• Journal of Institute of Control, Robotics and Systems
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• v.10 no.8
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• pp.742-747
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• 2004

Outdoors we can easily acquire our accurate location by GPS. However, the GPS signal can't be acquired indoors because of its weak signal power level. Adequate positioning method is demanded for many indoor positioning applications. At present, wireless local area network (WLAN) is widely installed in various areas such as airport, campus, and park. This paper proposes a positioning algorithm using WLAN signal strength to provide the position of the WLAN user indoors. There are two methods for WLAN based positioning, the signal propagation method uses signal strength model over space and the empirical method uses RF power propagation database. The proposed method uses the probability distribution of the power propagation and the maximum likelihood estimation (MLE) algorithm based on power strength DB. Test results show that the proposed method can provide reasonably accurate position information.

• Proceedings of the Korean Information Science Society Conference
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• 2010.06c
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• pp.419-422
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• 2010

사용자와 환경의 변화에 적응하기 위해서 베이지안 네트워크의 다양한 학습 방법들이 연구되고 있다. 기존의 많은 학습방법에서는 학습 데이터로부터 통계적 방법을 통해서 베이지안 네트워크 모델을 학습하는데, 이러한 접근 방법은 학습 데이터를 수집하기 어려운 문제에 적용하기 힘들며, 사용자의 의도를 데이터의 패턴들로만 학습하므로 직접적으로 사용자의 의도를 반영할 수 없다. 본 논문에서는 대화에 기반하여 사용자의 의도를 직접적으로 수집하고, 이로부터 베이지안 네트워크의 파라메터를 학습하는 방법을 연구한다. 제안하는 방법에서는 사용자와의 대화를 통해서 현재의 모델의 잘못된 점 혹은 개선점을 직접적으로 입력 받고, 이를 바탕으로 베이지안 네트워크 모델을 수정하여 데이터의 수집 없이 빠른 시간에 사용자가 원하는 모델을 학습 할 수 있다. 기존의 통계적 기법을 이용한 대표적인 베이지안 네트워크 파라메터 학습 방법인 최대우도 추정(Maximum Likelihood Estimation; MLE) 방법과 제안하는 방법을 비교하여 제안하는 방법의 유용성을 확인한다.

• Journal of Korea Multimedia Society
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• v.24 no.2
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• pp.245-254
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• 2021

We proposed the research on an analysis and prediction model that allows the identification of outliers or abnormality in the data followed by effective and rapid imputation of missing values was conducted. This model is expected to analyze efficiently the problems in the data based on the calibrated raw data. As a result, a system that can adequately utilize the data was constructed by using the introduced KNN + MLE algorithm. With this algorithm, the problems in some of the existing KNN-based missing data imputation algorithms such as ignoring the missing values in some data sections or discarding normal observations were effectively addressed. A comparative evaluation was performed between the existing imputation approaches such as K-means, KNN, MEI, and MI as well as the data missing mechanisms including MCAR, MAR, and NI to check the effectiveness/efficiency of the proposed algorithm, and its superiority in all aspects was confirmed.

• Journal of Intelligence and Information Systems
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• v.23 no.2
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• pp.107-122
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• 2017

Volatility in the stock market returns is a measure of investment risk. It plays a central role in portfolio optimization, asset pricing and risk management as well as most theoretical financial models. Engle(1982) presented a pioneering paper on the stock market volatility that explains the time-variant characteristics embedded in the stock market return volatility. His model, Autoregressive Conditional Heteroscedasticity (ARCH), was generalized by Bollerslev(1986) as GARCH models. Empirical studies have shown that GARCH models describes well the fat-tailed return distributions and volatility clustering phenomenon appearing in stock prices. The parameters of the GARCH models are generally estimated by the maximum likelihood estimation (MLE) based on the standard normal density. But, since 1987 Black Monday, the stock market prices have become very complex and shown a lot of noisy terms. Recent studies start to apply artificial intelligent approach in estimating the GARCH parameters as a substitute for the MLE. The paper presents SVR-based GARCH process and compares with MLE-based GARCH process to estimate the parameters of GARCH models which are known to well forecast stock market volatility. Kernel functions used in SVR estimation process are linear, polynomial and radial. We analyzed the suggested models with KOSPI 200 Index. This index is constituted by 200 blue chip stocks listed in the Korea Exchange. We sampled KOSPI 200 daily closing values from 2010 to 2015. Sample observations are 1487 days. We used 1187 days to train the suggested GARCH models and the remaining 300 days were used as testing data. First, symmetric and asymmetric GARCH models are estimated by MLE. We forecasted KOSPI 200 Index return volatility and the statistical metric MSE shows better results for the asymmetric GARCH models such as E-GARCH or GJR-GARCH. This is consistent with the documented non-normal return distribution characteristics with fat-tail and leptokurtosis. Compared with MLE estimation process, SVR-based GARCH models outperform the MLE methodology in KOSPI 200 Index return volatility forecasting. Polynomial kernel function shows exceptionally lower forecasting accuracy. We suggested Intelligent Volatility Trading System (IVTS) that utilizes the forecasted volatility results. IVTS entry rules are as follows. If forecasted tomorrow volatility will increase then buy volatility today. If forecasted tomorrow volatility will decrease then sell volatility today. If forecasted volatility direction does not change we hold the existing buy or sell positions. IVTS is assumed to buy and sell historical volatility values. This is somewhat unreal because we cannot trade historical volatility values themselves. But our simulation results are meaningful since the Korea Exchange introduced volatility futures contract that traders can trade since November 2014. The trading systems with SVR-based GARCH models show higher returns than MLE-based GARCH in the testing period. And trading profitable percentages of MLE-based GARCH IVTS models range from 47.5% to 50.0%, trading profitable percentages of SVR-based GARCH IVTS models range from 51.8% to 59.7%. MLE-based symmetric S-GARCH shows +150.2% return and SVR-based symmetric S-GARCH shows +526.4% return. MLE-based asymmetric E-GARCH shows -72% return and SVR-based asymmetric E-GARCH shows +245.6% return. MLE-based asymmetric GJR-GARCH shows -98.7% return and SVR-based asymmetric GJR-GARCH shows +126.3% return. Linear kernel function shows higher trading returns than radial kernel function. Best performance of SVR-based IVTS is +526.4% and that of MLE-based IVTS is +150.2%. SVR-based GARCH IVTS shows higher trading frequency. This study has some limitations. Our models are solely based on SVR. Other artificial intelligence models are needed to search for better performance. We do not consider costs incurred in the trading process including brokerage commissions and slippage costs. IVTS trading performance is unreal since we use historical volatility values as trading objects. The exact forecasting of stock market volatility is essential in the real trading as well as asset pricing models. Further studies on other machine learning-based GARCH models can give better information for the stock market investors.

• Safety and Health at Work
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• v.12 no.4
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• pp.439-444
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• 2021

Background: In a previous study, we estimated exposure prevalence and the number of workers exposed to carcinogens by industry in Korea. The present study aimed to evaluate the optimal exposure intensity indicators of airborne lead exposure by comparing to blood lead measurements for the future development of the carcinogen exposure intensity database. Methods: Data concerning airborne lead measurements and blood lead levels were collected from nationwide occupational exposure databases, compiled between 2015 and 2016. Summary statistics, including the arithmetic mean (AM), geometric mean (GM), and 95th percentile level (X95) were calculated by industry both for airborne lead and blood lead measurements. Since many measurements were below the limits of detection (LODs), the simple replacement with half of the LOD and maximum likelihood estimation (MLE) methods were used for statistical analysis. For examining the optimal exposure indicator of airborne lead exposure, blood lead levels were used as reference data for subsequent rank correlation analyses. Results: A total of 19,637 airborne lead measurements and 32,848 blood lead measurements were used. In general, simple replacement showed a higher correlation than MLE. The results showed that AM and X95 using simple replacement could be used as optimal exposure intensity indicators, while X95 showed better correlations than AM in industries with 20 or more measurements. Conclusion: Our results showed that AM or X95 could be potential candidates for exposure intensity indicators in the Korean carcinogen exposure database. Especially, X95 is an optimal indicator where there are enough measurements to compute X95 values.

• Journal of Korean Society for Quality Management
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• v.9 no.1
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• pp.3-11
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• 1981

A stress-strength model is formulated for s of k systems consisting of identical components. We consider minimum variance unbiased (MVU) estimation of system reliability for data consisting of a random sample from the stress distribution and one from the strength distribution when the two distirubtions are Weibull with unknown scale parameters and same known shape parameter. The asymptotic distribution of MVU estimate of system reliability in the model is obtained by using the standard asymptotic properties of the maximum likelihood estimate of system reliability and establishing their equivalence. Uniformly most accurate unbiased confidence intervals are also obtained for system reliability. Empirical comparison of the two estimates for small samples is studies by Monte Carlo simulation.

• The Journal of Industrial Distribution & Business
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• v.14 no.10
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• pp.35-43
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• 2023

Purpose: The purpose of this study is to analyze the structural relationship between the possibility of socioeconomic class elevation of wage earners, happiness and organizational commitment, and life satisfaction. Research design, data and methodology: Data from the 24th fiscal year (2021) of the Korea Labor Panel data were used for analysis. Only wage earners who measured job satisfaction and organizational engagement were analyzed, and a sample of 9,138 respondents was finally used, excluding missing values. Structural Equation Modeling was performed using AMOS 23.0, and Maximum Likelihood Estimation (MLE) was used as a model estimation method. Results: First, the hypothetical structural model set up for the study was found to be suitable. Second, the Possibility of Socioeconomic Class Elevation of wage earners, happiness, and organizational commitment were found to have a direct impact on life satisfaction. Third, the possibility of improving the socio-economic status of wage earners affects life satisfaction, and happiness and organizational commitment appear to have a partially mediating effect. Conclusions: This study is significant in that it has increased interest in organizational participation and life satisfaction, which were not covered in previous studies on the possibility of wage workers moving up the socioeconomic class.

• Journal of Korean Society of Water and Wastewater
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• v.30 no.4
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• pp.369-379
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• 2016

It was confirmed that the extreme value distribution model applies to probability of exceeding more than once a day monthly the facility capacities using data of daily maximum inflow rate for 7 wastewater treatment plant. The result of applying the extreme value model, A, D, E wastewater treatment plant has a problem compared to B, C, F, G wastewater treatment plant. but all the wastewater treatment plant has a problem except C, F wastewater treatment plant based 80% of facility capacity. In conclusion, if you make a standard in statistical aspects probability exceeding more than once a day monthly can be 'exceed day is less than a few times annually' or 'probability of exceeding more than once a day monthly is less than what percent'.

• Journal of the Korean Data and Information Science Society
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• v.28 no.6
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• pp.1415-1425
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• 2017

Typhoons are accompanied by strong wind and heavy rains. It causes casualties and property damage on the Korean peninsula every year. The effect of typhoon to daily precipitation should be quantified to prevent the damage of typhoon. Daily precipitation, maximum wind speed and, mean wind speed data was collected from 60 weather stations between 1976 and 2016. The parameters of the generalized extreme value distribution were estimated through the maximum likelihood estimation and the L-moment estimation. The impact of a typhoon can be obtained through a comparison of return levels between the whole data and typhoon excluded data. We conclude that the eastern and southern coastline are exposed to the risk of heavy rainfall which is caused by typhoon.

• Journal of the Korean Data and Information Science Society
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• v.27 no.4
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• pp.1001-1012
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• 2016

It is well known that air pollutants exert a bad influence on human health. According to the United Nations Environment Program, 4.3 million people die from carbon monoxide and particulate matter annually from all over the world. Carbon monoxide is a toxic gas that is the most dangerous of the gas consisting of carbon and oxygen. In this paper, we used 1 hour, 6 hours, 12 hours, and 24 hours average carbon monoxide concentration data collected between 2004 and 2013 in Daegu Gyeongbuk area. Parameters of the generalized extreme value distribution were estimated by maximum likelihood estimation and L-moments estimation. An evalution of goodness of fitness also was performed. Since the number of samples were small, L-moment estimation turned out to be suitable for parameter estimation. We also calculated 5 year, 10 year, 20 year, and 40 year return level.