• Journal of the Korea Institute of Information and Communication Engineering
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• v.15 no.7
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• pp.1525-1530
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• 2011

Techniques for processing continuous queries are required to developing the various types of application services (monitoring services) in ubiquitous environment where the real-time data acquisition from a lot of sensors, analysis, and processing are required. In the previous works of the continuous queries, they have represented all of the continuous queries as the interval queries or region queries, and proposed some methods for processing theses queries. The types of continuous queries, however, are very various, and could be presented by combining the attribute conditions, spatial conditions, and temporal conditions. In this paper, I have classify the types of continuous queries, and have proposed the continuous query model which could be presented by combining those conditions. The contributions of this paper include that it proposes the query model representing the continuous queries and suggests future research directions.

• 제어로봇시스템학회:학술대회논문집
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• 2000.10a
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• pp.521-521
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• 2000

This paper investigates the problem of robust H$_{\infty}$ filter with FIR(Finite Impulse Response) structure for linear continuous time-varying systems with sampled-data measurements. It is assumed that the system is subject to real time-varying uncertainty which is represented by the state-space model having parameter uncertainty. The robust H$_{\infty}$ FIR filter is proposed for the continuous-time linear parameter uncertain systems. It is also derived from the equivalence relationship between the robust linear H$_{\infty}$ FIR filter and the robust linear H$_{\infty}$ filter with sampled-data measurements.

• The Journal of Asian Finance, Economics and Business
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• v.9 no.1
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• pp.1-11
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• 2022

The study incorporates model uncertainty into the private equity (PE) valuation model (SWY model) (Sorensen et al., 2014) to evaluate how model uncertainty distorts the leverage and valuations of PE funds. This study applies a continuous-time model to PE project valuation, modeling the LPs' goal as multiplier preferences provided by Anderson et al. (2003), and assuming that LPs' aversion to model uncertainty causes endogenous belief distortions with entropy as a measure of model discrepancies. Concerns regarding model uncertainty, according to the theoretical model, have an unclear effect on LPs' risk attitude and GPs' decision, which is based on the value of the PE asset. It also demonstrates that model uncertainty lowers the certainty-equivalent valuation of the LPs. Finally, we compare the outcomes of the Full-spanning risk model with the Non-spanned risk model, and they match the intuitive economic reasoning. The most important implication is that model uncertainty will have negative effects on the LPs' certainty-equivalent valuation but has ambiguous effects on the portfolio allocation choice of liquid wealth. Our works contribute to two literature streams. The first is the literature that models the PE funds. The second is the literature introduces model uncertainty into standard finance models.

• Water for future
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• v.28 no.6
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• pp.193-202
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• 1995

The subjective research attempts to apply a rainfall-runoff model capable of considering time-variation of soil water contents which are highly correlated to the river flows on the qpqyungchang river basin and to evaluate its performance for flow forecasting. The model used in this study is a physically-based conceptual time-continuous model, which is composed of the Sacramento soil moisture accounting model and the nonlinear multiple conceptual reservoirs model. The daily precipitation and evaporation data for 7 years and for 3 years were used for the parameter estimation and the model verification, respectively. As a result, the flows including a significant flood event were well simulated, and the cross-correlation coefficient between observed flows and computed flows for the verification periods was 0.87, but in general computed flows were underestimated for the low-flow periods. Also, the effects of precipitation and soil water content to the river flows were analysed for the flood and the drought.

• 제어로봇시스템학회:학술대회논문집
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• 1987.10b
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• pp.155-160
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• 1987

In this paper, the model reduction method of the linear time invariant continuous systems is proposed. The denominator of reduced order model is determined by the eigenvalue selected considering the error of the power series that exists between original system and reduced order system at each time moments. And the numerator of model is founded by the time moment matching method. The method suggested is compared with other various methods in examples.

• Journal of Korean Society of Industrial and Systems Engineering
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• v.18 no.36
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• pp.93-103
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• 1995

This paper des with an economic production quantity model with partial backorders for the situation in which production lead time is deterministic and demand during lead time follows a continuous distribution. In the model, an objective function is formulated In minimize an average annual inventory cost. And then the procedure of iterative solution method for the model is developed to find both production reorder point and production quantity. Finally, sensitivity analysis for various partial backorder ratios and standard deviations of demand during production lead time are presented.

• Journal of the Korean Data and Information Science Society
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• v.25 no.1
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• pp.155-167
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• 2014

This study uses a continuous autoregressive (CAR) model to analyze daily average temperature in six Korean metropolitan cities. Data period is Jan. 1, 1954 to Dec. 31, 2010 covering 57 years. Using a relative long time series reveals that the linear time trend components are all statistically significant in the six cities, which was not shown in previous studies. Particularly the plus sign of its coefficient implies the effect on Korea of the global warming. Unit-root test results are that the temperature time series are stationary without unit-root. It turns out that CAR(3) is suitable for stochastic component of the daily temperature. Since developing suitable continuous stochastic model of the underlying weather related variables is crucial in pricing the weather derivatives, the results in this study will likely prove useful in further future studies on pricing weather derivatives.

• Journal of the Korean Operations Research and Management Science Society
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• v.19 no.3
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• pp.235-241
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• 1994

We consider a B/G/1 queueing with vacations, where the server closes the gate when it begins a vacation. In this system, customers arrive according to a Bernoulli process. The service time and the vacation time follow discrete distributions. We obtain the distribution of the number of customers at a random point in time, and in turn, the distribution of the residence time (queueing time + service time) for a customer. It is observed that solutions for our discret time B/G/1 gated vacation model are analogous to those for the continuous time M/G/1 gated vacation model.

• Journal of the Korean Society of Manufacturing Process Engineers
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• v.12 no.4
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• pp.22-28
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• 2013

It is important to begin left ventricular assist device (LVAD) treatment at appropriate time for heart failure patients who expect cardiac recovery after the therapy. In order to predict the optimal timing of LVAD implantation, we predicted pumping efficacy of LVAD according to the severity of heart failure theoretically. We used LVAD-implanted cardiovascular system model which consist of 8 Windkessel compartments for the simulation study. The time-varying compliance theory was used to simulate ventricular pumping function in the model. The ventricular systolic dysfunction was implemented by increasing the end-systolic ventricular compliance. Using the mathematical model, we predicted cardiac responses such as left ventricular peak pressure, cardiac output, ejection fraction, and stroke work according to the severity of ventricular systolic dysfunction under the treatments of continuous and pulsatile LVAD. Left ventricular peak pressure, which indicates the ventricular loading condition, decreased maximally at the 1st level heart-failure under pulsatile LVAD therapy and 2nd level heart-failure under continuous LVAD therapy. We conclude that optimal timing for pulsatile LVAD treatment is 1st level heart-failure and for continuous LVAD treatment is 2nd level heart-failure when considering LVAD treatment as "bridge to recovery".

• Economic Analysis
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• v.17 no.2
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• pp.27-55
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• 2011

Although many theoretical studies have tried to explain the volatility in financial markets using models of herd behavior, there have been few empirical studies on dynamic herding due to the technical difficulty of detecting herd behavior with time-series data. Thus, this paper theoretically extends a continuous beliefs system belonging to an agent based economic model by introducing a term representing agents'mutual dependence into each agent's utility function and derives a SV(stochastic volatility)-type econometric model. From this model the time-varying herding parameters are efficiently estimated by a Markov chain Monte Carlo method. Using monthly data of KOSPI and DOW, this paper provides some empirical evidences for stronger herding in the Korean stock market than in the U.S. stock market, and further stronger herding after the global financial crisis than before it. More interesting finding is that time-varying herd behavior has weak autocorrelation and the global financial crisis may increase its volatility significantly.