• The Transactions of the Korea Information Processing Society
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• v.7 no.8
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• pp.2555-2564
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• 2000

In this paper, a new unsupervised image segmentation algorithm is proposed. To model the contextual information presented in images, the characteristics of the Markov random fields (MRF) are utilized. Textured images are modeled as realizations of the stationary Gaussian MRF on a two-dimensional square lattice using the conditional autoregressive (CAR) equations with a second-order noncausal neighborhood. To detect boundaries, hypothesis tests over two masked areas are performed. Under the hypothesis, masked areas are assumed to belong to the same class of textures and CAR equation parameters are estimated in a minimum-mean-square-error (MMSE) sense. If the hypothesis is rejected, a measure of dissimilarity between two areas is accumulated on the rejected area. This approach produces potential edge maps. Using these maps, boundary detection can be performed, which resulting no micro edges. The performance of the proposed algorithm is evaluated by some experiments using real images as weB as synthetic ones. The experiments demonstrate that the proposed algorithm can produce satisfactorY segmentation without any a priori information.

• The Korean Journal of Financial Management
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• v.23 no.1
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• pp.49-67
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• 2006

This study examines whether won/dollar futures have price discovery function and volatility spillover effect or not, using intraday won/dollar futures prices, volumes, and spot rates for the interval from March 2, 2005 through May 30, 2005. Futures prices and spot rates are non-stationary, but there is the cointegration relationship between two time series. Futures returns, spot returns, and volumes are stationary. Asymmetric effects on volatility in futures returns and spot returns does not exist. Analytical results of mean equations of the BGARCH-EC (bivariate GARCH-error correction) model show that the increase of futures returns raise spot returns after 5 minutes, which implies that futures returns lead spot returns and won/dollar futures have price discovery function. In addition, the long-run equilibrium relationship between the two returns could help forecast spot returns. Analytical results of variance equations indicate that short-run innovations in the futures market positively affect the conditional variances of spot returns, that is, there is the volatility spillover effect in the won/dollar futures market. A dummy variable of volumes does not have an effect on two returns but influences significantly on two conditional variances.

• Journal of Korea Water Resources Association
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• v.51 no.7
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• pp.607-616
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• 2018

Flow regime-based ANFIS Dam Inflow Prediction (FADIP) model is developed and compared with ANFIS Dam Inflow Prediction (ADIP) model in this study. The selected study area is the Chungju and Soyang multi-purpose dam watersheds in South Korea. The dam inflow, precipitation and monthly weather forecast information are used as input variables of the models. The training and validation periods of the models are 1987~2010 for Chungju and 1984~2010 for Soyang dam watershed. The testing periods for both watersheds are 2011~2016. The results of training and validation indicate that FADIP has better training ability than ADIP for predicting dam inflow in normal and low flow regimes. In the result of testing, ADIP shows low predictability of dam inflow in the low flow regime due to the model tuning on all flow regime together. However, FADIP demonstrates the improved accuracy over the entire period compared to ADIP, especially during the normal and low flow seasons. It is concluded that FADIP is valuable for the prediction of dam inflow in the case of drought years, and useful for water supply management of the multi-purpose dam.

• Journal of Korea Water Resources Association
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• v.44 no.2
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• pp.125-134
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• 2011

The paper is to estimate willingness-to-pay (WTP) for residential water quality improvement in Busan, using non-parametric approach. There are several significant advantages of non-parametric approach, compared to parametric methods. That is, no probability distribution assumption is necessary so that there are no needs to assume or test goodness of fit, model specification and heteroscedasticity statistically. For the reliability and the validity of contingent valuation method a survey was conducted for 665 respondents, who were sampled by stratified random sampling method, by personal interview method. The result of mean WTP for residential water quality improvement in Busan was estimated to be 3,190 won to 3,331 won per month per household, while median WTP being 1,750 won. Provided that our sample is broadly representative of the Busan's population, an estimate of the annual aggregated benefit of residential water improvement for all Busan households is approximately 50.2 billion won in case of mean WTP or 27.5 billion won in case of median WTP.

• Environmental and Resource Economics Review
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• v.13 no.2
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• pp.175-194
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• 2004

Volumes of research have been implemented to estimate and predict the oil price. These models, however, fail in accurately predicting oil price as a model composed of only a few observable variables is limiting. Unobservable variables and news that have been overlooked in past research, yet have a high likelihood of affecting the oil price. Hence, this paper analyses the news impact on the price. The standard GARCH model fails in capturing some important features of the data. The estimated news impact curve for the GARCH model, which imposes symmetry on the conditional variances, suggests that the conditional variance is underestimated for negative shocks and overestimated for positive shocks. Hence, this paper introduces the asymmetric or leverage volatility models, in which good news and bad news have different impact on volatility. They include the EGARCH, AGARCH, and GJR models. The empirical results showed that negative shocks introduced more volatility than positive shocks. Overall, the AGARCH and GJR were the best at capturing this asymmetric effect. Furthermore, the GJR model successfully revealed the shape of the news impact curve and was a useful approach to modeling conditional heteroscedasticity.

• Journal of Korean Society of Transportation
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• v.30 no.6
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• pp.3-12
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• 2012

Additive willingness-to-pay (WTP) for leisure-travel time saving focused on the Iksan-Pohang Expressway and the Donghae Expressway was surveyed during the summer months to estimate the value of travel-time savings (VTTS) for non-business leisure trips. Travelers traveling between 2 and 3 hours on Iksan-Pohang Expressway had WTP of 723 won per 10 minutes of leisure-travel time savings and those traveling between 3 and 4 hours on Donghae Expressway had WTP of 854 won per the same. Based on this survey, we learned that WTP in leisure travel time savings increased with the total travel time. 300 effective samples for each expressway were collected, and estimation was separately conducted on the basis of Cox test.

• 한국벤처창업학회:학술대회논문집
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• 2017.04a
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• pp.46-46
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• 2017

최근 경기 침체에 불구하고 피부관리에 아낌없이 투자하는 소비자들이 늘어나면서 가정용 안면피부미용기기 (뷰티디바이스) 열기가 거세다. 시간과 장소에 제약이 없이 가성비가 뛰어난 가정용 안면피부미용기기 시장은 지난해 약 1000억으로 전년 대비 약 25%의 성장을 보이고 있으며 당분간 이 열기는 지속될 것이다. 본 연구는 이런 가정용 안면피부미용기기 시장이 이제 막 주목받고 있는 분야임에도 불구하고 연구된 바가 거의 없다. 라서 본 연구는 기업의 중요한 마케팅수단인 SNS의 구전 정보의 특성이 가정용 안면피부미용기기 (뷰티디바이스) 구매의도에 어떠한 영향을 미치는가를 분석하고 구매의도에 중요한 역할하는 소비자의 태도가 어떤 매개역할을 하지는 분석하여 성장해가고 있는 가정용 안면피부미용기기(뷰티디바이스) 창업기업의 마케팅 전략에 기여할 것으로 판단된다. 연구모형에 있어서 SNS의 구전정보의 특성으로는 구전정보의 방향성, 구전정보의 수량, 구전정보의 내용 품질, 구전정보의 유형 들로 독립변수를 설정하였고, 종속변수인 구매의도사이에 매개변수로서 소비자태도를 선정하였다. 서울지역 여성 소비자들 중에서 가정용 안면 피부 미용기기를 사용해 본 경험이 있는 조건부 불특정 다수를 대상으로 150개의 표본을 추출하였다. 분석 방법은 확인적 요인분석과 크론바하 알파 계수로 변수의 타당성, 신뢰성 분석을 하고 경로분석을 통하여 변수간 가설 검정을 분석중에 있다.

• Fire Science and Engineering
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• v.19 no.3 s.59
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• pp.64-69
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• 2005

In order to decrease the area damaged by forest fires and to prevent the occurrence of forest fires, we are making an effort to improve prevention measures for forest fires. The objective of this study is developing the forest fire occurrence probability model by means of forest site characteristics such as soil type, topography, soil texture, slope, and drainage and forest fire sites. Conditional probability analysis and GIS were used in developing the forest fire occurrence probability model that was used in the classification of forest fire occurrence risk regions.

• Journal of the Korean Data and Information Science Society
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• v.25 no.6
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• pp.1333-1343
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• 2014

Hansen and Lund (2005) documented that a univariate GARCH(1,1) model is no worse than other sophisticated GARCH models in terms of prediction errors such as MSPE and MAE. Here, we extend Hansen and Lund (2005) by considering multivariate GARCH models and incorporating risk management measures such as VaR and fail percentage. Our Monte Carlo simulations study shows that multivariate GARCH(1,1) model also performs well compared to asymmetric GARCH models. However, we suggest that actual model selection should be done with care in light of risk management. It is applied to the realized volatilities of KOSPI, NASDAQ and HANG SENG index for recent 10 years.

• Journal of Digital Convergence
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• v.11 no.12
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• pp.319-326
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• 2013

There are many software reliability models that are based on the times of occurrences of errors in the debugging of software. Software error detection techniques known in advance, but influencing factors for considering the errors found automatically and learning factors, by prior experience, to find precisely the error factor setting up the testing manager are presented comparing the problem. It is shown that it is possible to do asymptotic likelihood inference for software reliability models based on infinite failure model and non-homogeneous Poisson Processes (NHPP). Statistical process control (SPC) can monitor the forecasting of software failure and thereby contribute significantly to the improvement of software reliability. Control charts are widely used for software process control in the software industry. In this paper, we proposed a control mechanism based on NHPP using mean value function of logarithmic hazard learning effects property.