• 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.

• Communications for Statistical Applications and Methods
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• v.26 no.1
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• pp.27-34
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• 2019

We study the effect of detrending on the coherency between two time series processes. Many economic and financial time series variables include nonstationary components; however, we analyze the two most popular cases of stochastic and deterministic trends. We analyze the asymptotic behavior of coherency under incorrect detrending, which includes the cases of first-differencing the deterministic trend process and, conversely, the time trend removal of the unit root process. A simulation study is performed to investigate the finite sample performance of the sample coherency due to incorrect detrending. Our work is expected to draw attention to the possible distortion of coherency when the series are incorrectly detrended. Further, our results can extend to various specification of trends in aggregate time series variables.

• Journal of the Korean Society for Industrial and Applied Mathematics
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• v.21 no.3
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• pp.155-165
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• 2017

The Hansel-Spittel constitutive model requires a total of nine parameters for flow stress prediction. Typically, the parameters are estimated by least squares methods for given tensile test measurements from a deterministic perspective. In this research we took a different approach, a probabilistic viewpoint, to see through the development of the Hansel-Spittel constitutive model. This perspective change showed that deterministic least squares methods are closely related to statistical maximum likelihood methods via Gaussian noise assumption. More intriguingly, this perspective shift revealed that the Hansel-Spittel constitutive model may leave out deterministic trends in residuals despite nearly perfect agreement with measurements. With tensile test measurements of AA1070 aluminum alloy, we demonstrated this deficiency of the Hansel-Spittel constitutive model, suggesting room for improvement.

• The Journal of the Society of Korean Medicine Diagnostics
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• v.11 no.2
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• pp.84-95
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• 2007

Background and Purpose: We have studied the trends of EEG signals in the voluntary breathing condition by applying the fractal analysis. According to chaos theory, irregularity of EEG signals can result from low dimensional deterministic chaos. A principal parameter to quantify the degree of Chaotic nonlinear dynamics is correlation dimension. The aim of this study was to analyze correlation between the correlation dimension of EEG and HRV(heart rate variability). We have studied the trends of EEG signals in the voluntary breathing condition by applying the fractal analysis. Methods: EEG raw data were measured by moving windows during 15 minutes. Then, the correlation dimension(D2) was calculated by each 40-seconds-segment in 15 minutes data, totally 36 segments. 8 channels EEG study on the Fp, F, T, P was carried out in 30 subjects. Results and Conclusion: Correlation analysis of HRV was calculated with deterministic non-linear data and stochastic non-linear data. 1. Ch1(Fp1), Ch4(F3), Ch4(F4) is positive correlated with In LF. 2. Ch1(Fp1), Ch3(F3) is positive correlated with In TF.

• Atmosphere
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• v.30 no.4
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• pp.405-420
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• 2020

In this study, we investigate the predictability of intraseasonal monthly temperature and precipitation variations using hindcast datasets from eight global circulation models participating in the operational multi-model ensemble (MME) seasonal prediction system of the Asia-Pacific Economic Cooperation Climate Center for the 1983~2010 period. These intraseasonal monthly variations are defined by categorical deterministic analysis. The monthly temperature and precipitation are categorized into above normal (AN), near normal (NN), and below normal (BN) based on the σ-value ± 0.43 after standardization. The nine patterns of intraseasonal monthly variation are defined by considering the changing pattern of the monthly categories for the three consecutive months. A deterministic and a probabilistic analysis are used to define intraseasonal monthly variation for the multi-model consisting of numerous ensemble members. The results show that a pattern (pattern 7), which has the same monthly categories in three consecutive months, is the most frequently occurring pattern in observation regardless of the seasons and variables. Meanwhile, the patterns (e.g., patterns 8 and 9) that have consistently increasing or decreasing trends in three consecutive months, such as BN-NN-AN or AN-NN-BN, occur rarely in observation. The MME and eight individual models generally capture pattern 7 well but rarely capture patterns 8 and 9.

• Electronics and Telecommunications Trends
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• v.38 no.3
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• pp.20-28
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• 2023

Wireless communication technology has mainly been used to fulfill the demands of industrial sites at which performance is not a critical concern. However, ongoing discussions and efforts are now focused on securing core wireless communication technologies to enable the transformation or expansion of wired industrial IoT (Internet of Things) network technology into a flexible and dynamic smart manufacturing system. This paper provides an overview of current wireless industrial IoT network technology and the recent wireless time-sensitive networking technology. It outlines the challenging level of reliability required for wireless communication technology to coexist with or replace its wired counterpart in future smart manufacturing systems. Additionally, we introduce ultra-reliable time deterministic network as the core technology of wireless industrial communications and focus on its reliability and delay characteristics.

• Electronics and Telecommunications Trends
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• v.29 no.5
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• pp.167-175
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• 2014

매니코어 구조의 고성능 컴퓨팅 시대가 시작되고 있다. 매니코어의 성능을 활용하기 위해서는 병렬 프로그래밍이 필수적인데, 이 방식은 기존 프로그래밍에 비해 훨씬 더 복잡하고 어렵다. 또한 컴퓨터의 성능이 높아짐에 따라 소프트웨어의 규모와 복잡도 또한 증가하게 되며, 소프트웨어를 에러 없이 안전하게 개발하는 것은 매우 어려운 문제가 되고 있다. 이 문제해결에 도움을 줄 수 있는 한 방법으로 기존의 명령형 프로그래밍 언어 대신 Haskell과 같은 순수 함수형 언어의 이용을 고려한다. Haskell은 지난 수십 년 동안 람다 계산법, 타입 이론, 의미론 등의 강력한 이론적 배경하에 최신 기술을 수용하면서 발전하고 있는 순수 함수형 언어이다. 함수의 순수성은 결정적(deterministic) 병렬 프로그래밍을 표현하는데 매우 유리하다. 최근 이와 관련된 매우 고무적인 연구결과가 발표되고 있으며 여러 응용프로그램들이 개발되고 있다. Haskell은 여러 강력한 이론 덕택으로 병렬 프로그래밍뿐만 아니라 소프트웨어의 생산성 및 안정성과 관련된 많은 문제에 도움을 줄 수 있는 다목적 언어로써 주목 받고 있다.

• Electronics and Telecommunications Trends
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• v.34 no.5
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• pp.99-112
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• 2019

A quantum light source is an essential element for quantum information technology, including quantum communication, quantum sensor, and quantum computer. Quantum light sources including photon number state, entangled state, and squeezed state can be divided into two types according to the generation mechanism, namely single emitter and non-linear based systems. The single emitter platform contains atom/ion trap, solid-state defect/color center, two-dimensional material, and semiconductor quantum dot, which can emit deterministic photons. The non-linear based platform contains spontaneous parametric down-conversion and spontaneous four-wave mixing, which can emit probabilistic photon pairs. For each platform, we give an overview of the recent research trends of the generation, manipulation, and integration of single photon and entangled photon sources. The characteristics of quantum light sources are investigated for each platform. In addition, we briefly introduce quantum sensing, quantum communication, and quantum computing applications based on quantum light sources. We discuss the challenges and prospects of quantum light sources for quantum information technology.

• KSII Transactions on Internet and Information Systems (TIIS)
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• v.12 no.10
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• pp.5079-5099
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• 2018

Regarding to the huge number of connections and the large flow of data on the Internet, Intrusion Detection System (IDS) has a difficulty to detect attacks. Moreover, irrelevant and redundant features influence on the quality of IDS precisely on the detection rate and processing cost. Feature Selection (FS) is the important technique, which gives the issue for enhancing the performance of detection. There are different works have been proposed, but a map for understanding and constructing a state of the FS in IDS is still need more investigation. In this paper, we introduce a survey of feature selection algorithms for intrusion detection system. We describe the well-known approaches that have been proposed in FS for IDS. Furthermore, we provide a classification with a comparative study between different contribution according to their techniques and results. We identify a new taxonomy for future trends and existing challenges.

• Journal of the Korean Statistical Society
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• v.22 no.1
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• pp.113-124
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• 1993

In this paper we show that the results of Ahn and Cho (1992) can be applied to a more general class of seasonal models, especially models with autocorrelated errors. Employing the idea of the "two-step estimation" method, we provide test statistics which are easy to compute and have the same asymptotic properties as those in Ahn and Cho (1992) for seasonal unit roots. A numerical example is presented to illustrate the methods and concepts. The power of the test statistics for finite samples is examined through a Monte Carlo sampling experiment.xperiment.