• Proceedings of the Korea Water Resources Association Conference
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• 2022.05a
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• pp.417-417
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• 2022

현재 수공 구조물 설계 시 설계강우량으로써 빈도해석과정을 통해 산정된 확률강우량을 적용하고 있다. 하지만 확률강우량의 경우 시계열 강우분포형태를 알 수 없는 문제가 존재한다. 강우의 시간분포 형태는 비점오염, 강우에 의한 수식 등 도달시간과 첨두 홍수량에 지대한 영향을 미치는 요소이다. 현재 국내에서는 Huff 4분위법이 널리 사용되고 있지만 Huff 4분위법은 기존의 강우패턴을 평균하였기 때문에 자연현상인 강우의 다양하고 복잡한 분포형태를 반영하기 어렵다는 문제를 가지고 있으며, Huff 4분위법이 갖는 한계로 정의할 수 있다. 따라서 본 연구에서는 Huff 4분위법이 갖는 한계를 보완하기 위해 설계홍수량산정지침에서 제시하고 있는 초과확률 50%의 시간분포 값을 산정하는 것에서 벗어나 한반도의 강우형태와 최근 20년간의 강우 패턴 변화를 고려한 최적 초과 확률값을 선정하였다.

• Journal of the Korean School Mathematics Society
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• v.25 no.1
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• pp.19-38
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• 2022

This study aims to find ways to improve the statistics education policy in Korea for the future based on the results from examining the high school statistics curricula in Korea and New Zealand. The statistics curriculum in New Zealand was analyzed comparatively with the corresponding contents of the probability and statistics domain in the Korea 2015 revised national mathematics curriculum. The analysis centered around achievement goals and key ideas of each of the two curricula. This comparative analysis provides implications on finding a direction in line with the global trend in the curriculum for statistics education and ultimately for Korea's statistics education for the future.

• Journal of the Earthquake Engineering Society of Korea
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• v.5 no.6
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• pp.37-46
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• 2001

In this research, a controller design method based on optimization is proposed that can satisfy constraints on maximum responses of building structures subject to around excitation modeled by partially stochastic process. The class of controllers to be optimized is restricted to LQR. Weighting matrix on controlled outputs is used as design variable. Objective function, constraint functions and their gradients are computed by the parameterization of control gain with Riccati matrix. Full state feedback controllers designed by proposed optimization method satisfy various design objectives and their necessary maximum control forces are computed for the production of actuator. LQG controllers composed of Kalman filter and LQR designed by proposed method perform well with little deterioration. So it is possible to design output feedback controllers satisfying constraints on various maximum responses of structures.

• Journal of Korean Society of Disaster and Security
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• v.6 no.2
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• pp.1-8
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• 2013

This study is concerned with the estimation of fluctuate wind velocity statistic properties in the major cities reflecting the recent meteorological with largest data samples (yearly 2003-2012). The basic wind speeds were standardized homogeneously to the surface roughness category C, and to 10m above the ground surface. The estimation of the extreme of non-Gaussian load effects for design applications has often been treated tacitly by invoking a conventional wind design (gust load peak factor) on the basis of Gaussian processes. This assumption breaks down when the loading processes exhibits non-Gaussianity, in which a conventional wind design yields relatively non conservative estimates because of failure to include long tail regions inherent to non-Gaussian processes. This study seeks to ascertain the probability distribution function from recently wind data with effected typhoon & maximum instantaneous wind speed.

• The KIPS Transactions:PartD
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• v.8D no.3
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• pp.203-210
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• 2001

These days data is being collected and accumulated in a wide variety of fields. Stored data itself is to be an information system which helps us to make decisions. An information system includes many kinds of necessary and unnecessary attribute. So many algorithms have been developed for finding useful patterns from the data and reasoning approximately new objects. We are interested in the simple and understandable rules that can represent useful patterns. In this paper we propose an algorithm which can reduce the information in the system to a minimum, based on a probabilistic rough set theory. The proposed algorithm uses a value that tolerates accuracy of classification. The tolerant value helps minimizing the necessary attribute which is needed to reason a new object by reducing conditional attributes. It has the advantage that it reduces the time of generalizing rules. We experiment a proposed algorithm with the IRIS data and Wisconsin Breast Cancer data. The experiment results show that this algorithm retrieves a small reduct, and minimizes the size of the rule under the tolerant classification rate.

• Journal of Korean Society of Transportation
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• v.25 no.4
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• pp.99-108
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• 2007

This paper presents an elastic demand stochastic user equilibrium traffic assignment that could not be easily tackled. The elastic demand coupled with a travel performance function is known to converge to a supply-demand equilibrium, where a stochastic user equilibrium (SUE) is obtained. SUE is the state in which all equivalent path costs are equal, and thus no user can reduce his perceived travel cost. The elastic demand SUE traffic assignment can be formulated based on a dynamic system, which is a means of describing how one state develops into another state over the course of time. Traditionally it has been used for control engineering, but it is also useful for transportation problems in that it can describe time-variant traffic movements. Through the Lyapunov Function Theorem, the author proves that the model has a stable solution and confirms it with a numerical example.

• Journal of the Korean Data and Information Science Society
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• v.27 no.4
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• pp.887-898
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• 2016

The purpose of this study is to improve the learning ability of probability/statistics for H/W majors. Firstly, we developed a teaching method coupling probability/statistics with programming and multimedia signal processing courses that are opened in the H/W major curriculum. By use of its teaching-learning, we tried to verify the effectiveness on the improvement of learner's academic achievement and then analyze its educational efficiency through the regression analysis. Secondly, by analyzing the surveys and the statistical results of the education cases, we proposed a management plan on efficient teaching-learning in order to cultivate the learning ability of probability/statistics at a future time. Lastly, we concluded that probability/statistics is a required course of learners so as to contribute for the advanced technical development and the enhanced competitiveness in the field of the H/W.

• The Mathematical Education
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• v.15 no.1
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• pp.10-11
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• 1976

• The Korean Journal of Applied Statistics
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• v.24 no.4
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• pp.575-586
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• 2011

In this paper, we study an asymptotic behavior of the finite-time ruin probability of the compound Poisson model in the case that the initial surplus is large. To compare an exact ruin probability with an approximate one, we place the focus on the exact calculation for the ruin probability when the claim size distribution is regularly varying tailed (i.e. exponential claims and inverse Gaussian claims). We estimate an adjustment coefficient in these examples and show the relationship between the adjustment coefficient and the safety premium. The illustration study shows that as the safety premium increases so does the adjustment coefficient. Larger safety premium means lower "long-term risk", which only stands to reason since higher safety premium means a faster rate of safety premium income to offset claims.

• The Korean Journal of Applied Statistics
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• v.25 no.1
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• pp.55-66
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• 2012

Option pricing models using L$\acute{e}$evy processes are suggested as an alternative to the Black-Scholes model since empirical studies showed that the Black-Sholes model could not reflect the movement of underlying assets. In this paper, we investigate whether the Variance Gamma model can reflect the movement of underlying assets in the Korean stock market better than the Black-Scholes model. For this purpose, we estimate parameters and perform likelihood ratio tests using KOSPI 200 data based on the density for the log return and the option pricing formula proposed in Madan et al. (1998). We also calculate some statistics to compare the models and examine if the volatility smile is corrected through regression analysis. The results show that the option price estimated under the Variance Gamma process is closer to the market price than the Black-Scholes price; however, the Variance Gamma model still cannot solve the volatility smile phenomenon.