• Transactions of the Korean Society of Mechanical Engineers A
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• v.41 no.11
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• pp.1099-1108
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• 2017

Data points obtained by conducting repetitive experiments under identical environmental conditions are, theoretically, required to correspond. However, experimental data often display variations due to generated errors or noise resulting from various factors and inherent uncertainties. In this study, an algorithm aiming to determine valid bounds of input variables, representing uncertainties, was developed using probabilistic and statistical methods. Furthermore, a reliability assessment was performed to verify and validate applications of this algorithm using bolt-fastening friction coefficient data in a sample application.

• Proceedings of the Materials Research Society of Korea Conference
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• 2009.05a
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• pp.52.2-52.2
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• 2009

Si 박막형 solar cell은 Si 결정형 solar cell대비 cost 및 대면적화 측면에서 장점을 가지고 있다. 그러나 amorphous Si의 경우 light soacking에 의한 열화 문제가 있고, microcrystalline Si의 경우 요구되는 효율 확보를 위하여 $1.5{\mu}m$ 이상 두께가 필요하며, 증착율이 $5{\AA}/sec$.이하인 단점이 있다. 본 연구에서는 high deposition rate로 microcrystalline Si를 증착하기 위하여 high frequency, high power PECVD를 이용하였으며, RF power, 증착온도, H2/SiH4 ratio의 3인자를 3수준으로 변화시킨 완전요인배치 실험을 실시하였다. 실험결과 증착율은 $8.0{\AA}/sec.{\sim}52.8{\AA}/sec$ 범위, crystalline fraction은 0%~83.3% 범위의 결과를 얻었으며, 결정이 형성된 조건에서는 XRD분석결과 $2\theta=28.5$ 및 47.5에서 Si (111), (220) peak을 확인할 수 있었다. Surface Profilometer 를 이용한 surface roughness의 경우 $6.3{\AA}\sim32.4{\AA}$ 범위의 결과를 얻었으며, crystalline Portion이 높을수록 surface roughness가 증가함을 알 수 있었다.

• 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.

• Korean Journal of Ichthyology
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• v.32 no.2
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• pp.91-96
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• 2020

Seasonal fluctuation in abundance and species composition of fish in coastal waters off Nang island were investigated using seasonal samples collected by long-bag stow net in 2017. A total 10,208 fish were sampled and classified into 37 species, 26 families, and 9 orders. The dominant species were Engraulis japonicus (4,886 individuals, 47.9%), Pennahia argentata (842 individuals, 8.2%), and Ilisha elongata (369 individuals, 3.6%). The diversity index was the highest in May (H'=3.23) and the lowest in November (H'=1.24). The dominance index was the highest in November (D=78.7%) and the lowest in May (D=22.4%).

• The Journal of Engineering Geology
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• v.11 no.1
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• pp.37-50
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• 2001

Through the modeting study on the groundwater now system around the underground stockpile site of crude oil near Seoul, we carried out the research on the influence of the groundwater yield near the site, the effect of the water curtain construction in order to reduce the influence of water yield, and the realized case study by measuring the water level change after the construction of the water curtain. For the simu1ation of the water yield and the water curtain, the nwnerical analysis code, MODFLOW has been utilized. Groundwater levels of the observation wells which were established to observe the hydraulic head around underground oil storage cavern of the study area have been changed in the range of from EL.+30 to +60 meter, while the simulation study revealed that groundwater levels changed in the range of from EL.+20 to +5Om. The hydrogeological condition of the underground oil storage cavern becomes stable by injection water to maintain the groundwater level around the cavern. The result shows the proper input of the hydrogeological factors helps the management to be effective for the oil stockpile site.

• Proceedings of the Korea Water Resources Association Conference
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• 2009.05a
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• pp.1955-1959
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• 2009

본 연구에서는 토양층에서 지하수 수리경사와 주 흐름 방향을 산정하여 변동특성을 분석하고, 그 원인에 대해 고찰하였다. 연구부지는 부경대학교 환경연구동 앞 잔디밭이며, 2008년 10월 18일 ${\sim}$ 11월 1일의 기간 중 12일(10월 21, 28일은 관측 못함) 동안 24회 관측되었다. 관측된 지하수공은 9개공이며, 4 m ${\times}$ 4 m의 정방형으로 설계되었다. 지하수위에 의한 수리경사와 주 흐름 방향의 산정은 총 9가지 형태의 평면으로 가정하여 산정하였다. 수리경사와 주 흐름 방향을 산정하기 위한 평면은 모두 9가지 형태로 가정하였다. 첫 번째는 9개공 모두를 이용한 정방형 평면(TW), 두 번째는 6개공을 이용한 4가지 경우의 삼각형 평면(T1, T2, T3 및 T4), 세 번째는 6개공을 이용한 4가지 경우의 직사각형 평면(R1, R2, R3 및 R4)으로 가정하여 각각의 평면에서 수리경사와 주 흐름 방향을 산정하였다. 이상에서 가정된 9가지 평면에서 산정된 평균 수리경사는 0.0094(R2) ${\sim}$ 0.0123(T2)의 범위로 나타났으며, 9개공 모두를 이용한 평면(TW)에서의 평균 수리경사는 0.0109로 산정되었다. 관측기간 동안 T1과 T3 평면의 평균 주 흐름 방향은 각각 -84.9818과 -86.2487로서, 다른 7개 평면의 평균 주 흐름 방향이 79.7045(T4) ${\sim}$ 85.8405(TW)의 범위로 나타난 것과는 반대의 흐름 방향을 보였다. 이러한 결과는, 본 연구에 적용된 수리경사와 주 흐름 방향의 산정기법(Devlin, 2003)이 삼각형 형태의 평면에는 부적합할 수 있음을 보여주는 것이다. 관측기간 중 10월 12일에 내린 소량의 강우(12 mm)에 의한 수리경사와 주 흐름 방향의 변동은 크게 나타나지 않았다. 본 연구에서는 정방형, 삼각형 및 직사각형의 평면 토양층에서 지하수의 수리경사와 주 흐름 방향을 산정하여 전체 및 국부적인 부지에서의 차이를 파악하고, 평면의 형태에 따른 수리경사와 주 흐름 방향의 차이 또한 확인할 수 있었다.

• Applied Chemistry for Engineering
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• v.24 no.4
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• pp.357-362
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• 2013

Monodispersed polystyrene latex spheres (PLS) and PS-MPS/silica composite nanospheres were used to test high efficiency particulate air (HEPA) filters. Prior to filter tests, all nanospheres used in this work were characterized by measuring their average particle diameters and coefficients of variation (CV) for assessing them as artificial dusts. The average particle sizes of PLS and composite nanospheres could be well controlled in the range of 100~300 nm well by changing reaction temperature and the amount of a stabilizer during emulsion polymerization. The CV of all nanospheres were also in the range of 3~7%, lower than 15% that is the criterion for monodispersed particle distributions. Furthermore the results of HEPA filter tests show that all nanospheres used were quite proper as artificial dusts for testing air filters.

• Korean Journal of Ecology and Environment
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• v.38 no.4 s.114
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• pp.503-509
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• 2005

The growth characteristic of a predominant planktonic blooming species, Mallomonas elongata in a small shallow eutrophic pond was investigated In the field (from October 2004 to September 2005) and laboratory, Dense blooming (max. 17,600 cells $mL^{-1}$) of this silica-scaled chrysophytes was observed for a short time period in early spring (water temperature 12-$18^{\circ}C$ and pH 8.4-9.5), The growth characteristics of M. elongata isolated from this pond was investigated at various temperatures and pH under batch culture. The unialgal culture of M. elongata showed maximum growth rate (${\mu}max$) at $15^{\circ}C$ similar to the natural conditions. However, the optimal pH of the isolated batch culture was lower than the pond water pH at which M. elongata appeared in large population density.

• Proceedings of the Korean Institute Of Construction Engineering and Management
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• 2006.11a
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• pp.274-277
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• 2006

The EAC(Estimate at Completion) among existing methods, which estimate cost and time effectively, help managers anticipate changeable several results at the point of $15{\sim}30%$ in the project progress. However, this method may cause such some problems as not to consider the periodically changing circumstances caused by construction risks or uncertainties which can affect the cost and time in the project, and to regard collected and accumulated data only as a single value when predicting the results on the progress. Accordingly, it is very difficult to accept the even small range of variability based on the anticipation of EAC. Consequently, the study focuses on the possibility methodology to anticipate time and cost accurately on the way to utilize EVMS(Earned Value Management System), and also suggest the way to perform the right estimation of EAC as considering various risks and uncertainties in construction projects.

• Journal of the Korean Society of Fisheries and Ocean Technology
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• v.37 no.2
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• pp.71-77
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• 2001

In order to find out the environmental factors influencing the catch of fyke nets in the coastal waters Yosu, the oceanographic factors, i.e., the waters temperature and the salinity were observed respectively from April to November in 1999, and each of them was compared with the catch of common mullet, Mugil cephalus by fyke net. The results obtained are summerized as follows : 1. The water temperature was ranged from 13.0 to $25^\circ$C and water temperature increased from April to August and decreased on September to November. 2. The range salinity in the fishing grounds was from 28.6 to 33.8$\textperthousand$, and salinity was high from April to June. From July, however, the salinity decreased to continue a low value still september. 3. The catches of common mullet caught by funnel net were the highest in may and the smallest in November. The ranges of optimum water temperature for the funnel nets fishing was 15.0 to $16.0^\circ$C, the ranges of optimum salinity for fishing varied between from 32.6 to 33.8$\textperthousand$.