• The Korean Journal of Applied Statistics
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• v.36 no.6
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• pp.573-589
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• 2023

In a piecewise linear trend model, the change points coincide with the mean change points of the first differenced time series. Therefore, by detecting the mean change points of the first differenced time series, one can estimate the change points of the piecewise linear trend model. In this paper, based on this fact, a method is proposed for detecting change points of the piecewise linear trend model using the simple moving average of the first differenced time series rather than estimates of the slope or residuals. Our Monte Carlo simulation experiments show that the proposed method performs well in estimating the number of change points not only when the error terms in the piecewise linear trend model are independent but also when they are serially correlated.

• The Journal of Korean Institute of Communications and Information Sciences
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• v.40 no.9
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• pp.1846-1855
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• 2015

In this paper, a precise relative positioning with TD(time differenced) carrier phase measurements from a low-cost GNSS(Global Navigation Satellite System) receiver is proposed and analysed. The proposed method is using carrier phase measurement from a single GNSS receiver that reference receiver is not required and stand alone positioning is possible. TD operation removes the troublesome integer ambiguity resolution problem, and if the time interval is short, other error, such as, ionospheric, tropospheric delay and ephemeris error are effectively eliminated. The error analysis of the proposed method shows that a precise and positioning with carrier phase is possible. The implemented system is evaluated using a real car experiments. The results show that the horizontal positioning error was less than 3m during 10 minutes experiments, which is 4 times more precise than the results of normal code based absolute positioning.

• Journal of the Korean Statistical Society
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• v.28 no.3
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• pp.371-387
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• 1999

For possibly nonstationary autoregressive moving average, modeling based on the original observations rather than the differenced observations is considered. Under this scheme, sample autocorrelation functions, parameter estimates, model diagnostic statistics, and prediction are all computed from the original data instead of the differenced data. The methods and results established under stationarity of data are shown to naturally extend to the nonstationarity of one autoregressive unit root. The sample ACF and PACF can be used for ARMA order determination. The BIC order is strongly consistent. The parameter estimates are asymptotically normal. The portmanteau statistic has chi-square distribution. The predictor is asymptotically equivalent to that based on the differenced data.

• 한국전산유체공학회:학술대회논문집
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• 1996.05a
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• pp.99-104
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• 1996

The jet pump is being used in many fields for several purposes because of its simple construction and easy operation. The characteristics of the geometrical variables, pressure gradient and velocity distribution of the jet pump are studied using the CFD technique. The flow calculations through a bended nozzle. a mixing chamber and a venturi are presented and phenomenological aspects are discussed. This study solve 3-D steady incompressible Navier-Stokes equations using the Iterative time marching scheme. The governing equations are differenced with 1st-order accurate backward difference scheme for the time derivatives and 3rd-order accurate QUICK scheme for the convective terms. The Mark-and-cell concept was applied efficiently to solve continuity equation, which is differenced 2nd-order accurate central differenced scheme. The 4th-order artificial damping is added to the continuity equation for numerical stability. A O-type of grid system is generated inside a nozzle and venturi of the jet pump. It has concluded that the results of present study properly agree with physical flow phenomena.

• Journal of Positioning, Navigation, and Timing
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• v.7 no.1
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• pp.43-52
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• 2018

In recent years, the need of high accuracy navigation for vehicles has increased due to the development of autonomous driving vehicles and increase in land transportation convenience. This study is performed for vehicle users to achieve a performance of centimeter-level positioning accuracy by utilizing Compact Network Real-time Kinematic (RTK) that is applicable as a national-level infrastructure. To this end, medium-baseline RTK was implemented in real time to estimate accurate integer ambiguities between reference stations for reliable generation of Network RTK correction using the linear combination of carrier-phase observations and L1/L2 pseudo-range measurements. The residual tropospheric error was estimated in real time to improve the accuracy of double-differenced integer ambiguity resolution between network configuration reference stations that have at least 30 km or longer baseline distance. In addition, C++ based software was developed to enable real-time generation and broadcasting of Compact Network RTK correction information by utilizing an accurately estimated double-differenced integer ambiguity values. As a result, the horizontal and vertical 95% accuracy was 2.5cm and 5.2cm, respectively, without performance degradation due to user's position change within the network.

• Journal of Positioning, Navigation, and Timing
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• v.6 no.4
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• pp.149-157
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• 2017

In this study, a system that precisely determines the heave of ship hull was designed using time-differenced GNSS carrier phase measurement, and the performance was examined. First, a technique that calculates precise position relative to the original position based on TDCP measurement for point positioning using only one receiver was implemented. Second, to eliminate the long-cycle drift error occurring due to the measurement error that has not been completely removed by time-differencing, an easily implementable high-pass filter was designed, and the optimum coefficient was determined through an experiment. In a static experiment based on the precise heave measurement system implemented using low-cost commercial GNSS receiver and PC, the heave could be measured with a precision of 2 cm standard deviation. In addition, in a dynamic experiment where it moved up and down with an amplitude of 48 cm and a cycle of 20 seconds, precise heave without drift error could be determined. The system proposed in this study can be easily used for many applications, such as the altitude correction of fish detection radar.

• 한국전산유체공학회:학술대회논문집
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• 1995.10a
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• pp.55-63
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• 1995

The flow field around a high-speed train including cross-wind effects has been simulated. This study solves 3-D unsteady incompressible Navier-Stokes equations in the inertial frame using the iterative time marching scheme. The governing equations are differenced with 1st-order accurate backward difference scheme for the time derivatives, 3th-order accurate QUICK scheme for the convective terms and 2nd-order accurate central difference scheme for the viscous terms. The Marker-and-Cell concept was applied to efficiently solve continuity equation, which is differenced with 2nd-order accurate central difference scheme. The 4th-order artificial damping is added to the continuity equation for numerical stability. A C-H type of elliptic grid system is generated around a high-speed train including ground. The Baldwin-Lomax turbulent model was implemented to simulate the turbulent flows. To validate the present procedure, the flow around a high speed train at constant yaw angle of $45^{\circ}\;and\;90^{\circ}$ has been simulated. The simulation shows 3-D vortex generation in the lee corner. The flow separation is also observed around the rear of the train. It has concluded that the results of present study properly agree with physical flow phenomena.

• Proceedings of the Korean Institute of Navigation and Port Research Conference
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• v.1
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• pp.377-382
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• 2006

Precision approach and landing of aircraft in a remote landing zone autonomously present several challenges. Firstly, the exact location, orientation and elevation of the landing zone are not always known; secondly, the accuracy of the navigation solution is not always sufficient for this type of precision maneuver if there is no DGPS availability within close proximity. This paper explores an alternative approach for estimating the navigation parameters of the aircraft to the landing area using only time-differenced GPS carrier phase measurement and range measurements from a vision system. Distinct ground landmarks are marked before the landing zone. The positions of these landmarks are extracted from the vision system then the ranges relative to these locations are used as measurements for the extended Kalman filter (EKF) in addition to the precise time-differenced GPS carrier phase measurements. The performance of this navigation algorithm is demonstrated using simulation.

• Journal of the Korean Society of Surveying, Geodesy, Photogrammetry and Cartography
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• v.25 no.4
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• pp.319-325
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• 2007

In case of more than 50km baseline length, the correlation between receivers is reduced. Therefore, there are still some rooms for improvement of its positional accuracy. In this paper, the stochastic modeling of the ionospheric delay is applied and its effects are analyzed. The data processing has been performed by constructing a Kalman filter with states of positions, ambiguities, and the ionospheric delays in the double differenced mode. Considering the medium or long baseline length, both double differenced GPS phase and code observations are used as observables and LAMBDA has been applied to fix the ambiguities. The ionospheric delay is stochastically modeled by well-known 1st order Gauss-Markov process. And the correlation time and variation of 1st order Gauss-Markov process are calculated. This paper gives analyzed results of developed algorithm compared with commercial software and Bernese.

• Communications for Statistical Applications and Methods
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• v.11 no.2
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• pp.313-321
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• 2004

In this article we show that the tests of Robinson (1994) may have serious problems in distinguishing between fractionally integrated processes in the context of deterministic trends. The results are obtained via Monte Carlo experiments. A simple procedure, based on the t-values of the coefficients from the differenced regression, is presented to correctly specify the time series of interest and, an empirical application, using data of the US GNP is also carried out at the end of the article.