• The Journal of the Acoustical Society of Korea
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• v.22 no.1
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• pp.69-77
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• 2003

Measurements of backscattered intensity were made over a shallow water using 300 ㎑and 1200 ㎑ bottom mounted ADCP (Acoustic Doppler Current Profiler) to determine the temporal variability of vertical distribution of high-frequency volume scattering strength (Sv). The variability of Sv in relatively deep water column(85 m and 113 m was due to the daily vertical migration, probably of larger zooplankton. However it was not found with 1200㎑ data at shallow water column. From the empirical orthogonal function (EOF) analysis using 1200㎑ data, the vertical distribution of the first mode eigenvectors of Sv is characterized by the presence of the maximum values near the bottom of the water.

• Journal of the Society of Disaster Information
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• v.11 no.4
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• pp.493-505
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• 2015

Based on the typhoon paths landed on the southern coast of Korea, the distribution of typhoon moving directions follow the Beta probability density function and that of pressure drops in typhoon eyes follow the Rayleigh probability density function. Consequently, the extreme typhoon simulation scenarios for six landing positions are determined as most probable one in moving direction and extreme one of Typhoon Maemi level in pressure drop. The variation of storm surges in Masan bay associated with simulated typhoon landing position is analyzed through the numerical experiments in the next paper as the second part.

• Transactions of the Korean Society of Mechanical Engineers A
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• v.38 no.5
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• pp.535-543
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• 2014

In the robust optimization field, the robustness of the objective function emphasizes an insensitive design. In general, the robustness of the objective function can be achieved by reducing the change of the objective function with respect to the variation of the design variables and parameters. However, in conventional methods, when an insensitive design is emphasized, the performance of the objective function can be deteriorated. Besides, if the numbers of the design variables are increased, the numerical cost is quite high in robust optimization for nonlinear programming problems. In this research, the robustness index for the objective function and a process of robust optimization are proposed. Moreover, a method using the supremum of linearized functions is also proposed to reduce the computational cost. Mathematical examples are solved for the verification of the proposed method and the results are compared with those from the conventional methods. The proposed approach improves the performance of the objective function and its efficiency.

• Proceedings of the Korean Society of Soil and Groundwater Environment Conference
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• 2000.11a
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• pp.64-68
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• 2000

장기간 관측된 지하수위 자료를 시계열분석 중의 하나인 전이함수 모형(Transfer Function - Noise model)을 이용하여 분석하였다. 일반적으로 전이함수 모형은 입력 변수와 출력변수와의 관계가 선형적일 때 적용이 가능하며, 자료가 시간에 대해 연속적으로 존재해야 하는 제한이 있다. 강수량과 지하수위의 변동은 비선형적인 관계를 가지고 있어 이러한 전이함수 모형을 직접 적용하는데는 어려움이 있다. 이러한 비선형성의 정도를 감소시키기 위해 물리모형(HYDRUS)을 이용하여 침투량을 계산하고 이를 입력변수로 사용하여 전이함수 모형을 적용하였다. 침투량을 입력변수로 모형을 추정하였을 때, 강수량을 직접 입력자료로 사용했을 경우보다 ME(mean error), RMSE(root-mean-squre error), MAE(mean absolute error)에서 상대적으로 작은 값을 보여주고 있다. TFN 모형의 모수를 추정하기 위해서 Kalman 필터 알고리즘과 최우추정법(Maximum Likelihood Estimation)을 이용하였다. Kalman 필터 알고리즘을 이용하여 불규칙한 관측주기를 갖는 시계열이나 결측값이 있는 시계열에 대해서도 전이함수 모형을 구하였으며, 이를 통해 결측값에 대한 추정이 가능하였다.

• Korea Trade Review
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• v.42 no.4
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• pp.1-20
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• 2017

This study is to investigate the dynamic relationship between international capital flows and won exchange rate to the major currency in Korea. As the results of Granger causality test, international capital flows Granger-cause currency rate volatility in the short term. However, over time, won exchange rate volatility Granger-cause international capital flows in Korea. According to the results by period divided based on 2008 financial crisis, international capital flows have the significant effects on won-dollar exchange rate volatility before 2008 crisis although currency rate volatility Granger-cause international capital flows after the crisis. As the results of impulse-response function of the basis of VAR, foreign exchange rate volatility has no connection with international capital flows before the crisis while it doesn't after. After the crisis, currency rate volatility has promoted international capital flows, while its influence diminishes as time passes. As these results, the uncertainty of foreign exchange market tend to influence the international capital flows rather than vice versa in Korea. Thus, it would be a more effective policy to control the uncertainty of market than the direct restrictions international capital flows.

• Proceedings of the Korea Water Resources Association Conference
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• 2023.05a
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• pp.520-520
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• 2023

제주도 동부 중산간 지역은 화산암으로 구성된 지하지질로 인해 지하수위의 변동폭이 크고 변동양상이 복잡하여 인공신경망(Artificial Neural Network, ANN) 모델 등을 활용한 지하수위의 예측이 어렵다. ANN에 적용되는 활성화함수에 따라 지하수의 예측성능은 달라질 수 있으므로 활성화함수의 비교분석 후 적절한 활성화함수의 사용이 반드시 필요하다. 본 연구에서는 5개 활성화함수(sigmoid, hyperbolic tangent(tanh), Rectified Linear Unit(ReLU), Leaky Rectified Linear Unit(Leaky ReLU), Exponential Linear Unit(ELU))를 제주도 동부 중산간지역에 위치한 2개 지하수 관정에 대해 비교분석하여 최적 활성화함수 도출을 목표로 한다. 또한 최적 활성화함수를 활용한 ANN의 적용성을 평가하기 위해 최근 널리 사용되고 있는 순환신경망 모델인 Long Short-Term Memory(LSTM) 모델과 비교분석 하였다. 그 결과, 2개 관정 중 지하수위 변동폭이 상대적으로 큰 관정은 ELU 함수, 상대적으로 작은 관정은 Leaky ReLU 함수가 지하수위 예측에 적절하였다. 예측성능이 가장 낮은 활성화함수는 sigmoid 함수로 나타나 첨두 및 최저 지하수위 예측 시 사용을 지양해야 할 것으로 판단된다. 도출된 최적 활성화함수를 사용한 ANN-ELU 모델 및 ANN-Leaky ReLU 모델을 LSTM 모델과 비교분석한 결과 대등한 지하수위 예측성능을 나타내었다. 이것은 feed-forward 방식인 ANN 모델을 사용하더라도 적절한 활성화함수를 사용하면 최신 순환신경망과 대등한 결과를 도출하여 활용 가능성이 충분히 있다는 것을 의미한다. 마지막으로 LSTM 모델은 가장 적절한 예측성능을 나타내어 다양한 인공지능 모델의 예측성능 비교를 위한 기준이 되는 참고모델로 활용 가능하다. 본 연구에서 제시한 방법은 지하수위 예측과 더불어 하천수위 예측 등 다양한 시계열예측 및 분석연구에 유용하게 사용될 수 있다.

• Journal of the Korean Geotechnical Society
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• v.25 no.12
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• pp.13-25
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• 2009

In this paper, a numerical procedure of probabilistic slope stability analysis that considers the spatial variability of soil properties is presented. The procedure extends the deterministic analysis based on the limit equilibrium method of slices to a probabilistic approach that accounts for the uncertainties and spatial variation of the soil parameters. Making no a priori assumptions about the critical failure surface like the Random Finite Element Method (RFEM), the approach saves the amount of solution time required to perform the analysis. Two-dimensional random fields are generated based on a Karhunen-Lo$\grave{e}$ve expansion in a fashion consistent with a specified marginal distribution function and an autocorrelation function. A Monte Carlo simulation is then used to determine the statistical response based on the random fields. A series of analyses were performed to verify the application potential of the proposed method and to study the effects of uncertainty caused by the spatial heterogeneity on the stability of slope. The results show that the proposed method can efficiently consider the various failure mechanisms caused by the spatial variability of soil property in the probabilistic slope stability assessment.

• Journal of Korea Port Economic Association
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• v.23 no.1
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• pp.1-18
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• 2007

The purpose of this study is to examine the effect of exchange rate volatility on Trading Volume of Container of Korea, and to induce policy implication in the contex of GARCH and regression model. In order to test whether time series data is stationary and the model is fitness or not, we put in operation unit root test, cointegration test. And we apply impulse response functions and variance decomposition to the structural model to estimate dynamic short run behavior of variables. The major empirical results of the study show that the increase in exchange rate volatility exerts a significant negative effect on Trading Volume of Container in long run. The results Granger causality based on an error correction model indicate that uni-directional causality between trading volume of container and exchange rate volatility is detected. This study applies impulse response function and variance decompositions to get additional information regarding the Trading Volume of Container to shocks in exchange rate volatility. The results indicate that the impact of exchange rate volatility on Trading Volume of Container is negative and converges on a stable negative equilibrium in short-run. Th exchange rate volatility have a large impact on variance of Trading Volume of Container, the effect of exchange rate volatility is small in very short run but become larger with time. We can infer policy suggestion as follows; we must make a stable policy of exchange rate to get more Trading Volume of Container

• Proceedings of the Korea Water Resources Association Conference
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• 2021.06a
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• pp.307-307
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• 2021

개념적 강우-유출모형에서 토양수분과 관련된 물리적 거동은 간략화 된 형태로 강우 및 온도자료를 활용하여 중간변량(state variable)으로 간접적으로 고려되고 있다. 특히 강우-유출모형에 초기함수 조건은 선행함수조건을 고려하여 수문지질학적 평가를 통하여 결정되어야 하나, 일반적으로 가정되거나 모형에서 간략화 된 분석과정을 통해 추정되고 있다. 본 연구에서는 토양의 Water Balance 모형 기반의 개념적 토양수분 추정모형을 활용하였다. 토양수분의 시간적 변동성을 평가하는데 있어서 연속적으로 측정된 In-situ 토양수분 자료를 이용하여 모형의 적합성을 평가하였다. Green-Ampt 방법과 중력식 침투방법과 온도를 활용한 증발산 추정기법을 연계한 토양함수 평가 모형을 개발하였다. In-situ 토양수분 자료와 유역의 강수량 및 온도자료를 이용한 관련 매개변수를 Bayesian 기법을 통해 추정하였으며 매개변수의 민감도를 평가하여 제시하였다. 최종적으로 제안된 모형의 활용측면에서 강우-유출모형의 초기함수 조건으로써의 역할을 평가하였다. 구체적으로 첨두유량 및 유출고와 초기함수조건과의 관계를 제시하고 강우-유출모형에서 활용방안을 제시하고자 한다.

• The Korean Journal of Applied Statistics
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• v.19 no.3
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• pp.431-445
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• 2006

In this paper we review some methods for analyzing functional data and illustrate real application of functional data analysis. Representing methods for functional data by using basis function, analyzing functional variation by functional principal component analysis and functional linear models are reviewed. For a real application, we use temperature and precipitation data measured in Korea from the January of 1970 to the May of 2004. We apply functional principal component analysis for each data and test the significance of regional division done by using shining hours. We also estimate functional regression model for temperature and precipitation.