• International Area Studies Review
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• v.14 no.2
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• pp.25-40
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• 2010

Accurate forecasting of volatility is of considerable interest in financial volatility research, particularly in regard to portfolio allocation, option pricing and risk management because volatility is equal to market risk. So, we attempted to delineate a model with good ability to forecast and identified stylized features of volatility, with a focus on volatility persistence or long memory in the Australian futures market. In this context, we assessed the long-memory property in the volatility of index futures contracts using three conditional volatility models, namely the GARCH, IGARCH and FIGARCH models. We found that the FIGARCH model better captures the long-memory property than do the GARCH and IGARCH models. Additionally, we found that the FIGARCH model provides superior performance in one-day-ahead volatility forecasts. As discussed in this paper, the FIGARCH model should prove a useful technique in forecasting the long-memory volatility in the Australian index futures market.

• Journal of Korean Society of Disaster and Security
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• v.14 no.4
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• pp.37-45
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• 2021

Flooding damage may occur due to an unexpected increase in rainfall in summer. Previously, the roughness coefficient, which is a major factor of conveyance, was calculated through on-site measurement, but in case of on-site measurement, there are many limits in accurately grasping changes in vegetation. In this study, the vegetation index (NDVI) was calculated using the Sentinel-2 optical images, and the modified roughness coefficient was calculated through the density and distribution area of the vegetation. Then the calculated roughness coefficient was applied to HEC-RAS 1D model and verified by comparing the results with the water level at the water level station directly downstream of the Soyang River dam. As a result, the error rate of the water level decreased about 14% compared to applying the previous roughness coefficient. Through this, it is expected that it will be possible to refine the flood level of rivers in consideration of seasonal flood characteristics and to efficiently maintain rivers in specific sections.

• KOREAN JOURNAL OF CROP SCIENCE
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• v.29 no.2
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• pp.152-156
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• 1984

Germination and emergence of 16 barley cultivars bred in Korea were studied under different low temperature conditions in laboratory at Suweon. This study revealed that the barley cultivars differed markedly in their germination rate index (GRI), emergence rate index (ERI), and dry matter weight. The seeds of Baekdong, Namhaebori, Gangbori and Buheung germinated better than others in $4^{\circ}C$ plot. Yeongsanbori, Kwangseong and Baekdong had very poor ERI values, but Buhobori, Namhaebori, Oweolbori, Albori and malting barley, Sacheon 6 had very good ERI values. Germination rate index were not correlated with emergence rate index under any temperature conditions. The correlation coefficient between ERI of $4^{\circ}C$ and $7^{\circ}C$ plots was very high. Those results showed that for screening the varieties or lines with good emergence capacity under low temperature conditions ERI, FS and dry matter weight would be available.

• Journal of the Korean Geotechnical Society
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• v.24 no.6
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• pp.37-44
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• 2008

At low normal stress levels, tensile strength of sand characteristically varies with either saturation or suction of soil in an up-and-down manner with a peak tensile strength that can occur at any degree of saturation. A theory that accurately predicts tensile strength of wet sand was presented in the previous study. In this study, the results of uniaxial tensile, suction-saturation and direct shear tests obtained from three sands (Esperance sand from Seattle, Washington, clean sand from Perth, Australia, and Ottawa sand) are used to validate the proposed theory. The closed form expression of the proposed theory can predict well the experimental data obtained from these sands in terms of the variation patterns of tensile strength over the entire saturation regimes, the magnitude of the tensile strength, its peak value, and the corresponding degree of saturation when the peak strength occurs.

• Journal of the Korea Society of Computer and Information
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• v.14 no.6
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• pp.11-16
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• 2009

The queuing theory was adopted by Erlang to predict the availability of telephone lines in 1917 and had not been used for computer system performance analysis until late 1960s when Scherr published a performance analysis of time-shared computer system. In 2000s, the explosive Internet usage and the development of IT technology made the business environment speed-centric and analysts should react swiftly to the ever-changing situation to satisfy the user requirement. It's tempting to solve the performance problem by purchasing new devices because the price of computers and peripherals are rapidly decreasing along with their increasing performance. But this scheme not only makes it difficult to understand the overall performance of the system but also wastes money. A coarse performance model that is gotten quickly is sometimes preferred to a complex and precise one that takes longer time to get. This paper examines an analytic model suggested by Menasce based on the measured data and suggests a simulation model using ARENA that takes a short time to build.

• KSCE Journal of Civil and Environmental Engineering Research
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• v.29 no.2D
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• pp.319-327
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• 2009

In order to estimate accurate position by GPS observations, it is prerequisite to define both of the correct function model and the realistic stochastic model. In the case that un-modeled outliers exist in observations, estimates become biased, and their standard deviations are unable to be used as a measure which represents their accuracy. Hence, such outliers should be appropriately removed from the observations before estimating final solutions, so that the accuracy can be maximized with the improvement of the reliability. For this purpose, this research deals with quality control and quality measure computation algorithms for GPS stand-alone positioning. After theoretical studies, all the algorithms have been implemented and tested with real observations. Results of the tests indicate that the reliability of the estimated position is improved by increasing redundancy as well as using good satellite geometry and more realistic stochastic model. Moreover, the adaptation of the quality control procedure enable to improve positioning reliability and accuracy by appropriately excluding outlier in observations.

• Analytical Science and Technology
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• v.21 no.2
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• pp.84-92
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• 2008

A method for the determination of trace amount of caffeine in urine and various drink samples using hollow fiber-liquid phase microextraction (HF-LPME) and capillary gas chromatograph/nitrogen phosphorus detector (GC/NPD) has been established. HF-LPME method has been optimized with respect to several experimental parameters including the effects of the hollow fiber length, extraction solvent, stirring mode, pH and salt concentration for the determination of caffeine from aqueous samples. The correlation coefficient of calibration curve for caffeine was 0.9994. The average recovery was 102%(n=3). The established method is feasible for the determination of trace amounts of caffeine in several aqueous sample. The limit of detection (LOD) and the limit of quantitation (LOQ) have been found to be 2.5 and 10 ng/mL, respectively. The established HF-LPME method for the analysis of caffeine from aqueous sample can be used for the determination of biological, food and environmental samples.

• KSCE Journal of Civil and Environmental Engineering Research
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• v.29 no.4D
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• pp.545-553
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• 2009

This paper describes the result of study on measurement of displacement of structure by means of non-contacting method, close-range digital photogrammetry using digital camera. To apply close-range digital photogrammetry to displacement measurement of structure, correction of lens distortion that interferes geometrical analysis has been carried out and then measuring displacement was performed on load regulated-rahmen. For enhanced applicability of displacement measurement, MIDAS which is a structural analysis program was used for modeling and the result was taken from comparative analysis. As a result of the study, it is showed that close-range digital photogrammetry could supplement several weaknesses of LVDT and cable displacement meter and, especially, economy in the perspective of measuring time could be realized. Close-range digital photogrammetry using digital camera can be applied to the area where requires visual analysis such as 3D modeling of structure, profile replication of measurement of structure as well as measurement of displacement of structure.

• Proceedings of the Korea Water Resources Association Conference
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• 2022.05a
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• pp.17-17
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• 2022

현재 하천에서 유량을 측정하는 가장 일반적인 장비는 ADCP(Acoustic Doppler Current Profiler)이다. ADCP는 일정 수심이 확보되는 곳에서는 보트에 장착하여 효율적으로 정확한 유량을 측정하고 있다고 알려져 있다. ADCP의 활용성이 증가함에 따라 측정결과의 신뢰성을 표현하는 방법에 대한 관심이 증가하고 있으며, 프랑스에서는 해외 전문가들을 초청하여 동일한 현장에서 ADCP의 유량을 측정하고 해당 결과를 비교하여 ADCP의 측정정확도에 대한 분석을 수행하고자 하였고, 국내에서도 이와 동일한 방식으로 홍수통제소가 주관하여 국내 유량조사기관들의ADCP를 이용해 장비에 대한 검정과 측정유량에 대한 정확도를 확인하고자 하였다. 해당 방식은 장비들간의 측정결과를 이용하여 이상치를 나타내는 장비에 대해서는 검토가 가능하나, 측정결과에 어떠한 요인들이 측정정확도에 영향을 발생시키는지에 대한 분석을 하기 에는 한계점이 있다. ISO에서는 일반적으로 이루어지는 측정에 대하여 GUM 표준안을 기반으로 하여 측정불확도를 산정하도록 권장하고 있으며, 유량분야의 위원회인 TC 113에서도 GUM을 이용하도록 권장하고 있다(ISO 25377, 2020). 하지만 ADCP를 이용하여 유량을 계산하는 방식이 매우 복잡하고, 이를 GUM에 적용하여 유량측정의 불확도를 산정하기에는 복잡하고 많은 계산식이 필요하기 때문에 이를 계산할 수 있는 도구가 없다면 일반적인 측정자가 불확도를 산정하기에는 한계가 있다. 본 연구에서는 기존에 수행되었던 연구성과들을 종합하여 ADCP의 유량 측정불확도를 산정하는 과정을 프로그램화하고 쉽게 계산할 수 있도록 AQUA(ADCP discharge(Q) Uncertainty Assessment)라는 소프트웨어를 개발하였다. AQUA는 C#을 기반으로 국내에서 일반적으로 사용하고 있는 Sontek사와 TRDI사의 ADCP의 측정결과를 불러올 수 있도록 개발되었다. 해당 소프트웨어를 이용하여 다양한 사용자들이 사용하고 이를 통해 현재 개발된 소프트웨어의 사용성을 보완한다면, 실무에서도 쉽게 ADCP의 측정불확도를 산정할 수 있을 것으로 기대된다.

• Water for future
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• v.5 no.1
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• pp.27-36
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• 1972

This thesis is the study of the rainfall probability depth in the major areas of Korea, such as Seoul, Pusan and Taegu. The purpose of the paper is to analyze the rainfall in connection with the safe planning of the hydraulic structures and with the project life. The methodology used in this paper is the statistical treatment of the rainfall data in the above three areas. The scheme of the paper is the following. 1. The complementation of the rainfall data We tried to select the maximm values among the values gained by the three methods: Fourier Series Method, Trend Diagram Method and Mean Value Method. By the selection of the maximum values we tried to complement the rainfall data lacking in order to prevent calamities. 2. The statistical treatment of the data The data are ordered by the small numbers, transformed into log, $\sqrt{}, \sqrt[3]{}, \sqrt[4], and$\sqrt[5], and calculated their statistical values through the electronic computer. 3. The examination of the distribution types and the determination of the optimum distibution types By the $x^2-Test$ the distribution types of rainfall data are examined, and rejected some part of the data in order to seek the normal rainfall distribution types. In this way, the optimum distribution types are determined. 4. The computation of rainfall probability depth in the safety project life We tried to study the interrelation between the return period and the safety project life, and to present the rainfall probability depth of the safety project life. In conclusion we set up the optimum distribution types of the rainfall depths, formulated the optimum distributions, and presented the chart of the rainfall probability depth about the factor of safety and the project life.ct life.