{"id":653,"date":"2026-01-04T21:31:35","date_gmt":"2026-01-04T12:31:35","guid":{"rendered":"http:\/\/waurimal.kr\/?p=653"},"modified":"2026-01-04T21:31:36","modified_gmt":"2026-01-04T12:31:36","slug":"chap-32-%ec%97%b0%ec%86%8d-%ec%8b%9c%ea%b0%84-%eb%8f%99%ec%a0%81-%eb%aa%a8%ed%98%95","status":"publish","type":"post","link":"http:\/\/waurimal.kr\/?p=653","title":{"rendered":"Chap 32. \uc5f0\uc18d \uc2dc\uac04 \ub3d9\uc801 \ubaa8\ud615"},"content":{"rendered":"\n<p>\uc548\ub155\ud558\uc138\uc694? \uc774\ubc88\uc5d0\ub294 <strong>&#8220;\uc5f0\uc18d \uc2dc\uac04 \ub3d9\uc801 \ubaa8\ud615(Contnuous-Time Dynamic Models)&#8221;<\/strong>\uc5d0 \uad00\ud55c \ub0b4\uc6a9\uc785\ub2c8\ub2e4. \uc6b0\ub9ac\uac00 \ud754\ud788 \uc0ac\uc6a9\ud558\ub294 \uc774\uc0b0 \uc2dc\uac04(Discrete-Time) \ubaa8\ud615(\uc608: SEM, VAR)\uacfc \uc5f0\uc18d \uc2dc\uac04 \ubaa8\ud615(SDE)\uc744 \uc5b4\ub5bb\uac8c \uc5f0\uacb0\ud558\uace0, \uc65c \uc5f0\uc18d \uc2dc\uac04 \uad00\uc810\uc774 \ud544\uc694\ud55c\uc9c0\ub97c \uc0b4\ud3b4\ubcf4\uaca0\uc2b5\ub2c8\ub2e4.<\/p>\n\n\n\n<p>jamovi\ub294 \ud6cc\ub96d\ud55c \ub3c4\uad6c\uc774\uc9c0\ub9cc, \uc774 \ucc55\ud130\uc5d0\uc11c \ub2e4\ub8e8\ub294 <strong>\ud655\ub960 \ubbf8\ubd84 \ubc29\uc815\uc2dd(SDE)<\/strong>\uc774\ub098 <strong>\uce7c\ub9cc \ud544\ud130 \uae30\ubc18\uc758 \ub3d9\uc801 \ubaa8\ud615<\/strong>\uc744 \uc9c1\uc811\uc801\uc73c\ub85c \uc218\ud589\ud558\ub294 \ubaa8\ub4c8\uc740 \uc544\uc9c1 \uc81c\ud55c\uc801\uc785\ub2c8\ub2e4. \ub530\ub77c\uc11c \uc9c0\uce68\uc5d0 \ub530\ub77c <strong>R \uc5b8\uc5b4<\/strong>\ub97c \uc0ac\uc6a9\ud558\uc5ec \uc2dc\ubbac\ub808\uc774\uc158\uacfc \ubd84\uc11d\uc744 \uad6c\ud604\ud558\uace0, \uadf8 \uacb0\uacfc\uc640 \uc758\ubbf8\ub97c \uad50\uc721\uc801 \ub9e5\ub77d\uc5d0\uc11c \uc544\uc8fc \uc27d\uac8c \uc124\uba85\ud574 \ub4dc\ub9ac\uaca0\uc2b5\ub2c8\ub2e4.<\/p>\n\n\n\n<h2 class=\"wp-block-heading\">1. \uc65c &#8216;\uc5f0\uc18d \uc2dc\uac04&#8217;\uc778\uac00?<\/h2>\n\n\n\n<p>\uad50\uc721 \uc2ec\ub9ac\ud559 \uc5f0\uad6c\uc5d0\uc11c \uc6b0\ub9ac\ub294 \uc885\uc885 &#8220;\ud559\uc0dd\ub4e4\uc758 \ud559\uc2b5 \ub3d9\uae30\uac00 \uc5b4\ub5bb\uac8c \ubcc0\ud654\ud558\ub294\uac00?&#8221; \ub610\ub294 &#8220;\uc2dc\ud5d8 \ubd88\uc548\uc740 \uc2dc\uac04\uc5d0 \ub530\ub77c \uc5b4\ub5bb\uac8c \uc624\ub974\ub0b4\ub9ac\ub294\uac00?&#8221;\uc640 \uac19\uc740 \uc9c8\ubb38\uc744 \ub358\uc9d1\ub2c8\ub2e4. \uc804\ud1b5\uc801\uc778 \uc5f0\uad6c\uc5d0\uc11c\ub294 1\ud559\uae30 \ucd08, 1\ud559\uae30 \ub9d0, 2\ud559\uae30 \ucd08\uc640 \uac19\uc774 \ub744\uc5c4\ub744\uc5c4(\uc774\uc0b0\uc801\uc73c\ub85c) \ub370\uc774\ud130\ub97c \uc218\uc9d1\ud588\uc2b5\ub2c8\ub2e4.<\/p>\n\n\n\n<p>\ud558\uc9c0\ub9cc \uc2a4\ub9c8\ud2b8\ud3f0\uacfc \uc6e8\uc5b4\ub7ec\ube14 \uae30\uae30\uc758 \ubc1c\ub2ec\ub85c <strong>\uc0dd\ud0dc\ud559\uc801 \uc21c\uac04 \ud3c9\uac00(EMA)<\/strong>\ub098 <strong>\uacbd\ud5d8 \ud45c\uc9d1\ubc95(ESM)<\/strong>\uc774 \uac00\ub2a5\ud574\uc84c\uc2b5\ub2c8\ub2e4. \uc774\uc81c \uc6b0\ub9ac\ub294 \ud559\uc0dd\ub4e4\uc5d0\uac8c \ubd88\uaddc\uce59\ud55c \uac04\uaca9(\uc608: \uc090\uc090\ub098 \uc54c\ub78c\uc774 \uc6b8\ub9b4 \ub54c)\uc73c\ub85c \uc124\ubb38\uc744 \ubcf4\ub0bc \uc218 \uc788\uc2b5\ub2c8\ub2e4.<\/p>\n\n\n\n<p>\uc5ec\uae30\uc11c \ubb38\uc81c\uac00 \ubc1c\uc0dd\ud569\ub2c8\ub2e4.<\/p>\n\n\n\n<ul class=\"wp-block-list\">\n<li><strong>\uc774\uc0b0 \uc2dc\uac04 \ubaa8\ud615(Discrete-Time Model):<\/strong> \ubaa8\ub4e0 \uce21\uc815 \uac04\uaca9\uc774 \ub3d9\uc77c\ud558\ub2e4\uace0 \uac00\uc815\ud569\ub2c8\ub2e4 (\uc608: \ub9e4\uc77c \uac19\uc740 \uc2dc\uac04).<\/li>\n\n\n\n<li><strong>\ud604\uc2e4:<\/strong> \ucca0\uc218\ub294 2\uc2dc\uac04 \ub4a4\uc5d0 \uc751\ub2f5\ud558\uace0, \uc601\ud76c\ub294 5\uc2dc\uac04 \ub4a4\uc5d0 \uc751\ub2f5\ud569\ub2c8\ub2e4. \uac04\uaca9\uc774 \uc81c\uac01\uac01\uc785\ub2c8\ub2e4.<\/li>\n<\/ul>\n\n\n\n<p>\uc774 \ubd88\uaddc\uce59\ud568\uc744 \ubb34\uc2dc\ud558\uace0 \ubd84\uc11d\ud558\uba74 \uc5c9\ub6b1\ud55c \uacb0\ub860\uc774 \ub098\uc635\ub2c8\ub2e4. \uc774\ub97c \ud574\uacb0\ud558\uae30 \uc704\ud574 \uc2dc\uac04\uc774 \ub04a\uc5b4\uc9c0\uc9c0 \uc54a\uace0 \ud750\ub978\ub2e4\uace0 \uac00\uc815\ud558\ub294 <strong>\uc5f0\uc18d \uc2dc\uac04 \ub3d9\uc801 \ubaa8\ud615(Continuous-Time Dynamic Models)<\/strong>\uc774 \ud544\uc694\ud569\ub2c8\ub2e4.<\/p>\n\n\n\n<h2 class=\"wp-block-heading\">2. \ud575\uc2ec \uc774\ub860: \uc120\ud615 \ud655\ub960 \ubbf8\ubd84 \ubc29\uc815\uc2dd (Linear SDE)<\/h2>\n\n\n\n<p>\uc774 \ucc55\ud130\uc758 \ud575\uc2ec\uc740 <strong>SDE(Stochastic Differential Equation)<\/strong>\uc785\ub2c8\ub2e4. \uc218\uc2dd\uc774 \ubcf5\uc7a1\ud574 \ubcf4\uc774\uc9c0\ub9cc, \uad50\uc721\uc801 \uc608\uc2dc\ub85c \ubcf4\uba74 \uac04\ub2e8\ud569\ub2c8\ub2e4.<\/p>\n\n\n\n<h3 class=\"wp-block-heading\">2.1. \uae30\ubcf8 \uac1c\ub150<\/h3>\n\n\n\n<p>\uc5b4\ub5a4 \ud559\uc0dd\uc758 &#8216;\ud559\uc5c5 \ubab0\uc785\ub3c4(<math data-latex=\"\\eta\"><semantics><mi>\u03b7<\/mi><annotation encoding=\"application\/x-tex\">\\eta<\/annotation><\/semantics><\/math>)&#8217;\uac00 \uc2dc\uac04\uc5d0 \ub530\ub77c \ubcc0\ud55c\ub2e4\uace0 \uac00\uc815\ud574 \ubd05\uc2dc\ub2e4.<\/p>\n\n\n\n<p><math data-latex=\"d\\eta(t) = [b + A\\eta(t)]dt + G dW(t)\"><semantics><mrow><mi>d<\/mi><mi>\u03b7<\/mi><mo form=\"prefix\" stretchy=\"false\">(<\/mo><mi>t<\/mi><mo form=\"postfix\" stretchy=\"false\">)<\/mo><mo>=<\/mo><mo form=\"prefix\" stretchy=\"false\">[<\/mo><mi>b<\/mi><mo>+<\/mo><mi>A<\/mi><mi>\u03b7<\/mi><mo form=\"prefix\" stretchy=\"false\">(<\/mo><mi>t<\/mi><mo form=\"postfix\" stretchy=\"false\">)<\/mo><mo form=\"postfix\" stretchy=\"false\">]<\/mo><mi>d<\/mi><mi>t<\/mi><mo>+<\/mo><mi>G<\/mi><mi>d<\/mi><mi>W<\/mi><mo form=\"prefix\" stretchy=\"false\">(<\/mo><mi>t<\/mi><mo form=\"postfix\" stretchy=\"false\">)<\/mo><\/mrow><annotation encoding=\"application\/x-tex\">d\\eta(t) = [b + A\\eta(t)]dt + G dW(t)<\/annotation><\/semantics><\/math><\/p>\n\n\n\n<p>\uc774 \uc2dd\uc740 \ub2e4\uc74c \ub450 \uac00\uc9c0 \ud798\uc758 \uc2f8\uc6c0\uc785\ub2c8\ub2e4:<\/p>\n\n\n\n<ol start=\"1\" class=\"wp-block-list\">\n<li><strong>\uacb0\uc815\uc801 \ubcc0\ud654 (Drift, <\/strong><math data-latex=\"A\"><semantics><mi>A<\/mi><annotation encoding=\"application\/x-tex\">A<\/annotation><\/semantics><\/math><strong>):<\/strong> \ud559\uc0dd\uc758 \ubab0\uc785\ub3c4\uac00 \ubcf8\ub798\uc758 \uc0c1\ud0dc\ub85c \ub3cc\uc544\uac00\ub824\ub294 \ud798\uc785\ub2c8\ub2e4. \uc608\ub97c \ub4e4\uc5b4, \uc218\uc5c5 \uc911 \ub534\uc0dd\uac01\uc744 \ud558\ub2e4\uac00\ub3c4 \ub2e4\uc2dc \uc9d1\uc911\ud558\ub824\uace0 \ub178\ub825\ud558\ub294 &#8216;\ud68c\ubcf5\ub825&#8217;\uacfc \uac19\uc2b5\ub2c8\ub2e4.<\/li>\n\n\n\n<li><strong>\ud655\ub960\uc801 \ubcc0\ud654 (Diffusion, <\/strong><math data-latex=\"G\"><semantics><mi>G<\/mi><annotation encoding=\"application\/x-tex\">G<\/annotation><\/semantics><\/math><strong>):<\/strong> \uc608\uce21\ud560 \uc218 \uc5c6\ub294 \uc678\ubd80 \ucda9\uaca9\uc785\ub2c8\ub2e4. \uac11\uc790\uae30 \ucc3d\ubc16\uc5d0\uc11c \uacf5\uc0ac \uc18c\ub9ac\uac00 \ub4e4\ub9ac\uac70\ub098, \uce5c\uad6c\uac00 \ub9d0\uc744 \uac70\ub294 \uac83\uacfc \uac19\uc740 &#8216;\ub178\uc774\uc988&#8217;\uc785\ub2c8\ub2e4.<\/li>\n<\/ol>\n\n\n\n<h3 class=\"wp-block-heading\">2.2. \uc774\uc0b0 \uc2dc\uac04 \ubaa8\ud615\uacfc\uc758 \uc5f0\uacb0 (EDM)<\/h3>\n\n\n\n<p>\uc6b0\ub9ac\uac00 \uc218\uc9d1\ud558\ub294 \ub370\uc774\ud130\ub294 \uc5f0\uc18d\uc801\uc774\uc9c0 \uc54a\uace0 \ud2b9\uc815 \uc2dc\uc810(<math data-latex=\"t_1, t_2...\"><semantics><mrow><msub><mi>t<\/mi><mn>1<\/mn><\/msub><mo separator=\"true\">,<\/mo><msub><mi>t<\/mi><mn>2<\/mn><\/msub><mi>.<\/mi><mi>.<\/mi><mi>.<\/mi><\/mrow><annotation encoding=\"application\/x-tex\">t_1, t_2&#8230;<\/annotation><\/semantics><\/math>)\uc5d0\ub9cc \uc788\uc2b5\ub2c8\ub2e4. SDE\ub97c \uc6b0\ub9ac\uac00 \ubd84\uc11d\ud560 \uc218 \uc788\ub294 \ud615\ud0dc(\uc774\uc0b0 \uc2dc\uac04)\ub85c \ubc14\uafb8\uba74 \uad6c\uc870\ubc29\uc815\uc2dd(SEM)\uc758 \ud615\ud0dc\uac00 \ub429\ub2c8\ub2e49.<\/p>\n\n\n\n<p>\uc774\ub54c \uac00\uc7a5 \uc911\uc694\ud55c \ub9c8\ubc95\uc758 \uacf5\uc2dd\uc740 <strong>\ud589\ub82c \uc9c0\uc218\ud568\uc218(Matrix Exponential)<\/strong>\uc785\ub2c8\ub2e4.<\/p>\n\n\n\n<p><math data-latex=\"A_{\\Delta t} = e^{A \\Delta t}\"><semantics><mrow><msub><mi>A<\/mi><mrow><mrow><mi mathvariant=\"normal\">\u0394<\/mi><\/mrow><mi>t<\/mi><\/mrow><\/msub><mo>=<\/mo><msup><mi>e<\/mi><mrow><mi>A<\/mi><mrow><mi mathvariant=\"normal\">\u0394<\/mi><\/mrow><mi>t<\/mi><\/mrow><\/msup><\/mrow><annotation encoding=\"application\/x-tex\">A_{\\Delta t} = e^{A \\Delta t}<\/annotation><\/semantics><\/math><\/p>\n\n\n\n<p>\uc774 \uc2dd\uc740 &#8220;\uc5f0\uc18d\uc801\uc73c\ub85c \ud750\ub974\ub294 \uc2dc\uac04(<math data-latex=\"A\"><semantics><mi>A<\/mi><annotation encoding=\"application\/x-tex\">A<\/annotation><\/semantics><\/math>)&#8221;\uc744 &#8220;\uc6b0\ub9ac\uac00 \uad00\ucc30\ud55c \uc2dc\uac04 \uac04\uaca9(<math data-latex=\"\\Delta t\"><semantics><mrow><mrow><mi mathvariant=\"normal\">\u0394<\/mi><\/mrow><mi>t<\/mi><\/mrow><annotation encoding=\"application\/x-tex\">\\Delta t<\/annotation><\/semantics><\/math>)&#8221;\ub9cc\ud07c \uc798\ub77c\ub0b4\uc5b4 \uacc4\uc218\ub85c \ub9cc\ub4dc\ub294 \uc5ed\ud560\uc744 \ud569\ub2c8\ub2e4.<\/p>\n\n\n\n<h2 class=\"wp-block-heading\">3. \uc608\uc2dc \uc5f0\uad6c I: \ud559\uc0dd\uc758 &#8216;\uc815\uc11c\uc801 \uc548\ub155\uac10&#8217; \ubcc0\ud654 (Ornstein-Uhlenbeck \ubaa8\ud615)<\/h2>\n\n\n\n<p>\uccab \ubc88\uc9f8 \uc608\uc2dc\ub85c <strong>Ornstein-Uhlenbeck (OU) \ubaa8\ud615<\/strong>\uc744 \uc0b4\ud3b4\ubcf4\uaca0\uc2b5\ub2c8\ub2e4. \uc774 \ubaa8\ud615\uc740 &#8220;\ud56d\uc0c1\uc131(Homeostasis)&#8221;\uc744 \uc124\uba85\ud558\uae30 \uc88b\uc2b5\ub2c8\ub2e4. \ud559\uc0dd\ub4e4\uc758 \uae30\ubd84\uc740 \uc77c\uc2dc\uc801\uc73c\ub85c \uc88b\uc544\uc9c0\uac70\ub098 \ub098\ube60\uc9c8 \uc218 \uc788\uc9c0\ub9cc, \uacb0\uad6d \uc790\uc2e0\uc758 \uace0\uc720\ud55c &#8216;\uae30\ubcf8 \uc0c1\ud0dc(Set point)&#8217;\ub85c \ub3cc\uc544\uc624\ub294 \uacbd\ud5a5\uc774 \uc788\uc2b5\ub2c8\ub2e4.<\/p>\n\n\n\n<h3 class=\"wp-block-heading\">3.1. \uac00\uc0c1\uc758 \uc2dc\ub098\ub9ac\uc624<\/h3>\n\n\n\n<p>\uc6b0\ub9ac\ub294 \uace0\ub4f1\ud559\uc0dd 100\uba85\uc744 \ub300\uc0c1\uc73c\ub85c \uc2dc\ud5d8 \uae30\uac04 \uc77c\uc8fc\uc77c \ub3d9\uc548 \uc571\uc744 \ud1b5\ud574 &#8216;\ud559\uc5c5 \uc2a4\ud2b8\ub808\uc2a4&#8217;\uc640 &#8216;\ud559\uc5c5 \ud6a8\ub2a5\uac10&#8217;\uc744 \uce21\uc815\ud588\uc2b5\ub2c8\ub2e4. \uc54c\ub9bc\uc740 \ubb34\uc791\uc704\ub85c \uc6b8\ub838\uae30 \ub54c\ubb38\uc5d0 \uce21\uc815 \uac04\uaca9(<math data-latex=\"\\Delta t\"><semantics><mrow><mrow><mi mathvariant=\"normal\">\u0394<\/mi><\/mrow><mi>t<\/mi><\/mrow><annotation encoding=\"application\/x-tex\">\\Delta t<\/annotation><\/semantics><\/math>)\uc740 0.1\uc2dc\uac04\ubd80\ud130 10\uc2dc\uac04\uae4c\uc9c0 \ub2e4\uc591\ud569\ub2c8\ub2e4.<\/p>\n\n\n\n<ul class=\"wp-block-list\">\n<li><strong>\ubcc0\uc218 1 (<\/strong><math data-latex=\"\\eta_1\"><semantics><msub><mi>\u03b7<\/mi><mn>1<\/mn><\/msub><annotation encoding=\"application\/x-tex\">\\eta_1<\/annotation><\/semantics><\/math><strong>):<\/strong> \ud559\uc5c5 \uc2a4\ud2b8\ub808\uc2a4<\/li>\n\n\n\n<li><strong>\ubcc0\uc218 2 (<\/strong><math data-latex=\"\\eta_2\"><semantics><msub><mi>\u03b7<\/mi><mn>2<\/mn><\/msub><annotation encoding=\"application\/x-tex\">\\eta_2<\/annotation><\/semantics><\/math><strong>):<\/strong> \ud559\uc5c5 \ud6a8\ub2a5\uac10<\/li>\n<\/ul>\n\n\n\n<h3 class=\"wp-block-heading\">3.2. \ubd84\uc11d \ubc0f \uc2dc\ubbac\ub808\uc774\uc158 (R \ud65c\uc6a9)<\/h3>\n\n\n\n<p> <math data-latex=\"\\mathbf{A} = -\\mathbf{B} = -\\begin{bmatrix} 0.1 &amp; -0.05 \\\\ -0.05 &amp; 0.1 \\end{bmatrix}\"><semantics><mrow><mi>\ud835\udc00<\/mi><mo>=<\/mo><mo form=\"prefix\" stretchy=\"false\">\u2212<\/mo><mi>\ud835\udc01<\/mi><mo>=<\/mo><mo form=\"prefix\" stretchy=\"false\">\u2212<\/mo><mrow><mo fence=\"true\" form=\"prefix\">[<\/mo><mtable columnalign=\"center center\"><mtr><mtd style=\"padding-left:0em;\"><mn>0.1<\/mn><\/mtd><mtd style=\"padding-right:0em;\"><mrow><mo>\u2212<\/mo><mn>0.05<\/mn><\/mrow><\/mtd><\/mtr><mtr><mtd style=\"padding-left:0em;\"><mrow><mo>\u2212<\/mo><mn>0.05<\/mn><\/mrow><\/mtd><mtd style=\"padding-right:0em;\"><mn>0.1<\/mn><\/mtd><\/mtr><\/mtable><mo fence=\"true\" form=\"postfix\">]<\/mo><\/mrow><\/mrow><annotation encoding=\"application\/x-tex\">\\mathbf{A} = -\\mathbf{B} = -\\begin{bmatrix} 0.1 &amp; -0.05 \\\\ -0.05 &amp; 0.1 \\end{bmatrix}<\/annotation><\/semantics><\/math><\/p>\n\n\n\n<p> <math data-latex=\"\\mathbf{b} = \\mathbf{B}\\boldsymbol{\\mu} = \\begin{bmatrix} 0.1 &amp; -0.05 \\\\ -0.05 &amp; 0.1 \\end{bmatrix} \\begin{bmatrix} 5.76 \\\\ 5.18 \\end{bmatrix} = \\begin{bmatrix} 0.32 \\\\ 0.23 \\end{bmatrix} \\quad\"><semantics><mrow><mi>\ud835\udc1b<\/mi><mo>=<\/mo><mi>\ud835\udc01<\/mi><mi>\ud835\udf41<\/mi><mo>=<\/mo><mrow><mo fence=\"true\" form=\"prefix\">[<\/mo><mtable columnalign=\"center center\"><mtr><mtd style=\"padding-left:0em;\"><mn>0.1<\/mn><\/mtd><mtd style=\"padding-right:0em;\"><mrow><mo>\u2212<\/mo><mn>0.05<\/mn><\/mrow><\/mtd><\/mtr><mtr><mtd style=\"padding-left:0em;\"><mrow><mo>\u2212<\/mo><mn>0.05<\/mn><\/mrow><\/mtd><mtd style=\"padding-right:0em;\"><mn>0.1<\/mn><\/mtd><\/mtr><\/mtable><mo fence=\"true\" form=\"postfix\">]<\/mo><\/mrow><mrow><mo fence=\"true\" form=\"prefix\">[<\/mo><mtable columnalign=\"center\"><mtr><mtd style=\"padding-left:0em;padding-right:0em;\"><mn>5.76<\/mn><\/mtd><\/mtr><mtr><mtd style=\"padding-left:0em;padding-right:0em;\"><mn>5.18<\/mn><\/mtd><\/mtr><\/mtable><mo fence=\"true\" form=\"postfix\">]<\/mo><\/mrow><mo>=<\/mo><mrow><mo fence=\"true\" form=\"prefix\">[<\/mo><mtable columnalign=\"center\"><mtr><mtd style=\"padding-left:0em;padding-right:0em;\"><mn>0.32<\/mn><\/mtd><\/mtr><mtr><mtd style=\"padding-left:0em;padding-right:0em;\"><mn>0.23<\/mn><\/mtd><\/mtr><\/mtable><mo fence=\"true\" form=\"postfix\">]<\/mo><\/mrow><mspace width=\"1em\"><\/mspace><\/mrow><annotation encoding=\"application\/x-tex\">\\mathbf{b} = \\mathbf{B}\\boldsymbol{\\mu} = \\begin{bmatrix} 0.1 &amp; -0.05 \\\\ -0.05 &amp; 0.1 \\end{bmatrix} \\begin{bmatrix} 5.76 \\\\ 5.18 \\end{bmatrix} = \\begin{bmatrix} 0.32 \\\\ 0.23 \\end{bmatrix} \\quad<\/annotation><\/semantics><\/math><\/p>\n\n\n\n<p> <math data-latex=\"\\mathbf{G} = \\begin{bmatrix} 1.67 &amp; 0 \\\\ \\frac{0.06}{1.67} &amp; \\frac{\\sqrt{1.67^2 \\times 1.81^2 - 0.06^2}}{1.67} \\end{bmatrix}\"><semantics><mrow><mi>\ud835\udc06<\/mi><mo>=<\/mo><mrow><mo fence=\"true\" form=\"prefix\">[<\/mo><mtable columnalign=\"center center\"><mtr><mtd style=\"padding-left:0em;\"><mn>1.67<\/mn><\/mtd><mtd style=\"padding-right:0em;\"><mn>0<\/mn><\/mtd><\/mtr><mtr><mtd style=\"padding-left:0em;\"><mfrac><mn>0.06<\/mn><mn>1.67<\/mn><\/mfrac><\/mtd><mtd style=\"padding-right:0em;\"><mfrac><msqrt><mrow><msup><mn>1.67<\/mn><mn>2<\/mn><\/msup><mo>\u00d7<\/mo><msup><mn>1.81<\/mn><mn>2<\/mn><\/msup><mo>\u2212<\/mo><msup><mn>0.06<\/mn><mn>2<\/mn><\/msup><\/mrow><\/msqrt><mn>1.67<\/mn><\/mfrac><\/mtd><\/mtr><\/mtable><mo fence=\"true\" form=\"postfix\">]<\/mo><\/mrow><\/mrow><annotation encoding=\"application\/x-tex\">\\mathbf{G} = \\begin{bmatrix} 1.67 &amp; 0 \\\\ \\frac{0.06}{1.67} &amp; \\frac{\\sqrt{1.67^2 \\times 1.81^2 &#8211; 0.06^2}}{1.67} \\end{bmatrix}<\/annotation><\/semantics><\/math><\/p>\n\n\n\n<p>such that<\/p>\n\n\n\n<p> <math data-latex=\"\\mathbf{GG'} = \\mathbf{Q} = \\begin{bmatrix} 2.79 &amp; 0.06 \\\\ 0.06 &amp; 3.27 \\end{bmatrix}\"><semantics><mrow><mrow><mi>\ud835\udc06<\/mi><msup><mi>\ud835\udc06<\/mi><mo lspace=\"0em\" rspace=\"0em\" class=\"tml-prime\">\u2032<\/mo><\/msup><\/mrow><mo>=<\/mo><mi>\ud835\udc10<\/mi><mo>=<\/mo><mrow><mo fence=\"true\" form=\"prefix\">[<\/mo><mtable columnalign=\"center center\"><mtr><mtd style=\"padding-left:0em;\"><mn>2.79<\/mn><\/mtd><mtd style=\"padding-right:0em;\"><mn>0.06<\/mn><\/mtd><\/mtr><mtr><mtd style=\"padding-left:0em;\"><mn>0.06<\/mn><\/mtd><mtd style=\"padding-right:0em;\"><mn>3.27<\/mn><\/mtd><\/mtr><\/mtable><mo fence=\"true\" form=\"postfix\">]<\/mo><\/mrow><\/mrow><annotation encoding=\"application\/x-tex\">\\mathbf{GG&#8217;} = \\mathbf{Q} = \\begin{bmatrix} 2.79 &amp; 0.06 \\\\ 0.06 &amp; 3.27 \\end{bmatrix}<\/annotation><\/semantics><\/math><\/p>\n\n\n\n<p>\uc704 \uc218\uc2dd\uc5d0 \uc81c\uc2dc\ub41c \ud30c\ub77c\ubbf8\ud130\ub97c \uc0ac\uc6a9\ud558\uc5ec \ub370\uc774\ud130\ub97c \uc0dd\uc131\ud558\uace0, \uc2dc\uac01\ud654\ud574 \ubcf4\uaca0\uc2b5\ub2c8\ub2e4. \ubcf8\ubb38\uc5d0\uc11c\ub294 <code>dynr<\/code> \ud328\ud0a4\uc9c0\ub97c \uc0ac\uc6a9\ud588\uc9c0\ub9cc<sup>12<\/sup>, \uc5ec\uae30\uc11c\ub294 \uc6d0\ub9ac\ub97c \ubcf4\uc5ec\ub4dc\ub9ac\uae30 \uc704\ud574 \uc9c1\uc811 \uc0dd\uc131 \ucf54\ub4dc\ub97c \uc791\uc131\ud569\ub2c8\ub2e4.<\/p>\n\n\n\n<p>R<\/p>\n\n\n\n<h3 class=\"wp-block-heading\">3.3. \uacb0\uacfc \ud574\uc11d \ubc0f \uad50\uc721\uc801 \ud568\uc758<\/h3>\n\n\n\n<pre class=\"wp-block-code\"><code># R \ucf54\ub4dc: OU \ubaa8\ud615 \uc2dc\ubbac\ub808\uc774\uc158 \ubc0f \uc2dc\uac01\ud654\nset.seed(1234)\nlibrary(ggplot2)\nlibrary(MASS) # for mvrnorm\n\n# 1. \ud30c\ub77c\ubbf8\ud130 \uc124\uc815 (\ubcf8\ubb38 Eq 32.25 \ucc38\uc870) &#91;cite: 207]\n# Drift Matrix (A): \uc74c\uc218\uc77c\uc218\ub85d \uc6d0\ub798 \uc0c1\ud0dc\ub85c \ube68\ub9ac \ub3cc\uc544\uc634 (\uc548\uc815\uc801)\nA &lt;- matrix(c(-0.1, 0.05, \n              0.05, -0.1), nrow=2, byrow=TRUE)\n\n# Diffusion Matrix (G): \ub178\uc774\uc988\uc758 \ud06c\uae30\nG &lt;- matrix(c(1.67, 0, \n              0.036, 1.81), nrow=2, byrow=TRUE) # Q\uc758 \uc81c\uacf1\uadfc \uadfc\uc0ac\n\n# \ucd08\uae30\uac12\neta &lt;- c(0, 0)\ndt &lt;- 0.1 # \ub370\uc774\ud130 \uc0dd\uc131 \uac04\uaca9 (\uc544\uc8fc \uc9e7\uac8c \uc124\uc815\ud558\uc5ec \uc5f0\uc18d \uc2dc\uac04 \ud749\ub0b4)\nT_points &lt;- 100\ndata_list &lt;- list()\n\n# 2. \ub370\uc774\ud130 \uc0dd\uc131 (Euler-Maruyama \ubc29\ubc95)\nfor(i in 1:T_points) {\n  # dW\ub294 \uc815\uaddc\ubd84\ud3ec\ub97c \ub530\ub974\ub294 \ub178\uc774\uc988 &#91;cite: 39]\n  dW &lt;- rnorm(2, mean=0, sd=sqrt(dt)) \n  \n  # SDE \uc2dd \uc801\uc6a9: \ubcc0\ud654\ub7c9 = (Drift * dt) + (Diffusion * dW)\n  d_eta &lt;- (A %*% eta) * dt + (G %*% dW)\n  eta &lt;- eta + d_eta\n  \n  data_list&#91;&#91;i]] &lt;- data.frame(Time = i * dt, \n                               Stress = eta&#91;1], \n                               Efficacy = eta&#91;2])\n}\n\ndf_sim &lt;- do.call(rbind, data_list)\n\n# 3. \uc2dc\uac01\ud654\nggplot(df_sim, aes(x=Time)) +\n  geom_line(aes(y=Stress, color=\"\ud559\uc5c5 \uc2a4\ud2b8\ub808\uc2a4\"), size=1) +\n  geom_line(aes(y=Efficacy, color=\"\ud559\uc5c5 \ud6a8\ub2a5\uac10\"), size=1, linetype=\"dashed\") +\n  theme_minimal() +\n  labs(title = \"\uc5f0\uc18d \uc2dc\uac04 OU \ubaa8\ud615 \uc2dc\ubbac\ub808\uc774\uc158: \uc2a4\ud2b8\ub808\uc2a4\uc640 \ud6a8\ub2a5\uac10\uc758 \ubcc0\ud654\",\n       subtitle = \"\ubcf8\ubb38\uc758 \uc608\uc81c 1 (Eq 32.25) \uae30\ubc18 \uc7ac\uad6c\uc131\",\n       y = \"\uc7a0\uc7ac \ubcc0\uc218 \uc218\uc900\", x = \"\uc2dc\uac04 (Time)\") +\n  scale_color_manual(name=\"\ubcc0\uc218\", values=c(\"\ud559\uc5c5 \uc2a4\ud2b8\ub808\uc2a4\"=\"firebrick\", \"\ud559\uc5c5 \ud6a8\ub2a5\uac10\"=\"steelblue\"))\n<\/code><\/pre>\n\n\n\n<figure class=\"wp-block-image size-full\"><img loading=\"lazy\" decoding=\"async\" width=\"673\" height=\"789\" src=\"http:\/\/waurimal.kr\/wp-content\/uploads\/2026\/01\/fig32-1.png\" alt=\"\" class=\"wp-image-654\" srcset=\"http:\/\/waurimal.kr\/wp-content\/uploads\/2026\/01\/fig32-1.png 673w, http:\/\/waurimal.kr\/wp-content\/uploads\/2026\/01\/fig32-1-256x300.png 256w, http:\/\/waurimal.kr\/wp-content\/uploads\/2026\/01\/fig32-1-624x732.png 624w\" sizes=\"auto, (max-width: 673px) 100vw, 673px\" \/><\/figure>\n\n\n\n<p>\uc704 \uadf8\ub798\ud504(R \ucf54\ub4dc\ub85c \uc0dd\uc131 \uac00\ub2a5)\ub97c \ubcf4\uba74 \uc2a4\ud2b8\ub808\uc2a4\uc640 \ud6a8\ub2a5\uac10\uc774 \uc11c\ub85c \uc5bd\ud600\uc11c \ubcc0\ud558\ub294 \uac83\uc744 \ubcfc \uc218 \uc788\uc2b5\ub2c8\ub2e4.<\/p>\n\n\n\n<ul class=\"wp-block-list\">\n<li><strong>\uc548\uc815\uc131(Stability):<\/strong> \ud589\ub82c <math data-latex=\"A\"><semantics><mi>A<\/mi><annotation encoding=\"application\/x-tex\">A<\/annotation><\/semantics><\/math>\uc758 \uace0\uc720\uac12(Eigenvalues)\uc774 \ubaa8\ub450 \uc74c\uc218\ub77c\uba74(\ubcf8\ubb38\uc5d0\uc11c\ub294 <math data-latex=\"B=-A\"><semantics><mrow><mi>B<\/mi><mo>=<\/mo><mo form=\"prefix\" stretchy=\"false\">\u2212<\/mo><mi>A<\/mi><\/mrow><annotation encoding=\"application\/x-tex\">B=-A<\/annotation><\/semantics><\/math>\uac00 \uc591\uc758 \uc815\ubd80\ud638), \ud559\uc0dd\uc758 \uc0c1\ud0dc\ub294 \uc2dc\uac04\uc774 \uc9c0\ub098\uba74 \uc548\uc815\uc744 \ucc3e\uc2b5\ub2c8\ub2e4.<\/li>\n\n\n\n<li><strong>\ubd88\uaddc\uce59\ud55c \uac04\uaca9\uc758 \ubb38\uc81c:<\/strong> \ub9cc\uc57d \uc6b0\ub9ac\uac00 \uc774 \ub370\uc774\ud130\ub97c \ub9e4\uc6b0 \uae34 \uac04\uaca9(<math data-latex=\"\\Delta t=10\"><semantics><mrow><mrow><mi mathvariant=\"normal\">\u0394<\/mi><\/mrow><mi>t<\/mi><mo>=<\/mo><mn>10<\/mn><\/mrow><annotation encoding=\"application\/x-tex\">\\Delta t=10<\/annotation><\/semantics><\/math>)\uc73c\ub85c \uce21\uc815\ud588\ub2e4\uba74, \uc2a4\ud2b8\ub808\uc2a4\uac00 \ud6a8\ub2a5\uac10\uc5d0 \ubbf8\uce58\ub294 \uc989\uac01\uc801\uc778 \uc601\ud5a5\uc744 \ub193\uce58\uac70\ub098 \uc65c\uace1\ud574\uc11c \ud574\uc11d\ud588\uc744 \uac83\uc785\ub2c8\ub2e4. \uc544\ub798 \ud45c\ub294 \uce21\uc815 \uac04\uaca9\uc774 \ucee4\uc9c8\uc218\ub85d \ubcc0\uc218 \uac04\uc758 \uad00\uacc4(\ud68c\uadc0\uacc4\uc218)\uac00 \uc5b4\ub5bb\uac8c \ub2ec\ub77c\uc9c0\ub294\uc9c0 \ubcf4\uc5ec\uc90d\ub2c8\ub2e4. \uac04\uaca9\uc774 \ub113\uc5b4\uc9c0\uba74 \uc790\uae30\ud68c\uadc0 \uacc4\uc218\ub294 \uc791\uc544\uc9c0\uace0, \uad50\ucc28 \ud68c\uadc0 \uacc4\uc218\uc758 \ud574\uc11d\uc774 \ubaa8\ud638\ud574\uc9c8 \uc218 \uc788\uc2b5\ub2c8\ub2e4. <\/li>\n<\/ul>\n\n\n\n<figure class=\"wp-block-image size-large\"><img loading=\"lazy\" decoding=\"async\" width=\"1024\" height=\"593\" src=\"http:\/\/waurimal.kr\/wp-content\/uploads\/2026\/01\/fig32-3-1024x593.png\" alt=\"\" class=\"wp-image-655\" srcset=\"http:\/\/waurimal.kr\/wp-content\/uploads\/2026\/01\/fig32-3-1024x593.png 1024w, http:\/\/waurimal.kr\/wp-content\/uploads\/2026\/01\/fig32-3-300x174.png 300w, http:\/\/waurimal.kr\/wp-content\/uploads\/2026\/01\/fig32-3-768x445.png 768w, http:\/\/waurimal.kr\/wp-content\/uploads\/2026\/01\/fig32-3-624x361.png 624w, http:\/\/waurimal.kr\/wp-content\/uploads\/2026\/01\/fig32-3.png 1294w\" sizes=\"auto, (max-width: 1024px) 100vw, 1024px\" \/><\/figure>\n\n\n\n<h2 class=\"wp-block-heading\">4. \uc608\uc2dc \uc5f0\uad6c II: \ud050\ube45 \uc2a4\ud50c\ub77c\uc778(Cubic Spline)\uacfc \uacb0\uce21\uce58 \ubcf4\uac04<\/h2>\n\n\n\n<p>\ub450 \ubc88\uc9f8 \uc608\uc2dc\ub294 <strong>\ud050\ube45 \uc2a4\ud50c\ub77c\uc778 \ubaa8\ud615<\/strong>\uc785\ub2c8\ub2e4. \uc774\uac83\uc740 \ub370\uc774\ud130\uac00 \uc544\uc8fc \ubd88\uaddc\uce59\ud558\uac70\ub098 \uacb0\uce21\uce58\uac00 \ub9ce\uc744 \ub54c, \uadf8 \uc0ac\uc774\ub97c \ubd80\ub4dc\ub7ec\uc6b4 \uace1\uc120\uc73c\ub85c \ucc44\uc6cc\ub123\ub294(Interpolation) \uae30\ubc95\uc785\ub2c8\ub2e4.<\/p>\n\n\n\n<h3 class=\"wp-block-heading\">4.1. \uac00\uc0c1\uc758 \uc2dc\ub098\ub9ac\uc624: \ub09c\ub3c5\uc99d \ud559\uc0dd\uc758 \uc77d\uae30 \uc720\ucc3d\uc131<\/h3>\n\n\n\n<p>\ub09c\ub3c5\uc99d \uc704\ud5d8\uad70 \ud559\uc0dd 3\uba85\uc744 \ub300\uc0c1\uc73c\ub85c \uc77d\uae30 \uc720\ucc3d\uc131 \uac80\uc0ac\ub97c \uc2e4\uc2dc\ud588\uc2b5\ub2c8\ub2e4. \uadf8\ub7f0\ub370 \ud559\uad50 \ud589\uc0ac, \uacb0\uc11d \ub4f1\uc73c\ub85c \uc778\ud574 \uac80\uc0ac \uc2dc\uc810\uc774 \ud559\uc0dd\ub9c8\ub2e4 \uc81c\uac01\uac01\uc785\ub2c8\ub2e4. \uc774\ub97c \uc5b5\uc9c0\ub85c \uac19\uc740 \uac04\uaca9\uc73c\ub85c \ucde8\uae09\ud558\uba74(\uc608: 1\ud68c\ucc28, 2\ud68c\ucc28&#8230;) \uc131\uc7a5 \ud328\ud134\uc744 \uc624\ud574\ud558\uac8c \ub429\ub2c8\ub2e4.<\/p>\n\n\n\n<h3 class=\"wp-block-heading\">4.2. \ud050\ube45 \uc2a4\ud50c\ub77c\uc778\uc758 \uc6d0\ub9ac<\/h3>\n\n\n\n<p>\uc774 \ubaa8\ud615\uc740 2\ucc28 SDE\ub85c \ud45c\ud604\ub429\ub2c8\ub2e4.<\/p>\n\n\n\n<ul class=\"wp-block-list\">\n<li><math data-latex=\"\\mu(t)\"><semantics><mrow><mi>\u03bc<\/mi><mo form=\"prefix\" stretchy=\"false\">(<\/mo><mi>t<\/mi><mo form=\"postfix\" stretchy=\"false\">)<\/mo><\/mrow><annotation encoding=\"application\/x-tex\">\\mu(t)<\/annotation><\/semantics><\/math>: \ud559\uc0dd\uc758 \ud604\uc7ac \uc77d\uae30 \ub2a5\ub825 (Local Level)<\/li>\n\n\n\n<li><math data-latex=\"\\beta(t)\"><semantics><mrow><mi>\u03b2<\/mi><mo form=\"prefix\" stretchy=\"false\">(<\/mo><mi>t<\/mi><mo form=\"postfix\" stretchy=\"false\">)<\/mo><\/mrow><annotation encoding=\"application\/x-tex\">\\beta(t)<\/annotation><\/semantics><\/math>: \uc77d\uae30 \ub2a5\ub825\uc758 \ubcc0\ud654 \uc18d\ub3c4 (Local Slope)<\/li>\n<\/ul>\n\n\n\n<p>\uc774 \ubaa8\ud615\uc740 \uce21\uc815 \uc624\ucc28\ub97c \uac78\ub7ec\ub0b4\uace0, \uc7a0\uc7ac\uc801\uc778 \uc9c4\uc9dc \uc131\uc7a5 \uace1\uc120\uc744 \ucd94\uc815\ud574 \uc90d\ub2c8\ub2e4.<\/p>\n\n\n\n<h3 class=\"wp-block-heading\">4.3. R \uc2dc\ubbac\ub808\uc774\uc158 (\ubd88\uaddc\uce59 \uc2dc\uc810 \ub370\uc774\ud130 \ubcf4\uac04)<\/h3>\n\n\n\n<p>R<\/p>\n\n\n\n<pre class=\"wp-block-code\"><code># R \ucf54\ub4dc: \ud050\ube45 \uc2a4\ud50c\ub77c\uc778 \ubcf4\uac04 \uc608\uc2dc\nlibrary(ggplot2)\n\n# 1. \uac00\uc0c1 \ub370\uc774\ud130 \uc0dd\uc131 (\ubd88\uaddc\uce59\ud55c \uc2dc\uc810)\n# \ud559\uc0dd A\ub294 1, 2, 4, 8\uc8fc\ucc28\uc5d0 \uce21\uc815\ntime_obs &lt;- c(1, 2, 4, 8)\nscore_obs &lt;- c(20, 25, 35, 42) # \uc77d\uae30 \uc810\uc218\n\n# 2. \ud050\ube45 \uc2a4\ud50c\ub77c\uc778 \ubcf4\uac04 (SDE\uc758 \ud574\uc11d\uc801 \ud574\uc640 \uc720\uc0ac)\nspline_fit &lt;- smooth.spline(time_obs, score_obs, df=3)\n\n# 3. \uc608\uce21 (1\uc8fc\ubd80\ud130 8\uc8fc\uae4c\uc9c0 \ubaa8\ub4e0 \uc2dc\uc810)\ntime_pred &lt;- seq(1, 8, by=0.1)\nscore_pred &lt;- predict(spline_fit, time_pred)$y\n\ndf_raw &lt;- data.frame(Time=time_obs, Score=score_obs)\ndf_pred &lt;- data.frame(Time=time_pred, Score=score_pred)\n\n# 4. \uc2dc\uac01\ud654\nggplot() +\n  geom_line(data=df_pred, aes(x=Time, y=Score), color=\"purple\", size=1, alpha=0.6) +\n  geom_point(data=df_raw, aes(x=Time, y=Score), color=\"black\", size=3) +\n  geom_text(data=df_raw, aes(x=Time, y=Score, label=Score), vjust=-1.5) +\n  theme_minimal() +\n  labs(title = \"\uc77d\uae30 \uc720\ucc3d\uc131 \uc810\uc218\uc758 \ud050\ube45 \uc2a4\ud50c\ub77c\uc778 \ubcf4\uac04\",\n       subtitle = \"\ubd88\uaddc\uce59\ud55c \uce21\uc815 \uc2dc\uc810(\uac80\uc740 \uc810) \uc0ac\uc774\ub97c \uc5f0\uc18d\uc801\uc73c\ub85c \ucd94\uc815(\ubcf4\ub77c\uc0c9 \uc120)\",\n       x = \"\uc8fc\ucc28 (Week)\", y = \"\uc77d\uae30 \uc810\uc218\") +\n  ylim(15, 50)\n<\/code><\/pre>\n\n\n\n<figure class=\"wp-block-image size-full\"><img loading=\"lazy\" decoding=\"async\" width=\"673\" height=\"789\" src=\"http:\/\/waurimal.kr\/wp-content\/uploads\/2026\/01\/fig32-2.png\" alt=\"\" class=\"wp-image-656\" srcset=\"http:\/\/waurimal.kr\/wp-content\/uploads\/2026\/01\/fig32-2.png 673w, http:\/\/waurimal.kr\/wp-content\/uploads\/2026\/01\/fig32-2-256x300.png 256w, http:\/\/waurimal.kr\/wp-content\/uploads\/2026\/01\/fig32-2-624x732.png 624w\" sizes=\"auto, (max-width: 673px) 100vw, 673px\" \/><\/figure>\n\n\n\n<h3 class=\"wp-block-heading\">4.4. \uad50\uc721\uc801 \ud568\uc758<\/h3>\n\n\n\n<ul class=\"wp-block-list\">\n<li><strong>\uacb0\uce21\uce58 \ud574\uacb0:<\/strong> \uc544\ub798 \uadf8\ub9bc\uc5d0\uc11c \ubcfc \uc218 \uc788\ub4ef\uc774, \ubd88\uaddc\uce59\ud55c \ub370\uc774\ud130\ub97c \uac15\uc81c\ub85c \ub4f1\uac04\uaca9\uc73c\ub85c \uac00\uc815\ud558\uba74(\uc798\ubabb\ub41c \uac04\uaca9), \ud559\uc0dd\uc758 \uc131\uc7a5 \uada4\uc801\uc774 \uc65c\uace1\ub429\ub2c8\ub2e4.<\/li>\n\n\n\n<li><strong>\uc815\ud655\ud55c \ud53c\ub4dc\ubc31:<\/strong> \uc2a4\ud50c\ub77c\uc778 \ubaa8\ud615\uc744 \ud1b5\ud574 \uc6b0\ub9ac\ub294 \uce21\uc815\uc774 \uc774\ub8e8\uc5b4\uc9c0\uc9c0 \uc54a\uc740 \ub0a0\uc758 \ud559\uc0dd \uc0c1\ud0dc\ub3c4 \ucd94\uc815\ud560 \uc218 \uc788\uc5b4, \ubcf4\ub2e4 \uc801\uc2dc\uc5d0 \uc911\uc7ac(intervention)\ub97c \ud560 \uc218 \uc788\uc2b5\ub2c8\ub2e4.<\/li>\n<\/ul>\n\n\n\n<figure class=\"wp-block-image size-full\"><img loading=\"lazy\" decoding=\"async\" width=\"703\" height=\"690\" src=\"http:\/\/waurimal.kr\/wp-content\/uploads\/2026\/01\/fig32-4.png\" alt=\"\" class=\"wp-image-657\" srcset=\"http:\/\/waurimal.kr\/wp-content\/uploads\/2026\/01\/fig32-4.png 703w, http:\/\/waurimal.kr\/wp-content\/uploads\/2026\/01\/fig32-4-300x294.png 300w, http:\/\/waurimal.kr\/wp-content\/uploads\/2026\/01\/fig32-4-624x612.png 624w\" sizes=\"auto, (max-width: 703px) 100vw, 703px\" \/><\/figure>\n\n\n\n<h2 class=\"wp-block-heading\">5. \uacb0\ub860 \ubc0f \uc81c\uc5b8<\/h2>\n\n\n\n<p>\ubcf8 \ucc55\ud130\ub294 \ub2e4\uc18c \ub09c\ud574\ud560 \uc218 \uc788\ub294 \uc5f0\uc18d \uc2dc\uac04 \ubaa8\ud615\uc774 \uad50\uc721 \ubc0f \uc2ec\ub9ac \uc5f0\uad6c\uc5d0 \uc65c \ud544\uc694\ud55c\uc9c0\ub97c \uc5ed\uc124\ud558\uace0 \uc788\uc2b5\ub2c8\ub2e4.<\/p>\n\n\n\n<ol start=\"1\" class=\"wp-block-list\">\n<li><strong>\ud604\uc2e4 \ubc18\uc601:<\/strong> \ud559\uc0dd\ub4e4\uc758 \uc0b6\uc740 \ubd88\uaddc\uce59\ud569\ub2c8\ub2e4. \uc5f0\uc18d \uc2dc\uac04 \ubaa8\ud615\uc740 \uc774\ub97c \uc788\ub294 \uadf8\ub300\ub85c \ubc18\uc601\ud569\ub2c8\ub2e4.<\/li>\n\n\n\n<li><strong>\ubaa8\ud615\uc758 \uc720\uc5f0\uc131:<\/strong> SDE \ud504\ub808\uc784\uc6cc\ud06c\ub97c \uc0ac\uc6a9\ud558\uba74 VAR(\ubca1\ud130 \uc790\uae30\ud68c\uadc0), SVAR(\uad6c\uc870\uc801 \ubca1\ud130 \uc790\uae30\ud68c\uadc0) \ubaa8\ud615 \ub4f1\uc73c\ub85c \uc790\uc720\ub86d\uac8c \ubcc0\ud658\ud558\uc5ec \ud574\uc11d\ud560 \uc218 \uc788\uc2b5\ub2c8\ub2e4.<\/li>\n\n\n\n<li><strong>\ub3c4\uad6c\uc758 \ud655\uc7a5:<\/strong> Mplus\ub098 R\uc758 <code>dynr<\/code>, <code>ctsem<\/code> \uac19\uc740 \ub3c4\uad6c\ub97c \ud1b5\ud574 \uc774\uc81c\ub294 \uad50\uc721 \uc5f0\uad6c\uc790\ub4e4\ub3c4 \uc774\ub7ec\ud55c \uace0\uae09 \ubd84\uc11d\uc744 \uc218\ud589\ud560 \uc218 \uc788\uc2b5\ub2c8\ub2e4.<\/li>\n<\/ol>\n\n\n\n<p>\uc5ec\ub7ec\ubd84\uc758 \uc5f0\uad6c\uc5d0\uc11c \ub370\uc774\ud130 \uc218\uc9d1 \uac04\uaca9\uc774 \ubd88\uaddc\uce59\ud558\uac70\ub098, \uc2dc\uac04\uc5d0 \ub530\ub978 \ubcc0\ud654\uc758 &#8216;\uba54\ucee4\ub2c8\uc998&#8217;\uc744 \uc815\ubc00\ud558\uac8c \ubcf4\uace0 \uc2f6\ub2e4\uba74, \uc5f0\uc18d \uc2dc\uac04 \ub3d9\uc801 \ubaa8\ud615\uc740 \uac15\ub825\ud55c \ubb34\uae30\uac00 \ub420 \uac83\uc785\ub2c8\ub2e4.<\/p>\n\n\n\n<h3 class=\"wp-block-heading\">\ucc38\uace0\ubb38\ud5cc<\/h3>\n\n\n\n<ul class=\"wp-block-list\">\n<li>Chow, S.-M., Losardo, D., Park, J., &amp; Molenaar, P. C. M. (2016). Continuous-time dynamic models: Connections to structural equation models and other discrete-time models. In <em>Handbook of Structural Equation Modeling<\/em> (pp. 597\u2013614).<\/li>\n\n\n\n<li>Boker, S. M., &amp; Graham, J. (1998). A dynamical systems analysis of adolescent substance abuse. <em>Multivariate Behavioral Research, 33<\/em>, 479-507.<\/li>\n\n\n\n<li>Driver, C., Oud, J., &amp; Voelkle, M. (2017). Continuous time structural equation modeling with R package ctsem. <em>Journal of Statistical Software, 77<\/em>(5), 1-35.<\/li>\n\n\n\n<li>Oravecz, Z., Tuerlinckx, F., &amp; Vandekerckhove, J. (2011). A hierarchical latent stochastic differential equation model for affective dynamics. <em>Psychological Methods, 16<\/em>, 468-490.<\/li>\n\n\n\n<li>Ou, L., Hunter, M. D., &amp; Chow, S. (2019). What\u2019s for dynr: A package for linear and nonlinear dynamic modeling in R. <em>The R Journal<\/em>.<\/li>\n<\/ul>\n","protected":false},"excerpt":{"rendered":"<p>\uc548\ub155\ud558\uc138\uc694? \uc774\ubc88\uc5d0\ub294 &#8220;\uc5f0\uc18d \uc2dc\uac04 \ub3d9\uc801 \ubaa8\ud615(Contnuous-Time Dynamic Models)&#8221;\uc5d0 \uad00\ud55c \ub0b4\uc6a9\uc785\ub2c8\ub2e4. \uc6b0\ub9ac\uac00 \ud754\ud788 \uc0ac\uc6a9\ud558\ub294 \uc774\uc0b0 \uc2dc\uac04(Discrete-Time) \ubaa8\ud615(\uc608: SEM, VAR)\uacfc \uc5f0\uc18d \uc2dc\uac04 \ubaa8\ud615(SDE)\uc744 \uc5b4\ub5bb\uac8c \uc5f0\uacb0\ud558\uace0, \uc65c \uc5f0\uc18d \uc2dc\uac04 \uad00\uc810\uc774 \ud544\uc694\ud55c\uc9c0\ub97c \uc0b4\ud3b4\ubcf4\uaca0\uc2b5\ub2c8\ub2e4. jamovi\ub294 \ud6cc\ub96d\ud55c \ub3c4\uad6c\uc774\uc9c0\ub9cc, \uc774 \ucc55\ud130\uc5d0\uc11c \ub2e4\ub8e8\ub294 \ud655\ub960 \ubbf8\ubd84 \ubc29\uc815\uc2dd(SDE)\uc774\ub098 \uce7c\ub9cc \ud544\ud130 \uae30\ubc18\uc758 \ub3d9\uc801 \ubaa8\ud615\uc744 \uc9c1\uc811\uc801\uc73c\ub85c \uc218\ud589\ud558\ub294 \ubaa8\ub4c8\uc740 \uc544\uc9c1 \uc81c\ud55c\uc801\uc785\ub2c8\ub2e4. \ub530\ub77c\uc11c \uc9c0\uce68\uc5d0 \ub530\ub77c R \uc5b8\uc5b4\ub97c \uc0ac\uc6a9\ud558\uc5ec \uc2dc\ubbac\ub808\uc774\uc158\uacfc <a class=\"read-more\" href=\"http:\/\/waurimal.kr\/?p=653\">Read more<\/a><\/p>\n","protected":false},"author":1,"featured_media":0,"comment_status":"closed","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"_jetpack_memberships_contains_paid_content":false,"footnotes":"","jetpack_publicize_message":"","jetpack_publicize_feature_enabled":true,"jetpack_social_post_already_shared":true,"jetpack_social_options":{"image_generator_settings":{"template":"highway","default_image_id":0,"font":"","enabled":false},"version":2}},"categories":[300],"tags":[199,166,301,373,375,374],"class_list":["post-653","post","type-post","status-publish","format-standard","hentry","category-sem","tag-r","tag-sem","tag-301","tag-373","tag-375","tag-374"],"yoast_head":"<!-- This site is optimized with the Yoast SEO plugin v27.3 - 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