• Structural Engineering and Mechanics
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• v.57 no.3
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• pp.529-541
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• 2016

Under the interaction between dam body, dam foundation and external environment, the dam structural behavior presents the time-varying nonlinear characteristics. According to the prototypical observations, the correct identification on above nonlinear characteristics is very important for dam safety control. It is difficult to implement the description, analysis and diagnosis for dam structural behavior by use of any linear method. Based on the rescaled range analysis approach, the algorithm is proposed to identify and extract the fractal feature on observed dam structural behavior. The displacement behavior of one actual dam is taken as an example. The fractal long-range correlation for observed displacement behavior is analyzed and revealed. The feasibility and validity of the proposed method is verified. It is indicated that the mechanism evidence can be provided for the prediction and diagnosis of dam structural behavior by using the fractal identification method. The proposed approach has a high potential for other similar applications.

• Journal of the Korean Society of Radiology
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• v.7 no.1
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• pp.25-30
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• 2013

In this work, we investigate the statistical properties of gamma exposure rates using well-known analysis methods, such as Autocorrelation Function Analysis(ACF), Rescaled Range Analysis(R/S Analysis), and Detrended Fluctuation Analysis(DFA). Especially, DFA is an important method to reliably detect long-range correlations in non-stationary time series. Our data are measured by Gangneung regional radiation monitoring station over the period of 1998 to 2011. First, we find a crossover indicating two different governing regimes in fluctuations of gamma exposure rates. Within a year, they show a strong long-ranged memory while this property vanishes over the range of time period longer than one year. Second, our finding is very securely supported by a variety of analysis tools. Those tools yield many relevant exponents which satisfies the well known relation between them.

• Journal of The Korean Society of Agricultural Engineers
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• v.47 no.7
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• pp.37-45
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• 2005

In this study, R/S analysis which was proposed by Mandelbrot & Wallis (1969) was applied to evaluate the presence of the fractal property in the cone tip resistance of in-situ CPT data. Hurst exponents (H) were evaluated in the range of 0.660$\sim$0.990 and the average was 0.875. It was confirmed that a cone tip resistance data had the characteristic of fractals and it was expected that cone tip resistance data sets are well approximated by a fBm process with an Hurst exponent near 0.875. It was also observed that the boundary between layers were obviously identified as a result of R/S analysis and it will be usage in practices.

• Asia-Pacific Journal of Business
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• v.11 no.4
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• pp.255-269
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• 2020

Purpose - This paper analyzes the market efficiency focusing on the long memory properties of the domestic futures market. By decomposing futures prices into yield and volatility and looking at the long memory properties of the time series, this study aims to understand the futures market pricing and change behavior and risks, specifically and in detail. Design/methodology/approach - This study analyzes KOSPI 200 futures, KOSDAQ 150 futures, 3 and 10-year government bond futures, US dollar futures, yen futures, and euro futures, which are among the most actively traded on the Korea Exchange. To analyze the long memory and market efficiency, we used the Variance Ratio, Rescaled-Range(R/S), Geweke and Porter-Hudak(GPH) tests as semi- parametric methods, and ARFIMA-FIGARCH model as the parametric method. Findings - It was found that all seven futures supported the efficiency market hypothesis because the property of long memory turned out not to exist in their yield curves. On the other hand, in futures volatility, all 7 futures showed long memory properties in the analysis, which means that if new information is generated in the domestic futures market and the market volatility once expanded due to the impact, it does not decrease or shrink for a long period of time, but continues to affect the volatility. Research implications or Originality - The results of this paper suggest that it can be useful information for predicting changes and risks of volatility in the domestic futures market. In particular, it was found that the long memory properties would be further strengthened in the currency futures and bond rate futures markets after the global financial crisis if the regime changes of the domestic financial market are taken into account in the analysis.

• Journal of the Korean Geotechnical Society
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• v.31 no.4
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• pp.19-29
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• 2015

Nowadays, the importance of the information management of construction sites to achieve the goal of safety construction. This management uses the collaborated analysis of in-situ monitoring data and numerical analysis, especially of an earth retaining structures of excavation sites. In this paper, the fractal theory was applied to actually monitored data from various excavation sites to develop the alternative interpolation technique which could predict the displacement behavior of unknown location around the monitoring locations and the future behavior of the monitoring locations with the steps of excavation. Data, mainly from inclinometer, were collected from various sites where retaining structures were collapsed during construction period, as well as from normal sites with the characteristics of geology, excavation method etc. In the analyses, Hurst exponent (H) was estimated with monitored periods using the Rescaled range analysis (R/S analysis) method applying the H in simulation processes. As the results of the analyses, Hurst exponents were ranged from 0.7 to 0.9 and showed the positive correlation of H > 1/2. The simulation processes, then, with the Hurst exponent estimated by Rescaled range analysis method showed reliable results. In addition, it was also expected that the variation of Hurst exponents with the monitoring period could instruct the abnormal behavior of an earth retaining structures to directors or operators. Therefore it was concluded that fractal theory could be applied for predicting the lateral displacement of unknown location and the future behavior of an earth retaining structures to manage the safety of construction sites during excavation period.

• The Bulletin of The Korean Astronomical Society
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• v.41 no.1
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• pp.81.2-81.2
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• 2016

Many signals in the nature have power-law behaviors, namely they are "scale-free". The method of detrended fluctuation analysis (DFA), as one of the popular methods (e.g., Rescaled range analysis and Spectral analysis) for determining scale-free nature of time series, has a very important advantage that the DFA can be applied to both stationary and non-stationary signals. The analysis of time series using the DFA has been broadly used in physiology, finance, hydrology, meteorology, geology, and so on. We performed the DFA of 16 Spaceweather HMI Active Region Patch (SHARP) parameters for 38 HMI Active Region Patches (HARPs) obtained by Solar Dynamics Observatory (SDO) from May 2010 to June 2014. The main results from this study are as follows. (1) The most of the time series data are non-stationary. (2) The DFA scaling exponents of "mean vertical current density" for 38 HARPs have a negative correlation coefficient (-0.41) with flare index. (3) The DFA scaling exponents of parameters such as "Sum of the absolute value of net currents per polarity", "Absolute value of the net current helicity", and "Mean photospheric excess magnetic energy density" for the most active HARPs having more than 10 major flares, have positive correlation coefficients (0.64, 0.59, and 0.53, respectively) with the ratio of "the number of CMEs associated with major flares" to "the number of major flares". Physical interpretations on our results will be discussed.

• The KIPS Transactions:PartB
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• v.16B no.5
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• pp.385-394
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• 2009

Face tracking and recognition are difficult problems because the face is a non-rigid object. The main reasons for the failure to track and recognize the faces are the changes of a face pose and environmental illumination. To solve these problems, we propose a nonlinear manifold framework for the face pose and the face illumination normalization processing. Specifically, to track and recognize a face on the video that has various pose variations, we approximate a face pose density to single Gaussian density by PCA(Principle Component Analysis) using images sampled from training video sequences and then construct the GMM(Gaussian Mixture Model) for each person. To solve the illumination problem for the face tracking and recognition, we decompose the face images into the reflectance and the illuminance using the SSR(Single Scale Retinex) model. To obtain the normalized reflectance, the reflectance is rescaled by histogram equalization on the defined range. We newly approximate the illuminance by the trained manifold since the illuminance has almost variations by illumination. By combining these two features into our manifold framework, we derived the efficient face tracking and recognition results on indoor and outdoor video. To improve the video based tracking results, we update the weights of each face pose density at each frame by the tracking result at the previous frame using EM algorithm. Our experimental results show that our method is more efficient than other methods.