http://chineseinput.net/에서 pinyin(병음)방식으로 중국어를 변환할 수 있습니다.
변환된 중국어를 복사하여 사용하시면 됩니다.
김지연,박노삼,Kim, J.Y.,Park, N.S. 한국전자통신연구원 2021 전자통신동향분석 Vol.36 No.6
The air traffic industry, one of Korea's major industries, has recently experienced increased demand from overseas air passengers, launched a low-cost airline, and increased special freight transportation capacity. These initiatives have had a positive impact on air traffic (for example, profitability); however, air traffic management has become more complex, which has increased the incidence of aviation accidents and created safety hazards. There is an increasing need to collect and analyze aviation data that can proactively respond to aviation accidents. Concatenation of collected aviation data as big data and the development of artificial intelligence technology are gradually expanding aviation safety event analysis from conventional statistical analysis to machine learning-based analysis. This paper surveys the trends of flight safety event analysis to derive aviation safety risk factors by looking at the types and characteristics of aviation data that can be used to predict accidents related to safety in aviation operations.
김지연,황선영,Kim, J.Y.,Hwang, S.Y. 한국통계학회 2018 응용통계연구 Vol.31 No.2
본 논문에서는 모형 기반 GARCH 변동성, 실현변동성(realized volatility; RV), 역사적 변동성(historical volatility), 지수가중이동평균(exponentially weighted moving average; EWMA) 등 다양한 변동성 추정 방법을 소개하고, 실현변동성에 비대칭 효과(leverage effect)를 반영한 분계점 실현변동성(threshold-asymmetric realized volatility; T-RV)을 제안하였다. 또한, 예시를 위해 KOSPI 고빈도 수익률 자료의 변동성을 분석하였다. This paper is concerned with volatility computations for high frequency time series. A threshold-asymmetric realized volatility (T-RV) is suggested to capture a leverage effect. The T-RV is compared with various conventional volatility computations including standard realized volatility, GARCH-type volatilities, historical volatility and exponentially weighted moving average volatility. High frequency KOSPI data are analyzed for illustration.