• The Journal of Korean Institute of Communications and Information Sciences
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• v.14 no.1
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• pp.58-64
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• 1989

This paper constructs a stochastic model for computer performance evaluation which has several parameters such as the kinds of instruction mix of benchmark programs, distribution and frequency of instruction mix. It shows, by applying the model to the performance evaluation of the Intel 8086/8088 microprocessor, that this model could be utilited not only for performance evaluation of existing computer systems but also for estimation of nonexisting systems.

• Proceedings of the IEEK Conference
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• 2003.07a
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• pp.410-413
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• 2003

본 논문에서는 네트워크가 막연히 무작위적이라고 하기에는 사회나 세포, 인터넷 등이 어떤 법칙에 따라 짜연진 것처럼 보인다. 하지만 복잡한 네트워크의 모습이 네트워크의 모델과 실제로 똑같은지를 비교하기는 그리 쉬운 문제가 아니다. 무작위적 네트워크의 경우는 수학적으로 엄밀히 말하자면 쁘아송분포를 따른다. 쁘아송분포에서는 모든 점들이 동일한 확률로 여러 점들에 연결되는 기회를 갖는다. 즉 균일한 분포이다. 따라서 상당히 적거나 반대로 상당히 많은 수의 연결선을 가진 점은 극히 드물다. 이 경우 연결선 분포가 종 모양이 된다. 대부분의 점들이 곡선에 해당하는 연결선 수를 갖게 된다. 본 논문에서 쁘아송분포와 회귀분석을 통하여 하나 또는 둘 이상의 변수들 사이에 어떤 관계를 함수관계로 나타내어 분석하는 방법을 보이고 회귀분석 방법에 의해서 미래를 예측하고자 한다.

• The Journal of Korean Institute of Communications and Information Sciences
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• v.31 no.7A
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• pp.702-708
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• 2006

본 논문에는 초광대역 통신시스템을 위한 주파수 영역의 통계학적 채널 모델을 서술하고 있다. 채널 모렐링은 3개의 사무실 환경, 46개의 송, 수신 위치에서 얻어진 23,000개의 채널응답함수로 부터 얻어졌다. 측정실험을 통해 얻어진 데이터를 바탕으로 주파수 변화에 따른 경로감쇄지수 변화에 대해 서술한 후 전파환경과 가시경로의 존재여부에 따른 수신신호의 확률분포모델을 연구하였다. 마지막으로는 수신된 주파수 톤에 해당하는 수신파워의 표준편차와 같은 통계적 특성들을 고찰하였는데, 가시경로가 존재하는 경우에는 송, 수신기 사이의 거리가 멀어지면서 표준편차 값이 커지고 그에 따라 수신 주파수 톤의 파워가 평균 수신파워에서 일정한 범위 안에 들어올 확률이 떨어지는 것을 알 수 있었다.

• The Korean Journal of Financial Management
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• v.21 no.2
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• pp.211-233
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• 2004

This purpose of paper is to propose a European option pricing formula when the rate of return follows the leptokurtic distribution instead of normal. This distribution explains well the volatility smile and furthermore the option prices calculated under the leptokurtic distribution are shown to be closer to the market prices than those of Black-Scholes model. We make an estimation of the implied volatility and kurtosis to verify the fitness of the pricing formula that we propose here.

• Composites Research
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• v.16 no.6
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• pp.1-9
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• 2003

In this paper, probabilistic failure analysis based on Weibull distribution function is proposed to predict the fiber strength of composite pressure vessel. And, experimental tests were performed using fiber strand specimens, unidirectional laminate specimens and composite pressure vessels to confirm the volumetric size effect on the fiber strength. As an analytical method, the Weibull weakest link model and the sequential multi-step failure model are considered and mutually compared. The volumetric size effect shows the clearly observed tendency towards fiber strength degradation with increasing stressed volume. Good agreement of fiber strength distribution was shown between test data and predicted results for unidirectional laminate and hoop ply in pressure vessel. The site effect on fiber strength depends on material and processing factors, the reduction of fiber strength due to the stressed volume shows different values according to the variation of material and processing conditions.

• Journal of Korea Water Resources Association
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• v.52 no.11
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• pp.895-904
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• 2019

It has been well recognized that extreme rainfall process often features a nonstationary behavior, which may not be effectively modeled within a stationary frequency modeling framework. Moreover, extreme rainfall events are often described by a two (or more)-component mixture distribution which can be attributed to the distinct rainfall patterns associated with summer monsoons and tropical cyclones. In this perspective, this study explores a Mixture Distribution based Nonstationary Frequency (MDNF) model in a changing rainfall patterns within a Bayesian framework. Subsequently, the MDNF model can effectively account for the time-varying moments (e.g. location parameter) of the Gumbel distribution in a two (or more)-component mixture distribution. The performance of the MDNF model was evaluated by various statistical measures, compared with frequency model based on both stationary and nonstationary mixture distributions. A comparison of the results highlighted that the MDNF model substantially improved the overall performance, confirming the assumption that the extreme rainfall patterns might have a distinct nonstationarity.

• Journal of the Korea Concrete Institute
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• v.16 no.5 s.83
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• pp.581-589
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• 2004

This paper compares the fatigue behaviors of concretes subjected to flexural and split-tensional loadings, and proposes the fatigue reliability models based on experimental results and reliability analysis. The fatigue tests were performed for the specimens of $150 mm{\times}75 mm$ split tensional cylinders and $150 mm{\times}150 mm{\times}550 mm$ flexural beams under constant loadings at three levels (70, 80 and $90\%$) with 0.1 stress ratio, 20 Hz loading speed and sine wave. The reliability analysis on fatigue data was based on Weibull distribution of two-parameters. From fatigue test results, two criteria were proposed to reject the experimental fatigue data because of statistical variation of concrete fatigue data. Two parameters ($\alpha$and u) of Weibull distribution were obtained using graphical method, moment method and maximum likelihood method. The probability density function(P.D.F) and cumulative distribution function(C.D.F) of the Weibull distribution for fatigue life of pavement concrete were derived for various stress levels using parameters, $\alpha$ and u. The goodness-of-fit test by Kolmogorov-Smirnov test was acceptable at $5\%$ level of significance. Based on reliability analysis, a fatigue model for pavement concrete was proposed and compared from existing models.

• Spatial Information Research
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• v.21 no.2
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• pp.45-54
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• 2013

Analytical and simulation error models have the ability to describe (or realize) error-corrupted versions of spatial data. But the different approaches for modeling positional errors require an internal validation that ascertains whether the analytical and simulation error models predict correct positional errors in a defined set of conditions. This paper presents stochastic simulation models of a point and a line segm ent to be validated w ith analytical error models, which are an error ellipse and an error band model, respectively. The simulation error models populate positional errors by the Monte Carlo simulation, according to an assumed error distribution prescribed by given parameters of a variance-covariance matrix. In the validation process, a set of positional errors by the simulation models is compared to a theoretical description by the analytical error models. Results show that the proposed simulation models realize positional uncertainties of the same spatial data according to a defined level of positional quality.

• Journal of the Korea Academia-Industrial cooperation Society
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• v.9 no.5
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• pp.1249-1254
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• 2008

The crucial part of graphical model is to compute the posterior distribution of parameters plus with the hidden variables given the observed data. In this paper, implementation of variational Bayes method for Gaussian mixture model and derivation of factorial variational approximation have been proposed. This result can be used for data analysis tasks like information retrieval or data visualization.

• Composites Research
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• v.17 no.2
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• pp.34-39
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• 2004

In this paper, a modified and representative unit cell model was employed to study the tensile behaviour of closed-cell metallic foams with varying spatial density distribution as well as material imperfections. The density variation was assumed to follow a statistical probability distribution of the Gaussian type. A multiple cell finite element model, utilising the modified unit cell, was developed. The model exhibits deformation patterns similar to those observed in tensile testing. The nominal stress-strain curve obtained from quasistatic tensile of the foam was compared with experimental findings and was found to be in good agreement in the scheme of maximum strength only if the appropriate density distribution and volume fraction of internal imperfections are taken into account. Moreover, maximum tensile strength of the aluminium foam was found to be more sensitive to the volume fraction of imperfection than standard deviation of the density.