• ETRI Journal
• /
• 제41권5호
• /
• pp.585-598
• /
• 2019

A cyber-physical system (CPS) is a new mechanism controlled or monitored by computer algorithms that intertwine physical and software components. Advanced persistent threats (APTs) represent stealthy, powerful, and well-funded attacks against CPSs; they integrate physical processes and have recently become an active research area. Existing offensive and defensive processes for APTs in CPSs are usually modeled by incomplete information game theory. However, honeypots, which are effective security vulnerability defense mechanisms, have not been widely adopted or modeled for defense against APT attacks in CPSs. In this study, a honeypot game-theoretical model considering both low- and high-interaction modes is used to investigate the offensive and defensive interactions, so that defensive strategies against APTs can be optimized. In this model, human analysis and honeypot allocation costs are introduced as limited resources. We prove the existence of Bayesian Nash equilibrium strategies and obtain the optimal defensive strategy under limited resources. Finally, numerical simulations demonstrate that the proposed method is effective in obtaining the optimal defensive effect.

• 한국수자원학회:학술대회논문집
• /
• 한국수자원학회 2019년도 학술발표회
• /
• pp.390-390
• /
• 2019

Application of Hidden Markov Model (HMM) to the hydrological time series would be an innovative way to identify extreme rainfall events in a series. Even though the optimum number of hidden states can be identify based on maximizing the log-likelihood or minimizing Bayesian information criterion. However, occasionally value for the log-likelihood keep increasing with the state which gives false identification of the optimum hidden state. Therefore, this study attempts to identify optimum number of hidden states for Colombo station, Sri Lanka as fundamental approach to identify frequency and percentage of extreme rainfall events for the station. Colombo station consisted of daily rainfall values between 1961 and 2015. The representative station is located at the wet zone of Sri Lanka where the major rainfall season falls on May to September. Therefore, HMM was ran for the season of May to September between 1961 and 2015. Results showed more or less similar log-likelihood which could be identified as maximum for states between 4 to 7. Therefore, measure of central tendency (i.e. mean, median, mode, standard deviation, variance and auto-correlation) for observed and simulated daily rainfall series was carried to each state to identify optimum state which could give statistically compatible results. Further, the method was applied for the second major rainfall season (i.e. October to February) for the same station as a comparison.

• 산업경영시스템학회지
• /
• 제27권4호
• /
• pp.1-6
• /
• 2004

사고 위험성을 고려한 예측 및 의사결정 모형을 구축한다. 시스템을 즉시 운행중지 할 것인지 혹은 계획된 일정기간을 더 운행 한 후 다시 의사결정을 내릴 것인지를 판단하는 방법론에 대해 연구한다. 의사결정을 내리는데 있어서 비용 및 위험에 대한 새로운 정보가 입수되는 대로 이를 반영한다. 예측 모형을 통해 분석된 결과들을 활용해 보다 나은 의사결정을 내리는 방법에 대해 연구한다.

• 무역학회지
• /
• 제44권2호
• /
• pp.127-141
• /
• 2019

In this study, the relationship between Baltic Dry Index(BDI) and maritime trade volume in the dry cargo market was verified using the vector autoregressive (VAR) model. Data was analyzed from 1992 to 2018 for iron ore, steam coal, coking coal, grain, and minor bulks of maritime trade volume and BDI. Granger causality analysis showed that the BDI affects the trade volume of coking coal and minor bulks but the trade volume of iron ore, steam coal and grain do not correlate with the BDI freight index. Impulse response analysis showed that the shock of BDI had the greatest impact on coking coal at the two years lag and the impact was negligible at the ten years lag. In addition, the shock of BDI on minor cargoes was strongest at the three years lag, and were negligible at the ten years lag. This study examined the relationship between maritime trade volume and BDI in the dry bulk shipping market in which uncertainty is high. As a result of this study, there is an economic aspect of sustainability that has helped the risk management of shipping companies. In addition, it is significant from an academic point of view that the long-term relationship between the two time series was analyzed through the causality test between variables. However, it is necessary to develop a forecasting model that will help decision makers in maritime markets using more sophisticated methods such as the Bayesian VAR model.

• Wind and Structures
• /
• 제36권6호
• /
• pp.423-434
• /
• 2023

Aerodynamic force coefficients are generally obtained from traditional wind tunnel tests or computational fluid dynamics (CFD). Unfortunately, the techniques mentioned above can sometimes be cumbersome because of the cost involved, such as the computational cost and the use of heavy equipment, to name only two examples. This study proposed to build a deep neural network model to predict the aerodynamic force coefficients based on data collected from CFD simulations to overcome these drawbacks. Therefore, a series of CFD simulations were conducted using different geometric parameters to obtain the aerodynamic force coefficients, validated with wind tunnel tests. The results obtained from CFD simulations were used to create a dataset to train a multilayer perceptron artificial neural network (ANN) model. The models were obtained using three optimization algorithms: scaled conjugate gradient (SCG), Bayesian regularization (BR), and Levenberg-Marquardt algorithms (LM). Furthermore, the performance of each neural network was verified using two performance metrics, including the mean square error and the R-squared coefficient of determination. Finally, the ANN model proved to be highly accurate in predicting the force coefficients of similar bridge sections, thus circumventing the computational burden associated with CFD simulation and the cost of traditional wind tunnel tests.

• 한국수자원학회:학술대회논문집
• /
• 한국수자원학회 2021년도 학술발표회
• /
• pp.373-373
• /
• 2021

Rainfall forecasting is an important issue that is applied in many areas, such as agriculture, flood warning, and water resources management. In this context, this study proposed a statistical and machine learning-based forecasting model for monthly rainfall. The Bayesian Gaussian process was chosen to optimize the hyperparameters of the Stacked Long Short-term memory (SLSTM) model. The proposed SLSTM model was applied for predicting monthly precipitation of Seoul station, South Korea. Data were retrieved from the Korea Meteorological Administration (KMA) in the period between 1960 and 2019. Four schemes were examined in this study: (i) prediction with only rainfall; (ii) with deseasonalized rainfall; (iii) with rainfall and minimum temperature; (iv) with deseasonalized rainfall and minimum temperature. The error of predicted rainfall based on the root mean squared error (RMSE), 16-17 mm, is relatively small compared with the average monthly rainfall at Seoul station is 117mm. The results showed scheme (iv) gives the best prediction result. Therefore, this approach is more straightforward than the hydrological and hydraulic models, which request much more input data. The result indicated that a deep learning network could be applied successfully in the hydrology field. Overall, the proposed method is promising, given a good solution for rainfall prediction.

• KSII Transactions on Internet and Information Systems (TIIS)
• /
• 제18권3호
• /
• pp.755-778
• /
• 2024

In recent years, the number of devices being connected to the internet has grown enormously, as has the intrusive behavior in the network. Thus, it is important for intrusion detection systems to report all intrusive behavior. Using deep learning and machine learning algorithms, intrusion detection systems are able to perform well in identifying attacks. However, the concern with these deep learning algorithms is their inability to identify a suitable network based on traffic volume, which requires manual changing of hyperparameters, which consumes a lot of time and effort. So, to address this, this paper offers a solution using the extended compact genetic algorithm for the automatic tuning of the hyperparameters. The novelty in this work comes in the form of modeling the problem of identifying attacks as a multi-objective optimization problem and the usage of linkage learning for solving the optimization problem. The solution is obtained using the feature map-based Convolutional Neural Network that gets encoded into genes, and using the extended compact genetic algorithm the model is optimized for the detection accuracy and latency. The CIC-IDS-2017 and 2018 datasets are used to verify the hypothesis, and the most recent analysis yielded a substantial F1 score of 99.23%. Response time, CPU, and memory consumption evaluations are done to demonstrate the suitability of this model in a fog environment.

• 산업경영시스템학회지
• /
• 제47권1호
• /
• pp.1-8
• /
• 2024

This study analyzed the impact of Higher-order resources on profit sustainability for domestic companies using a mathematical statistical model. Higher-order resources refer to resources that do not directly affect profits but influence other resources that directly contribute to profits. As a result of analysis using 30 years of actual data from more than 650 domestic companies, the average duration of competitive advantage including high-order resources was found to be about twice as long as the period suggested by the autoregressive model excluding high-order resources. Through this, if companies want to earn more profits over a long period of time than their competitors, they must not only possess resources that are more valuable, rare, difficult to imitate, and non-substitutable compared to their competitors, but also that higher-order resources can contribute to changes in these resources over time. It was confirmed that it must lead the long-term profit difference. High-level resources include strategic planning, mergers and acquisitions (M&A) capabilities, and good forecasting.

• 한국인터넷방송통신학회논문지
• /
• 제12권5호
• /
• pp.229-235
• /
• 2012

경제적인 국제화가 심화되어 세계경제가 통합화되는 환경에서 기업 및 개인, 금융기관 등의 외환거래 참가가들에게 외환거래로 인한 환위험의 회피방안이 무엇보다 절실하다. 이 방안을 마련하기 위하여 본 연구에서는 환율, 주가와 같은 시계열데이터의 모형추정에 적합한 은닉마아코프모델을 통해 단기 환율의 예측모형을 추정하고 이를 통해 향후 예측에 적용한다. 실제의 원/달러 환율데이터를 적용하여 최적의 모형이 추정된다면 이를 통해 향후의 일정기간의 운동양태의 예측이 가능할 것이다. 은닉마아코프모형의 추정을 위하여 베이지안정보기준을 통해 모형의 상태수를 정확하게 추정하는지를 확인하였으며 추정되는 모형으로 예측한 결과 실제 운동양태와 예측에 있어 두 곡선의 운동양태가 유사함을 확인하였다.

• Journal of Animal Science and Technology
• /
• 제58권10호
• /
• pp.38.1-38.6
• /
• 2016

Background: Despite the importance of relationships between somatic cell score (SCS) and currently selected traits (milk, fat and protein yield) of Holstein cows, there was a lack of comprehensive literature for it in Iran. Therefore we tried to examine heritabilities and relationships between these traits using a fixed-regression animal model and Bayesian inference. The data set consisted of 1,078,966 test-day observations from 146,765 primiparous daughters of 1930 sires, with calvings from 2002 to 2013. Results: Marginal posterior means of heritability estimates for SCS ($0.03{\pm}0.002$) were distinctly lower than those for milk ($0.204{\pm}0.006$), fat ($0.096{\pm}0.004$) and protein ($0.147{\pm}0.005$) yields. In the case of phenotypic correlations, the relationships between production and SCS were near zero at the beginning of lactation but become increasingly negative as days in milk increased. Although all environmental correlations between production and SCS were negative ($-0.177{\pm}0.007$, $-0.165{\pm}0.008$ and $-0.152{\pm}0.007$ between SCS and milk, fat, and protein yield, respectively), slightly antagonistic genetic correlations were found; with posterior mean of relationships ranging from $0.01{\pm}0.039$ to $0.11{\pm}0.036$. This genetic opposition was distinctly higher for protein than for fat. Conclusion: Although small, the positive genetic correlations suggest some genetic antagonism between desired increased milk production and reduced SCS (i.e., single-trait selection for increased milk production will also increase SCS).