• Journal of Korean Society of Coastal and Ocean Engineers
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• v.16 no.1
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• pp.47-55
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• 2004

A SS prediction system using GUI in coastal region has been developed to predict the dispersion of the suspended sediments occurred by dredging. The prediction system uses a finite element hydrodynamic model to calculate water level and velocities and a random-walk particle tracking model to simulate SS dispersion. The system was applied to hindcast the tidal currents and SS concentrations in the Kunsan coastal waters. The simulated tidal currents showed good agreements with the observed currents. The transport model was verified for analytic solutions and field observation showing good agreements.

• 한국가시화정보학회:학술대회논문집
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• 2002.11a
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• pp.59-62
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• 2002

A study of three-dimensional unsteady incompressible flow past elliptic disk with aspect ratio 3 is presented. Numerical visualization using the vortex filament method was performed at Reynolds number of 20,000 on the basis of the minor diameter, the random walk method was used to calculate viscous diffusion effect. We suggest 3 stages about the wake development according to its structures, stability and motions and described the characteristics of each stages. The structure of the elliptic wake is more complicate and unstable than the wake behind a circular disk.

• Journal of Urban Science
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• v.9 no.2
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• pp.63-68
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• 2020

In recent years, the planning of livable communities has emerged as a new paradigm. The concept of livable communities is related to both the spatial balance of working, playing, and living and the promotion of green modes of transportation, such as walking and biking. This study uses a disaggregate travel survey conducted by the Seoul Metropolitan Area in 2006. I applied a multi-level random intercept logit model to estimate the effects of land-use characteristics on the choice of green modes, holding a traveler's socio-demographic characteristics constant. The empirical results show that higher density and more mixed land-use development encourages people to walk and bike even when individuals have the same socio-economic characteristics. This paper demonstrates that land-use planning by itself can play a role in the creation of livable cities and the decline of greenhouse gas production.

• Proceedings of the Korea Information Processing Society Conference
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• 2020.11a
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• pp.96-97
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• 2020

랜덤워크 기반 노드 랭킹 방식 중 하나인 RWR(Random Walk with Restart) 기법은 희소행렬 벡터 곱셈 연산과 벡터 간의 합 연산을 반복적으로 수행하며, RWR 의 수행 시간은 희소행렬 벡터 곱셈 연산 방법에 큰 영향을 받는다. 본 논문에서는 CSR5(Compressed Sparse Row 5) 기반 희소행렬 벡터 곱셈 방식과 CSR-vector 기반 희소행렬 곱셈 방식을 채택한 GPU 기반 RWR 기법 간의 비교 실험을 수행한다. 실험을 통해 데이터 셋의 특징에 따른 RWR 의 성능 차이를 분석하고, 적합한 희소행렬 벡터 곱셈 방안 선택에 관한 가이드라인을 제안한다.

• Proceedings of the Korean Society of Fisheries Technology Conference
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• 1995.06a
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• pp.365-366
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• 1995

• Bulletin of the Korean Chemical Society
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• v.35 no.10
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• pp.3089-3091
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• 2014

• Proceedings of the Korea Water Resources Association Conference
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• 2003.05b
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• pp.759-762
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• 2003

• Journal of the Korean Operations Research and Management Science Society
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• v.12 no.1
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• pp.19-26
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• 1987

In analyzing time series, estimating the level or the current mean of the process plays an important role in understanding its structure and in being able to make forecasts. The studies the class of time series models where the level of the process is assumed to follow a random walk and the deviation from the level follow an ARMA process. The estimation and forecasting problem in a Bayesian framework and uses the Kalman filter to obtain forecasts based on estimates of level. In the analysis of time series, we usually make the assumption that the time series is generated by one model. However, in many situations the time series undergoes a structural change at one point in time. For example there may be a change in the distribution of random variables or in parameter values. Another example occurs when the level of the process changes abruptly at one period. In order to study such problems, the assumption that level follows a random walk process is relaxed to include a major level change at a particular point in time. The major level change is detected by examining the likelihood raio under a null hypothesis of no change and an alternative hypothesis of a major level change. The author proposes a method for estimation the size of the level change by adding one state variable to the state space model of the original Kalman filter. Detailed theoretical and numerical results are obtained for th first order autoregressive process wirth level changes.

• Journal of the Korean GEO-environmental Society
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• v.4 no.3
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• pp.79-88
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• 2003

This paper presents a numerical study of the spatial behavior of a linear absorbing solute in a heterogeneous porous medium. The spatially correlated log-normal hydraulic conductivity field is generated in a given two-dimensional domain by using the geostatistical method (Turning Bands algorithm). The velocity vector field is calculated by applying the two-dimensional saturated groundwater flow equation to the Galerkin finite element method. The simulation of solute transport is carried out by using the random walk particle tracking model with CD(constant displacement) scheme in which the time interval is automatically adjusted. In this study, the spatial behavior of a solute is analyzed by the longitudinal center-of-mass displacement, longitudinal spatial spread moment and longitudinal plume skewness.

• Asia-Pacific Journal of Business Venturing and Entrepreneurship
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• v.9 no.2
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• pp.15-21
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• 2014

The long memory properties of the hedge ratio for stock and futures have not been systematically investigated by the extant literature. To investigate hedge ratio' long memory, this paper employs a data set including KOSPI200 and S&P500. Coakley, Dollery, and Kellard(2008) employ a data set including a stock index and commodities foreign exchange, and suggested the S&P500 to be a fractionally integrated process. This paper firstly estimates hedge ratios with two dynamic models, BEKK(Bollerslev, Engle, Kroner, and Kraft) and diagonal-BEKK, and tests the long memory of hedge ratios with Geweke and Porter-Hudak(1983)(henceforth GPH) and Lo's modified rescaled adjusted range test by Lo(1991). In empirical results, two hedge ratios based on KOSPI200 and S&P500 show considerably significant long memory behaviours. Thus, such results show the hedge ratios to be stationary and strongly reject the random walk hypothesis on hedge ratios, which violates the efficient market hypothesis.