• The Journal of Asian Finance, Economics and Business
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• v.9 no.10
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• pp.1-13
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• 2022

This paper empirically explores the predicting ability of the newly proposed smooth transition (ST) time-varying combining forecast methods. The proposed method allows the "weight" of combining forecasts to change gradually over time through its unique feature of transition variables. Stock market returns from 7 countries were applied to Ad Hoc models, the well-known Generalized Autoregressive Conditional Heteroskedasticity (GARCH) family models, and the Smooth Transition Exponential Smoothing (STES) models. Of the individual models, GJRGARCH and STES-E&AE emerged as the best models and thereby were chosen for constructing the combined forecast models where a total of nine ST combining methods were developed. The robustness of the ST combining forecasts is also validated by the Diebold-Mariano (DM) test. The post-sample forecasting performance shows that ST combining forecast methods outperformed all the individual models and fixed weight combining models. This study contributes in two ways: 1) the ST combining methods statistically outperformed all the individual forecast methods and the existing traditional combining methods using simple averaging and Bates & Granger method. 2) trading volume as a transition variable in ST methods was superior to other individual models as well as the ST models with single sign or size of past shocks as transition variables.

• Proceedings of the Korea Water Resources Association Conference
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• 2021.06a
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• pp.145-145
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• 2021

Water distribution networks (WDNs) are designed to satisfy water requirement of an urban community. One of the central issues in human history is providing sufficient quality and quantity of water through WDNs. A WDN consists of a great number of pipelines with different ages, lengths, materials, and sizes in varying degrees of deterioration. The available annual budget for rehabilitation of these infrastructures only covers part of the network; thus it is important to manage the limited budget in the most cost-effective manner. In this study, a novel pipe replacement scheduling approach is proposed in order to smooth the annual investment time series based on a life cycle cost assessment. The proposed approach is applied to a real WDN currently operating in South Korea. The proposed scheduling plan considers both the annual budget limitation and the optimum investment on pipes' useful life. A non-dominated sorting genetic algorithm is used to solve a multi-objective optimization problem. Three decision-making objectives, including the minimum imposed LCC of the network, the minimum standard deviation of annual cost, and the minimum average age of the network, are considered to find optimal pipe replacement planning over long-term time period. The results indicate that the proposed scheduling structure provides efficient and cost-effective rehabilitation management of water network with consistent annual budget.

• Journal of the Korean Society of Industry Convergence
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• v.26 no.6_2
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• pp.1117-1125
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• 2023

The DC part of the DC microgrid power conversion system uses capacitors for buffers of charge and discharge energy for smoothing voltage and plays important roles such as high frequency component absorption, power balancing, and voltage ripple reduction. The capacitor uses an aluminum electrolytic capacitor, which has advantages of capacity, low price, and relatively fast charging/discharging characteristics. Aluminum electrolytic capacitors(AEC) have previous advantages, but over time, the capacity of the capacitors decreases due to deterioration and an increase in internal temperature, resulting in a decrease in use efficiency or an accident such as steam extraction due to electrolyte evaporation. It is necessary to take measures to prevent accidents because the failure diagnosis and detection of such capacitors are a very important part of the long-term operation, safety of use, and reliability of the power conversion system because the failure of the capacitor leads to not only a single problem but also a short circuit accident of the power conversion system.

• Proceedings of the Korean Society of Near Infrared Spectroscopy Conference
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• 2001.06a
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• pp.4102-4102
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• 2001

In multivariate analysis, absorbance spectrum is measured over a band of wavelengths. One does not often pay attention to the size of this wavelength band. However, it is desirable that spectrum is measured at only necessary wavelengths as long as the acceptable accuracy of prediction can be met. In this paper, the method of selecting an optimal band of wavelengths based on the loading vector analysis was proposed and applied for determining total protein in human serum using near-infrared transmission spectroscopy and PLSR. Loading vectors in the full spectrum PLSR were used as reference in selecting wavelengths, but only the first loading vector was used since it explains the spectrum best. Absorbance spectra of sera from 97 outpatients were measured at 1530∼1850 nm with an interval of 2 nm. Total protein concentrations of sera were ranged from 5.1 to 7.7 g/㎗. Spectra were measured by Cary 5E spectrophotometer (Varian, Australia). Serum in the 5 mm-pathlength cuvette was put in the sample beam and air in the reference beam. Full spectrum PLSR was applied to determine total protein from sera. Next, the wavelength region of 1672∼1754 nm was selected based on the first loading vector analysis. Standard Error of Cross Validation (SECV) of full spectrum (1530∼l850 nm) PLSR and selected wavelength PLSR (1672∼1754 nm) was respectively 0.28 and 0.27 g/㎗. The prediction accuracy between the two bands was equal. Wavelength selection based on loading vector in PLSR seemed to be simple and robust in comparison to other methods based on correlation plot, regression vector and genetic algorithm. As a reference of wavelength selection for PLSR, the loading vector has the advantage over the correlation plot since the former is based on multivariate model whereas the latter, on univariate model. Wavelength selection by the first loading vector analysis requires shorter computation time than that by genetic algorithm and needs not smoothing.

• The Korean Journal of Applied Statistics
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• v.24 no.5
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• pp.769-789
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• 2011

The life table is a statistical model for life expectancy and reflects mortality experiences exposed to a particular group of people. The following three issues are prerequisite for constructing the life table : a selection of how to estimate the death probability from observed death rates, a graduation method to smooth irregularity of the death probabilities, and an extension method of the death probabilities for oldest-old ages. To construct the life table that is fittest to Korean mortality experiences, we examine five estimation methods such as Chiang's and Greville's for the death probability, three graduation techniques including Beer's and Greville's formulae, and twelve mathematical functions for the extension of death probabilities for oldest-old ages. We also propose a method to resolve the cross-over problem arising from construction the life table.

• Journal of Broadcast Engineering
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• v.7 no.4
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• pp.327-334
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• 2002

This paper addresses an efficient loop filter algorithm to improve visual quality by simultaneously reducing blocking and ringing artifacts in H.26L video coder. H.26L video coding standard using the different coding mechanism to existing video coding standards has different distribution of blocking and ringing artifacts that is dependent on coding type, quantization step size, and motion vector. Therefore, the information is used to define the filter type and the filter coefficients. and a projection operator is defined to avoid the over-smoothness. In addition, in order to avoid over-smoothing coming from filtering processing, a constraint projection operator is defined. Since the above information is available both in encoder and in the decoder, a loop filter is used, and the algorithm is simplified to reduce the computational cost. Experimental results show the capability of the proposed algorithm.

• Journal of Korean Society of Coastal and Ocean Engineers
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• v.13 no.3
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• pp.209-229
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• 2001

Simultaneous field measurements of short-period and long-period waves were made at five stations inside or outside Okkye Harbor, which is located in the east coast of Korea. Based on the measured data, spacial and temporal variations of the long-period wave energy were examined. Three smoothing methods were examined for the spectral estimates: fixed interval averaging method, incremental interval averaging method, and moving averaging method. It was shown that a proper smoothing method should be chosen depending on the period of first resonant mode and the length of data being used. By comparing the results obtained using the long-term data with those obtained using two-day data, we showed that it is necessary to analyze the data of calm seas and storm seas separately. The Helmholtz resonant period in Okkye Harbor was found to be about 9.6 minutes with its relative amplification ratio of 9 to 10, and local amplifications were apparent at the periods of 1.2 to 1.3 minutes and 0.7 minute. During calm seas, both at the harbor entrance and inside the harbor the energy of the waves of 9 minutes or longer period was larger than the infra-gravity wave energy by more than 100 times. However, during storm seas the energy level was very high all over the period band, and local amplification was larger than that during calm seas by more than 100 times, especially inside the harbor, Finally it was shown that the energies of the Helmholtz resonant mode and the infra-gravity waves of 1 to 2 minutes are proportional to the storm wave height.

• Journal of Korean Society of Forest Science
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• v.84 no.2
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• pp.121-130
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• 1995

Forecasting accuracy is examined in the context of Michigan travel demand. Eight different annual models are used to forecast up to two years ahead, and nine different quarterly models up to four quarters. In the evaluation of annual models' performance, multiple regression performed better than the other methods in both the one year and two year forecasts. For quarterly models, Winters exponential smoothing and the Box-Jenkins method performed better than naive 1 s in the first quarter ahead, but these methods in the second, third, and fourth quarters ahead performed worse than naive 1 s. The sophisticated models did not outperform simpler models in producing quarterly forecasts. The best model, multiple regression, performed slightly better when fitted to quarterly rather than annual data: however, it is not possible to strongly recommend quarterly over annual models since the improvement in performance was slight in the case of multiple regression and inconsistent across the other models. As one would expect, accuracy declines as the forecasting time horizon is lengthened in the case of annual models, but the accuracy of quarterly models did not confirm this result.

• The Bulletin of The Korean Astronomical Society
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• v.35 no.1
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• pp.82-82
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• 2010

We measure the topology of the galaxy distribution using the Seventh Data Release of the Sloan Digital Sky Survey (SDSS DR7), examining the dependence of galaxy clustering topology on galaxy properties. The observational results are used to test galaxy formation models. A volume-limited sample defined by Mr<-20.19 enables us to measure the genus curve with amplitude of G=378 at 6h-1Mpc smoothing scale, with 4.8% uncertainty including all systematics and cosmic variance. The clustering topology over the smoothing length interval from 6 to 10h-1Mpc reveals a mild scale-dependence for the shift and void abundance (A_V) parameters of the genus curve. We find strong bias in the topology of galaxy clustering with respect to the predicted topology of the matter distribution, which is also scale-dependent. The luminosity dependence of galaxy clustering topology discovered by Park et al. (2005) is confirmed: the distribution of relatively brighter galaxies shows a greater prevalence of isolated clusters and more percolated voids. We find that galaxy clustering topology depends also on morphology and color. Even though early (late)-type galaxies show topology similar to that of red (blue) galaxies, the morphology dependence of topology is not identical to the color dependence. In particular, the void abundance parameter A_V depends on morphology more strongly than on color. We test five galaxy assignment schemes applied to cosmological N-body simulations to generate mock galaxies: the Halo-Galaxy one-to-one Correspondence (HGC) model, the Halo Occupation Distribution (HOD) model, and three implementations of Semi-Analytic Models (SAMs). None of the models reproduces all aspects of the observed clustering topology; the deviations vary from one model to another but include statistically significant discrepancies in the abundance of isolated voids or isolated clusters and the amplitude and overall shift of the genus curve. SAM predictions of the topology color-dependence are usually correct in sign but incorrect in magnitude.

• Transactions of the Korean Society of Mechanical Engineers B
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• v.22 no.6
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• pp.725-733
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• 1998

The pressure fluctuation on the surface of a submerged body has been recognized as a dominant noise source. There have been many studies concerning the flow induced noise on a flat plate. However, the noise over an axisymmetric body has not been well reported. This paper addresses the way in which we have investigated the mechanism of noise generation due to an axisymmetric body. The associated experiments and signal processing methods are introduced. A 3-dimensional axisymmetric body whose length and diameter were 2 m and 10.4 cm, was prepared as a test specimen. The wall pressure on the surface of the body was measured in a large scale low noise wind tunnel at KIMM(Korea Institute of Machinery and Metals). To measure the wall pressure, we used two microphone arrays which were tangential and normal to the flow. Based on the measured signal, frequency-wavenumber spectrum which explains the structure of turbulence noise, was estimated. Tangential to the flow, there exists convective ridge at a relatively higher wavenumber region; this can cause spatial aliasing. To circumvent this problem, the cross spectrum was interpolated. The interpolation has been performed by unwrapping the phase and smoothing the cross spectrum. The phase unwrapping was done based on the Corcos model; the phase of cross spectrum decreases linearly with the distance between microphones. Aforementioned signal processings are possible by employing the experimental results that the estimated wavenumber spectrum quite resembles the Corcos model. We try to modify the Corcos model which is applicable to the flat plate, by altering the magnitude of cross spectrum to fit the experimental data more accurately. We proposed that this wavenumber spectrum model is suitable for the 3-dimensional axisymmetric body. Normal to the flow, there exists a little correlation between signals of different microphones. The circumferential wavenumber spectrum contains uniform power along the wavenumbers.