• The Korean Journal of Applied Statistics
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• v.23 no.3
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• pp.471-485
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• 2010

VaR is used extensively as a tool for risk management by financial institutions. For convenience, the normal distribution is usually assumed for the measurement of VaR, but recently the method using extreme value theory is attracted for more accurate VaR estimation. So far, GEV and GPD models are used for probability models of EVT for the VaR estimation. In this paper, the PP model is suggested for improved VaR estimation as compared to the traditonal EV models such as GEV and GPD models. In view of the stochastic process, the PP model is regarded as a generalized model which include GEV and GPD models. In the empirical analysis, the PP model is shown to be superior to GEV and GPD models for the performance of VaR estimation.

• The Journal of Korean Institute of Communications and Information Sciences
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• v.41 no.1
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• pp.12-22
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• 2016

Convenience and safety are the key words for the automotive driving and various sensor technologies have been studied for enhanced perception of driving environments. In frequency modulated continuous wave (FMCW) radar systems, single antenna is enough for range and velocity detection of multiple targets. Multiple array antenna is needed for estimating direction of arrival(DoA). Using DoA estimation algorithm in time domain as in the conventional systems, it is difficult to distinguish vehicles lie in the same angle. In order to facilitate the enhanced angle estimation, DoA estimation algorithm is applied in frequency domain. In this paper, the method for applying multiple signal classification(MUSIC) algorithm in frequency domain is suggested and the performance is analyzed.

• The Journal of Fisheries Business Administration
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• v.42 no.2
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• pp.97-112
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• 2011

The coastal and offshore fishery to manage from a fishery permit system in our country at present seems to be a sign of lots problem, which are illegal fishing, a permit rent, non fishing vessel the purpose of vessel reduction, fishery compensation, tax exemption oil, the excessive occurrence of administrative cost due to differences during a period of a fishery permit. All the readjustment system for the permit has suggested an effective solution for a fishery permit management, the maintenance of a fishery order(the prevention of illegal fishery), the prevention of unused fishery, the entrance of new vessel in coastal fishery and it's system has prevent this problems in ahead. This paper has estimated an prevention convenience for an illegal spill of the tax exemption oil, actual effects of vessel reduction, the conservation of fishery resource for the future value and carried out an economic analysis to estimate compliance cost for the system introduction. Also, this study have analyzed throughly the coastal fishery situation and catched lots of issues on the management for the permit system. Especially, the problems improving the readjustment introduction for the permit have estimated the social and economic effects quantitatively and qualitatively with a calculated technique to classify various scenarios. This paper has judged correctly the term of validity for the permit to shorten as a result of the estimation and it will be to take the net convenience cost 1,655thousand million won. The results of this study have expect to provide a basic data to introduce the readjustment system for the permit.

• Journal of Korean Society of Transportation
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• v.28 no.6
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• pp.55-62
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• 2010

The purpose of this research is to provide an a basic data for setting design standards and proposing improvement for public open space by analysis one which is the factor that quite influences public open space by factor analysis. First, Extract main design factors by survey and field investigation of the Public Open Space of Centum and Seomyeon in Pusan. After the extraction, Control and simulation of main design factors which selected by survey for making better improved public open space and resolving problems of it. Based on simulation data, the five-factors drawed by psychological estimation and factor analysis are Accessibility, Intimacy, Openness, Amenity, Convenience. By use of a result, Multiple Regression Analysis is implemented for correlation analysis between five-factors and user's satisfaction in the public open space. Therefore the it which influenced user's satisfaction in the public open space most was Accessibility. So, the public open space must be designed to improve Accessibility and Intimacy, Openness, Amenity, Convenience which influenced user's satisfaction were reviewed primary.

• Journal of the Korea Academia-Industrial cooperation Society
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• v.17 no.9
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• pp.709-717
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• 2016

In this study, the convenience and efficiency of vision-based displacement measurement (VBDM) to estimate the cable tension of cable-stayed bridges and the requirements for its effective application were examined. To demonstrate its convenience and efficiency, it was confirmed that VBDM can be accomplished with a minimum amount of equipment using a commercial camcorder. In this case, it was found that the accuracy of estimation of the natural frequencies is sufficient, even though magnitude errors can occur when conducting high-speed recording at the low resolution afforded by the minimal equipment employed. It was also confirmed that the most important factor in detecting the precise natural frequencies is the use of the appropriate frequency range in the tension estimation using vibration. Based on these results, a study was carried out on the accuracy variation of the estimated tension according to the frame rate of a commercial camcorder. For this purpose, an experiment was performed to estimate the cable tension in a cable-stayed bridge model. Through this experiment, the detectable tensions of cables with various natural frequencies as a function of the frame rate were summarized. As a result, it was shown that the frame rate should be determined based on the natural frequency which is estimated to be located within the appropriate frequency range (approximately 10~75% of theoretical range) considering the aliasing and low-frequency distortion due to excitations.

• KSCE Journal of Civil and Environmental Engineering Research
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• v.38 no.6
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• pp.991-999
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• 2018

In urban areas, the proportion of railway traffic in public transport is increasing. The congestion situation is repeated as the passengers concentrate on station and transfer facilities and the inconvenience of the passengers is increasing in terms of safety and convenience. Therefore, the importance of estimating the appropriate area of the station has been emphasized. The area estimation formula used in the metropolitan railway stations currently is a partial modification of the area estimation formula of Japan in the 1970s. It does not reflect changes in the social and cultural environment and patterns of passengers. The technical basis for major decision variables is insufficient. Therefore, the theoretical basis of the area estimation formula and the pedestrian environment satisfaction of the design guideline of metropolitan railway stations were analyzed in order to suggest improvement formula. The improved area estimation formula was verified by conducting field surveys on 5 stations of metropolitan railways and 15 stations of urban railways. The existing area estimation formula is LOS E grade for the main space. However, the LOS D grade is implemented when the improved area estimation formula is applied. Based on the results, the design factors for the area estimation formula are suggested.

• Journal of the Korean Society of Food Culture
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• v.15 no.3
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• pp.163-174
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• 2000

This research was designed to develop a computer program and evaluate the nutritional balances especially the balance of fatty acids, amino acids and antioxidant vitamins for convenience foods. The Korean convenience food, Kimbab purchased from markets was evaluated by using the self-developed computer program. Contents of calories, protein and calcium were lower$(1/3^{\circ}{\neq}1/2)$ than the recommended levels of Korean adult woman, and the carbohydrate/ protein/ fat(CPF) energy ratio was 70: 13: 17. The mean P/ M/ S ratio was 2.2/ 1.4/ 1 and that of ${\omega}6/\;{\omega}3$ fatty acids was 17.9/ 1, which was higher than the desirable ratio of $4{\sim}8/\;1$. Average essential amino acid balance of market-Kimbab samples was within the desirable range even though the absolute amount of protein was lower than the recommended level. Contents of antioxidant vitamins (A, C &E) were lower than recommended levels. Two kinds of nutritionally adjusted Kimbab menu were established by self-developed computer program. Some of major changes was adding food ingredients such as tuna fish and perilla leaf cooked with sesame oil and soybean oil to increase ${\omega}3$ series fatty acids. Some fruits and milk were also added to the menu. The adjusted CPF ratios was 63: 15: 22 and the new values for P/ M/ S and ${\omega}6/\;{\omega}3$ fatty acids ratios were 1.0/ 1.2/ 1/0 and 6.1/ 1 respectively. In sensory evaluation of two kinds of adjusted Kimbab, the taste and overall estimation scores were higher than unadjusted Kimbab. The computer program developed in this study might be used as a tool for the evaluation of nutritional balance of other convenience foods and menu planning.

• Journal of Korean Society on Water Environment
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• v.24 no.3
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• pp.291-296
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• 2008

Pollutant unit load developed by Ministry of Environment (MOE) in 1995 has been a tool commonly used for water quality management and environmental policy decision. In spite of the convenience of the method in application, the shortcoming of the method has been criticized especially for nonpoint source pollution from paddy field. In this paper the estimation procedures of pollutant unit load from paddy field in the major river basins (Han, Nakdong, Geum, and Youngsan river) were investigated, and some suggestions of improvement measures of the unit-load estimation were made. The investigation showed that the distributions of rainfall, run-off, and run-off ratio, which are the most important factors affecting discharge amount of pollutants, were not similar among river basins. Such differences seemed to result in a greater unit loads estimation at Han river and at Nakdong river watersheds compared to the others. Therefore, it is not likely to be rationale to compare unit load among the watersheds without consideration of such differences. We conclude that estimation of unit-load through an intensive monitoring of pollutant discharge is crucial for better estimation of unit-load. When such an intensive monitoring is not easy due to labor and expense restriction, we suggest that unit-load should be estimated based on the storm-events which is a representative rainfall-runoff event of the area.

• Journal of Electrical Engineering and Technology
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• v.12 no.1
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• pp.110-116
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• 2017

This paper proposed a new real-time parameter tracking algorithm. Unlike the convenience algorithms, the proposed real-time parameter tracking algorithm can estimate parameters through three-phase voltage and electric current without coordination transformation, and does not need information on magnetic flux. Therefore, it can estimate parameters regardless of the change according to operation point and cross-saturation effect. In addition, as the quasi-real-time parameter tracking technique can estimate parameters through the four fundamental arithmetic operations instead of complicated algorithms such as numerical value analysis technique and observer design, it can be applied to low-performance DSP. In this paper, a new real-time parameter tracking algorithm is derived from three phase equation. The validity and usefulness of the proposed inductance estimation technique is verified by simulation and experimental results.

• Journal of Wetlands Research
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• v.2 no.1
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• pp.49-58
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• 2000

The frequency analysis of annual maximum rainfall data and the derivation of probable rainfall intensity formula at Masan station are performed in this study. Based on the eight different rainfall duration data from 10 minutes to 24 hours, eight types of probability distribution (Gamma, Lognormal, Log-Pearson type III, GEV, Gumbel, Log-Gumbel, Weibull, and Wakeby distributions), three types of parameter estimation scheme (moment, maximum likelihood and probability weighted methods) and three types of goodness-of-fit test (${\chi}^2$, Kolmogorov-Smirnov and Cramer von Mises tests) were considered to find an appropriate probability distribution at Masan station. The Lognormal-2 distribution was selected and the probable rainfall intensity formula was derived by regression analysis. The derived formula can be used for estimating rainfall quantiles of the Masan vicinity areas with convenience and reliability in practice.