• Structural Engineering and Mechanics
• /
• v.67 no.4
• /
• pp.327-336
• /
• 2018

In this study, an efficient damage index is proposed to identify multiple damage cases in structural systems using the concepts of frequency response function (FRF) matrix and strain energy of a structure. The index is defined based on the change of strain energy of an element due to damage. For obtaining the strain energy stored in elements, the columnar coefficients of the FRF matrix is used. The new indicator is named here as frequency response function strain energy based index (FRFSEBI). In order to assess the performance of the proposed index for structural damage detection, some benchmark structures having a number of damage scenarios are considered. Numerical results demonstrate that the proposed index even with considering noise can accurately identify the actual location and approximate severity of the damage. In order to demonstrate the high efficiency of the proposed damage index, its performance is also compared with that of the flexibility strain energy based index (FSEBI) provided in the literature.

• KSII Transactions on Internet and Information Systems (TIIS)
• /
• v.15 no.3
• /
• pp.993-1014
• /
• 2021

This paper proposes a new image retrieval method called the 3D integrated multi-index to fuse SIFT (Scale Invariant Feature Transform) visual words with other features at the indexing level. The advantage of the 3D integrated multi-index is that it can produce finer subdivisions in the search space. Compared with the inverted indices of medium-sized codebook, the proposed method increases time slightly in preprocessing and querying. Particularly, the SIFT, contour and colour features are fused into the integrated multi-index, and the joint cooperation of complementary features significantly reduces the impact of false positive matches, so that effective image retrieval can be achieved. Extensive experiments on five benchmark datasets show that the 3D integrated multi-index significantly improves the retrieval accuracy. While compared with other methods, it requires an acceptable memory usage and query time. Importantly, we show that the 3D integrated multi-index is well complementary to many prior techniques, which make our method compared favorably with the state-of-the-arts.

• Korean Management Science Review
• /
• v.30 no.3
• /
• pp.1-16
• /
• 2013

In this paper, we deal with an enhanced index fund strategy by implementing the exchange trade funds (ETFs) within the context of the Black-Litterman approach. The KOSPI200 index ETF is used to build risk-controlled portfolio that tracks the benchmark index, while the proposed Black-Litterman model mitigates estimation errors in incorporating both active investment views and equilibrium views. First, we construct a Black-Litterman model portfolio with the active market perspective based on the momentum strategy. Then, we update the portfolio with the KOSPI200 index ETF by using the equilibrium return ratio and weighted averages, while devising optimization modeling for improving the information ratio (IR) of the portfolio. Finally, we demonstrate the empirical viability of the proposed enhanced index strategies with KOSPI 200 data.

• Journal of the Korean Society of Surveying, Geodesy, Photogrammetry and Cartography
• /
• v.35 no.5
• /
• pp.405-414
• /
• 2017

Spatial data processing often poses challenges due to the unique characteristics of spatial data and this becomes more complex in spatial big data processing. Some tools have been developed and provided to users; however, they are not common for a regular user. This paper presents a benchmark test between two notable tools of spatial big data processing: GIS Tools for Hadoop and SpatialHadoop. At the same time, a MapReduce application is introduced to be used as a baseline to evaluate the effectiveness of two tools and to derive the impact of number of maps/reduces on the performance. By using these tools and New York taxi trajectory data, we perform a spatial data processing related to filtering the drop-off locations within Manhattan area. Thereby, the performance of these tools is observed with respect to increasing of data size and changing number of worker nodes. The results of this study are as follows 1) GIS Tools for Hadoop automatically creates a Quadtree index in each spatial processing. Therefore, the performance is improved significantly. However, users should be familiar with Java to handle this tool conveniently. 2) SpatialHadoop does not automatically create a spatial index for the data. As a result, its performance is much lower than GIS Tool for Hadoop on a same spatial processing. However, SpatialHadoop achieved the best result in terms of performing a range query. 3) The performance of our MapReduce application has increased four times after changing the number of reduces from 1 to 12.

• International Journal of High-Rise Buildings
• /
• v.9 no.2
• /
• pp.175-185
• /
• 2020

Currently, few studies have been conducted to comprehend the seismic reliability of post-tensioned (PT) CLT shear wall structures, due to the complexity of this kind of structural system as well as due to lack of a reliable structural model. In this paper, a set of 4-, 8-, 12-, and 16-storey benchmark PT CLT shear wall structures (PT-CLTstrs) were designed using the direct displacement-based design method, and their calibrated structural models were developed. The seismic reliability of each PT-CLTstr was assessed based on the fragility analysis and based on the response surface method (RSM), respectively. The fragility-based reliability index and the RSM-based reliability index were then compared, for each PT-CLTstr and for each seismic hazard level. Results show that the RSM-based reliabilities are slightly less than the fragility-based reliabilities. Overall, both the RSM and the fragility-based reliability method can be used as efficient approaches for assessing the seismic reliabilities of the PT-CLTstrs. For these studied mid- and high-rise benchmark PT-CLTstrs, following their fragility-based reliabilities, the 8-storey PT-CLTstr is subjected to the least seismic vulnerability; while, following their RSM-based reliabilities, the 4-storey PT-CLTstr is subjected to the least seismic vulnerability

• Journal of the Korea Computer Industry Society
• /
• v.6 no.3
• /
• pp.559-566
• /
• 2005

ALTIBASE is the relational main memory DBMS that enables us to develop the high performance and fault tolerant applications. It guarantees the short and predictable execution time as well as the basic functionality of conventional disk-based DBMS. We present the overview of system architecture and the performance analysis with respect to the various design choices. The assorted experiments are performed under the various environments. The results of TPC-H and Wisconsin benchmark tests are described. We illustrate the various performance comparisons under the various index mechanisms, the replication models, the transaction durabilities, and the application structures. A performance study shows the ALTIBASE system can be applied to the wide area of industrial DBMS fields.

• The Journal of Asian Finance, Economics and Business
• /
• v.6 no.2
• /
• pp.9-13
• /
• 2019

The paper aims to investigate the performance of domestic Saudi Arabian ETFs. ETFs are investment vehicles in vogue. These instruments were the first levers for investors allowing them to enter some markets that have been highly protected or out of reach. Saudi Arabia, which has been promoted as an emerging country by MSCI, seeks to attract more foreign investors. The first ETFs were launched in the years 2010-2011. Even though their number has not increased since then, there is a desire to attract a large number of investors. We use premiums/discounts analysis, standard risk-return models, and tracking errors measurements to assess how closely their replicate the underlying benchmark based on monthly data. The results indicate that out of the three funds investigated two are slightly traded at premium, while the latter exhibit a price discount. However, tracking errors are at minimum for all funds suggesting that they track well the benchmark index. Further, the Jensen's model shows that alphas are negative or null, and betas capture largely the systematic risk which is consistent with index investing strategies. Finally, traditional risk-adjusted measures of performance are used to compare ETFs, and results exhibit negative ratios showing that portfolios achieve lower return than the risk-free rate.

• Nuclear Engineering and Technology
• /
• v.51 no.2
• /
• pp.561-572
• /
• 2019

In the design criterion for the nuclear power plant piping system, the limit state of the piping against an earthquake is assumed to be plastic collapse. The failure of a common piping system, however, means the leakage caused by the cracks. Therefore, for the seismic fragility analysis of a nuclear power plant, a method capable of quantitatively expressing the failure of an actual piping system is required. In this study, it was conducted to propose a quantitative failure criterion for piping system, which is required for the seismic fragility analysis of nuclear power plants against critical accidents. The in-plane cyclic loading test was conducted to propose a quantitative failure criterion for steel pipe elbows in the nuclear power plant piping system. Nonlinear analysis was conducted using a finite element model, and the results were compared with the test results to verify the effectiveness of the finite element model. The collapse load point derived from the experiment and analysis results and the damage index based on the stress-strain relationship were defined as failure criteria, and seismic fragility analysis was conducted for the piping system of the BNL (Brookhaven National Laboratory) - NRC (Nuclear Regulatory Commission) benchmark model.

• The Journal of Asian Finance, Economics and Business
• /
• v.8 no.2
• /
• pp.57-64
• /
• 2021

This research attempts to formulate a new mean-risk model to replace the Markowitz mean-variance model by altering the risk measurement using ARCH variance instead of the original variance. In building the portfolio, samples used are closing prices of Indonesia Composite Stock Index and Indonesia Composite Bonds Index from 2013 to 2018. This study is a qualitative study using secondary data from the Indonesia Stock Exchange and Indonesia Bonds Pricing Agency. This research found that Markowitz's model is still superior when utilized in daily data, while the mean-ARCH model is appropriate with wider gap data like monthly observation. The Historical return has also proven to be more appropriate as a benchmark in selecting an optimal portfolio rather than a risk-free rate in an inefficient market. Therefore Mean-ARCH is more appropriate when utilized under data that have a wider gap between the period. The research findings show that the portfolio combination produced is inefficient due to the market inefficiency indicated by the meager return of the stock, while bears notable standard deviation. Therefore, the researcher of this study proposed to replace the risk-free rate as a benchmark with the historical return. The Historical return proved to be more realistic than the risk-free rate in inefficient market conditions.

• Journal of Korean Society for Quality Management
• /
• v.40 no.3
• /
• pp.234-244
• /
• 2012

Purpose: In the private sector, many Customer Satisfaction Index Models have already been developed and are being applied in a variety of industries. In spite of continuously increasing of quality for military goods, measuring tools of Quality Satisfaction have not been developed yet. Method: In 2004, Defense Quality Assurance Agency and Seoul National University jointly developed MCSI(Military Customer Satisfaction Index) as a benchmark NCSI(National Customer Satisfaction Index), but it is limited to aply to military goods. We focused on product quality and developed MQSI(Military Quality Satisfaction Index) Model. Result: We propose a new Satisfaction Index Model(MQSI, Military Quality Satisfaction Index) that can be applied to military goods. Conclusion: In this study, configuration and variables of MQSI Model are described. Also the result of preliminary survey is briefly explained.