• Management & Information Systems Review
• /
• v.33 no.1
• /
• pp.45-63
• /
• 2014

A trading system is a computer trading program that automatically submits trades to an exchange. Mechanical a trading system to execute trade is spreading in the stock market. However, a trading system to trade a single asset might occur instability of the profit because payoff of this system is determined a asset movement. Therefore, it is necessary to develop a trading system that is trade two assets such as a pair trading that is to sell overvalued assets and buy the undervalued ones. The aim of this study is to propose a relative value based trading system designed to yield stable and profitable profits regardless of market conditions. In fact, we propose a procedure for building a trading system that is based on the rough set analysis of indicators derived from a price ratio between two assets. KOSPI 200 index futures and S&P 500 index futures are used as a data for evaluation of the proposed trading system. We intend to examine the usefulness of this model through an empirical study.

• Journal of Korean Society for Geospatial Information Science
• /
• v.24 no.3
• /
• pp.49-58
• /
• 2016

Applications of drone in various fields have been increasing in recent years. Drone has great potential for forest management. Therefore this paper is using drone for forest damage areas. Forest damage areas is divided into caused by anthropogenic and occurs naturally, the possibility of disasters, such as slope sliding, slope failures and landslides, sediment runoff exists. Therefore, this research was to utilize the drone photogrammetry to perform the damage analysis of forest damage areas. Geometrical treatment processing results in Drone Photogrammetry, the plane position error RMSE was ${\pm}0.034m$, the elevation error RMSE was ${\pm}0.017m$. The plane position error of orthophoto RMSE was ${\pm}0.083m$, the elevation error of digital elevation model RMSE was ${\pm}0.085m$. In addition, It was possible to current state analysis of damage in forest damage areas of airborne LiDAR data of before forest damage and drone photogrammetry data of after forest damage. and application of drone photogrammetry for production base data for restoration and design in forest damage areas.

• Journal of the Korean Society of Manufacturing Technology Engineers
• /
• v.21 no.1
• /
• pp.123-129
• /
• 2012

Recently, interests on cleaning robots workable in pipes (termed as in-pipe cleaning robot) are increasing because Garbage Automatic Collection Facilities (i.e, GACF) are widely being installed in Seoul metropolitan area of Korea. So far research on in-pipe robot has been focused on inspection rather than cleaning. In GACF, when garbage is moving, the impurities which are stuck to the inner face of the pipe are removed (diameter: 300 mm or 400 mm). Thus, in this paper, by using TRIZ (Inventive Theory of Problem Solving in Russian abbreviation), an in-pipe cleaning robot of GACF with the 6-link sliding mechanism will be proposed, which can be adjusted to fit into the inner face of pipe using pneumatic pressure(not spring). The proposed in-pipe cleaning robot for GACF can have forward/backward movement itself as well as rotation of brush in cleaning. The robot body should have the limited size suitable for the smaller pipe with diameter of 300 mm. In addition, for the pipe with diameter of 400 mm, the links of robot should stretch to fit into the diameter of the pipe by using the sliding mechanism. Based on the conceptual design using TRIZ, we will set up the initial design of the robot in collaboration with a field engineer of Robot Valley, Inc. in Korea. For the optimal design of in-pipe cleaning robot, the maximum impulsive force of collision between the robot and the inner face of pipe is simulated by using RecurDyn(R) when the link of sliding mechanism is stretched to fit into the 400 mm diameter of the pipe. The stresses exerted on the 6 links of sliding mechanism by the maximum impulsive force will be simulated by using ANSYS$^{(R)}$ Workbench based on the Design Of Experiment(in short DOE). Finally the optimal dimensions including thicknesses of 4 links will be decided in order to have the best safety factor as 2 in this paper as well as having the minimum mass of 4 links. It will be verified that the optimal design of 4 links has the best safety factor close to 2 as well as having the minimum mass of 4 links, compared with the initial design performed by the expert of Robot Valley, Inc. In addition, the prototype of in-pipe cleaning robot will be stated with further research.

• Journal of Digital Contents Society
• /
• v.4 no.2
• /
• pp.211-221
• /
• 2003

The objective of this paper is performance analysis of the digital document image decimation algorithm which generates a value of decimated element by an average of a target pixel value and a value of neighbor intelligible element to adaptively reflect the merits of ZOD method and FOD method on the decimated image. First, a target pixel located at the center of sliding window is selected, then the gradient amplitudes of its right neighbor pixel and its lower neighbor pixel are calculated using first order derivative operator respectively. Secondly, each gradient amplitude is divided by the summation result of two gradient amplitudes to generate each local intelligible weight. Next, a value of neighbor intelligible element is obtained by adding a value of the right neighbor pixel times its local intelligible weight to a value of the lower neighbor pixel times its intelligible weight. The decimated image can be acquired by applying the process repetitively to all pixels in input image which generates the value of decimated element by calculating the average of the target pixel value and the value of neighbor intelligible element. In this paper, the performance comparison of proposed method and conventional methods in terms of subjective performance and hardware complexity is analyzed and the preferable approach for developing the decimation algorithm of the digital document image on the basis of this analysis result has been reviewed.

• Journal of the Korea institute for structural maintenance and inspection
• /
• v.21 no.3
• /
• pp.114-120
• /
• 2017

In this paper, the effect of the masonry infill walls on the seismic performance of the reinforced concrete(RC) frames with non-seismic details was evaluated through the static test of an masonry infilled RC frame sub-assemblage with non-seismic details of real size, and comparison with the test results of the RC frame sub-assemblage with non-seismic details. As the test results, lots of cracks occurred on the surface of the entire frame due to the compression of the masonry infilled wall, and the beam-column joint finally collapsed with the expansion of the shear crack and buckling(exposure) of the reinforcement. On the other hand, the stiffness of the shear force-story drift relationship decreased due to the wall sliding crack and column flexural cracks, and the strength finally decreased by around 60% of the maximum strength. The damage that concentrated on the upper and lower parts of columns was dispersed in the entire frame such as columns, a beam, and beam-column joints due to the wall, and the specimen was finally collapsed by expansion of the shear crack of the joint, not the shear crack of the column. Also, the stiffness of RC frame increased by 12.42 times and the yield strength by 3.63 times, while the story drift at maximum strength decreased by 0.18 times.

• Journal of the Korea institute for structural maintenance and inspection
• /
• v.21 no.3
• /
• pp.121-129
• /
• 2017

In this paper, the shake table test for the masonry infilled reinforced concrete frame with non-seismic details was carried out in order to evaluate its dynamic behaviour and damage under seismic condition. The tested specimens were the RC frame and the masonry infilled RC frame and the dynamic characteristics, such as a resonant period, acceleration response, displacement response and base shear force response, were compared between them. As a result of the shake table test, RC frame specimen had flexural cracks at the top and bottom of the column and shear cracks at the joints. In the case of masonry infilled RC frame, the damage of the frame was relatively minor but the sliding cracks and diagonal shear cracks on the masonry wall were severe at the final excitation. The resonant period of infilled RC frame specimen was shorter than that of the RC frame specimen because the masonry infill contributed to increase the stiffness. The maximum displacement response of the infilled RC frame specimen was decreased by about 20% than the RC frame specimen. It was analyzed that the masonry infill wall applied in this study contributed to increase the lateral strength of the RC frame with non - seismic detail by about 2.2 times and the stiffness by about 1.6 times.

• Journal of the Society of Disaster Information
• /
• v.14 no.3
• /
• pp.367-378
• /
• 2018

Purpose: The objective of this study is to present a reasonable safety management of the anchored in-situ wall systems constructed in the ground conditions consisting of multi-layered soils underlain by bedrocks in the urban area of Korea. Method: Field measurements collected from collapse case histories with deep excavations were analyzed for the safety management of the wall systems supported by the earth anchors in terms of lateral displacement rates. Results: The average maximum lateral displacement rate in a collapsed zone of the in-situ wall significantly increased upon the completion of the excavation. Particularly, the collapse of the in-situ wall system due to the sliding occurring along the discontinuities of the rock produced a considerably large lateral displacement rate over a relatively short period. Conclusion: For predicting and preventing the collapse of the wall system during or after the excavation work, the utilization of the safety management criteria of the in-situ wall system by the lateral displacement rate was found to be much more reasonable in judging the safety of earthworks than the application of the quantitative management criteria which have been commonly used in the excavation sites.

• Journal of the Korea Academia-Industrial cooperation Society
• /
• v.19 no.11
• /
• pp.310-318
• /
• 2018

Recently, the importance of big data analysis is increasing as a large amount of data is generated by various devices connected to the Internet with the advent of Internet of Things (IoT). Especially, it is necessary to analyze various large-scale IoT streaming sensor data generated in real time and provide various services through new meaningful prediction. This paper proposes a real-time indoor PM10 concentration prediction LSTM model based on streaming data generated from IoT sensor using AWS. We also construct a real-time indoor PM10 concentration prediction service based on the proposed model. Data used in the paper is streaming data collected from the PM10 IoT sensor for 24 hours. This time series data is converted into sequence data consisting of 30 consecutive values from time series data for use as input data of LSTM. The LSTM model is learned through a sliding window process of moving to the immediately adjacent dataset. In order to improve the performance of the model, incremental learning method is applied to the streaming data collected every 24 hours. The linear regression and recurrent neural networks (RNN) models are compared to evaluate the performance of LSTM model. Experimental results show that the proposed LSTM prediction model has 700% improvement over linear regression and 140% improvement over RNN model for its performance level.

• Journal of the Korean Applied Science and Technology
• /
• v.36 no.2
• /
• pp.531-540
• /
• 2019

Hydrophilic and hydrophobic nanosilica and tetraethyl orthosilicate (TEOS) as a coupling agent was used to form a coarse spike structure as well as an excellent reactive hydroxyl groups on the glass surface. Then, a second treatment was carried out using a trichloro-(1H,1H,2H,2H)perfluorooctylsilane(TPFOS) solution for ultimate water repellent glass surface formation. The formation of hydrophobic coating layer on glass surface using silica aerosol, which is hydrophobic nanosilica, was not able to form a durable hydrophobic coating layer due to the absence of reactive -OH groups on the surface of nanosilica. On the other hand, a glass surface was first coated with a coating liquid prepared with hydrophilic hydroxyl group-containing nanosilica and hydrolyzed TEOS, and then coated with a TPFOS solution to introduce a hydrophobic surface on glass having a water contact angle of $150^{\circ}$ or more. The sliding angle of the coated glass was less than $1^{\circ}$, which meant the surface had a super water-repellent property. In addition, as the content of hydrophilic nanosilica increased, the optical transmittance decreased and the optical transmittance also decreased after 2nd coating with the TPFOS solution. The super-hydrophobic property of the coated glass was remained up to 50 times of rubbing durability test, but only hydrophobic property was shown after 200 times of rubbing durability test. Conclusively, the optimal coating conditions was double 1st coatings with the HP3 coating solution having a hydrophilic nanosilica content of 0.3 g, and subsequent 2nd coating with the TPFOS solution. It is believed that the coating solution thus prepared can be used as a surface treatment agent for solar cells where light transmittance is also important.

• Journal of Korean Tunnelling and Underground Space Association
• /
• v.21 no.5
• /
• pp.621-640
• /
• 2019

Quantitative stability assessment of underground cavities can be presented as a factor of safety based on the Shear Strength Reduction Method (SSRM). Also, SSRM is one of the stability evaluation methods commonly used in slope stability analysis. However, there is a lack of research that considers the relationship between the probability of occurrence of cavities in the ground and the potential failure surface of the slope at the same time. In this study, the effect of small underground cavities on the failure behavior of the slope was analyzed by using SSRM. Considering some of the glaciology studies, there is a case that suggests that there is a cavity effect inside the glacier in the condition that the glacier slides. In this study, the stability evaluation of underground cavities and slope stability analysis, where SSRM is used in geotechnical engineering field, was carried out considering simultaneous conditions. The slope stability analysis according to the shape and position change of underground cavities which are likely to occur in the lower part of a mountain road was analyzed by using SSRM in FLAC3D software and the influence of underground cavities on the slope factor of safety was confirmed. If there are underground cavities near slope potential failure surface, it will affect the calculation of a factor of safety. The results of this study are expected to be basic data on slope stability analysis with small underground cavities.