• The Korean Journal of Applied Statistics
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• v.22 no.2
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• pp.271-280
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• 2009

For bivariate binomial data with both intra and inter-class correlation, Danaher and Hardie (2005) proposed a bivariate beta-binomial model. However, the model is limited to the situation where the intra-class correlation is strictly positive. Thus it might be seriously inadequate for data with a negative intra-class correlation. Several authors have considered generalized binomial distributions covering a wider range of intra-class correlation which could relax the possible model restrictions imposed. Among others there are the additive/multiplicative and the beta/extended beta binomial model. In this study, bivariate models of the Sarmanov (1966) type are formed by combining each of those univariate models to take care of the inter-class correlation, and are evaluated in terms of the goodness-of-fit. As a result, B-mB and B-ebB are fitted, successfully, to real data and that B-mB, which has a wider permissible range than B-ebB for the intra-class correlation is relatively preferred.

• Proceedings of the Korea Electromagnetic Engineering Society Conference
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• 2000.11a
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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.

• Proceedings of the Korea Water Resources Association Conference
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• 2005.05b
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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.

• Proceedings of the Korean Society of Marine Engineers Conference
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• 2000.05a
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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.

• Journal of Environmental Science International
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• v.2 no.3
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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.

• Proceedings of the Korean Geotechical Society Conference
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• 2009.03a
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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.

• Journal of Institute of Control, Robotics and Systems
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• v.16 no.3
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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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• v.55 no.4
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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.

• The Korean Journal of Financial Management
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• v.26 no.3
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• pp.199-226
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• 2009

We examine the intertemporal relation between risk and return in the Korean stock market and foreign exchange market based on the two factor ICAPM framework. The standard GARCH model and the GJR(1993) model are employed to estimate conditional variances of the stock returns and foreign exchange rates. The covariance between the rates of stock returns and changes in the exchange rates are estimated by the constant conditional correlation model of Bollerslev(1990) and the dynamic conditional correlation model of Engle(2002). The multivariate GARCH in mean model and quasi-maximum likelihood estimation method, consequently, are applied to investigate riskreturn relation jointly. We find that the estimated coefficient of relative risk aversion is negative and statistically significant in the post-financial crisis sample period in the Korean stock market. We also show that the expected stock returns are negatively related to the dynamic covariance with foreign exchange rates. Both estimated parameters of conditional variance and covariance in the foreign exchange market, however, are not statistically significant. The GJR model is better than the standard GARCH model to estimate the conditional variances. In addition, the dynamic conditional correlation model has higher explanatory power than the constant correlation model. The empirical results of this study suggest following two points to investors and risk managers in hedging and diversifying strategies for their portfolios in the Korean stock market: first, the variability of foreign exchange rates should be considered, and second, time-varying correlation between stock returns and changes in foreign exchange rates supposed to be considered.

• International Journal of Highway Engineering
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• v.19 no.5
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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.