• Korea Trade Review
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• v.47 no.3
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• pp.211-232
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• 2022

Due to the impact of the public health event COVID-19 epidemic, the Chinese futures market showed "Black Swan". This has brought the unpredictable into the economic environment with many commodities falling by the daily limit, while gold performed well and closed in the sunshine(Yan-Li and Rui Qian-Wang, 2020). Volatility is integral part of financial market. As an emerging market and a special precious metal, it is important to forecast return of gold futures price. This study selected data of the SHFE gold futures returns and conducted an empirical analysis based on the generalised autoregressive conditional heteroskedasticity (GARCH)-type model. Comparing the statistics of AIC, SC and H-QC, ARMA (12,9) model was selected as the best model. But serial correlation in the squared returns suggests conditional heteroskedasticity. Next part we established the autoregressive moving average ARMA-GARCH-type model to analysis whether Volatility Clustering and the leverage effect exist in the Chinese gold futures market. we consider three different distributions of innovation to explain fat-tailed features of financial returns. Additionally, the error degree and prediction results of different models were evaluated in terms of mean squared error (MSE), mean absolute error (MAE), Theil inequality coefficient(TIC) and root mean-squared error (RMSE). The results show that the ARMA(12,9)-TGARCH(2,2) model under Student's t-distribution outperforms other models when predicting the Chinese gold futures return series.

• Journal of Korea Water Resources Association
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• v.34 no.6
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• pp.577-586
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• 2001

This study proposes a theoretical methodology for deriving a rainfall intensity-duration- frequency (I-D-F) curve using a simple rectangular pulses Poisson process model. As the I-D-F curve derived by considering the model structure is dependent on the rainfall model parameters estimated using the observed first and second order statistics, it becomes less sensitive to the unusual rainfall events than that derided using the annual maxima rainfall series. This study has been applied to the rainfall data at Seoul and Inchon stations to check its applicability by comparing the two I-D-F carves from the model and the data. The results obtained are as followed. (1) As the duration becomes longer, the overlap probability increases significantly. However, its contribution to the rainfall intensity decreases a little. (2) When considering the overlap of each rainfall event, especially for large duration and return period, we could see obvious increases of rainfall intensity. This result is normal as the rainfall intensity is calculated by considering both the overlap probability and return period. Also, the overlap effect for Seoul station is fecund much higher than that for Inchon station, which is mainly due to the different overlap probabilities calculated using different rainfall model parameter sets. (3) As the rectangular pulses Poisson processes model used in this study cannot consider the clustering characteristics of rainfall, the derived I-D-F curves show less rainfall intensities than those from the annual maxima series. However, overall pattern of both I-D-F curves are found very similar, and the difference is believed to be overcome by use of a rainfall model with the clustering consideration.

• Journal of the Institute of Electronics Engineers of Korea TC
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• v.43 no.1 s.343
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• pp.57-70
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• 2006

This paper descWireless Sensor Network consisting of a number of small sensors with transceiver and data processor is an effective means for gathering data in a variety of environments. The data collected by each sensor is transmitted to a processing center that use all reported data to estimate characteristics of the environment or detect an event. This process must be designed to conserve the limited energy resources of the sensor since neighboring sensors generally have the data of similar information. Therefore, clustering scheme which sends aggregated information to the processing center may save energy. Existing multi-hop cluster energy consumption modeling scheme can not estimate exact energy consumption of an individual sensor. In this paper, we propose a new cluster energy consumption model which modified existing problem. We can estimate more accurate total energy consumption according to the number of clusterheads by using Voronoi tessellation. Thus, we can realize an energy efficient cluster formation. Our modeling has an accuracy over $90\%$ when compared with simulation and has considerably superior than existing modeling scheme about $60\%.$ We also confirmed that energy consumption of the proposed modeling scheme is more accurate when the sensor density is increased.

• Journal of the Korean Society of Surveying, Geodesy, Photogrammetry and Cartography
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• v.24 no.1
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• pp.131-138
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• 2006

Recently, data gathering and algorithm developing are in progress for the GIS application using point feature. Several researches prove that verification of the spatial clustering and evaluation of inter-dependencies between event and control are possible. On the other hand, most of the point features as GIS data are gathered by indirect method, such as address geo-coding, rather than by direct method, such as field surveying. Futhermore, lots of statistics by administrative district based on the point features have no coordinates information of the points. In this study, calculating the K-index in GIS environment, to evaluate the effect of aggregation of raw data on K-index, K-indices estimated from raw data (parcel unit), topographically aggregated data (block unit), administratively aggregated data (administrative district unit) are compared and evaluated. As a result, point feature, highly clustered in local area, is largely distorted when aggregated administratively. But, the K-indices of topographically aggregated data is very similar to the K-indices of raw data.

• Journal of Korea Water Resources Association
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• v.41 no.7
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• pp.747-759
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• 2008

This study, a point rainfall process model, which could represent appropriately observed rainfall data, was to select. The point process models-rectangular pulses Poisson process model(RPPM), Neyman-Scott rectangular pulses Poisson process model(NS-RPPM), and modified Neyman-Scott rectangular pulses Poisson process model(modified NS-RPPM)-all based on Poisson process were considered as possible rainfall models, whose statistical analyses were performed with their simulation rainfall data. As results, simulated rainfall data using the NS-RPPM and the modified NS-RPPM represent appropriately statistics of observed data for several aggregation levels. Also, simulated rainfall data using the modified NS-RPPM shows similar characteristics of rainfall occurrence to the observed rainfall data. Especially, the modified NS-RPPM reproduces high-intensity rainfall events that contribute largely to occurrence of natural harzard such as flood and landslides most similarly. Also, the modified NS-RPPM shows the best results with respect to the total rainfall amount, duration, and inter-event time. In conclusions, the modified NS-RPPM was found to be the most appropriate model for the long-term simulation of rainfall.

• Journal of Internet Computing and Services
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• v.10 no.1
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• pp.101-110
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• 2009

Multi-agent systems are mostly used to integrate the intelligent and distributed approaches to various systems for effective sharing of resources and dynamic system reconfigurations. Object replication is usually used to implement fault tolerance and solve the problem of unexpected failures to the system. This paper presents the intelligent multi-agent distributed platform based on the dynamic object group management and proposes an object search technique based on the proposed filtered k-means (Fk-means). We propose Fk-means for the search mechanism to find alternative objects in the event of object failures and transparently reconnect client to the object. The filtering range of Fk-means value is set only to include relevant objects within the group to perform the search method efficiently. The simulation result shows that the proposed mechanism provides fast and accurate search for the distributed object groups.

• Journal of the Korean Society of Hazard Mitigation
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• v.10 no.3
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• pp.147-154
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• 2010

This study analyzed the characteristics of sediment produce by landslide triggered by rainfall. One-dimensional unsaturated groundwater model and infinite slope stability analysis were used to estimate the behavior of soil moisture and slope stability according to rainfall, respectively. Slope stability analysis was performed considering on soil depth and characteristics of trees. The results of the analysis on characteristics of sediment produce according to rainfall events showed that the sediment produce by landslide was mainly contributed to rainfall intensity and its temporal clustering. The results of the analysis on characteristics of sediment produce by extreme events showed that remaining rainfall amount of typhoon 'Rusa' was much more than that of the other extreme events, and thus this remaining rainfall was to contribute to sediment transportation. Additionally, only a small number of extreme events were found to cause most amount of sediment produce in a basin.

• Journal of Navigation and Port Research
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• v.28 no.3
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• pp.185-191
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• 2004

The mean and Clustering are important methods of data mining, which is now widely applied to various multi-attributes problem However, feature weighting and feature selection are important in those methods bemuse features may differ in importance and such differences need to be considered in data mining with various multiful-attributes problem. In addition, in the event of arithmetic mean, which is inadequate to figure out the most fitted result for structure of evaluation with attributes that there are weighted and ranked. Moreover, it is hard to catch hold of a specific character for assume the form of user's group. In this paper. we propose a dispersion mean algorithm for evaluation of similarity measure based on the geometrical figure. In addition, it is applied to mean classified by user's group. One of the key issues to be considered in evaluation of the similarity measure is how to achieve objectiveness that it is not change over an item ranking in evaluation process.

• Journal of the Economic Geographical Society of Korea
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• v.11 no.4
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• pp.564-579
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• 2008

It is often challenging to evaluate local spatial association among onedimensional vectors generally representing paired-location events where two points are physically or functionally connected. This is largely because of complex process of such geographic phenomena itself and partially representational complexity. This paper addresses an alternative way to identify spatially autocorrelated paired-location events (or vectors) at a local scale. In doing so, we propose a statistical algorithm combining univariate point pattern analysis for evaluating local clustering of origin-points and similarity measure of corresponding vectors. For practical use of the suggested method, we present an empirical application using transactions data in a local housing market, particularly recorded from 2004 to 2006 in Franklin County, Ohio in the United States. As a result, several locally characterized similar transactions are identified among a set of vectors showing various local moves associated with communities defined.

• The Journal of Korean Institute of Communications and Information Sciences
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• v.35 no.12A
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• pp.1188-1197
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• 2010

A most important thing in a connected dominating set(CDS)-based routing in a wireless ad-hoc network is to select a minimum number of dominating nodes and then build a backbone network which is made of them. Node failure in a CDS is an event of non-negligible probability. For applications where fault tolerance is critical, a traditional dominating-set based routing may not be a desirable form of clustering. It is necessary to minimize the frequency of reconstruction of a CDS to reduce message overhead due to message flooding. The idea is that by finding alternative nodes within a restricted range and locally reconstructing a CDS to include them, instead of totally reconstructing a new CDS. With the proposed algorithm, the resulting number of dominating nodes after partial reconstruction of CDS is not changed and also its execution time is faster than well-known algorithm of construction of CDS by 20~40%. In the case of high mobility situation, the proposed algorithm gives better results for the performance metrics, packet receive ratio and energy consumption.