• Journal of Korea Water Resources Association
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• v.33 no.3
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• pp.279-288
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• 2000

The impact of land slope to the degree of flow divergence was considered employing distributional applications of slope exponents in the now directlOn algoriUnns. Lmear, exponential and ]X)wer law of distributional functIons were employed to address the variation of slope exponents m a terrain analysis. Dongok subwatershed at Wichun test watershed was selected as a study area. Digital Elevation Models of 20m, 30m, 40m and 50m grid size were made to perfonn the analysis. Various calcualtion methodologies of topographic index and the impact of grid sizes were investigated in terms of statistical and spatial aspects. DIstributional applications of slope e.xponents made it possible to represent the flow divergence and convergence about the ten-ain characteristics. The Monte~Carlo method was used to simulate six runoff events to check the impact of topographic factor in the runoff simulation.

• Journal of the Korea institute for structural maintenance and inspection
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• v.18 no.2
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• pp.47-53
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• 2014

The paper investigates the limit state of deflection for short and medium span steel girder bridges. Deflection depends on stiffness of steel girders and integrity of the reinforced concrete slab (composite action). Load and resistance parameters are treated as random variables. A probabilistic model is developed for prediction of the deflection. The structural performance can be affected by deterioration of components, in particular corrosion of steel girders. In addition, the creep of concrete can greatly influence the deflection of composite structures. Therefore, the statistical models for creep and corrosion of structural steel are incorporated in the model. Structures designed according to the AASHTO LRFD Code are considered. Load and resistance models are developed to account for time-variability of the parameters. Monte Carlo simulations are used to estimate the deflections and probabilities of serviceability failure. Different span lengths and girder spacing are considered for structures designed as moment-controlled and deflection-controlled. A summary of obtained results is presented.

• Journal of the Korea Society for Simulation
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• v.24 no.2
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• pp.1-9
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• 2015

The tactical employment is a critical factor to win the war in the modern battlefield. To apply optimized tactics, it needs analyses related to a battle system. Normally, M&S (Modeling & Simulation) has been studied to analyze data in general problems. However, this method is not suitable for military simulations because there are many variables which make complex interaction in the system. For this reason, we suggested the optimized simulation framework based on the M&S by using DPSO (Discrete binary version of PSO) algorithm. This optimized simulation framework makes the best tactical employment to reduce the searching time compared with the normal M&S used by Monte Carlo search method. This paper shows an example to find the best combination of anti-torpedo scenario in a short searching time. From the simulation example, the optimized simulation framework presents the effectiveness.

• The Korean Journal of Financial Management
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• v.26 no.3
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• pp.227-246
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• 2009

This study examines the dynamic hedging performances of the Black-Scholes model and Heston model when stock prices drift with stochastic volatilities. Using Monte Carlo simulations, stock prices consistent with Heston's(1993) stochastic volatility option pricing model are generated. In this circumstance, option traders are assumed to use the Black- Scholes model and Heston model to implement dynamic hedging strategies for the options written. The results of simulation indicate that the hedging performance of a mis-specified Black-Scholes model is almost as good as that of a fully specified Heston model. The implication of these results is that the efficacy of the dynamic hedging performances on evaluating the specifications of alternative option models can be limited.

• The Journal of Korean Institute of Communications and Information Sciences
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• v.28 no.5C
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• pp.555-560
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• 2003

For synchronous direct sequence-code division multiple access (DS-CDMA) systems, the authors propose an adaptive radial basis function (RBF) receiver with suboptimal structure that reduces not only the complexity with regard to the number of centers but also the quantity of instructions required per one bit reception. The proposed receiver is constructed with parallel RBF networks. Each RBF network has the same procedure as the conventional RBF receiver. The performance of each RBF network is affected by interferences which are assigned to the other RBF networks because neither RBF network uses the full user set. To combat these interferences, the partial IC technique is employed. Monte Carlo simulations over additive white Gaussian noise (AWGN) channels confirm that the proposed receiver with its reduced complexity is able to obtain near-optimum performance. Moreover, the proposed receiver is able to properly cope with a various environment.

• Journal of Applied Reliability
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• v.17 no.3
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• pp.213-223
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• 2017

Purpose: The purpose of this study is to arrange the life data analysis literatures based on the Bayesian method quantitatively and provide it as tables. Methods: The Bayesian method produces a more accurate estimates of other traditional methods in a small sample size, and it requires specific algorithm and prior information. Based on these three characteristics of the Bayesian method, the criteria for classifying the literature were taken into account. Results: In many studies, there are comparisons of estimation methods for the Bayesian method and maximum likelihood estimation (MLE), and sample size was greater than 10 and not more than 25. In probability distributions, a variety of distributions were found in addition to the distributions of Weibull commonly used in life data analysis, and MCMC and Lindley's Approximation were used evenly. Finally, Gamma, Uniform, Jeffrey and extension of Jeffrey distributions were evenly used as prior information. Conclusion: To verify the characteristics of the Bayesian method which are more superior to other methods in a smaller sample size, studies in less than 10 samples should be carried out. Also, comparative study is required by various distributions, thereby providing guidelines necessary.

• Journal of the Korea Society for Simulation
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• v.27 no.3
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• pp.99-107
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• 2018

In this paper, we study target tracking in two dimensional space using a Extended Kalman filter(EKF), various Extended Kalman Filter and Cost-Reference Particle Filter(CRPF), which can effectively estimate the state values of nonlinear measurement equation. We introduce various Extended Kalman Filter which the Unscented Kalman Filter(UKF), the Central Difference Kalman Filter(CDKF), the Square Root Unscented Kalman Filter(SR-UKF), and the Central Difference Kalman Filter(SR-CDKF). In this study, we calculate Mean Square Error(MSE) of each filters using Monte-Carlo simulation with unknown noise statistics. Simulation results show that among the various of Extended Kalman filter, Square Root Central Difference Kalman Filter has the best results in terms of speed and performance. And, the Cost-Reference Particle Filter has an advantageous feature that it does not need to know the noise distribution differently from Extended Kalman Filter, and the simulation result shows that the excellent in term of processing speed and accuracy.

• Korean Journal of Construction Engineering and Management
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• v.5 no.2 s.18
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• pp.211-218
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• 2004

In a large owner organization, a program manager of multiple maintenance and remodeling projects has experienced increasing scale and complexity of coordinating the M/R projects with in-house technicians who belong to multiple trade shops. This paper proposes a dual-level hierarchical planning strategy that consists of a program master plan in the long-term horizon and a master construction schedule in an operational scheduling window. A rolling horizon approach to the program master plan is proposed to deal with the external uncertainty of unknown stream of project requests. A resource-constrained scheduling algorithm is developed to generate the master construction schedule in a scheduling window. During development of the algorithm, more emphasis is placed on long-term organizational resource continuity, especially flow management of program constraint resources, than ephemeral events of an individual activity and project. Monte Carlo simulation experiments of three scheduling windows are used to evaluate the relative performance of the proposed scheduling algorithm against three popular scheduling heuristics for resource-constrained multiple projects.

• The Korean Journal of Applied Statistics
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• v.30 no.1
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• pp.57-68
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• 2017

Clustering algorithms attempt to find a partition of a finite set of objects in to a potentially predetermined number of nonempty subsets. Gibbs sampling of a normal mixture of linear mixed regressions with a Dirichlet prior distribution calculates posterior probabilities when the number of clusters was known. Our approach provides simultaneous partitioning and parameter estimation with the computation of classification probabilities. A Monte Carlo study of curve estimation results showed that the model was useful for function estimation. Examples are given to show how these models perform on real data.

• Tunnel and Underground Space
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• v.31 no.5
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• pp.360-373
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• 2021

Many sources of uncertainty exist in geotechnical analysis ranging from the material parameters to the sampling and testing techniques. The conventional deterministic stability analysis of a plane failure in rock slope produce a safety factor but not a probability of failure or reliability index. In the conventional slope stability analysis by evaluating the ground uncertainty as an overall safety factor, it is difficult to evaluate the stability of the realistic rock slope in detail. This paper reviews some established probabilistic analysis techniques, such as the MCS, FOSM, PEM, Taylor Series as applied to plane failure of rock slopes in detail. While the Monte - Carlo methods leads to the most accurate calculation of the probability of safety, this method is too time consuming. Therefore, the simplified probability methods could be alternatives to the MCS. In this study, using these simple probability methods, the failure probability estimation of a plane failure in rock slope is presented.