• The Korean Journal of Applied Statistics
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• v.30 no.6
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• pp.877-888
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• 2017

Spectral analysis is used to determine the frequency of time series data. We first determine the frequency of the series through the power spectrum or the periodogram and then calculate the period of a cycle that may exist in a time series. Estimating the frequency using a Bayesian technique has been developed and proven to be useful; however, the Bayesian estimator for the frequency cannot be analytically solved through mathematical equations and may be handled numerically or computationally. In this paper, we make an inference on the Bayesian frequency through both resampling a parameter by Markov chain Monte Carlo (MCMC) methods and resampling data by bootstrap methods for a time series. We take the Korean real estate price index as an example for Bayesian frequency estimation. We have found a difference in the periods between the sale price index and the long term rental price index, but the difference is not statistically significant.

• Journal of Korean Society of Transportation
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• v.32 no.6
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• pp.694-702
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• 2014

Since Greenhouse Gas Inventory & Research Center (GIR) of Korea was founded in 2010, the annual greenhouse gas inventory reports, one of the collections of GIR's major affairs, have been published from 2012. In the reports many items related to greenhouse gas emission quantities are included, but among them uncertainty values are replaced to basic values which IPCC guideline suggests. Even though IPCC guideline suggests the equations of each Tier level in details, the guideline recommends developing nation's own methodology on uncertainty which is closely related to statistical problems such as the estimation of a probability density function or Monte carlo methods. In the road transportation sector the emissions have been calculated by Tier 1 but the uncertainties have not been reported. This study introduce a bootstrap technique and Monte carlo method to estimates annual emission quantity and uncertainty, given activity data and emission factors such as annual traveled distances, fuel efficiencies and emission coefficients.

• Korean Chemical Engineering Research
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• v.46 no.6
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• pp.1087-1094
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• 2008

This article presents a multi-scale simulation approach starting from the molecular level for the adsorption process development, specifically, in n-hexane adsorption on activated carbon. A grand canonical Monte-Carlo(GCMC) method is used for the prediction of adsorption isotherms of n-hexane on activated carbon at the molecular level. Geometric effects and hydrodynamic properties of the adsorption column are examined by means of the two dimensional CFD(computational fluid dynamics) simulation. The adsorption isotherms from the molecular simulation and the axial diffusivity from the CFD simulation are exploited for the process simulation where the elution curve of n-hexane is obtained. For the first moment(mean residence time) of the pulse-response with respect to temperature and flowrate, the process simulation results obtained from this three-steps multiscale simulation approach show a good agreement with experimental data within 20% of maximum difference. The multi-scale simulation approach addressed in this study will be useful to accelerate the adsorption process development, while reducing the number of experiments required.

• Proceedings of the Korean Geotechical Society Conference
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• 2002.03a
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• pp.651-656
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• 2002

In general, the most important problem in slope stability analysis is that there is no definite way to describe the natural three-dimensional Joint network. Therefore, the many approaches were tried to anlayze the slope stability. Numerical modeling approach is one of the branch to resolve the complexity of natural system. UDEC, FLAC, and SWEDGE are widely used commercial code for the purpose on stability analysis. For the purpose on the more appropriate application of these kind of code, however, three-dimensional distribution of joint network must be identified in more explicit way. Remaining problem is to definitely describe the three dimensional network of joint and bedding, but it is almost impossible in practical sense. Three dimensional joint generation method with random number generation and the results of generation to UDEC have been applied to settle the refered problems in field site. However, this approach also has a important problem, and it is that joint network is generated only once. This problem lead to the limitation on the application to field case, in practical sense. To get rid of this limitation, Monte Carlo Simulation is proposed in this study 1) statistical analysis of input values and definition of the applied system with statistical parameter, 2) instead of the consideration of generated network as a real system, generated system is just taken as one reliable system, 3) present the design parameters, through the statistical analysis of ouput values Results of this study are not only the probability of failure, but also area of failure block, shear strength, normal strength and failure pattern, and all of these results are described in statistical parameters. The results of this study, shear strength, failure area, pattern etc, can provide the direct basement on the design, cutoff angle, support pattern, support strength and etc.

• Journal of the Korean Geotechnical Society
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• v.33 no.7
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• pp.29-41
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• 2017

There are uncertainties about the seismic load caused by seismic waves, which cannot be predicted due to the characteristics of the earthquake occurrence. Therefore, it is necessary to consider these uncertainties by probabilistic analysis. In this paper, procedures to develop a fragility curve that is a representative method to evaluate the safety of a structure by stochastic analysis were proposed for cut slopes. Fragility curve that considers uncertainties of soil shear strength parameters was prepared by Monte Carlo Simulation using pseudo static analysis. The fragility curve considering the uncertainty of the input ground motion was developed by performing time-history seismic analysis using selected 30 real ground input motions and the Newmark type displacement evaluation analysis. Fragility curves are represented as the cumulative probability distribution function with lognormal distribution by using the maximum likelihood estimation method.

• Journal of the Korea Society of Computer and Information
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• v.25 no.6
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• pp.119-129
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• 2020

Software development activities are influenced by stochastic theory rather than deterministic one due to having process variability. Stochastic methods factor in the uncertainties associated with project activities and provides insight into the expected project outputs as probability distributions rather than as deterministic approximations. Thus, successful software projects systematically manage and balance five objectives based on historical probability: scope, size, cost, effort, schedule, and quality. Although software size estimation having much uncertainty in initial development has traditionally performed using deterministic methods: LOC(Lines Of Code), COCOMO(COnsructive COst MOdel), FP(Function Point), SLIM(Software LIfecycle Management). This research aims to present a function point method based on stochastic distribution and a case study based on Monte Carlo Simulation applying on an automotive electrical and electronics system software development. It is expected that the result of this paper is used as guidance for establishing of function point method in organizations and tools for helping project managers make decisions correctly.

• Journal of the Korean Geotechnical Society
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• v.25 no.12
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• pp.13-25
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• 2009

In this paper, a numerical procedure of probabilistic slope stability analysis that considers the spatial variability of soil properties is presented. The procedure extends the deterministic analysis based on the limit equilibrium method of slices to a probabilistic approach that accounts for the uncertainties and spatial variation of the soil parameters. Making no a priori assumptions about the critical failure surface like the Random Finite Element Method (RFEM), the approach saves the amount of solution time required to perform the analysis. Two-dimensional random fields are generated based on a Karhunen-Lo$\grave{e}$ve expansion in a fashion consistent with a specified marginal distribution function and an autocorrelation function. A Monte Carlo simulation is then used to determine the statistical response based on the random fields. A series of analyses were performed to verify the application potential of the proposed method and to study the effects of uncertainty caused by the spatial heterogeneity on the stability of slope. The results show that the proposed method can efficiently consider the various failure mechanisms caused by the spatial variability of soil property in the probabilistic slope stability assessment.

• Journal of Internet Computing and Services
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• v.25 no.2
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• pp.93-99
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• 2024

In this paper, we derive the Partial Differential Bond Price Equation (PDBPE) by using Ito's Lemma to determine the pricing of bond on term-structure of interest rate (TSIR) model with jump. From PDBPE, the Maclaurin series (MS) and the moment-generating function (MGF) for the exponential function are used to obtain a numerical solution (NS) of the bond prices. And an algorithm for determining bond prices using Monte Carlo Simulation (MCS) techniques is proposed, and the pricing of bond is determined through the simulation process. Comparing the results of the implementation of the above two pricing methods, the relative error (RE) is obtained, which means the ratio of NS and MCS. From the results, we can confirm that the RE is less than around 2.2%, which means that the pricing of bond can be predicted very accurately using the proposed algorithms as well as numerical analysis. Moreover, it was confirmed that the bond price obtained using the MS has a relatively smaller error than the pricing of bond obtained by using the MGF.

• Korean Journal of Optics and Photonics
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• v.16 no.3
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• pp.275-286
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• 2005

The performance of the InGaN LED's in terms of the photon extraction efficiency has been analyzed by the Monte Carlo photon simulation method. Simulation results show that the sidewall slanting scheme, which works well for the AlInGaP or InGaN/SiC LED, plays a very minimal role in InGaN/sapphire LED's. In contrast to InGaN/SiC LED's, the lower refractive index sapphire substrate restricts the generated photons to enter the substrate, minimizing the chances for the photons to be deflected by the slanted sidewalls of the epitaxial semiconductor layers that are usually very thin. The limited photon transmission to the sapphire substrate also degrades the. photon extraction efficiency especially in the epitaxial-side down mount. One approach to exploit the photon extraction potential of the epitaxial-side down mount may be to texture the substrate-epitaxy interface. In this case, randomized photon deflection off the textured interface directly increases the number of the photons entering the sapphire substrate, from which they easily couple out of the chip and thereby improving the photon extraction efficiency drastically.

• Journal of the Computational Structural Engineering Institute of Korea
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• v.28 no.6
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• pp.625-633
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• 2015

In this study, a coupled probabilistic framework is developed to assess wind risk on apartment buildings by using the convolution of wind hazard and fragility functions. In this framework, typhoon induced extreme wind is estimated by applying the developed Monte Carlo simulation model to the climatological data of typhoons affecting Korean peninsular from 1951 to 2013. The Monte Carlo simulation technique is also used to assess wind fragility function for 4 different damage states by comparing the probability distributions of the window system's resistance performance and wind load. Wind hazard and fragility functions are modeled by the Weibull and lognormal probability distributions based on simulated wind speeds and failure probabilities. The modeled functions are convoluted to obtain the wind risk for the different damage levels. The developed probabilistic framework clearly shows that wind risk are influenced by various important characteristics of terrain and apartment building such as location of building, exposure category, topographic condition, roof angle, height of building, etc. The risk model presented in this paper can be used as tools to predict economic loss estimation and to establish wind risk mitigation plan for the existing building inventory.