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Dickey-Fuller Test for an Extended MA Model
Cheolyong Park,Jeongcheol Ha,Tae Yoon Kim,Sun-Young Hwang,Heesoo Lee 계명대학교 자연과학연구소 2019 Quantitative Bio-Science Vol.38 No.1
The AR(1) model Xt=ρXt-1+ϵt with iid error ϵt has been used extensively for the inference of the stochastic process Xt where its key parameter ρ plays an essential role. In particular, the Dickey-Fuller test (DF test) has been extensively used for testing random walk model (or ρ=1) in the literatures. However, it is well known that the DF test is subject to serious size distortion when errors are correlated. This study proposes the use of an extended MA(∞) model Xt=∑<SUP>∞</SUP>(i=0) bi ϵt-i for a more precise inference of Xt by the DF test. We develop and investigate a new persistency parameter b∞=limj→∞ bj from the extended MA(∞) model. It is shown that the DF test serves well for testing the MA(∞) model with the new persistency parameter b∞. Our approach critically addresses the size distortion issues in the literatures.
Lee, Junghun,Kim, Jeonggook,Song, Doosam,Kim, Jonghun,Jang, Cheolyong Elsevier 2017 RENEWABLE & SUSTAINABLE ENERGY REVIEWS Vol.75 No.-
<P><B>Abstract</B></P> <P>Most of the building codes for energy saving are focused on strengthening the insulation and airtightness of the building envelope. Insulation and air tightness of the building envelope reduces heat loss during the heating season, but can lead to overheating in the cooling season according to the building types owing to the internal heat gain levels.</P> <P>This study reviewed the effect of strengthening the external insulation level on energy consumption for heating and cooling in buildings with various internal heat gain levels. The reference building was located in a temperature climate with four distinct seasons in Seoul, South Korea. The variation of annual heating and cooling energy consumption was analyzed in regard to diverse internal heat gain levels and envelope properties using parametric simulation methods. Less total energy was required for heating and cooling by enforcing the insulation level in buildings with low internal heat gain levels, while more energy was required in large office buildings with high internal heat gain levels. The present prescriptive envelope design standards of Korea are ineffective in high internal heat gain buildings. Actually, the current U-value envelope standard may increase the annual energy consumption in commercial buildings in Korea. The standard for external thermal insulation should depend on whether the building is envelope-dominated or internally dominated to reduce the building heating and cooling energy demands.</P>
Comparison of sensorless dimming control based on building modeling and solar power generation
Lee, Naeun,Kim, Jonghun,Jang, Cheolyong,Sung, Yoondong,Jeong, Hakgeun Elsevier 2015 ENERGY Vol.81 No.-
<P><B>Abstract</B></P> <P>Artificial lighting in office buildings accounts for about 30% of the total building energy consumption. Lighting energy is important to reduce building energy consumption since artificial lighting typically has a relatively large energy conversion factor. Therefore, previous studies have proposed a dimming control using daylight. When applied dimming control, method based on building modeling does not need illuminance sensors. Thus, it can be applied to existing buildings that do not have illuminance sensors. However, this method does not accurately reflect real-time weather conditions. On the other hand, solar power generation from a PV (photovoltaic) panel reflects real-time weather conditions. The PV panel as the sensor improves the accuracy of dimming control by reflecting disturbance. Therefore, we compared and analyzed two types of sensorless dimming controls: those based on the building modeling and those that based on solar power generation using PV panels.</P> <P>In terms of energy savings, we found that a dimming control based on building modeling is more effective than that based on solar power generation by about 6%. However, dimming control based on solar power generation minimizes the inconvenience to occupants and can also react to changes in solar radiation entering the building caused by dirty window.</P> <P><B>Highlights</B></P> <P> <UL> <LI> We conducted sensorless dimming control based on solar power generation. </LI> <LI> Dimming controls using building modeling and solar power generation were compared. </LI> <LI> The real time weather conditions can be considered by using solar power generation. </LI> <LI> Dimming control using solar power generation minimizes inconvenience to occupants. </LI> </UL> </P>
조철용(Cheolyong Jo),김제동(Jedong Kim),정다운(Daun Jeong),길종인(Jongin Gil),이광훈(Kwanghoon Lee),김만배(Manbae Kim) 대한전기학회 2009 정보 및 제어 심포지엄 논문집 Vol.2009 No.5
This paper describes a 3-DTIP(3-D Tour Into Picture) using depth map for a Korean classical painting being composed of persons and landscape. Unlike conventional TIP methods providing 2-D image or video, our proposed TIP can provide users with 3-D stereoscopic contents. Navigating inside a picture provides more realistic and immersive perception. The method firstly makes depth map. Input data consists of foreground object, background image, depth map, foreground mask. Firstly we separate foreground object and background, make each of their depth map. Background is decomposed into polygons and assigned depth value to each vertexes. Then a polygon is decomposed into many triangles. Gouraud shading is used to make a final depth map. Navigating into a picture uses OpenGL library. Our proposed method was tested on "Danopungjun" and "Muyigido" that are famous paintings made in Chosun Dynasty. The stereoscopic video was proved to deliver new 3-D perception better than 2-D video.
다중 배기구를 갖는 실내공간에서 각 배기구의 기여도에 관한 실험적 연구
신철용(Cheolyong Shin),이준용(Jun-Yong Lee),한화택(Hwataik Han) 대한설비공학회 2011 대한설비공학회 학술발표대회논문집 Vol.2011 No.7
The local exhaust performance in a space is characterized by the local mean residual-life-time of the contaminant generated at an internal point. This paper considers the contributing effect of individual outlet in a space with multiple outlets depending on the inlet/outlet configurations. We derived the relation between individual LMRs at each outlet and the LMR of overall exhaust air theoretically and performed tracer gas experiments to verify the results. The overall LMR has been found to be the weighted average of the LMRs at each outlet and the weighting factors for the average are the corresponding contaminant discharge rates at each outlet. Experimental results are in good agreement with theoretical derivations.
다중 급기구를 갖는 축사에서 급기구의 영향에 관한 실험적 연구
신철용(Cheolyong Shin),한화택(Hwataik Han),이인복(In-Bok Lee),권경석(Kyeong-Seok Kwon) 대한설비공학회 2010 대한설비공학회 학술발표대회논문집 Vol.2010 No.6
Ventilation is important to maintain indoor air quality in occupant spaces as well as in livestock spaces. Various pollutants including carbon dioxide, ammonia from excrement and dusts are released in livestocks. Since animals are exposed the pollutants for 24 hours, the environment affects greatly the health and productivity of animals. This paper considers the age of air in livestocks with multiple inlets. The LMA from each inlet is measured by tracer gas experiments and compared with the overall combined LMA from all inlets. Three different inlet-outlet configurations are considered. Experimental results verify the theoretical relations between LMA's derived by a previous research; the overall combined LMA is a weighted average of LMA's from individual inlets. The LMA from each inlet indicates individual supply effectiveness in spaces with multiple inlets.
공간회귀모형을 이용한 대구경북 지역 단위면적당 아파트 매매가격 예측
이우정,박철용,Lee, Woo Jung,Park, Cheolyong 한국데이터정보과학회 2015 한국데이터정보과학회지 Vol.26 No.3
이 연구에서는 공간회귀모형 중 공간시차모형과 공간오차모형을 이용하여 대구 경북 지역 단위면적당 아파트 매매가격을 예측하였다. k-최근접이웃 (k-nearest neighbours)을 이용하여 공간가중행렬을 구축하였으며, 이를 이용해 2012년 3월의 단위면적당 아파트 매매가격에 대한 모형을 적합시켰다. 적합시킨 공간시차모형, 공간오차모형을 이용하여 2013년 3월의 단위면적당 아파트 매매가격을 예측하였으며 RMSE (root mean squared error), RRMSE (root relative mean squared error), MAE (mean absolute error)를 통해 두 모형의 성능을 비교하였다. In this study we predict apartment prices per unit in Daegu-Gyeongbuk areas by spatial lag and spatial error models, both of which belong to so-called spatial regression model. A spatial weight matrix is constructed by k-nearest neighbours method and then the models for the apartment prices in March, 2012 are fitted using the weight matrix. The apartment prices in March, 2013 are predicted by the fitted spatial regression models and then performances of two spatial regression models are compared by RMSE (root mean squared error), RRMSE (root relative mean squared error), MAE (mean absolute error).