• Proceedings of the IEEK Conference
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• 2003.07a
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• pp.153-156
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• 2003

Conventional simulations for mobile ad hoc network so far are based on the "random walk" of the mobile nodes, which are not constrained by their surrounding spatial environments. In this paper, we present a geography-based mobility model, which reflects more realistic movements of the real world. This mobility model is used for performance evaluation of MANET routing protocols.protocols.

• Communications for Statistical Applications and Methods
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• v.3 no.1
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• pp.257-265
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• 1996

We consider nonstationary autoregressive autoregressive process with infinite variance of error. In the case of infinite cariance, the limiting distribution of the estimated coefficient is different from that under the finite cariance assumption. In this paper we show that the bootstrap method can be used to approximate the distribution of ordinary least squares estimator of the coefficient in the first order random walk process with infinite variance through some empirical studies and we suggest a test procedure based on bootstrap method for the unit root test.

• Communications for Statistical Applications and Methods
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• v.4 no.3
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• pp.677-683
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• 1997

For an AR(1) model with intercept $y_t=\mu+\rho{y_{t-1}}+e_t$, a test for random walk hypothesis $H_0:(\mu, \rho)=(0, 1)$is proposed, which is based on the symmetric estimator. In the vicinity of the null, the test in shown to be more powerful than the test of Dickey and Fuller(1981) based on the ordinary least squares estimator.

• Proceedings of the Optical Society of Korea Conference
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• 1999.08a
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• pp.226-227
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• 1999

In the fiber-optic gyroscope employing the erbium-doped fiber source, the source excess noise was subtracted through a signal processing to improve the gyroscope sensitivity . As the result, we obtained the improvement of 14 dB(electrical) at the proper frequency, which was measured from the noise floor spectrum . In addition the random walk coefficient in the gyro output was reduced by about factor of three.

• Bulletin of the Korean Chemical Society
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• v.17 no.11
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• pp.1000-1004
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• 1996

A random walk simulation was used to determine the triplet exciton density and annihilation rate for a two dimensional lattice of naphthalene choleic acid with small amount of β-methylnaphthalene (BMN). The results demonstrate that energy transfer efficiency (α) increases as density increases and the annihilation begins to become significant at triplet exciton densities higher then 10-3/sites. Another simulation was carried out to determine annihilation rate and unimolecular decay rate in the absence of BMN. The results indicate that the annihilation rate is equal to the unimolecular decay rate at the density of 1.2×10-3/sites.

• Bulletin of the Korean Chemical Society
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• v.13 no.6
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• pp.665-669
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• 1992

We consider the problem of a random walker on a one-dimensional lattice (N sites) confronting a centrally-located deep trap (trapping probability, T=1) and N-1 adjacent sites at each of which there is a nonzero probability s(0 < s < 1) of the walker being trapped. Exact analytic expressions for < n > and the average number of steps required for trapping for arbitrary s are obtained for two types of finite boundary conditions (confining and reflecting) and for the infinite periodic chain. For the latter case of boundary condition, Montroll's exact result is recovered when s is set to zero.

• Communications for Statistical Applications and Methods
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• v.29 no.3
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• pp.353-371
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• 2022

This paper analyzes death counts after World War II of several countries to identify and to compare their stochastic structures. The stochastic structures that this paper entertains are three structural time series models, a local level with a random walk model, a fixed local linear trend model and a local linear trend model. The structural time series models assume that a time series can be formulated directly with the unobserved components such as trend, slope, seasonal, cycle and daily effect. Random effect of each unobserved component is characterized by its own stochastic structure and a distribution of its irregular component. The structural time series models use the Kalman filter to estimate unknown parameters of a stochastic model, to predict future data, and to do filtering data. This paper identifies the best-fitted stochastic model for three types of death counts (Female, Male and Total) of each country. Two diagnostic procedures are used to check the validity of fitted models. Three criteria, AIC, BIC and SSPE are used to select the best-fitted valid stochastic model for each type of death counts of each country.

• Journal of KIISE:Information Networking
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• v.34 no.1
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• pp.41-47
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• 2007

The Hierarchical Mobile IPv6 (HMIPv6) has been proposed to accommodate frequent mobility of the Mobile Node and to reduce the signaling load. A Mobility Anchor Point is a router located in a network visited by the Mobile Node. The Mobile Node uses the Mobile Anchor Point as a local Home Agent. The absence of any protections between Mobile Node and Mobile Anchor Point may lead to malicious Mobile Nodes impersonating other legitimate ones or impersonating a Mobile Anchor Point. In this paper, we propose a mechanism of the secure Mobile Anther Point discovery in HMIPv6. The performance analysis and the numerical results presented in this paper show that our proposal has superior performance to other methods.

• Journal of the Korean Society of Surveying, Geodesy, Photogrammetry and Cartography
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• v.33 no.6
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• pp.507-516
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• 2015

Debris flow is a representative natural disaster in Korea and occurs frequently every year. Recently, it has caused considerable damage to property and considerable loss of life in both mountainous and urban regions. Therefore, It is necessary to estimate the scope of damage for a large area in order to predict the debris flow. A response model such as the random walk model(RWM) can be used as a useful tool instead of a physics-based numerical model. RWM is a probability model that simplifies both debris flows and sedimentation characteristics as a factor of slopes for a subjective site and represents a relatively simple calculation method compared to other debris flow behavior calculation models. Although RWM can be used to analyzing and predicting the scope of damage caused by a debris flow, input variables for terrain conditions are yet to be determined. In this study, optimal input variables were estimated using DEM generated from the Aerial Photograph and LiDAR data of Mt. Umyeon, Seoul, where a large-scale debris flow occurred in 2011. Further, the deposition volume resulting from the debris flow was predicted using the input variables for a specific area in which the deposition volume could not be calculated because of work restoration and the passage of time even though a debris flow occurred there. The accuracy of the model was verified by comparing the result of predicting the deposition volume in the debris flow with the result obtained from a debris flow behavior analysis model, Debris 2D.

• Journal of the Korea Academia-Industrial cooperation Society
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• v.19 no.7
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• pp.258-264
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• 2018

This paper presents application of a differential search (DS) meta-heuristic optimization algorithm for optimal operation of a micro grid system. The DS algorithm simulates the Brownian-like random-walk movement used by an organism to migrate. The micro grid system consists of a wind turbine, a diesel generator, a fuel cell, and a photovoltaic system. The wind turbine generator is modeled by considering the characteristics of variable output. Optimization is aimed at minimizing the cost function of the system, including fuel costs and maximizing fuel efficiency to generate electric power. The simulation was applied to a micro grid system only. This study applies the DS algorithm with excellence and efficiency in terms of coding simplicity, fast convergence speed, and accuracy in the optimal operation of micro grids based on renewable energy resources, and we compared its optimum value to other algorithms to prove its superiority.