (GPP) is the largest global carbon flux, and forest ecosystems are important because of the ability to store much more significant amounts of carbon than other terrestrial ecosystems. There have been several attempts to estimate GPP using mechanism-based models. However, mechanism-based models including biological, chemical, and physical processes are limited due to a lack of flexibility in predicting non-stationary ecological processes, which are caused by a local and global change. Instead mechanism-free methods are strongly recommended to estimate nonlinear dynamics that occur in nature like GPP. Therefore, we used the mechanism-free machine learning techniques to estimate the daily GPP. In this study, support vector machine (SVM), random forest (RF) and artificial neural network (ANN) were used and compared with the traditional multiple linear regression model (LM). MODIS products and meteorological parameters from eddy covariance data were employed to train the machine learning and LM models from 2006 to 2013. GPP prediction models were compared with daily GPP from eddy covariance measurement in a deciduous forest in South Korea in 2014 and 2015. Statistical analysis including correlation coefficient (R), root mean square error (RMSE) and mean squared error (MSE) were used to evaluate the performance of models. In general, the models from machine-learning algorithms (R = 0.85 - 0.93, MSE = 1.00 - 2.05, p < 0.001) showed better performance than linear regression model (R = 0.82 - 0.92, MSE = 1.24 - 2.45, p < 0.001). These results provide insight into high predictability and the possibility of expansion through the use of the mechanism-free machine-learning models and remote sensing for predicting non-stationary ecological processes such as seasonal GPP.

• Journal of Korean Society of Coastal and Ocean Engineers
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• v.32 no.6
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• pp.587-601
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• 2020

The ocean circulation was simulated in the East Sea and Ulleungdo-Dokdo region using ROMS (Regional Ocean Modeling System) model. By adopting the East Sea 3 km model and the HYCOM 9 km data, Ulleungdo 1 km model and Ulleungdo-Dokdo 300 m model were constructed with one-way grid nesting method. During the model development, a correction method was proposed for the distortion of the open boundary data which may be caused by the bathymetry data difference between the mother and child models and the interpolation/extrapolation method. Using this model, a super-high resolution ocean circulation with a horizontal resolution of 300 m near the Ulleungdo and Dokdo region was simulated for year 2018. In spite of applying the same conditions except for the initial and boundary data, the numerical models result indicated significantly different characteristics in the study area. Therefore, these results were compared and verified by using the surface current data estimated by satellites altimeter data and temperature data from NIFS (National Institute of Fisheries Science). They suggest that in general, the improvement of the one-way grid nesting with the HYCOM data on RMSE, Mean Bias, Pattern correlation and Vector correlation is greater in 300 m model than in the 1 km model. However, the nesting results of using East Sea 3 km model showed that simulations of the 1 km model were better than 300 m model. The models better resolved distinct ridge/trough structures of isotherms in the vertical sections of water temperature when using the higher horizontal resolution. Furthermore, Karman vortex street was simulated in Ulleungdo-Dokdo 300 m model due to the terrain effect of th islands that was not shown in the Ulleungdo 1 km model.

• Korean Journal of Remote Sensing
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• v.39 no.5_1
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• pp.669-681
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• 2023

Studies have tried to apply remote sensing technology, a non-destructive survey method, instead of the existing destructive survey, which requires relatively large labor input and a long time to estimate chlorophyll content, which is an important indicator for evaluating the growth of fruit trees. This study was conducted to non-destructively evaluate the chlorophyll content of pear tree leaves using unmanned aerial vehicle-based hyperspectral imagery for two years(2021, 2022). The reflectance of the single bands of the pear tree canopy extracted through image processing was band rationed to minimize unstable radiation effects depending on time changes. The estimation (calibration and validation) models were developed using machine learning algorithms of elastic-net, k-nearest neighbors(KNN), and support vector machine with band ratios as input variables. By comparing the performance of estimation models based on full band ratios, key band ratios that are advantageous for reducing computational costs and improving reproducibility were selected. As a result, for all machine learning models, when calibration of coefficient of determination (R²)≥0.67, root mean squared error (RMSE)≤1.22 ㎍/cm², relative error (RE)≤17.9% and validation of R²≥0.56, RMSE≤1.41 ㎍/cm², RE≤20.7% using full band ratios were compared, four key band ratios were selected. There was relatively no significant difference in validation performance between machine learning models. Therefore, the KNN model with the highest calibration performance was used as the standard, and its key band ratios were 710/714, 718/722, 754/758, and 758/762 nm. The performance of calibration showed R²=0.80, RMSE=0.94 ㎍/cm², RE=13.9%, and validation showed R²=0.57, RMSE=1.40 ㎍/cm², RE=20.5%. Although the performance results based on validation were not sufficient to estimate the chlorophyll content of pear tree leaves, it is meaningful that key band ratios were selected as a standard for future research. To improve estimation performance, it is necessary to continuously secure additional datasets and improve the estimation model by reproducing it in actual orchards. In future research, it is necessary to continuously secure additional datasets to improve estimation performance, verify the reliability of the selected key band ratios, and upgrade the estimation model to be reproducible in actual orchards.

• Journal of the Korean Geographical Society
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• v.42 no.4
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• pp.469-487
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• 2007

Grain-Size Trend Analysis is the methodology to identify net sediment transport pathways, based on the assumption that the movement of sediment from the source to deposit leaves the identifiable spatial pattern of mean, sorting, and skewness of grain size. It can easily be implemented with low cost, so it has great potentials to contribute to geomorphological research, whereas it can also be used inadequately without recognition of its limitations. This research aims to compare three established methods of grain-size trend analysis to search for the adequate way of application, and also suggest the research tasks needed in improving this methodology 1D pathway method can corporate the field experience into analyzing the pathway, provide the useful information of depositional environments through X-distribution, and identify the long-term trend effectively. However, it has disadvantage of the dependence on subjective interpretation, and a relatively coarse temporal scale. Gao-Collins's 2D transport vector method has the objective procedure, has the capability to visualize the transport pattern in 2D format, and to identify the pattern at a finer temporal scale, whereas characteristic distance and semiquantitative filtering are controversial. Le Roux's alternative 2D transport vector method has two improvement of Gao-Collins's in that it expands the empirical rules, considers the gradient of each parameters as well as the order, and has the ability to identify the pattern at a finer temporal scale, while the basic concepts are arbitrary and complicated. The application of grain sire trend analysis requires the selection of adequate method and the design of proper sampling scheme, based on the field knowledge of researcher, the temporal scale of sediment transport pattern targeted, and information needed. Besides, the relationship between the depth of sample and representative temporal scale should be systematically investigated in improving this methodology.

• Korean Journal of Remote Sensing
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• v.37 no.6_1
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• pp.1739-1756
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• 2021

Atmospheric nitrogen dioxide (NO₂) is mainly caused by anthropogenic emissions. It contributes to the formation of secondary pollutants and ozone through chemical reactions, and adversely affects human health. Although ground stations to monitor NO₂ concentrations in real time are operated in Korea, they have a limitation that it is difficult to analyze the spatial distribution of NO₂ concentrations, especially over the areas with no stations. Therefore, this study conducted a comparative experiment of spatial interpolation of NO₂ concentrations based on two linear-regression methods(i.e., multi linear regression (MLR), and regression kriging (RK)), and two machine learning approaches (i.e., random forest (RF), and support vector regression (SVR)) for the year of 2020. Four approaches were compared using leave-one-out-cross validation (LOOCV). The daily LOOCV results showed that MLR, RK, and SVR produced the average daily index of agreement (IOA) of 0.57, which was higher than that of RF (0.50). The average daily normalized root mean square error of RK was 0.9483%, which was slightly lower than those of the other models. MLR, RK and SVR showed similar seasonal distribution patterns, and the dynamic range of the resultant NO₂ concentrations from these three models was similar while that from RF was relatively small. The multivariate linear regression approaches are expected to be a promising method for spatial interpolation of ground-level NO₂ concentrations and other parameters in urban areas.