Perturbations of copulas and mixing properties

Longla Martial,Ndikwa Fidel Djongreba,Muia Mathias Nthiani,Takam Patrice Soh 한국통계학회 2022 Journal of the Korean Statistical Society Vol.51 No.1

This paper explores the impact of perturbations of copulas on the dependence properties of the Markov chains they generate. We consider Markov chains generated by perturbations of copulas. Results are provided for the mixing coefficients βn, ψn and ϕn. Several results on mixing for the considered perturbations are provided. New copula functions are provided in connection with perturbations of variables that induce other types of perturbation of copulas not considered in the literature.

『동아일보』 1920년 사설의 문체 특성

한영균 구결학회 2019 구결연구 Vol.42 No.-

This paper aims to clarify that the stylistic characteristics of the mixed-scripts used in the editorials of Dong-A Il-Bo in 1920 have succeeded the stylistic characteristics of the mixed-scripts used in the editorials of Dae-Han Mae-Il Shin-Bo in 1910 in two ways, ① the editorials of Dong-A Il-Bo in 1920 shows the same tendency in the unification of the writing styles of pre-modern mixed-scripts and progress in the modernizations of mixed-scripts. In chapter 2, the author clarified that the uses of the elements which show the influences of classical chinese grammars and the predicate using copula. In chapter 3, by analyzing the moderninzing process of the lexicon, 1920' editorials succeeded the tendency and directions in modernizing process which started in 1910's ditorials. In chapter 4, by analyzing the way of modernizing the sentence structures and word-formations, the author suggested that the 1920's editorical could be treated as stepping stones between the pre-modern mixed-scripts and modern mixed-scripts. 이 글은 창간된 해(1920년)의 『동아일보』 사설의 문체가 대한제국 말에 발행된 신문 사설의 문체 특성과 문체 변전의 방향성을 이어 받은 것이며, 다른 한편으로는 일제강점기를 거치는 동안 현대적 국한혼용문의 문체를 형성하는 바탕이 되었음과, 근대계몽기의 국한혼용문의 문체와 현대적 국한혼용문의 문체가 복합되어 있어 양자를 연결하는 징검다리 역할을 하는 ‘근대적 국한혼용문’임을 밝히는 것을 목적으로 하였다. 2장에서는 『동아일보』 1920년 사설이 1900년대 말에 나타난 문체 통합을 이어 받고 있다는 사실을 한문 구성 요소의 사용과 ‘-ㅣ-’계 술어구의 사용 양상에 대한 검토를 통해 살폈고 다른 한편으로는 어휘의 현대화를 통해 문체 현대화라는 문체 변전의 방향성을 계승하고 있음을 확인하였고, 3장에서는 구체적으로 각 어휘 범주에서 어휘 현대화가 어느 정도 구현되고 있는가를 확인함으로써 문체 변전의 방향성을 계승하였다는 사실을 확인하였다. 4장에서는 2장과 3장의 논의에서 언급하지 않았던 문장 구성 방식의 현대화와 어휘 형성 방식의 현대화라는 측면에서도 역시 1920년대 사설 텍스트가 지니고 있는 연결고리로서의 특성을 보임을 확인하였다.

Where Does Extra Copula in Korean L2 English Come From?

이정식 대한언어학회 2013 언어학 Vol.21 No.3

In this paper, we argue that the overused extra copula found in L1 Korean learners of English is neither a topic marker nor an underdeveloped functional category. Instead, we claim that the appearance of the extra copula be in L2 English of Korean learners has real substance, attributed to L1 transfer from the construction we dub 'approximate cleft.' We also claim that the correct use of another normal copula in the L2 English be-Adj construction, despite the lack of its direct L1 source, can be attributed to the facilitation caused by positive L1 transfer via the similarity of copula in nominal predicative construction between English and Korean. The current research results suggest that in the course of L2 acquisition, two languages can be mixed through L1 interference and L2 knowledge.

Where Does Extra Copula in Korean L2 English Come From?

( Jeong Shik Lee ) 대한언어학회 2013 언어학 Vol.21 No.3

In this paper, we argue that the overused extra copula found in L1 Korean learners of English is neither a topic marker nor an underdeveloped functional category. Instead, we claim that the appearance of the extra copula be in L2 English of Korean learners has real substance, attributed to L1 transfer from the construction we dub ``approximate cleft.`` We also claim that the correct use of another normal copula in the L2 English be-Adj construction, despite the lack of its direct L1 source, can be attributed to the facilitation caused by positive L1 transfer via the similarity of copula in nominal predicative construction between English and Korean. The current research results suggest that in the course of L2 acquisition, two languages can be mixed through L1 interference and L2 knowledge.

A Comprehensive Model for Wind Power Forecast Error and its Application in Economic Analysis of Energy Storage Systems

Yu Huang,Qingshan Xu,Xianqiang Jiang,Tong Zhang,Jiankun Liu 대한전기학회 2018 Journal of Electrical Engineering & Technology Vol.13 No.6

The unavoidable forecast error of wind power is one of the biggest obstacles for wind farms to participate in day-ahead electricity market. To mitigate the deviation from forecast, installation of energy storage system (ESS) is considered. An accurate model of wind power forecast error is fundamental for ESS sizing. However, previous study shows that the error distribution has variable kurtosis and fat tails, and insufficient measurement data of wind farms would add to the difficulty of modeling. This paper presents a comprehensive way that makes the use of mixed skewness model (MSM) and copula theory to give a better approximation for the distribution of forecast error, and it remains valid even if the dataset is not so well documented. The model is then used to optimize the ESS power and capacity aiming to pay the minimal extra cost. Results show the effectiveness of the new model for finding the optimal size of ESS and increasing the economic benefit.

A Comprehensive Model for Wind Power Forecast Error and its Application in Economic Analysis of Energy Storage Systems

Huang, Yu,Xu, Qingshan,Jiang, Xianqiang,Zhang, Tong,Liu, Jiankun The Korean Institute of Electrical Engineers 2018 Journal of Electrical Engineering & Technology Vol.13 No.6

The unavoidable forecast error of wind power is one of the biggest obstacles for wind farms to participate in day-ahead electricity market. To mitigate the deviation from forecast, installation of energy storage system (ESS) is considered. An accurate model of wind power forecast error is fundamental for ESS sizing. However, previous study shows that the error distribution has variable kurtosis and fat tails, and insufficient measurement data of wind farms would add to the difficulty of modeling. This paper presents a comprehensive way that makes the use of mixed skewness model (MSM) and copula theory to give a better approximation for the distribution of forecast error, and it remains valid even if the dataset is not so well documented. The model is then used to optimize the ESS power and capacity aiming to pay the minimal extra cost. Results show the effectiveness of the new model for finding the optimal size of ESS and increasing the economic benefit.

Exchange Rate Risk and International Investment with Regime Switching Mixed Copula

Kyuwon Choi,Hyungsik Oh 한국재무학회 2011 한국재무학회 학술대회 Vol.2011 No.05

Benefits of international diversification heavily rely on the degree of dependence across securities. In this paper, we extend the results of Garcia and Tsafack (2007) regime switching mixed copula model to include Asian countries and explain the effect of exchange rate risk on the asymmetric dependence. Bootstrapped likelihood ratio tests show that asymmetric dependence of international market appears mostly insignificant when there is no exchange rate risk, while it appears significant with the presence of exchange rate risk. We suggest unwinding of foreign investment as one possible reason for these results.

Monitoring test for stability of copula parameter in time series

나옥경,Ji Yeon Lee,이상열 한국통계학회 2014 Journal of the Korean Statistical Society Vol.43 No.4

In this paper, we consider a monitoring procedure to detect changes of the copula parameterof strong mixing processes. We propose two monitoring procedures based on thecumulative sums of scores evaluated at consistent copula parameter estimates and theirfluctuations. We investigate the asymptotic properties of our monitoring procedures underboth the null of no change in the copula parameter and its alternative.Wealso illustratea simulation study and a real data analysis.

교착어의 서술어부 구조 고찰

연규석(Yeon, Kyoo-Seok) 한국이슬람학회 2016 한국이슬람학회논총 Vol.26 No.1

The purpose of this paper is to critically examine the terms and concepts associated with the predicates in the school grammars of the Turkish and the Azerbaijani, and to check the validity of zero suffix and copula in the description of predicates of the two languages. In summary, Both Turkish and Azerbaijani appear to have zero suffixes and copula in the structures of their predicates. Also there is no room for setting mixed category in their grammars. In conclusion, I hope that this paper, in raising some questions as well as answering some, has revealed the necessity for more systematic analyses on the structure of the predicates in both Turkish and Azerbaijani within a perspective not determined by categories of the Indo-European languages.