• Journal of Korea Port Economic Association
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• v.26 no.4
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• pp.207-218
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• 2010

The purpose of the study is to predict the shipping business during the period of 2011 using the ARIMA-type models. This include the ARIMA and Intervention-ARIMA models. The multivariate cause-effect econometric model is not employed for not assuring a higher degree of forecasting accuracy than the univariate variable model. Such a cause-effect econometric model also fails in adjusting itself for the post-sample. This article introduces the four ARIMA models and six Intervention-ARIMA models. The monthly data cover the period January 2000 through October 2010. The out-of-sample forecasting performance is compared between the ARIMA-type models and the random walk model. Forecasting performance is measured by three summary statistics: root mean squared percent error, mean absolute percent error and mean percent error. The root mean squared percent errors of all the ARIMA-type models are somewhat higher than normally expected. Furthermore, the random walk model outperforms all the ARIMA-type models. This reveals that the BDI is just a random walk phenomenon and it's meaningless to predict the BDI using various econometric techniques. The ARIMA-type models show that the shipping market is expected to be bearish in 2011. These pessimistic ex-ante forecasts are supported by the Hodrick-Prescott filtering technique.

• Korean Journal of Cognitive Science
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• v.31 no.1
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• pp.1-23
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• 2020

This paper introduces SNUDM, an analysis program for Ratcliff's diffusion model, which has been one of the most important models in cognitive psychology over the past 35 years and which has come to occupy an important place in cognitive neuroscience in recent years. The analysis tool is designed with the basic principles of easy comprehension and simplicity in use. A diffusion process was programmed as the limit of a simple random walk in a manner resembling Ratcliff & Tuerlinckx(2002). The response time distribution of the model was constructed by simulating the time taken by a random walk until it reaches a threshold with small steps. The optimal parameter values in the model are found to be the smallest value of the chi-square values obtained by comparing the resulting distribution and the experimental data using Simplex method. For simplicity and ease of use, the input file used here is created as a file containing the quantile of the reaction time, the trials and other information. The number of participants and the number of conditions required for such work programs are given in a way that answers the question. Using this analysis tool, the experimental data of Ratcliff, Gomez, & McKoon(2004) were analyzed. We found the very similar pattern of parameter values to Ratcliff et al.(2004) found. When comparing DMAT, fast-dm and SNUDM with the generated data, we found that when the number of trials is small, SNUDM estimates the boundary parameter to a value similar to fast-dm and less than the DMAT. In addition, when the number of trials was large, it was confirmed that all three tools estimate parameters similarly.

• Journal of applied mathematics & informatics
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• v.20 no.1_2
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• pp.445-454
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• 2006

We describe a solution to the Ornstein-Uhlenbeck equation $\frac{dI}{dt}-\frac{1}{\tau}$I(t)=cV(t) where V(t) is a constant multiple of a Gaussian white noise. Our solution is based on a discrete set of Gaussian white noise obtained by taking sample points from a sum of single frequency harmonics that have random amplitudes, random frequencies, and random phases. Hence, it is different from the solution by the standard random walk using random numbers generated by the Box-Mueller algorithm. We prove that the power of the signal has the additive property, from which we derive that the Lyapunov characteristic exponent for our solution is positive. This compares with the solution by other methods where the noise is kept to be in an error range so that its Lyapunov exponent is negative.

• Journal of the Chungcheong Mathematical Society
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• v.8 no.1
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• pp.11-17
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• 1995

Let ${\tau}_a$ be the first time that a perturbed random walk with extended real-valued independent and identically distributed (i.i.d.) random variables crosses a constant boundary $a{\geq}0$. For the stopping times ${\tau}_a$ we investigate some basic properties and obtain its limiting distribution as $a{\rightarrow}{\infty}$ and an upper bound of the expected stopping times E(${\tau}_a$).

• Proceedings of the Korea Water Resources Association Conference
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• 2005.09a
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• pp.515-516
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• 2005

• KOREAN JOURNAL OF CROP SCIENCE
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• v.54 no.sup1
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• pp.11-11
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• 2009

• Journal of the Korean Society of Physical Medicine
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• v.5 no.2
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• pp.193-201
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• 2010

Purpose : This study achieved to search the effect of the circuit exercise and conventional exercise on walking ability(walking speed, endurance, dynamic balance, speed, endurance and pedestrian crossing) in chronic stroke. Methods : Since is diagnosed by stroke, to 30 chronic stroke patients who more than 1 year past the 15 circuit exercise group, the 15 conventional exercise group random the circuit exercise group applied circuit exercise 3th 8 weeks each week after neurological treatment because assigning and the conventional exercise group executed round trip walk exercise in parallel bar 3th 8 weeks each week after neurological treatment. The data of 25 patients who complete experimental course were statistically analysed. Results : The results of this dissertation were as following : 1) There were significantly increased after experimental of 10 meter walk test, 6 minutes walk test and Timed "Up and Go" test in circuit exercise group (p<.001). 2) There were significantly increased after experimental of 2, 4 and 6 lane road crossing mobility in Walking circuit exercise group(p<.01). 3) There were significantly differences after experimental of 10 meter walk test, 6 minutes walk test and Timed "Up and Go" test change quantity between circuit exercise group and conventional exercise group(p<.05). 4) There were correlations were found between the TUG test and 2, 4 and 6 lane road (2 lane road; r=.463, p<.01., 4 lane road; r=515, p<.01., 6lane road; r=.710, p<.01), and there were correlations were found between the 10 meter walk test and 6 minutes walk test(r=.595, p<.01), TUG test(r=.662, p<.01) and 6 lane road(r=.527, p<.01). Conclusion : Even if improvement of walk function through training consists in room, transfer of actuality pedestrian crossing is no change outside the room. Because it is much variable of the weather, seasonal factor, temperature, pedestrian number, state of underneath etc. outside the room. Then, in room after direction promotion of walk function to be promotion of walk function in actuality life and need development of connectable training method consider.

• Journal of Radiation Protection and Research
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• v.12 no.2
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• pp.28-36
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• 1987

Gaussian plume model is used to assess environmental dose for abnormal radioactive release in nuclear facility, but there has a problem to use it for complex terrain. In this report, MATTEW and WIND04 Codes which had been verified were used to calculate wind field in the complex terrain. Under the base of these codes principle, wind fields were obtained from the calculation of the finite difference approximation for advection-diffusion equations which satisfy the mass-conservative law. Particle concentrations and external doses were calculated by using PIC model which approximate the particle to radioactive cloud, and atmospheric diffusion of the particles from the random walk method. The results show that the adjusted wind fields and the distributions of the exposure dose vary with the topography of the complex terrain.

• Journal of the Korea Society of Computer and Information
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• v.9 no.1
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• pp.87-93
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• 2004

In the design of mobile wireless communication network, BSC(Base Station Location), BSC(Base Station Controller) and MSC(Mobile Switching Center) are the most important parameters. Designing base station location, the cost must be minimized by combining various, complex parameters. We can solve this Problem by combining optimization algorithm, such as Simulated Annealing, Tabu Search, Genetic Algorithm, Random Walk Algorithm that have been used extensively for global optimization. This paper shows the 4 kinds of algorithm to be applied to the optimization of base station location for communication system and then compares, analyzes the results and shows optimization process of algorithm.

• The KIPS Transactions:PartA
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• v.13A no.1 s.98
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• pp.1-10
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• 2006

For efficient searching in unstructured peer-to-peer systems, random walk was proposed and several replication methods have been studied to compensate for the random walk's low query success rate. This paper proposes an efficient replication scheme that improves the accuracy and speed of queries and reduces the cost by minimizing the number of replicas and by utilizing caches. In this scheme, hub nodes store only content's caches, and one of their neighbors stores the replica. By determining hubs with only limited and local information, we can adaptively generate caches and replicas in dynamic peer-to-peer networks.