• Journal of the Korean Association of Geographic Information Studies
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• v.22 no.4
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• pp.39-58
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• 2019

This study performed the dam watershed storm runoff modeling using GPM(Global Precipitation Measurement) satellite rain and KIMSTORM2(KIneMatic wave STOrm Runoff Model 2) distributed model. For YongdamDam watershed(930㎢), three heavy rain events of 25th August 2014, 11th September 2017, and 26th June 2018 were selected and tested for 4 cases of spatial rainfalls such as (a) Kriging interpolated data using ground observed data at 7 stations, (b) original GPM data, (c) GPM corrected by CM(Conditional Merging), and GPM corrected by GDA(Geographical Differential Analysis). For the 4 kinds of data(Kriging, GPM, CM-GPM, and GDA-GPM), the KIMSTORM2 was calibrated respectively using the observed flood discharges at 3 water level gauge stations(Cheoncheon, Donghyang, and Yongdam) with parameters of initial soil moisture contents, stream Manning's roughness coefficient, and effective hydraulic conductivity. The total average Nash-Sutcliffe efficiency(NSE) for the 3 events and 3 stations was 0.94, 0.90, 0.94, and 0.94, determination coefficient(R²) was 0.96, 0.92, 0.97 and 0.96, the volume conservation index(VCI) was 1.03, 1.01, 1.03 and 1.02 for Kriging, GPM, CM-GPM, and GDA-GPM applications respectively. The CM-GPM and GDA-GPM showed better results than the original GPM application for peak runoff and runoff volume simulations, and they improved NSE, R², and VCI results.

• Korean Journal of Agricultural and Forest Meteorology
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• v.12 no.1
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• pp.1-10
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• 2010

A regional climate model (RCM) can be a powerful tool to enhance spatial resolution of climate and weather information (IPCC, 2001). In this study we conducted dynamical downscaling using Weather Research and Forecasting Model (WRF) as a RCM in order to obtain high resolution regional agroclimate indices over the Korean Peninsula. For the purpose of obtaining detailed high resolution agroclimate indices, we first reproduced regional weather for the period of March to June, 2002-2008 with dynamic downscaling method under given lateral boundary conditions from NCEP/NCAR (National Centers for Environmental Prediction/National Center for Atmospheric Research) reanalysis data. Normally, numerical model results have shown biases against observational results due to the uncertainties in the modelis initial conditions, physical parameterizations and our physical understanding on nature. Hence in this study, by employing a statistical method, the systematic bias in the modelis results was estimated and corrected for better reproduction of climate on high resolution. As a result of the correction, the systematic bias of the model was properly corrected and the overall spatial patterns in the simulation were well reproduced, resulting in more fine-resolution climatic structures. Based on these results, the fine-resolution agro-climate indices were estimated and presented. Compared with the indices derived from observation, the simulated indices reproduced the major and detailed spatial distributions. Our research shows a possibility to simulate regional climate on high resolution and agro-climate indices by using a proper downscaling method with a dynamical weather forecast model and a statistical correction method to minimize the model bias.

• Journal of Intelligence and Information Systems
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• v.23 no.2
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• pp.107-122
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• 2017

Volatility in the stock market returns is a measure of investment risk. It plays a central role in portfolio optimization, asset pricing and risk management as well as most theoretical financial models. Engle(1982) presented a pioneering paper on the stock market volatility that explains the time-variant characteristics embedded in the stock market return volatility. His model, Autoregressive Conditional Heteroscedasticity (ARCH), was generalized by Bollerslev(1986) as GARCH models. Empirical studies have shown that GARCH models describes well the fat-tailed return distributions and volatility clustering phenomenon appearing in stock prices. The parameters of the GARCH models are generally estimated by the maximum likelihood estimation (MLE) based on the standard normal density. But, since 1987 Black Monday, the stock market prices have become very complex and shown a lot of noisy terms. Recent studies start to apply artificial intelligent approach in estimating the GARCH parameters as a substitute for the MLE. The paper presents SVR-based GARCH process and compares with MLE-based GARCH process to estimate the parameters of GARCH models which are known to well forecast stock market volatility. Kernel functions used in SVR estimation process are linear, polynomial and radial. We analyzed the suggested models with KOSPI 200 Index. This index is constituted by 200 blue chip stocks listed in the Korea Exchange. We sampled KOSPI 200 daily closing values from 2010 to 2015. Sample observations are 1487 days. We used 1187 days to train the suggested GARCH models and the remaining 300 days were used as testing data. First, symmetric and asymmetric GARCH models are estimated by MLE. We forecasted KOSPI 200 Index return volatility and the statistical metric MSE shows better results for the asymmetric GARCH models such as E-GARCH or GJR-GARCH. This is consistent with the documented non-normal return distribution characteristics with fat-tail and leptokurtosis. Compared with MLE estimation process, SVR-based GARCH models outperform the MLE methodology in KOSPI 200 Index return volatility forecasting. Polynomial kernel function shows exceptionally lower forecasting accuracy. We suggested Intelligent Volatility Trading System (IVTS) that utilizes the forecasted volatility results. IVTS entry rules are as follows. If forecasted tomorrow volatility will increase then buy volatility today. If forecasted tomorrow volatility will decrease then sell volatility today. If forecasted volatility direction does not change we hold the existing buy or sell positions. IVTS is assumed to buy and sell historical volatility values. This is somewhat unreal because we cannot trade historical volatility values themselves. But our simulation results are meaningful since the Korea Exchange introduced volatility futures contract that traders can trade since November 2014. The trading systems with SVR-based GARCH models show higher returns than MLE-based GARCH in the testing period. And trading profitable percentages of MLE-based GARCH IVTS models range from 47.5% to 50.0%, trading profitable percentages of SVR-based GARCH IVTS models range from 51.8% to 59.7%. MLE-based symmetric S-GARCH shows +150.2% return and SVR-based symmetric S-GARCH shows +526.4% return. MLE-based asymmetric E-GARCH shows -72% return and SVR-based asymmetric E-GARCH shows +245.6% return. MLE-based asymmetric GJR-GARCH shows -98.7% return and SVR-based asymmetric GJR-GARCH shows +126.3% return. Linear kernel function shows higher trading returns than radial kernel function. Best performance of SVR-based IVTS is +526.4% and that of MLE-based IVTS is +150.2%. SVR-based GARCH IVTS shows higher trading frequency. This study has some limitations. Our models are solely based on SVR. Other artificial intelligence models are needed to search for better performance. We do not consider costs incurred in the trading process including brokerage commissions and slippage costs. IVTS trading performance is unreal since we use historical volatility values as trading objects. The exact forecasting of stock market volatility is essential in the real trading as well as asset pricing models. Further studies on other machine learning-based GARCH models can give better information for the stock market investors.

• KSCE Journal of Civil and Environmental Engineering Research
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• v.40 no.5
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• pp.477-484
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• 2020

Reservoir operation affects the sustainability of a water supply. However, the increase in the temporal and spatial variability of rainfall, attributed to climate change, has led to severe droughts and increased difficulty in maintaining a sustainable discharge at certain locations in a reservoir system operation. In this study, water yield was evaluated using reservoir simulation with varied water supply. Three reservoir system models were simulated for nine reservoirs in the Han River basin. The time-based reliability, volumetric reliability, and resiliency were used to evaluate the results. Each case was simulated by applying firm supply, deficit supply, and deficit supply with historical power release of the Hwacheon Reservoir. As a result of the simulation, all indexes were increased when the deficit supply was applied. In particular, the time-based reliability increased by more than 30%, and the supply reliability increased by about 4%. The result showed that the water supply of the entire water system could be increased when all reservoirs in the water system were operated to supply water and maintain sustainable discharge at the same downstream point. The deficit supply was an efficient reservoir operation method for responding to climate change, especially increased rainfall variability.

• Geophysics and Geophysical Exploration
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• v.10 no.1
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• pp.77-88
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• 2007

Following a successful bathymetric mapping demonstration in a previous study, the potential of airborne EM for seafloor characterisation has been investigated. The sediment thickness inferred from 1D inversion of helicopter-borne time-domain electromagnetic (TEM) data has been compared with estimates based on marine seismic studies. Generally, the two estimates of sediment thickness, and hence depth to resistive bedrock, were in reasonable agreement when the seawater was ${\sim}20\;m$ deep and the sediment was less than ${\sim}40\;m$ thick. Inversion of noisy synthetic data showed that recovered models closely resemble the true models, even when the starting model is dissimilar to the true model, in keeping with the uniqueness theorem for EM soundings. The standard deviations associated with shallow seawater depths inferred from noisy synthetic data are about ${\pm}5\;%$ of depth, comparable with the errors of approximately ${\pm}1\;m$ arising during inversion of real data. The corresponding uncertainty in depth-to-bedrock estimates, based on synthetic data inversion, is of order of ${\pm}10\;%$. The mean inverted depths of both seawater and sediment inferred from noisy synthetic data are accurate to ${\sim}1\;m$, illustrating the improvement in accuracy resulting from stacking. It is concluded that a carefully calibrated airborne TEM system has potential for surveying sediment thickness and bedrock topography, and for characterising seafloor resistivity in shallow coastal waters.

• Journal of Korean Society of Transportation
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• v.27 no.5
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• pp.209-221
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• 2009

Travel time estimation under given traffic conditions is important for providing drivers with travel time prediction information. But the present expressway travel time estimation process cannot calculate a reliable travel time. The objective of this study is to estimate the path travel time spent in a through lane between origin tollgates and destination tollgates on an expressway as a prerequisite result to offer reliable prediction information. Useful and abundant toll collection system (TCS) data were used. When estimating the path travel time, the path travel time is estimated combining the link travel time obtained through a preprocessing process. In the case of a lack of TCS data, the TCS travel time for previous intervals is referenced using the linear interpolation method after analyzing the increase pattern for the travel time. When the TCS data are absent over a long-term period, the dynamic travel time using the VDS time space diagram is estimated. The travel time estimated by the model proposed can be validated statistically when compared to the travel time obtained from vehicles traveling the path directly. The results show that the proposed model can be utilized for estimating a reliable travel time for a long-distance path in which there are a variaty of travel times from the same departure time, the intervals are large and the change in the representative travel time is irregular for a short period.

• KSCE Journal of Civil and Environmental Engineering Research
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• v.41 no.6
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• pp.655-662
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• 2021

This study aimed to estimate exploitable groundwater for the sustainable supply of groundwater in the Jinju region of South Gyeongsang Province. As an integrated hydrologic analysis model, SWAT-MODFLOW was used to estimate the distributed groundwater recharge in consideration of land use and soil distribution. As a result of calibration of the model, the coefficient of determination between the observed flow and the simulated flow was 0.75-0.80, which was good. The simulated groundwater recharge rate showed a spatio-temporal distribution due to heterogeneous watershed characteristics. The amount of groundwater recharge shows lower values over winter and spring, but it increases according to the pattern of precipitation in summer and autumn. The calculated average annual groundwater recharge was compared with the result using the baseflow separation method of natural flow, and the deviation of both results was small, within 3 %, confirming the validity of the estimated groundwater recharge. Exploitable groundwater is defined as the amount of recharge corresponding to low flow with 10 years of return period. Therefore, in this study, 14.2 % of the annual precipitation was found to be exploitable as a result of calculating the amount of recharge at a 10-year frequency using a statistical frequency analysis technique.

• Journal of Korea Water Resources Association
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• v.46 no.12
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• pp.1181-1191
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• 2013

This study have implemented finding the optimal water temperature parameter set for Hapcheon dam reservoir using CE-QUAL-W2 model. In particular the sensitivity analysis was carried out for four water temperature parameters of wind sheltering coefficient (WSC), radiation heat coefficient (BETA), light extinction coefficient (EXH2O), heat exchange coefficient at the channel bed (CBHE). Firstly, WSC, BETA, EXH2O shows relatively high sensitivity in common during April to September, and CBHE does during August to November. Secondly, as a result of identifying depth range of parameter influence, BETA and EXH2O show 0~9 m and 8~14 m which is thermocline layer close to water surface, CBHE is deep layer 12 m away from bottom. Finally, applying annual or monthly optimal parameter sets indicates that the bias between two sets does not show much differences for WSC and CBHE parameters, but BETA and EXH2O parameters show $0.20^{\circ}C$ and $0.51^{\circ}C$ of monthly average biases for two parameter sets. In particular the bias reveals to be $0.4^{\circ}C$ and $1.09^{\circ}C$ during May and August that confirms the necessity of use of monthly parameters during that season. It is claimed that the current operational custom use of annual parameters in calibration of reservoir water quality model requires the improvement of using monthly parameters.

• Journal of the Korean Society of Surveying, Geodesy, Photogrammetry and Cartography
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• v.29 no.5
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• pp.535-541
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• 2011

A debris flow is caused by torrential rain in mountainous regions and carries mixture of fragmental matter from slope failure, deposit soils from a valley floor and a large amount of water. It seriously damages facilities, houses, and human lives in its path. We tried to apply debris flow behavior estimation model developed in foreign country to domestic case. The study area is Inje-county, Gangwon-do and aerial photos and GPS surveying were used to collect information of starting and end point of the landslide and debris flow. The analysis showed that L/H for forecasting the travel distances of debris flows has the mean of 4.93 and standard deviation of 0.98. This model tended to overestimate the scale and extent of debris flows. In Inje-county's case, a debris flow is caused by multiple simultaneous small-scale landslide. This is quite different from the foreign cases in which a large-scale landslide cause a large-scale debris flow. Thus, an empirical model suitable for domestic conditions needs to be developed.

• Journal of Radiation Protection and Research
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• v.18 no.2
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• pp.17-25
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• 1993

Beta ray spectra of $^3H,\;^{14}C\;and\;^{36}Cl$ in liquid scintillation counting system have been calculated using the Monte Carlo method by which physical behaviors of particle transport in medium were simulated. The calculations have been carried out on the basis of beta rays being slowing down according to the continuous slowing down approximation(CSDA) model. Beta rays generated in simulation geometry were traced until they lost their energy below 0.3keV that in known to be the detection limit in the liquid scintillation counter. Scintillator solution in which pure beta emitting radionuclides were dissolved uniformly was assumed to be bottled in the shape of right circular cylinder with 12.5mm in radius and 35mm in height. The comparison of the calculated and measured results showed satisfactory agreement between those two, with slight discrepancy due to self quenching in the case of lower energy of emitted beta particles in the solution.