• The Korean Journal of Applied Statistics
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• v.27 no.6
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• pp.959-973
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• 2014

Asset pricing models that account for asymmetric volatility in asset prices have been recently proposed. This article presents an efficient Bayesian method to analyze asset-pricing models. The method is developed by devising a partially collapsed Gibbs sampler that capitalizes on the functional incompatibility of conditional distributions without complicating the updates of model components. The proposed method is illustrated using simulated data and applied to daily S&P 500 data observed from September 1980 to August 2014.

• Journal of the Korea Institute of Information and Communication Engineering
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• v.19 no.12
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• pp.2779-2784
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• 2015

The prediction of the accurate traffic information can provide an optimal route from the place of departure to a destination, therefore, this makes it possible to obtain a saving of time and money. To predict traffic information, we use a Bayesian network method based on probability model in this paper. Existing researches predicting the traffic information based on a Bayesian network generally used to study the data for all time. In this paper, however, only data corresponding to same time and day of the week to predict selectively will be used for learning. In fact, the experiment was carried out for 14 links zone in Seoul, also, the accuracy of the prediction results of the two different methods should be tested with MAPE (Mean Absolute Percentage Error) which is commonly used. In view of MAPE, experimental results show that the proposed method may calculate traffic prediction value with a higher accuracy than the method used to learn the data for all time zones.

• Proceedings of the Korean Institute of Information and Commucation Sciences Conference
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• 2003.05a
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• pp.526-529
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• 2003

This paper presents two strategies to refute clock cycles when using stopping rule in VHDL model verification. The first method is that a semi-random variable is defined and the data that stay in the range of semi-random variable are skipped when stopping rule is running. The second one is to keep the old values of parameters when phases are changed. 12 VHDL models are examined to observe the effectiveness of strategies.

• Proceedings of the Korean Institute of Information and Commucation Sciences Conference
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• 2016.05a
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• pp.89-90
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• 2016

Anomalous propagation echo is a kind of abnormal radar signal occurred by irregularly refracted radar beam caused by temperature or humidity. The echo frequently appears in ground-based weather radar. In order to improve accuracy of weather forecasting, it is important to analyze radar data precisely. Therefore, there are several ongoing researches about identifying the anomalous propagation echo all over the world. This paper conducts researches about a classification method which can distinguish anomalous propagation echo in the radar data using naive Bayes classifier and unique attributes of the echo such as reflectivity, altitude, and so on. It is confirmed that the fine classification results are derived by verifying the suggested naive Bayes classifier using actual appearance cases of the echo.

• Journal of the Computational Structural Engineering Institute of Korea
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• v.25 no.3
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• pp.267-275
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• 2012

In this study, crack growth in a center-cracked plate is predicted under mode I variable amplitude loading, and the result is validated by experiment. Huang's model is employed to describe crack growth with acceleration and retardation due to the variable loading effect. Experiment is conducted with Al6016-T6 plate, in which the load is applied, and crack length is measured periodically. Particle Filter algorithm, which is based on the Bayesian approach, is used to estimate model parameters from the experimental data, and predict the crack growth of the future in the probabilistic way. The prediction is validated by the run-to-failure results, from which it is observed that the method predicts well the unique behavior of crack retardation and the more data are used, the closer prediction we get to the actual run-to-failure data.

• Journal of KIISE:Computing Practices and Letters
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• v.15 no.10
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• pp.776-780
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• 2009

As smartphones appear as suitable devices to implement ubiquitous computing recently, there are many researchers who study about personalized Intelligent services in smartphones. An intelligent synthetic character is one of them. This paper proposes a method generating behaviors of an intelligent synthetic character. In order to generate more natural behaviors for the character, the Bayesian networks are exploited to infer the user's states and OCC model is utilized to create the character's emotion. After inferring the contexts, the behaviors are generated through the behavior selection networks with using the information. A usability test verifies the usefulness of the proposed method.

• Proceedings of the Korean Information Science Society Conference
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• 2010.06c
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• pp.414-418
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• 2010

최근 라이프 로그의 수집과 관리에 관련된 연구가 많이 진행 중에 있다. 또 핸드폰 카메라, 디지털 카메라, 캠코더 등의 발전으로 자신의 일상생활을 비디오로 저장하고, 인터넷을 통해 공유하는 사람도 증가하고 있다. 비디오 데이터는 많은 정보를 포함하고 있는 라이프 로그의 한 예로. 동영상의 촬영 및 수집이 활발해짐에 따라 동영상의 메타정보를 생성하고, 이를 이용해 동영상 검색과 관리에 이용하려는 연구들이 진행 중이다. 본 논문에서는 라이프 로그를 수집하고 수집된 동영상과 라이프 로그를 이용하여 의미정보를 추출하는 시스템을 제안한다. 의미정보란 사용자의 행동을 나타내는 정보로써 컴퓨터 사용, 식사, 집안일, 이동, 외출, 독서, 휴식, 일, 기타로 9가지의 의미정보를 추출한다. 제안하는 방법은 사용자로부터 GPS, 가속도센서, 캠코더를 이용해 실제 데이터를 수집하고, 전처리 과정을 통하여 특징을 추출한다. 이때 추출될 특징은 위치정보와 사용자의 상태정보 그리고 영상처리릍 통한 RGB와 HSL 색공간의 요소와 MPEG-7의 EHD(Edge Histogram Descriptor). CLD(Color Layout Descriptor)이다. 추출된 특징으로부터 사람 행동과 같은 불안정한 상황에서 강점을 보이는 확률모델 네트워크인 베이지안 네트워크를 이용하여 의미정보를 추출한다. 제안하는 방법의 유용성을 보이기 위해 실제 데이터를 수집하고 추론하고 10-Fold Cross-validation을 이용하여 데이터를 검증한다.

• Management & Information Systems Review
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• v.34 no.5
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• pp.71-92
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• 2015

This study analyzes the impact of Corporate Social Responsibility (CSR) activities on financial performances using Bayesian Network. The research tries to overcome the issues of the uniform assumption of a linear function between financial performance and CSR activities in multiple regression analysis widely used in previous studies. It is required to infer a causal relationship between activities of CSR which have an impact on the financial performances. Identifying the relationship would empower the firms to improve their financial performance by informing the decision makers about the different CSR activities that influence the financial performance of the firms. This research proposes General Bayesian Network (GBN) and presents Markov Blanket induced from GBN. It is empirically demonstrated that all the proposals presented in this study are statistically significant by the results of the research conducted by Korean Economic Justice Institute (KEJI) under Citizen's Coalition for Economic Justice (CCEJ) which investigated approximately 200 companies in Korea based on Korean Economic Justice Institute Index (KEJI index) from 2005 to 2011. The Bayesian Network to effectively infer the properties affecting financial performances through the probabilistic causal relationship. Moreover, I found that there is a causal relationship among CSR activities variable; that is Environment protection is related to Customer protection, Employee satisfaction, and firm size; Soundness is related to Total CSR Evaluation Score, Debt-Assets Ratio. Though the what-if analysis, I suggest to the sensitive factor among the explanatory variables.

• Journal of Digital Convergence
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• v.11 no.3
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• pp.389-395
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• 2013

More sales of food and beverage coupons have been made using SNS on social commerce recently. If one buys coupons on social commerce, he/she can enjoy products at a lower price; however, there are drawbacks that one must consider such as location, service hours, and discount rate. Thus, this paper suggests a system that recommends food and beverage coupons on social commerce for users that considers a user's personal context of location, time, and purchase history. In order to reflect a user's context awareness and continuous preference, this paper suggests a method based on the Bayesian network. In order to reflect personalized weighting on the standard of coupon selection to match a user's preference, a measurement and classification of weighting preferences is performed on the basis of AHP. 20 experiments in one month involving 12 students were carried out to verify the effectiveness of the system, resulting in an 80% satisfaction level.

• Proceedings of the Korea Information Processing Society Conference
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• 2021.11a
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• pp.476-479
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• 2021

DBMS 파라미터 튜닝이란 데이터베이스에서 제공하는 다양한 파라미터의 값을 조율하여, 최적의 성능을 도출하는 과정이다. 데이터베이스 종류에 따라 파라미터 개수가 수십 개에서 수백 개로 다양하며, 각 기능이 모두 다르기 때문에 최적의 조합을 찾는 것은 쉽지 않다. 선행 연구에서는 BO 기법을 사용하여 적절한 파라미터 값을 추출했지만, 파라미터 개수에 비례하여 차원이 커지는 문제가 발생한다. 본 논문에서는 통계적으로 파라미터를 분류하여 탐색 공간을 줄인 다음 단계적으로 BO 를 수행하는 PBO 방식을 제안한다. 파라미터 값을 랜덤하게 할당하여 벤치마킹한 결과값을 군집화한 후, 각 군집별로 파라미터와의 연관성을 분석해 높은 상관관계를 가진 파라미터를 매칭시켜 분류한다. 제안하는 방법론을 검증하기 위하여 8 가지 회귀 모델과의 비교 실험을 통해 제안한 방법론의 우수성을 검증하였다.