• Journal of Korea Water Resources Association
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• v.33 no.4
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• pp.437-446
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• 2000

THe drought analysis is performed by applications of truncation level method and conditional probability concept for hydrologic time series in Han river basin. The distributed trend of conditional probability is determined using kriging method for the time series. This study uses daily flowrate, monthly rainfall, and daily high temperature data sets. The daily flowrate data of 12 years(1986~1997) is used for the analysis. Also, the 14 years' data sets(1986~1999) for monthly rainfall and daily high temperature obtained from the National Weather Service of Korea are used in this study. In the cases of flowrate and rainfall data sets, the estimated value corresponding to the truncation level is decreased as the truncation level is increased but in the high temperature data, the value is increased as the truncation level is increased. The conditional probability varies according to the observations and sites. However, the distributed trend of drought is similar over the basin. As a result, the possibility of the drought is high in the middle and lower parts of Han river basin and thus it is recommended the distributed trend of drought be considered when the plan or measures for drought are established.

• Korean Management Science Review
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• v.30 no.3
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• pp.55-70
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• 2013

In this study we suggested two optimization models to determine conversion weight of convertible bonds. The problem of this study is same as that of Park and Shim [1]. But this study used Value-at-Risk (VaR) for risk measurement instead of CVaR, Conditional-Value-at-Risk. In comparison with conventional Markowitz portfolio models, which use the variance of return, our models used VaR. In 1996, Basel Committee on Banking Supervision recommended VaR for portfolio risk measurement. But there are difficulties in solving optimization models including VaR. Benati and Rizzi [5] proved NP-hardness of general portfolio optimization problems including VaR. We adopted their approach. But we developed efficient algorithms with time complexity O(nlogn) or less for our models. We applied examples of our models to the convertible bond issued by a semiconductor company Hynix.

• Journal of Korea Water Resources Association
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• v.39 no.12 s.173
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• pp.1031-1042
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• 2006

In recent years, a growing concern exists in watershed and stream improvement projects. Under these circumstances, this paper estimates monetary value of the attributes of alternatives for rehabilitation of hydrologic cycle using choice experiments. Choice experiments shows vivid image and estimates a willingness to pay based on their preference for environmental goods. A preliminary survey shows that the attributes of the Anyangcheon watershed are flood-damage possibilities, Instreamflow, water quality, river characteristic and estimates the tax for the Anyangcheon watershed improvements. We surveyed 200 citizens were selected as samples of watershed beneficing in Seoul and Gyeonggi Province and used conditional logit model to analyze the implicit values of the attributive per household. The benefit of the attributes by province based on the implicit price obtained from estimated parameters were calculated. This study is expected to contribute to the decision-making process for policy-makers by providing useful methodological framework and quantitative information related to watershed improvement projects.

• The Korean Journal of Applied Statistics
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• v.22 no.5
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• pp.971-979
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• 2009

In this paper, we introduce the method that reduces the bias when the transformation and back-transformation approach is applied in GARCH models. A parametric bootstrap is employed to compute the conditional expectation which is the prediction value to minimize mean square errors in the original scale. Through the analyese of returns of KOSPI and KOSDAQ, we verified that the proposed method provides a bias-reduced estimation for the prediction value.

• The Transactions of the Korean Institute of Electrical Engineers B
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• v.54 no.12
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• pp.629-637
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• 2005

This paper proposes a new anti-windup strategy to suppress integrator windup for PI speed controller and to be implemented on the existing system with minimal modification. When the speed control mode is changed from P controller to PI controller. an appropriate initial value for integrator is assigned. This value restricts overshoot and high settling time. Also, the proposed method guarantees the designed performance independent on operating conditions, i.e. different set-point change and load torque. Simulation and experimental results for PMSM speed controller have shown its superior performance compared with the conditional integration and tracking back calculation.

• Earthquakes and Structures
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• v.11 no.2
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• pp.297-313
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• 2016

A virtual parameter is introduced into the formulation of the previously published integration method to improve its stability properties. It seems that the numerical properties of this integration method are almost unaffected by this parameter except for the stability property. As a result, it can have second order accuracy, explicit formulation and controllable numerical dissipation in addition to the enhanced stability property. In fact, it can have unconditional stability for the system with the instantaneous degree of nonlinearity less than or equal to the specified value of the virtual parameter for the modes of interest for each time step.

• Communications for Statistical Applications and Methods
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• v.5 no.1
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• pp.107-120
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• 1998

This research aims here to develop a certain extended double sampling plan, EDS, which is an extension of ordinary double sampling plan in the sense that the second-stage sampling effort and second-stage critical value are allowed to depend on the point at which the first-stage continuation region is traversed. For purpose of comparison, single sampling plan, optimal ordinary double sampling plan(ODS) and sequential probability ratio test are considered with the same overall error rates, respectively. It is observed that the EDS idea allows less sampling effort than the optimal ODS.

• Journal of the Chungcheong Mathematical Society
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• v.27 no.3
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• pp.347-361
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• 2014

Generalized Pareto distribution play an important role in reliability, extreme value theory, and other branches of applied probability and statistics. This family of distribution includes exponential distribution, Pareto or Lomax distribution. In this paper, we established exact expressions and recurrence relations satised by the quotient moments of generalized order statistics for a generalized Pareto distribution. Further the results for quotient moments of order statistics and records are deduced from the relations obtained and a theorem for characterizing this distribution is presented.

• Journal of English Language & Literature
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• v.57 no.6
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• pp.959-976
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• 2011

The expression no matter, combining with an interrogative clause X, expresses 'it doesn't matter what the value is of X' and displays many syntactic and semantic peculiarities. To better understand the grammatical properties of the construction in question, we investigate English corpora available online and suggest that some of the irreducible properties the construction displays can be best captured by the inheritance mechanism which plays a central role in the HPSG and Construction Grammar. We show that the construction in question has its own constructional properties, but also inherits properties from related major head constructions.

• Journal of KIISE:Computing Practices and Letters
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• v.15 no.10
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• pp.786-790
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• 2009

In this paper, we present a new heuristic search algorithm, HSCP, that can solve conditional/contingent planning problems with nondeterministic actions as well as partial observations. The algorithm repeats its AND-OR search trials until a complete solution graph can be found. However, unlike existing heuristic AND-OR search algorithms such as$AO^*$ and $LAO^*$, the AND-OR search trial conducted by HSCP concentrates on only a single candidate of solution subgraphs to expand it into a complete solution graph. Moreover, unlike real-time dynamic programming algorithms such as RTDP and LRTDP, the AND-OR search trial of HSCP finds a solution immediately when it possible without delaying it until the estimated value of every state converges. Therefore, the HSCP search algorithm has the advantage that it can find a sub-optimal conditional plan very efficiently.