• 한국수자원학회:학술대회논문집
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• 한국수자원학회 2007년도 학술발표회 논문집
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• pp.1437-1440
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• 2007

Many hydroclimatic time series are marked by interannual and longer quasi-period features that are associated with narrow band oscillatory climate modes. A time series modeling approach that directly considers such structures is developed and presented. The essence of the approach is to first develop a wavelet decomposition of the time series that retains only the statistically significant wavelet components, and to then model each such component and the residual time series as univariate autoregressive processes. The efficacy of this approach is demonstrated through the simulation of observed and paleo reconstructions of climate indices related to ENSO and AMO, tree ring and rainfall time series. Long ensemble simulations that preserve the spectral attributes of the time series in each ensemble member can be generated. The usual low order statistics are preserved by the proposed model, and its long memory performance is superior to the direction application of an autoregressive model.

• 한국수자원학회:학술대회논문집
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• 한국수자원학회 2022년도 학술발표회
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• pp.437-437
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• 2022

The prediction of dam inflow rate is crucial for the management of the largest multi-purpose dam in South Korea, the Soyang Dam. The main issue associated with the management of water resources is the stochastic nature of the reservoir inflow leading to an increase in uncertainty associated with the inflow prediction. The Autoregressive (AR) model is commonly used to provide the simulation and forecast of hydrometeorological data. However, because its estimation is based solely on the time-series data, it has the disadvantage of being unable to account for external variables such as climate information. This study proposes the use of the Autoregressive Exogenous Stochastic Volatility (ARXSV) model within a Bayesian modeling framework for increased predictability of the monthly dam inflow by addressing the exogenous and stochastic factors. This study analyzes 45 years of hydrological input data of the Soyang Dam from the year 1974 to 2019. The result of this study will be beneficial to strengthen the potential use of data-driven models for accurate inflow predictions and better reservoir management.

• 한국정밀공학회:학술대회논문집
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• 한국정밀공학회 1995년도 추계학술대회 논문집
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• pp.173-178
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• 1995

This paper presents a new method to obtain parameters of end-mill cutting system. For high speed milling and precision surface finish, we have to predict the deflection of tool and the critical depth of cut. The cutting system can be modeled to a vibratory system to obtain the deflection of tooll and the critical depth of cut. A new method of the modeling of one degree of freedom system was developed using bisection method, ARMA(Autoregressive Moving average) and impact test.

• Communications for Statistical Applications and Methods
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• 제7권1호
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• pp.87-96
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• 2000

Nonlinear time series prediction is derived and compared between statistic of modeling and neural network method. In particular mean squared errors of predication are obtained in generalized random coefficient model and generalized autoregressive conditional heteroscedastic model and compared with them by neural network forecasting.

• 사회복지연구
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• 제43권1호
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• pp.5-29
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• 2012

비행경험이 많을수록 자신을 비행청소년으로 인식할 것으로 예상되지만, 청소년들의 일탈적 자아개념의 변량 중 비행경험으로 인해 설명되는 변량은 비교적 작은 수준에 불과하다. 본 연구의 목적은 비행경험을 통제한 후에도, 또는 비행경험이 없음에도 불구하고 자신을 문제아 또는 비행청소년으로 인식하게 만드는 요인이 무엇인지 규명하는데 있었다. 특히 비행경험 이외에 청소년기 중요한 발달과업(성취와 관계)에서의 실패가 일탈적 자아개념과 어떠한 관계에 있는지, 더 나아가 이러한 관계에 내재한 성별 차이를 규명하는데 목적을 두었다. 한국청소년패널조사의 중2에서 고3까지 5년 종단자료에 대해 잠재 상태-특성 자기회귀 모델(latent state-trait autoregressive model)을 적용하여 일탈적 자아개념에 내포된 변동적 상태요인을 통제한 후 청소년기에 걸쳐 안정적인 특성적 일탈자아를 설명하는 예측요인이 무엇인지 알아보았다. 연구결과, 비행경험 이외에 학업성취, 친구관계 및 부모관계가 청소년기 일탈적 자아개념의 특성적 요인을 유의미하게 설명하는 것으로 나타났다. 비행경험의 효과에 유의미한 성별 차이가 나타난 바, 남자청소년에 비해 여자청소년이 비행경험으로 인해 자신을 문제아로 인식하였다. 비행경험을 통제한 후에도 학업성취 및 관계에서의 실패와 유능감 부족은 청소년기 일탈적 자아개념의 형성에 영향을 미치는 것으로 나타났다. 특히 친구관계에서의 실패는 남자보다 여자에게 더 중요한 예측요인인 반면, 학업성취에서의 실패는 남녀에게 모두 유의미한 일탈적 자아개념의 예측요인으로 나타나 한국사회의 성취지향적 가치체계와 문화가 청소년기 일탈적 자아개념에 반영되고 있음이 검증되었다

• 아동학회지
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• 제37권4호
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• pp.17-29
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• 2016

Objective: The purpose of this study was to examine the bidirectional relation between mobile phone dependency (MPD) and self-regulated learning (SRL) of early Korean adolescents in $4^{th}$, $6^{th}$ and $8^{th}$ grade, while taking into account gender differences. Methods: The study made use of panel data from the Korean Children and Youth Panel Study (KCYPS), and three waves of data collected from 2,264 adolescents were analyzed by means of autoregressive cross-lagged modeling. Results: The results can be summarized as follows. Firstly, MPD and SRL were consistently stable for adolescents in $4^{th}$, $6^{th}$ to $8^{th}$ grades. Secondly, a bidirectional relations between MPD and SRL were confirmed. In other words, there was a significant influence of a high level of MPD on a subsequent low level of SRL, and the high level of SRL also had a significant effect on the lower level of MPD across time. According to multi-group analysis, no gender differences were found in the relations between two constructs during the studied period. Conclusion: Findings highlighted not only the necessary media usage education but also parenting intervention strategies may help early adolescents to be prevented from negative effects of media usage and to enhance self-regulated learning ability. Based on the results, more implications were also discussed.

• 한국방재학회 논문집
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• 제10권1호
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• pp.81-88
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• 2010

수자원의 관리 및 계획시 강우, 유출, 유량과 같이 다양한 종류에 의한 수문사상의 합성 및 분석이 요구된다. 다양한 수문사상들은 대부분 추계학적모형에 의한 해석이 필요하며, 이중 적절한 시계열모의결과를 나타낼 수 있는 자기회귀모형 적용을 시도하였다. 본 연구에서는 낙동강 상류에 위치한 안동댐과 임하댐 두 관측소의 월유출량 자료를 이용하여 최적의 자기회귀모형을 검토하였으며, 분석결과 AR(3) 모형의 매개변수($\phi_1$, $\phi_2$, and $\phi_3$)가 가장 적합한 것으로 나타났으며, 다양한 분석 및 평가결과 AR(3)모형이 효과적이고 정확한 것으로 나타났다.

• 직업교육연구
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• 제35권4호
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• pp.89-107
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• 2016

본 연구는 서울지역 중 고등학생의 자기주도학습능력과 진로성숙도 간 종단관계를 살펴보기 위해 서울교육종단연구 데이터를 활용하여 자기회귀교차지연 모형검증을 실시하였다. 분석 결과를 종합하면 다음과 같다. 첫째, 자기주도학습능력 변인의 경우, 1차년도에서 6차년도에 이르는 시간경로에 따라 통계적으로 유의미한 정적 영향을 미치는 것으로 나타났다. 둘째, 진로성숙도 변인 역시 1차년도에서 6차년도에 이르는 시간경로에 따라 통계적으로 유의미한 정적 영향을 미치는 것으로 나타났다. 셋째, 자기주도학습능력이 진로성숙도에 미치는 영향은 시간 흐름에 따라 통계적으로 유의미한 정적 영향관계를 보인 반면, 진로성숙도가 자기주도학습능력에 미치는 영향은 통계적으로 유의미한 결과를 보이지 않았다. 연구 결과를 바탕으로 중학교에서의 자기주도학습 강화 프로그램 정착, 입시제도가 아닌 진로발달단계를 고려한 진로지도 및 진로교육, 중 고등학교에의 진로진학상담교사 추가 배치 등을 제안하였다.

• 한국소음진동공학회논문집
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• 제25권12호
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• pp.888-894
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• 2015

A new method for the simulation of the vehicle's interior road noise is proposed in the present study. The road noise model can synthesize road noise of a vehicle for varying driving speed within a range. In the proposed method, interior road noise is considered as a stochastic time-series, and is modeled by a nonstationary parametric model via two steps. First, each interior road noise signal, obtained from constant speed driving tests performed within a range of speed, is modeled as an autoregressive model whose parameters are estimated by using a standard method. Finally, the parameters obtained for different driving speeds are interpolated based on the varying driving speed to yield a time-varying autoregressive model. To model a full band road noise, audible frequency range is divided into an octave band using a wavelet filter bank, and the road noise in each octave band is modeled.

• Human Ecology Research
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• 제54권5호
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• pp.551-564
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• 2016

This study examined the causal relationship between a mothers' depression and the emotional problems of their preschool-aged children as indicated by anxiety, depression and emotional reactivity. We analyzed data from 1,528 mothers and their children from the Panel Study of Korean Children (PSKC) collected when the children were 4 years old and 5 years old. Autoregressive cross-lagged modeling was conducted using AMOS ver. 23.0 to investigate the longitudinal reciprocal effects between mothers' depression and children's emotional problems. The results indicated that both mothers' depression and children's emotional problems were relatively stable between the ages of 4 to 5. There were significant cross-lagged effects from the mothers' depression to children's emotional problems and from children's emotional problems to mothers' depression. Mothers reported higher levels of depression when the children were 4 years old and the children showed more anxiety, depression and emotional reactivity when they were 5 years old. Emotional problems when the children were 4 predicted greater depression among mothers 1 year later. We also examined the group difference (between boys and girls) in the study model. Gender differences were not statistically supported. The results suggested that early assessment and intervention for mothers' depression and children's emotional problems are essential for a healthy mother-child relationship and later child outcomes.