• Communications for Statistical Applications and Methods
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• v.24 no.5
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• pp.507-518
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• 2017

Volatility plays a crucial role in theory and applications of asset pricing, optimal portfolio allocation, and risk management. This paper proposes a combined model of autoregressive moving average (ARFIMA), generalized autoregressive conditional heteroscedasticity (GRACH), and skewed-t error distribution to accommodate important features of volatility data; long memory, heteroscedasticity, and asymmetric error distribution. A fully Bayesian approach is proposed to estimate the parameters of the model simultaneously, which yields parameter estimates satisfying necessary constraints in the model. The approach can be easily implemented using a free and user-friendly software JAGS to generate Markov chain Monte Carlo samples from the joint posterior distribution of the parameters. The method is illustrated by using a daily volatility index from Chicago Board Options Exchange (CBOE). JAGS codes for model specification is provided in the Appendix.

• Proceedings of the Korean Information Science Society Conference
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• 2004.04a
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• pp.940-942
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• 2004

자바가상기계의 메모리 할당에서 서로 다른 크기의 메모리 할당과 해제는 힙 영역과 자바 스택 영역에 심각한 외부 단편화를 발생시킨다. 자바가상기계에서 외부 단편화는 가비지 콜렉션의 발생을 증가시키고 메모리를 할당하기 위한 메모리 접근이 증가되는 고비용의 동작이 발생하므로 소규모 메모리에서 동작하는 임베디드 자바가상기계에서 성능저하가 발생하게 된다. 본 논문에서는 임베디드 자바가상기계에서 외부 단편화를 최소화하고 메모리를 효율적으로 관리하기 위한 한 가지 방안으로 고정크기 메모리 할당 방법에 대한 연구이다. 고정크기 메모리 할당 기법은 자바가상기계의 힙 영역에 가장 큰 객체의 크기를 기준으로 할당하고 자바 스택 영역에 가장 큰 스택 프레임을 기준으로 할당하도록 하여, 힙 영역과 자바 스택 영역에 외부 단편화를 최소화하도록 하는 메모리 할당 정책이다. 고정 크기 메모리 할당은 내부 단편화에 따른 메모리 낭비가 발생될 수 있지만, 외부 단편화는 최소화되기 때문에 가비지 콜렉션 발생 횟수를 감소시킬 수 있으며, 회수된 메모리 공간을 재구성하는 고비용을 제거 할 수 있다. 또한 할당 해제된 영역들은 Free-List로 연결되어 메모리 할당을 위한 메모리 접근을 최소화시키는 장점을 가진다.

• Journal of Korean Society for Quality Management
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• v.24 no.1
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• pp.20-31
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• 1996

A pure zero-one integer program is formulated for determining where to assign the inspection stations in a multi-stage production system. The objective fuction is formulated to minimize the overall inspection costs. One of the major characteristics of this system is that an assigned inspection station is to inspect only the items produced in previous manufacturing stages. Each inspection station can be assigned to any possible inspection stage between two manufacturing stages. Error-free and screening inspection policy is assumed in this system and the defective items found in any inspection station will be reworked at once. The integer programming model presented in this paper has the advantages in the ease of modeling and modifiing as compared with the existing dymanamic programming methods. The solutions of the model can be easily obtained by the commercially available softwares like LINDO and GAMS.

• Structural Engineering and Mechanics
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• v.17 no.3_4
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• pp.557-572
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• 2004

Control systems are used to limit structural lateral deflections during large external loads such as winds and earthquakes. Most recently, the semi-active control approach has grown in popularity due to inexpensive control devices that consume little power. As a result, recently designed control systems have employed many semi-active control devices for the control of a structure. In the future, it is envisioned that structural control systems will be large-scale systems defined by high actuation and sensor densities. Decentralized control approaches have been used to control large-scale systems that are too complex for a traditional centralized approach, such as linear quadratic regulation (LQR). This paper describes the derivation of energy market-based control (EMBC), a decentralized approach that models the structural control system as a competitive marketplace. The interaction of free-market buyers and sellers result in an optimal allocation of limited control system resources such as control energy. The Kajima-Shizuoka Building and a 20-story benchmark structure are selected as illustrative examples to be used for comparison of the EMBC and centralized LQR approaches.

• Proceedings of the Korean Information Science Society Conference
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• 2006.06a
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• pp.364-366
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• 2006

자원이 한정적인 시스템을 위해 실시간 운영체제는 자원을 효율적으로 관리해야 한다. 대부분 실시간 운영체제는 효율적인 메모리 관리를 위해 동적으로 메모리를 할당한다. 하지만 동적 메모리의 할당과 해제의 반복은 비연속적인 메모리 공간을 생성하고 이런 비연속적인 메모리의 생성은 단편화와 같은 성능을 저하시키는 요인이 된다. 논문은 실시간 운영체제에서 시간결정성을 높여줄 수 있도록 분산된 프리 메모리 블록을 할당하는 기법을 설계 및 구현하였다.

• 유체기계공업학회:학술대회논문집
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• 2005.12a
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• pp.582-588
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• 2005

An experimental study to establish a standard of sump model test of pump station was implemented. Comparison of foreign standard was also performed. Configuration condition around a bell mouth suction intake was easily adjusted by 3-axis traversing system and partition allocation. Operational condition was also varied widely to give accurate test data. PIV was also introduced to produce Quantitative analysis of flow field such as free-surface vortex and submerged vortex occurring in the model test. More detailed vortex behaviors were represented by PIV analysis.

• Proceedings of the Korean Information Science Society Conference
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• 2011.06d
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• pp.221-224
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• 2011

본 논문에서는 중첩 된 WBAN(Wireless Body Area Network) 환경에서 비경쟁 전송구간의 신뢰성 있는 전송을 위해 한정된 자원(비경쟁 전송구간)을 각각의 WBAN에게 할당하는 방안을 제안한다. 이를 위해 협동적 게임 이론(cooperative game theory)을 바탕으로 한정된 자원(비경쟁 전송구간)을 효율적이고 공평하게 할당 할 수 있도록 내쉬중재(Nash arbitration) 기법을 통한 자원 할당 방안을 살펴본다. 내쉬중재 협상해법을 통해 WBAN 간 비경쟁 전송구간의 충돌 없이 신뢰성 있는 전송을 보장한다. 또한, 각 WBAN의 비경쟁 전송 구간 내의 디바이스 우선순위와 할당받은 timeslot의 개수를 고려하여 전략 선택에 따른 형평성과 각 WBAN이 비경쟁전송 구간 내에 요구하는 최소한의 timeslot을 보장한다.

• The Journal of Information Technology
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• v.5 no.2
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• pp.27-34
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• 2002

The KVM garbage collector implemented in CLDC was generally based on the simple mark-sweep algorithm, but it is difficult to handle objects of varying size without fragmentation of the available memory. In this paper, we have designed and implemented a memory allocator based on the mark-sweep algorithm that minimizes the fragmentation by the method that determines the allocation position of free-space list according to object size. The experimental result shows that our algorithm reduce the fragmentation and improve the execution time than the existing algorithm.

• Journal of the Korea Society of Computer and Information
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• v.21 no.1
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• pp.147-153
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• 2016

In this paper, we propose an efficient dynamic workload balancing strategy which improves the performance of high-performance computing system. The key idea of this dynamic workload balancing strategy is to minimize execution time of each job and to maximize the system throughput by effectively using system resource such as CPU, memory. Also, this strategy dynamically allocates job by considering demanded memory size of executing job and workload status of each node. If an overload node occurs due to allocated job, the proposed scheme migrates job, executing in overload nodes, to another free nodes and reduces the waiting time and execution time of job by balancing workload of each node. Through simulation, we show that the proposed dynamic workload balancing strategy based on CPU, memory improves the performance of high-performance computing system compared to previous strategies.

• Journal of the Korea Society of Computer and Information
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• v.21 no.1
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• pp.125-129
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• 2016

In this paper, we propose an efficient dynamic workload balancing strategy which improves the performance of high-performance computing system. The key idea of this dynamic workload balancing strategy is to minimize execution time of each job and to maximize the system throughput by effectively using system resource such as CPU, memory. Also, this strategy dynamically allocates job by considering demanded memory size of executing job and workload status of each node. If an overload node occurs due to allocated job, the proposed scheme migrates job, executing in overload nodes, to another free nodes and reduces the waiting time and execution time of job by balancing workload of each node. Through simulation, we show that the proposed dynamic workload balancing strategy based on CPU, memory improves the performance of high-performance computing system compared to previous strategies.