• Journal of Korea Port Economic Association
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• v.28 no.3
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• pp.111-125
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• 2012

This study investigates the behavioral characteristic difference of the container volumes of three ports-Gwangyang, Incheon, and Pyeongtaek-Dangjin. All series span the period January 2003 to December 2011. I first test whether the series are stationary or not. I can reject the null hypothesis of a unit root in each of the level variables and of a unit root for the residuals from the cointegration at the 5 percent significance level. I hitherto make use of error-correction model and find that Gwangyang port is the slowest in adjusting the short-run disequilibrium, whereas the adjustment speed of Incheon is much faster than that of Gwangyang. The impulse response functions indicate that container volumes increase only a little to the negative shocks in exchange rate, while they respond positively to the shocks in the business activity in a great magnitude and decay very slowly to its pre-shock level. meaning that the shocks last very long. The accumulative response to the exchange rate increase of 20 won per dollar and the 5 point industrial production increase is the smallest in Gwangyang, no more than a half of that of two ports. The intervention-ARIMA models also forecast that Gwangyang port will have much lower growth rate than Incheon and Pyeongtaek-Dangjin port in trading volumes.

• Journal of Korea Port Economic Association
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• v.23 no.1
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• pp.1-18
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• 2007

The purpose of this study is to examine the effect of exchange rate volatility on Trading Volume of Container of Korea, and to induce policy implication in the contex of GARCH and regression model. In order to test whether time series data is stationary and the model is fitness or not, we put in operation unit root test, cointegration test. And we apply impulse response functions and variance decomposition to the structural model to estimate dynamic short run behavior of variables. The major empirical results of the study show that the increase in exchange rate volatility exerts a significant negative effect on Trading Volume of Container in long run. The results Granger causality based on an error correction model indicate that uni-directional causality between trading volume of container and exchange rate volatility is detected. This study applies impulse response function and variance decompositions to get additional information regarding the Trading Volume of Container to shocks in exchange rate volatility. The results indicate that the impact of exchange rate volatility on Trading Volume of Container is negative and converges on a stable negative equilibrium in short-run. Th exchange rate volatility have a large impact on variance of Trading Volume of Container, the effect of exchange rate volatility is small in very short run but become larger with time. We can infer policy suggestion as follows; we must make a stable policy of exchange rate to get more Trading Volume of Container

• The Journal of the Korea Contents Association
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• v.12 no.9
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• pp.357-368
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• 2012

The purpose of this study is to empirically examine the impact of enterprise R&D investment on international trade in Korea under the new Normal Era. In order to test whether the time series data of trade variables are stationary or not, we put in operation unit root test and cointegration test. Based on VECM (Vector Error Correction Model), we also apply impulse response functions and variance decomposition to estimate the dynamic effects in the short-run and long-run. The results show that the relationship between enterprise R&D investment and international trade (export and import) exists in the long-run as well as in the short-run. The results of applying impulse response functions and variance decomposition also indicate that the impact of enterprise R&D investment on international trade is positive, and a significant portion of fluctuations in the trade variable is explained by enterprise R&D investment. Therefore, enterprise R&D investment must be continuously increased to improve economic growth with promoting trading competition power in Korea under the new Normal Era.

• International Commerce and Information Review
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• v.12 no.1
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• pp.153-175
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• 2010

This study conducts an analysis to verify an existence of co-movement among the exchange rates of Yuan-Dollar, Yen-Dollar and Won-Dollar by using time series data. An analysis period is divided into two periods. Therefore the first analysis period is from Dec. 17, 1997 to Jul. 21th. 20, 2005 and the second analysis period is from Jul. 25th, 2005 to Nov. 20th. 2009. This paper uses VAR model and daily data of exchange rates during the period. According to the result of an empirical analysis, yuan-dollar exchange rate has affected by th other variables ; yen-dollar exchange rate. It can be proved by result of an impulse response test and variance decomposition test in the second period. Therefore the won-dollar, yen-dollar, and Yen-dollar exchange rate has been influenced each other and the relationship will be maintained.

• Proceedings of the Korean Operations and Management Science Society Conference
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• 2007.11a
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• pp.477-481
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• 2007

The purpose of this study is to provide the ideal forecasting model of cadastral survey work load through the Economeatric Analysis of Time Series, Granger Causality and VAR Model Analysis, it suggested the forecasting reference materials for the total amount of cadastral survey general work load. The main result is that the derive of the environment variables which affect cadastral survey general work load and the outcome of VAR(vector auto regression) analysis materials(impulse response function and forecast error variance decomposition analysis materials), which explain the change of general work load depending on altering the environment variables. And also, For confirming the stability of time series data, we took a unit root test, ADF(Augmented Dickey-Fuller) analysis and the time series model analysis derives the best cadastral forecasting model regarding on general cadastral survey work load. And also, it showed up the various standards that are applied the statistical method of econometric analysis so it enhanced the prior aggregate system of cadastral survey work load forecasting.

• 한국정보디스플레이학회:학술대회논문집
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• 2003.07a
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• pp.694-697
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• 2003

In applying LCD to TV application, one of the most significant factors to be improved is image sticking on the moving picture. LCD is different from CRT in the sense that it's continuous passive device, which holds images in entire frame period, while impulse type device generate image in very short time. To reduce image sticking problem related to hold type display mode, we made an experiment to drive LCD like CRT. We made articulate images by turn on-off backlight, and we realized the ratio of Back Light on-off time by adjusting between on time and off time for video signal input during 1 frame (16.7ms). Conventional CCFL (cold cathode fluorescent lamp) cannot follow fast on-off speed, so we evaluated new fluorescent substances of light source to improve residual light characteristic of CCFL. We realized articulate image generation similar to CRT by blinking drive. As a result, reduced image sticking phenomenon was validated by naked eye and response time measurement.

• Journal of the Korean Institute of Telematics and Electronics
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• v.24 no.4
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• pp.719-726
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• 1987

In this paper, an adaptive IIR (infinite impulse response) notch filter of lattice type is constructed and its adaptation algorithm is proposed for the detection and retrieval of a sine wave signal embedded in noise. A modified method which adapts only one coefficient of the filter is also suggested. All these methods adapt the coefficients while keepting the poles of the filter inside the unit circle on z-plane, and thus they satisfy the condition on the stability of the IIR filter after it has converged. To investigate the convergence characteristics of these methods such as convergence speed and output S/N ratio, intensive computer simulation has been performed by varying the frequency of the sine wave and the input S/N ratio. And the results of the simulation have been compared to those of Rao and Kung's which shows relatively fast convergence speed. The methods proposed here, especially the second one. shows faster convergence speed and higher output S/N ratio than the Rao and Kung's.

• The Journal of the Acoustical Society of Korea
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• v.23 no.7
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• pp.521-531
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• 2004

In this paper we developed the Physical modeling of the Sanio Gayageum using the improved digital waveguide theory. The frequency characteristics of the Gayageum body is implemented by an inverse filtering and the impulse response of the body. We obtained the synthesis sounds of the unit sound for the Gayageum using the simulation of the straight-line fits by the changes of the fundamental frequencies depending on the Amok location. Finally. we could obtain the virtual Sanio Gayageum sounds similar to the actual Gayageum by tuning the Amok positions.

• Proceedings of the Computational Structural Engineering Institute Conference
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• 2011.04a
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• pp.531-538
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• 2011

To ensure the structural integrity of membrane type LNG tank, the rational assessment of impact pressure and structural responses due to sloshing should be preceded. The sloshing impact pressures acting on the insulation system of LNG tank are typical irregular loads and the structural responses caused by them also very complex behaviors including fluid structure interaction. So it is not easy to estimate them accurately and huge time consuming process would be necessary. In this research, a simplified method to analyze the dynamic structural responses of LNG tank insulation system under pressure time histories obtained by sloshing model test or numerical analysis was proposed. This technique basically based on the concept of linear combination of the triangular response functions which are obtained by the transient response analysis under the unit triangular impact pressure acting on structures in time domain. The validity of suggested method was verified through the example calculations and applied to the structural analysis of real Mark III type insulation system using the sloshing impact pressure time histories obtained by model test.

• Journal of Korea Port Economic Association
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• v.29 no.3
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• pp.25-37
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• 2013

This study investigates the export behavior of port of Pyeongtaek-Dangjin and Daesan. The monthly data cover the period from January 2002 to December 2012. This paper tests whether the exchange rate and the industrial production are stationary or not, rejecting the null hypothesis of a unit root in each of the level variables and of a unit root for the residuals from the cointegration at the 5 percent significance level. The error-correction model is estimated to find that Daesan port is faster than Pyeongtaek-Dangjin in adjusting the short-run disequilibrium. This paper finds that the exchange rate coefficient of Daesan port is higher than that of Pyeongtaek-Dangjin port, while the industrial production coefficient of the former is much smaller than that of the latter. The industrial production coefficient is, however, much higher than the exchange rate coefficient in both ports. The rolling regression shows that the influence of exchange rate and industrial production tends to increase in Pyeongtaek-Dangjin port but tends to decrease in Daesan. The impulse response functions indicate that export volumes respond much greater to the positive shocks in industrial production than in exchange rate, and the exchange rate shock decays very fast, while the industrial production shock lasts very long.