• Journal of Korean Society of Coastal and Ocean Engineers
• /
• v.28 no.2
• /
• pp.63-72
• /
• 2016

An expected-discounted cost model based on RRP(Renewal Reward Process), referred to as a stochastic decision model, has been developed to estimate the optimal period of in-depth inspection which is one of critical issues in the life-cycle maintenance management of harbor structures such as rubble-mound breakwaters. A mathematical model, which is a function of the probability distribution of the service-life, has been formulated by simultaneously adopting PIM(Periodic Inspection and Maintenance) and CBIM(Condition-Based Inspection and Maintenance) policies so as to resolve limitations of other models, also all the costs in the model associated with monitoring and repair have been discounted with time. From both an analytical solution derived in this paper under the condition in which a failure rate function is a constant and the sensitivity analyses for the variety of different distribution functions and conditions, it has been confirmed that the present solution is more versatile than the existing solution suggested in a very simplified setting. Additionally, even in that case which the probability distribution of the service-life is estimated through the stochastic process, the present model is of course also well suited to interpret the nonlinearity of deterioration process. In particular, a MCS(Monte-Carlo Simulation)-based sample path method has been used to evaluate the parameters of a damage intensity function in stochastic process. Finally, the present stochastic decision model can satisfactorily be applied to armor units of rubble mound breakwaters. The optimal periods of in-depth inspection of rubble-mound breakwaters can be determined by minimizing the expected total cost rate with respect to the behavioral feature of damage process, the level of serviceability limit, and the consequence of that structure.

• Proceedings of the IEEK Conference
• /
• 2001.09a
• /
• pp.377-380
• /
• 2001

본 논문에서는 실내에서 액티브 카메라를 사용하여 다중 인물의 얼굴의 위치를 검출하고. 추적할 수 있으며 조명과 배경 등의 영향에 강인한 추적 알고리즘을 제시하고자 한다. 알고리즘은 얼굴영역 검출, 추적의 2단계로 구성되며, 빠르고 효율적인 얼굴영역 검출은 추적 알고리즘의 성능향상으로 이어지므로, 이를 위해 독특한 색상영역 분포를 갖는 피부 색상 특징을 이용하였다. 표본영상에서 추출된 피부색상 픽셀들을 바탕으로 YCbCr 색상계를 사용하여 얼굴 색상모델을 구축한 후, Gaussian 함수를 사용하여 입력 영상의 픽셀과 얼굴색상모델과의 유사도를 결정하였다. 최종 얼굴 영역은 추출된 영역에 대한 얼굴의 타원특징, 해부학적 특징을 이용하여 결정된다. 추적은 추출된 얼굴영역과 temporal Gaussian 필터를 적용한 움직임 추정을 통한 움직임 검출의 조합으로 이루어진다. 또한, 예측버퍼의 사용으로 탐색영역의 축소로 인한 계산량 감소와 처리 속도의 증가시켰으며, pan/tilt가 가능한 카메라를 사용하여 상호 피드백이 가능하도록 하였다. 제시된 알고리즘은 PC 상에서 시뮬레이션되었으며, 좋은 결과를 얻을 수 있었다.

• Journal of the Institute of Electronics Engineers of Korea SP
• /
• v.42 no.3 s.303
• /
• pp.81-90
• /
• 2005

When we transmit signals, which are quantized by the vector quantizer (VQ), through noisy channels, the overall performance of the coding system is very dependent on the employed quantization scheme and the channel error effect. In order to design an optimal coding system, the source and channel coding scheme should be jointly optimized as in the channel-optimized VQ. As a suboptimal approach, we may consider the robust VQ (RVQ). In RVQ, we consider developing an index assignment function for mapping the output of quantizers to channel symbols so that the effect of the channel errors is minimized. Recently, a VQ, which can reduce the encoding complexity and is called the sample-adaptive product quantizer (SAPQ), has been proposed. SAPQ has very similar quantizer structure as to the product quantizer (PQ). However, the quantization performance can be better than PQ. Further, the encoding complexity and the memory requirement for the codebooks are lower than the regular full-search VQ case. In this paper, SAPQ is employed in order to design an RVQ to channel errors by reducing the vector dimension. Discussions on the codebook structure of SAPQ and experiments are introduced in an aspect of robustness to noisy channels.

• The Korean Journal of Applied Statistics
• /
• v.32 no.5
• /
• pp.703-720
• /
• 2019

The influence of temperature on electricity demand is increasing due to extreme weather and climate change, and the climate impacts involves nonlinearity, asymmetry and complexity. Considering changes in government energy policy and the development of the fourth industrial revolution, it is important to assess the climate effect more accurately for stable management of electricity supply and demand. This study aims to analyze the effect of temperature change on electricity demand using the partial linear model. The main results obtained using the time-unit high frequency data for meteorological variables and electricity consumption are as follows. Estimation results show that the relationship between temperature change and electricity demand involves complexity, nonlinearity and asymmetry, which reflects the nonlinear effect of extreme weather. The prediction accuracy of in-sample and out-of-sample electricity forecasting using the partial linear model evidences better predictive accuracy than the conventional model based on the heating and cooling degree days. Diebold-Mariano test confirms significance of the predictive accuracy of the partial linear model.

• Journal of Korean Society of Transportation
• /
• v.20 no.4
• /
• pp.83-93
• /
• 2002

To improve the performance of estimation, the research that uses additional information addition to traffic count and target OD with additional survey cost have been studied. The purpose of this paper is to improve the performance of OD estimation by reducing the feasible solutions with cost-efficiently additional information addition to traffic counts and target OD. For this purpose, we Propose the OD estimation method with sample link use proportion as additional information. That is, we obtain the relationship between OD trip and link flow from sample link use proportion that is high reliable information with roadside survey, not from the traffic assignment of target OD. Therefore, this paper proposes OD estimation algorithm in which the conservation of link flow rule under the path-based non-equilibrium traffic assignment concept. Numerical result with test network shows that it is possible to improve the performance of OD estimation where the precision of additional data is low, since sample link use Proportion represented the information showing the relationship between OD trip and link flow. And this method shows the robust performance of estimation where traffic count or OD trip be changed, since this method did not largely affected by the error of target OD and the one of traffic count. In addition to, we also propose that we must set the level of data precision by considering the level of other information precision, because "precision problem between information" is generated when we use additional information like sample link use proportion etc. And we Propose that the method using traffic count as basic information must obtain the link flow to certain level in order to high the applicability of additional information. Finally, we propose that additional information on link have a optimal counting location problem. Expecially by Precision of information side it is possible that optimal survey location problem of sample link use proportion have a much impact on the performance of OD estimation rather than optimal counting location problem of link flow.

• The Journal of Korean Institute of Communications and Information Sciences
• /
• v.30 no.6C
• /
• pp.475-480
• /
• 2005

Information of the maximum Doppler frequency enable to optimize many channel-adaptive techniques and radio resource management methods for mobile radio communication systems. In this paper, we propose two maximum Doppler frequency estimators which are based on the level crossing rate(LCR) and the covariance function (COV). To eliminate the effect of additive noise, we analyze the conditions for the estimators independent of the signal-to-noise ratio(SNR) and implement the conditions with a simple downsampling process. The proposed methods achieve good SNR-independent performance.

• KDI Journal of Economic Policy
• /
• v.36 no.3
• /
• pp.1-23
• /
• 2014

This paper has studied the monetary policy in Korea with a time varying VAR model using four key macroeconomic variables. First, inclusion of the exchange rate was a crucial factor in evaluating Korean monetary policy since the monetary policy demonstrated sensitivity to exchange rate movements during the crisis periods of both the Asian financial crisis of 1997 and the global financial crisis of 2008. Second, a specification of the stochastic volatilities in TVP-VAR model is important in explaining excessive movements of all variables in the sample. The overall moderation of variables in 2000s was more or less due to a reduction of the stochastic volatilities but also somewhat due to the macroeconomic fundamental structures captured by impulse response functons. Third, the degree of the monetary policy effectiveness of inflation was mitigated in recent periods but with increased persistence. Lastly, the monetary policy stance towards inflation stabilization has advanced ever since the inflation targeting scheme was adopted. However, there still seems to be a room for improvement in this aspect since the degree of the monetary policy stance towards inflation stabilization was relatively weaker than to output stabilization.

• Journal of Korea Water Resources Association
• /
• v.42 no.3
• /
• pp.227-234
• /
• 2009

In this study, cross correlations among sample data at each site are calculated to obtain the asymptotic cross correlations among probability weighted moments at each site using Monte Carlo simulation. As a result, the relations between the asymptotic cross correlations among probability weighted moments and the inter-site dependence among sample data at each site are nearly a linear relation with slope 1. The smaller ratio of concurrent data size to entire sample size is, the weaker the relationship grows. Simple power function which the correction term in power function accounts for the differences of the sample size between two sites was fitted to each case to estimate the parameter. It is noted that this result can be used in the various researches which include the estimation of the variance of quantile considering cross correlations.

• Management & Information Systems Review
• /
• v.31 no.4
• /
• pp.287-307
• /
• 2012

We empirically examine the price discovery dynamics among the VKOSPI, the KOSPI200 spot, and the KOSPI200 futures markets. The analysis employs the vector-autoregression, Granger causality, impulse response function, and variance decomposition using both daily data from 2009. 04. 13 to 2011. 12. 30 and 1 minute data from the bull market, bear market, and the flat period. The main results are as follows; First, the lead lag relationships between KOSPI200 spot(futures) yield VKOSPI returns could not be found from the daily data analysis. But KOSPI200 spot(futures) have a predictive power for VKOSPI from 1 minute data. Especially KOSPI200 spot(futures) and VKOSPI show the bi-directional effects to each other during the return rising period Second, We chose the VAR(1) the model in daily data but adopt the VAR(3) model in the one minute data to determine the lead lag time. We know that there is predictability during the very short period Third, Spot returns and futures returns makes no difference in daily data results. According to the one minite data results, VKOSPI returns have a predictive power for KOSPI200 spot return, but have no predictive power for KOSPI200 futures return.

• Environmental and Resource Economics Review
• /
• v.28 no.3
• /
• pp.355-383
• /
• 2019

This study is to investigate whether averting costs for wearing $anti-PM_{10}$ masks and using air purifiers at home to reduce exposure from $PM_{10}$ are influenced by subjective risk perceptions and/or objective $PM_{10}$ concentration levels, whose estimates will be used to measure the willingness to pay for $PM_{10}$ risk reduction. An empirical analysis was conducted on a sample of 1,224 respondents who participated in the web-based survey in the late October of 2017. As we reflect the potential endogeniety bias in the estimation of averting cost functions of using air purifiers, the coefficients of risk perception were differed by 6~7 times. Respondents. subjective risk perceptions were influenced by individuals' knowledge, attitudes and demographic variables, as well as the levels of $PM_{10}$ concentrations in their residential region. The marginal willingness to pay for risk reductions at the mean levels of their risk perceptions were measured at 1,000 won per month from wearing $anti-PM_{10}$ masks and 6,000 won for using air purifiers respectively.