• KSCE Journal of Civil and Environmental Engineering Research
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• v.33 no.2
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• pp.631-642
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• 2013

The standard CPT(Cone Penetration Test), which can be easily performed to investigate in-situ soil engineering properties, has been widely used. CPT are also widely being utilized in centrifuge model tests. In this study, a miniature cone with 10mm diameter was developed and its applicability in the centrifuge was evaluated. The developed miniature cone was equipped with a four degree-of-freedom in-flight robot. A series of cone penetration tests was performed under four centrifuge acceleration levels. As results, the cone resistances measured at the same confining stress within shallow penetration depth were affected by the centrifugal accelerations. The critical depth was proportional to the cone diameter and relative density. Cone resistances results below the critical depth and soil parameters obtained from the laboratory tests were compared with those by previously proposed empirical relations.

• Journal of the Korean Society of Marine Environment & Safety
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• v.20 no.2
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• pp.218-227
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• 2014

In this paper, it performed to the elastic-plastic large deflection series analysis using the experimental model and predicted a failure mode and ultimate strength. The collapse mode of numerical analysis model is formed a plastic hinge on loaded flange and consistent with the collapse mode of experimental model. Also, The yield line is formed in the web could observed that have occurred the crippling collapse mode and the ultimate loads of the experimental model and numerical analysis model have maintained linearly Means 1.07, Standard deviation 0.04, Coefficient of variation(COV) 0.04 and the result of ultimate loads have appeared approximately 8% error rate. it was found that very satisfied to the experimental results and the applied rules. if it is considered to be maintain a reasonable safety level, it is possible to predict the failure modes of aluminium alloy plate girders and ultimate loads.

• Proceedings of the Korea Water Resources Association Conference
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• 2007.05a
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• pp.132-136
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• 2007

최근 지구온난화로 인한 이상기후의 영향으로 강우일수는 줄고 있으나 강수량은 예년과 비슷한 수준을 보이고 있다. 이로 인해 갈수기의 용수부족 현상은 더욱 심해지고. 장마철의 홍수피해와 게릴라성 집중호우로 인한 피해가 커지는 등 해가 갈수록 홍수 예경보의 중요성은 더욱 높아지고 있다. 그럼에도 불구하고 현재 홍수 예경보 체계는 몇 가지 문제를 가지고 있다. 기존 예경보 체계의 경우 한 번의 예측을 수행하기 위해 수반되는 전처리과정과 주계산과정을 거치는 동안 각 과정에서 발생한 오차들이 반복, 누적되어 최종 결과물(예측된 유출량) 속에 모두 포함된다. 또한 기존 체계에서는 유출모형을 적용하기 위해서 토양형. 피복상태 등에 관련된 매개변수들이 필요한데. 이러한 매개변수의 결정에 어려움이 있고. 불확실성을 갖고 있다. 본 연구에서는 불확실성을 적극적으로 인정하고 수학적으로 해석하려는 fuzzy 이론을 신경망 이론에 도입하여 홍수 예경보 시스템의 운영과정에서 발생하는 불확실성의 문제를 해결하고자 하였다. 본 연구에서 사용한 ANFIS(Adaptive Neuro-Fuzzy Inference System)은 data driven model(자료에 기반을 둔 모형)의 하나로 다음과 같은 장점을 가진다. 우선 data driven model은 유역의 물리적, 지형적 특성을 고려하지 않고(매개변수설정에서 발생하는 문제 해결 가능), 입력자료와 출력자료만을 고려하여 구축되는 모형이므로, 유역의 물리적 자료나 지형 자료와 같은 방대한 양의 자료 수집이 필요 없고, 일단 모형이 구축되면 자료의 입력만으로도 신뢰성 높은 결과를 단시간 내에 효율적으로 획득할 수 있다. 그리고 유역 내의 상황이 변화하더라도, 이들의 영향을 고려하여 쉽게 모형을 갱신할 수 있다. 마지막으로 모형의 구축 과정이 물리적 모형에 비해 비교적 간편하다는 장점이 있다. 본 연구에서는 ANFIS를 통해 탄천유역의 강수량 자료와 대곡교의 수위자료를 입력자료로 사용하여 대곡교의 수위를 예측하였다. 입력 자료는 시간차 계열의 강우량과 수위 자료를 사용하였으며 모형을 통하여 t+1, t+2, t+3 시간 후의 수위를 예측하였다.

• Journal of Intelligence and Information Systems
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• v.25 no.2
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• pp.39-55
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• 2019

Recently banks and large financial institutions have introduced lots of Robo-Advisor products. Robo-Advisor is a Robot to produce the optimal asset allocation portfolio for investors by using the financial engineering algorithms without any human intervention. Since the first introduction in Wall Street in 2008, the market size has grown to 60 billion dollars and is expected to expand to 2,000 billion dollars by 2020. Since Robo-Advisor algorithms suggest asset allocation output to investors, mathematical or statistical asset allocation strategies are applied. Mean variance optimization model developed by Markowitz is the typical asset allocation model. The model is a simple but quite intuitive portfolio strategy. For example, assets are allocated in order to minimize the risk on the portfolio while maximizing the expected return on the portfolio using optimization techniques. Despite its theoretical background, both academics and practitioners find that the standard mean variance optimization portfolio is very sensitive to the expected returns calculated by past price data. Corner solutions are often found to be allocated only to a few assets. The Black-Litterman Optimization model overcomes these problems by choosing a neutral Capital Asset Pricing Model equilibrium point. Implied equilibrium returns of each asset are derived from equilibrium market portfolio through reverse optimization. The Black-Litterman model uses a Bayesian approach to combine the subjective views on the price forecast of one or more assets with implied equilibrium returns, resulting a new estimates of risk and expected returns. These new estimates can produce optimal portfolio by the well-known Markowitz mean-variance optimization algorithm. If the investor does not have any views on his asset classes, the Black-Litterman optimization model produce the same portfolio as the market portfolio. What if the subjective views are incorrect? A survey on reports of stocks performance recommended by securities analysts show very poor results. Therefore the incorrect views combined with implied equilibrium returns may produce very poor portfolio output to the Black-Litterman model users. This paper suggests an objective investor views model based on Support Vector Machines(SVM), which have showed good performance results in stock price forecasting. SVM is a discriminative classifier defined by a separating hyper plane. The linear, radial basis and polynomial kernel functions are used to learn the hyper planes. Input variables for the SVM are returns, standard deviations, Stochastics %K and price parity degree for each asset class. SVM output returns expected stock price movements and their probabilities, which are used as input variables in the intelligent views model. The stock price movements are categorized by three phases; down, neutral and up. The expected stock returns make P matrix and their probability results are used in Q matrix. Implied equilibrium returns vector is combined with the intelligent views matrix, resulting the Black-Litterman optimal portfolio. For comparisons, Markowitz mean-variance optimization model and risk parity model are used. The value weighted market portfolio and equal weighted market portfolio are used as benchmark indexes. We collect the 8 KOSPI 200 sector indexes from January 2008 to December 2018 including 132 monthly index values. Training period is from 2008 to 2015 and testing period is from 2016 to 2018. Our suggested intelligent view model combined with implied equilibrium returns produced the optimal Black-Litterman portfolio. The out of sample period portfolio showed better performance compared with the well-known Markowitz mean-variance optimization portfolio, risk parity portfolio and market portfolio. The total return from 3 year-period Black-Litterman portfolio records 6.4%, which is the highest value. The maximum draw down is -20.8%, which is also the lowest value. Sharpe Ratio shows the highest value, 0.17. It measures the return to risk ratio. Overall, our suggested view model shows the possibility of replacing subjective analysts's views with objective view model for practitioners to apply the Robo-Advisor asset allocation algorithms in the real trading fields.

• The Korean Journal of Applied Statistics
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• v.12 no.2
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• pp.593-603
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• 1999

표본의 크기의 제1종오류의 확률 $\alpha$, 실용적으로 차이가 있다고 판독되어서 검출하고자하는 요인효과의 오차에 대한 상대적인 크기, 그 값에서의 제2종오류의 확률 $\beta$에 따라서 결정된다. 이 논문에서, 우리는 고정요인과 랜덤요인이 포함된 실험계획에서 표본의 크기를 결정하는 방법을 간단한 MATLAB 프로그램을 사용하여 고려한다. 분할법과 지분요인배치법의 예제를 들어 유의수준 $\alpha$와 최소 표준과 검출효과 $\Delta^*$에서 검정력이 적어도 $1-\beta$를 갖도록 표본의 크기를 결정한다

• 한국IT서비스학회:학술대회논문집
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• 2002.11a
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• pp.334-341
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• 2002

본 연구는 기업간 전자상거래 수용에 영향을 주는 요인을 밝혀내고 실증적으로 분석하고자 하는데 목적이 있다. 기존 기술수용모형(TAM) 기반 연구는 수용의사결정 수준이 개인 단위에 국한되었으며, 영향요인도 인지된 혁신특성인 경우에 비해 본 연구에서는 i) 인지된 이익 ii) 조직의 준비 iii)외부 압력 등 세 관점에서 살펴보았다. 37 개 업체를 대상으로 실증 분석한 결과 인지된 이익, 조직의 준비 및 외부압력은 모두 B2B EC 수용에 영향을 미치는 것으로 밝혀졌다.

• Journal of The Korean Association For Science Education
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• v.38 no.2
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• pp.113-122
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• 2018

The purpose of this study is to investigate the effects of the educational context variables on students' science achievement and interest in TIMSS 2015. TIMSS 2015 science data and questionnaire results were used to fit the Hierarchical Linear Model (HLM) in this study. According to the results, books at home, parents' level of education, and students' views on science lessons have significant influence on science achievement of above-high level 4th-grade students, and books at home on below-intermediate level 4th-grade students. Books at home, students' views on science lessons, and school composition by student economic background have significant influence on science achievement of above-high level 8th-grade students, and books at home and students' views on science lessons on science achievement of below-Intermediate level 8th-grade students. In all grade levels, books at home, and students' views on science lessons have significant influence on science achievement and interest. Discussed in the conclusion are ways to improve science teaching and learning including offering systematic reading programs for all students, reinforcement of student-participation in science classes, connecting science hands-on activities with science concepts for below-Intermediate level elementary students, and so on.

• Korean Journal of Construction Engineering and Management
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• v.5 no.2 s.18
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• pp.202-210
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• 2004

Under the current competitive business environment, the complexity of procurement method, and the lack of engineering capacity in the construction engineering industry, a construction engineering firms require the business strategy and its performance measurement system. This study suggests a performance measurement model that could follow 'H' construction engineering firm's vision and strategy. The model utilizes the concept of Balanced Scorecard. The study proposes the four main performance perspectives such as financial, growth, internal efficiency, and improvement & learning through the long-term strategy analysis, SWOT analysis, and interviews of the employees. Also the study develops the critical success factor and the key performance indicators. The usefulness of the performance measurement model is validated through the gap analysis such as alignment analysis and consensus analysis.

• Journal of Korean Society of Transportation
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• v.16 no.4
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• pp.89-98
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• 1998

교통사고의 원인은 인적 요인, 차량적 요인, 도로 환경적 요인으로 분류된다. 주어진 도로 환경과 차량 조건하에서는 운전자가 마지막으로 안전을 제어할 책임을 지고 있다. 따라서, 교통사고를 사전에 예방하기 위하여 운전자의 교통법규 위반 행위에 대하여는 도로교통법에 근거하여 징역, 벌금, 구류, 과료, 과태료, 범칙금에 처하고 있다. 교통법규 위반 행위 단속 시에는 교통사고 유발 가능성과 위험도에 따라 단속의 강약을 포함하여 차등화된 처벌이 이루어져야 한다. 교통 범칙금 기준 제시를 위하여 1991~1995년의 5년간 교통사고 및 교통법규 위반을 분석한 결과 전체 교통법규 위반 단속 중 교통사고를 야기하는 동적 위반 행위인 사고관련 위반 행위 단속의 비율이 44%로 일본의 61%에 비해 매우 낮은 수준이다. 따라서 사고유발 가능성에 근거한 교통법규 위반 행위 단속의 강화가 필요하다. 한편 범칙금 부과방안으로 피해도 모형과 빈도 모형을 비교한 결과 교통법규 위반 행위로 인해 발생된 교통사고 비용을 고려한 피해도 모형은 범칙금의 차등화가 분명하지 않고 변별력이 뚜렷이 나타나지 않아 적합하지 않은 것으로 분석되었다. 교통법규 위반 행위에 따른 빈도 모형은 교통사고 건수와 사망사고 건수의 가중치(w)설정을 위해 동적 위반행위가 우리나라와 유사한 일본 자료와 비교한 결과 가중치가 한국=0.7, 일본=0.8일 때 상대적으로 $x^2$가 31.71로 가장 낮게 나타났다. 따라서, 사고건수에 대한 가중치는 0.7로 사망사고에 대한 가중치는 0.3을 적용하였다. 마지막으로 현행 범칙금과 제안된 범칙금을 비교분석하였다.

• The Journal of the Korea Contents Association
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• v.19 no.7
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• pp.436-443
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• 2019

The purpose of this paper is to establish a predictive model by analyzing the influence and correlation of factors affecting the fuel consumption of unmanned helicopters in Captive Flight Test. In this study, a four-factor two-level full factorial experiment was designed and tested using the design of experiments, results were analyzed to derive the main effects and interactions of the factors, and the predictive model was established through regression analysis. It is expected that the results from this study contribute to carrying out Captive Flight Test efficiently and the improvement of the test capability of Electronic Testing Range.