• 응용통계연구
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• 제22권2호
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• pp.271-280
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• 2009

급내/급간상관이 동시에 존재하는 이변량 이항자료에 대한 모형으로 Danaher과 Hardie (2005)는 베타이항분포를 제안한바 있다. 그러나 이 모형은 베타분포에 따르는 성공확률을 통해 급내 상관을 묘사하므로 그 적용범위가 양의 급내상관을 가지는 자료에 제한된다. 이 연구에서는 보다 더 넓은 범위의 급내 상관에 대해 유용성을 가지는 일반화가법/승법이항모형과 확장베타이항모형 등에 Sarmanov형식의 이변량 확장을 고려하고 이들을 기존 모형과 적합도의 측면에서 비교한다. 실제자료인 주식자료와 소비자패널자료에 이변량 일반화이항모형들을 적용한 결과, B-mB와 B-ebB의 성능이 우수한 것으로 나타나며, 그 중 상대적으로 넓은 허용범위의 급내상관을 가지는 B-mB가 선호된다고 할 수 있다.

• 한국전자파학회:학술대회논문집
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• 한국전자파학회 2000년도 종합학술발표회 논문집 Vol.10 No.1
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• pp.16-19
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• 2000

We propose a deterministic vector channel simulation model satisfying not only rigorous temporal correlation but also arbitrary spatial correlation using the method of Doppler phase difference sampling. The model is more efficient than the conventional PN filtered Gaussian model with coloring process in evaluating the laboratory performance of mobile communication systems employing adaptive way antennas or space diversity.

• 한국수자원학회:학술대회논문집
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• 한국수자원학회 2005년도 학술발표회 논문집
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• pp.766-770
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• 2005

Cascade-Correlation Neural Networks Model(CCNNM) is used to estimate daily evaporation using limited climatical variables such as atmospheric temperature, dewpoint temperature, relative humidity, wind speed, sunshine duration and radiation. DeBruln equation is applied to estimate daily free-surface evaporation. It is converted into pan evaporation using pan coefficient. The results of CCNNM shows better than those of Debruin equation. This research represents that the strong nonlinear relationship such as evaporation modeling can be generalized by the CCNNM ; a special type of Backpropagation algorithm Neural Networks Model.

• 한국마린엔지니어링학회:학술대회논문집
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• 한국마린엔지니어링학회 2000년도 춘계학술대회 논문집(Proceeding of the KOSME 2000 Spring Annual Meeting)
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• pp.140-145
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• 2000

The objective of experimental study is to apply simultaneous measurement by PIV(Particle Image Velocimetry) to high_speed flow characteristics within ginseng cleaner model. Three different kinds of flow rate(15.20 27ℓ/min) are selected as experimental condition. Optimized cross correlation identification to obtain velocity vectors is implemented by direct calculation of correlation coefficients. The instantaneous velocity distribution time0mean velocity distribution and velocity profile are represented quantitatively for the deeper understanding of the flow characteristics in a ginseng cleaner model.

• 한국환경과학회지
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• 제2권3호
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• pp.193-199
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• 1993

This study has two objectives. One is developing the runoff model for Hoe-Dong Reservoir basin located at the upstream of Su-Young River in Pusan. To develop the runoff model, basic hydrological parameters - curve number to find effective rainfall, and storage coefficient, etc. - should be estimated. In this study, the effective rainfall was calculated by the SCS method, and the storage coefficient used in the Clark watershed routing was cited from the report of P.E.B. The other is the derivation of transfer function for Hoe-Dong Reservoir basin. The linear, discrete, input-output model which contained six parameters was selected, and the parameters were estimated by the least square method and the correlation function method, respectively. Throughout this study, rainfall and flood discharge data were based on the field observation in 1981.8.22 - 8.23 (typhoon Gladys). It was observed that the Clark watershed routing regenerated the flood hydrograph of typhoon Gladys very well, and this fact showed that the estimated hydrological parameters were relatively correct. Also, the calculated hydrograph by the linear, discrete, input-output model showed good agreement with the regenerated hydrograph at Hoe-Dong Dam site, so this model can be applicable to other small urban areas. Key Words : runoff, effective rainfall, SCS method, clark watershed iou상ng, hydrological parameters, parameter estimation, least square method, correlation function method, input-output model, typhoon gladys.

• 한국지반공학회:학술대회논문집
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• 한국지반공학회 2009년도 춘계 학술발표회
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• pp.1043-1052
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• 2009

To derive easily the coefficient of permeability from several other soil properties, the estimation model of coefficient of permeability was proposed using linear regression analysis. The coefficient of permeability is one of the major factors to evaluate the soil characteristics. The study area is located in Kangwon-do Pyeongchang-gun Jinbu-Myeon. Soil samples of 45 spots were taken from the study area and various soil tests were carried out in laboratory. After selecting the soil factor influenced by the coefficient of permeability through the correlation analysis, the estimation model of coefficient of permeability was developed using the linear regression analysis between the selected soil factor and the coefficient of permeability from permeability test. Also, the estimation model of coefficient of permeability was compared with the results from permeability test and empirical equation, and the suitability of proposed model was proved. As the result of correlation analysis between various soil factors and the coefficient of permeability using SPSS(statistical package for the social sciences), the largest influence factor of coefficient of permeability were the effective grain size, porosity and dry unit weight. The coefficient of permeability calculated from the proposed model was similar to that resulted from permeability test. Therefore, the proposed model can be used in case of estimating the coefficient of permeability at the same soil condition like study area.

• 제어로봇시스템학회논문지
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• 제16권3호
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• pp.269-276
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• 2010

In this paper, we present the detection method of moving objects based on two background models. These background models support to understand multi layered environment belonged in images taken by shaking camera and each model is MBM(Multiple Background Model) and TMBM (Temporal Median Background Model). Because two background models are Pixel-based model, it must have noise by camera movement. Therefore correlation coefficient calculates the similarity between consecutive images and measures camera motion vector which indicates camera movement. For the calculation of correlation coefficient, we choose the selected region and searching area in the current and previous image respectively then we have a displacement vector by the correlation process. Every selected region must have its own displacement vector therefore the global maximum of a histogram of displacement vectors is the camera motion vector between consecutive images. The MBM classifies the intensity distribution of each pixel continuously related by camera motion vector to the multi clusters. However, MBM has weak sensitivity for temporal intensity variation thus we use TMBM to support the weakness of system. In the video-based experiment, we verify the presented algorithm needs around 49(ms) to generate two background models and detect moving objects.

• Nuclear Engineering and Technology
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• 제55권4호
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• pp.1400-1409
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• 2023

In this study, three condensation models of the CUPID code, i.e., the resolved boundary layer approach (RBLA), heat and mass transfer analogy (HMTA) model, and an empirical correlation, were tested and validated against the COPAIN and CAU tests. An improvement on HMTA model was also made to use well-known heat transfer correlations and to take geometrical effect into consideration. The RBLA was a best option for simulating the COPAIN test, having mean relative error (MRE) about 0.072, followed by the modified HMTA model (MRE about 0.18). On the other hand, benchmark against CAU test (under natural convection and occurred on a slender tube) indicated that the modified HMTA model had better accuracy (MRE about 0.149) than the RBLA (MRE about 0.314). The HMTA model with wall function and the empirical correlation underestimated significantly, having MRE about 0.787 and 0.55 respectively. When using the HMTA model, consideration of geometrical effect such as tube curvature was essential; ignoring such effect leads to significant underestimation. The HMTA and the empirical correlation required significantly less computational resources than the RBLA model. Considering that the HMTA model was reasonable accurate, it may be preferable for large-scale simulations of containment.

• 재무관리연구
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• 제26권3호
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• pp.199-226
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• 2009

본 논문은 우리나라 주식시장과 외환시장의 기대 수익률과 조건부 변동성간의 시계열적 관계를 2요인 자본자산가격결정모형(two-factor ICAPM)을 이용하여 실증 분석하였다. 주가와 환율의 조건부 분산은 GARCH 모형과 비대칭성을 반영한 GJR(1993) 모형으로 추정하였으며, 주가와 환율과의 조건부 공분산은 Bollerslev(1990)의 일정 상관관계(CCC) 모형과 Engle(2002)의 동태적 조건부상관관계(DCC) 모형을 이용하여 추정하였다. 실증 분석모형은 MGARCH-M 모형을 사용하였으며, 추정방법은 준최우추정법(QMLE)을 사용하였다. 실증 분석결과 외환위기 이후에 주식시장의 기대 수익률은 주가의 분산에 대해, 그리고 환율과의 공분산에 대해 유의한 음(-)의 관계를 갖는 것으로 나타났다. 그러나 외환시장에서 기대 수익률은 조건부 분산과 조건부 공분산에 대해 유의하지 않은 것으로 나타났다. 조건부 분산의 추정에서는 GJR 모형이 GARCH 모형에 비해 더 적합한 것으로 나타났다. 그리고 DCC 모형이 CCC 모형에 비해 설명력이 더 높은 것으로 나타났다. 본 논문의 분석결과는 주식시장에서 환율 변동이 위험 요인으로 작용하고 있기 때문에 포트폴리오 구성이나 위험 관리 등에서 환율 변동을 고려할 필요가 있고, 변수들간의 상관관계는 시변하는 모형을 사용할 필요가 있음을 시사한다.

• 한국도로학회논문집
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• 제19권5호
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• pp.49-58
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• 2017

PURPOSES : The objective of this study is to develop a simple regression model in designing the asphalt concrete (AC) overlay thickness using the Mechanistic-empirical pavement design guide (MEPDG) program. METHODS : To establish the AC overlay design equation, multiple regression analyses were performed based on the synthetic database for AC thickness design, which was generated using the MEPDG program. The climate in Seoul city, a modified Hirsh model for determining dynamic modulus of asphalt material, and a new damaged master curve approach were used in this study. Meanwhile, the proposed rutting model developed in Seoul city was then used to calibrate the rutting model in the MEPDG program. The AC overlay design equation is a function of the total AC thickness, the ratio of AC overlay thickness and existing AC thickness, the ratio of existing AC modulus and AC overlay modulus, the subgrade condition, and the annual average daily truck traffic (AADTT). RESULTS : The regression model was verified by comparing the predicted AC thickness, the AADTT from the model and the MEPDG. The regression model shows a correlation coefficient of 0.98 in determining the AC thickness and 0.97 in determining AADTT. In addition, the data in Seoul city was used to validate the regression model. The result shows that correlation coefficient between the predicted and measured AADTT is 0.64. This indicates that the current model is more accuracy than the previous study which showed a correlation coefficient of 0.427. CONCLUSIONS:The high correlation coefficient values indicate that the regression equations can predict the AC thickness accurately.