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NTIS 바로가기Journal of Korea Water Resources Association = 한국수자원학회논문집, v.52 no.11, 2019년, pp.905 - 916
이진욱 (고려대학교 건축사회환경공학과) , 이현욱 (고려대학교 건축사회환경공학과) , 유철상 (고려대학교 건축사회환경공학과)
This study explores the effect of mother wavelet in the bivariate wavelet analysis. A total of four mother wavelets (Bump, Mexican hat, Morlet, and Paul) which are frequently used in the related studies is selected. These mother wavelets are applied to several bivariate time series like white noise ...
핵심어 | 질문 | 논문에서 추출한 답변 |
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웨이블릿 분석은 무엇을 할 때 특히 좋은가? | 웨이블릿 분석은 두 시계열 사이의 관계분석을 위해서도 이용된다. 특히 다른 주기특성의 두 자료가 동조화(co-movement) 되는 시점을 찾는데 유리하게 이용된다(Reboredo et al., 2017). | |
스펙트럼 분석에서 푸리에 변환은 어떤 일을 하는가? | 특히 스펙트럼 분석은 시계열 자료가 가지는 주기성을 파악하는 경우 사용된다. 잘 알려진 것처럼 스펙트럼 분석은 푸리에 변환(Fourier Transform, FT)에 기초하고 있으며, 이는 시계열 자료를 시간 영역(time domain)으로 부터 주파수 영역(frequency domain)으로 변환시키는 역할을 한다. 그러나 스펙트럼에 나타나는 시계열의 특성은 시계열 전체를 대표하는 것으로 더 이상 시간 영역의 정보를 포함할 수 없다는 한계를 갖는다. | |
이변량 분석에서 모 웨이블릿을 선정하는 기준이 있는가? | 특정 모 웨이블릿을 선정하는 경우 하나의 시계열에는 유효하지만 다른 시계열에는 부적절할 가능성이 있기 때문이다. 결과적으로 이변량 분석에서의 모 웨이블릿 선택은 연구자의 주관에 따라 결정되는 것이 일반적이며, 어떤 명확한 기준이나 일반적으로 통용되는 방법론은 존재하지 않는다(Ryu et al., 2012; Ngui et al. |
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