• 한국항해학회지
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• 제16권1호
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• pp.94-97
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• 1992

In this paper, the individual number of the future has depended not only upon the present individual number but upon the present individual age, considering the stochastic process model of individual number when the life span of each individual number and the individual age as a set, this becomes a Markovian. Therefore, in this paper the individual is treated as invariable, without depending upon the whole record of each individual since its birth. As a result, suppose {N(t), t>0} be a counting process and also suppose $Z_n$ denote the life span between the (n-1)st and the nth event of this process, (n{$geq}1$) : that is, when the first individual is established at n=1(time, 0), the Z$Z_n$ at time nth individual breaks, down. Random walk $Z_n$ is $Z_n=X_1+X_2+{\cdots}{\cdots}+X_A, Z_0=0$ So, fixed time t, the stochastic model is made up as follows ; A) Recurrence (Regeneration)number between(0.t) $N_t=max{n ; Z_n{\leq}t}$ B) Forwardrecurrence time(Excess life) $T^-I_t=Z_{Nt+1}-t$ C) Backward recurrence time(Current life) $T^-_t=t-Z_{Nt}$

• 국제지역연구
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• 제21권4호
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• pp.159-172
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• 2017

비관측요인(unobserved-component)모형을 이용한 GDP의 추세-순환요인 분해에서, 통상적으로 추세는 확률보행 과정을 갖는 것으로 가정된다. 본 연구는 추세를 ARIMA 과정으로 표현하는 경우, GDP 변동에서 갖는 추세요인의 의미가 어떻게 달라지는가를 살펴보고, GDP에 대한 예측력이 개선될 수 있는가의 여부를 미국의 데이터를 이용하여 실증적으로 분석하였다. 모형은 GDP만의 단일변수모형과 물가를 포함하는 2변수모형의 두 가지를 고려하여 설정하였으며, 모형 추정은 비관측요인모형을 상태-공간모형으로 전환한 후 칼만 필터(Kalman filter)를 이용한 최대우도추정법을 사용하였다. GDP에 대한 예측은 축차적 추정(recursive estimation)을 이용한 동적 표본외예측(dynamic out-of-sample) 방식을 사용하였으며, 예측력 비교결과에 대한 검정은 Diebold-Mariano 검정을 이용하였다. 분석 결과는 첫째, 모형의 추정결과에서 ARIMA 추세의 계수가 통계적으로 유의적인 값을 가지며, 둘째, ARIMA 추세 모형이 확률보행 추세 모형보다 GDP 변동의 분산 및 자기 상관성(autocorrelation)을 보다 잘 설명하며, 셋째, 예측력에서 단일변수보다는 2변수모형의 예측력이 그리고 확률보행 추세보다는 ARIMA 추세를 갖는 모형의 예측력이 통계적으로 유의하게 높은 것으로 나타났다. 이러한 결과들은 GDP 추세-순환 요인 분해에서 추세를 ARIMA 과정으로 표현하는 것이 보다 타당하다는 것을 시사하고 있다.

• 한국산학기술학회논문지
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• 제16권8호
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• pp.5559-5564
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• 2015

이동 애드-혹 네트워크 환경을 위해 다양한 라우팅 프로토콜이 제안되고 있다. 이동 애드-혹 네트워크는 기존 유선 하부구조에 도움 없이 동작하는 일시적으로 구성되는 임시적인 네트워크이다. 제안된 프로토콜은 이동 애드-혹 네트워크 내에서 이동 호스트들 간에 끊김없는 통신 서비스를 제공한다. 특히, 우리의 프로토콜은 각 이동 호스트에서 다중 경로를 유지함으로써 더 빠른 경로 재설정이 가능하도록 해 주고 또한 이 프로토콜은 신뢰할 수 있는 통신 환경을 제공한다. 본 논문에서는 RWP 모델과 LW 모델과의 성능을 비교한다. 본 논문은 단일 경로와 노드의 중복을 허용하는 다중 경로를 사용하는 경우의 평균 이동속도에 따른 전달률의 변화를 이동성 모델에 따라, 그리고 노드의 수에 따라 보인다.

• 대한토목학회논문집
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• 제26권5B호
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• pp.557-562
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• 2006

준설작업으로 인해 재부유된 퇴적물로 구성된 탁도플륨의 이송확산 거동을 예측하기 위해 이(1998)가 제안한 수치 해석의 혼합방법(hybrid method)을 사용하여 3차원 수치모형을 개발하였다. 본 모형에서는 이송 및 확산식의 수치해석에 있어 이송 과정은 전방입자추적기법(forward particle-tracking method), 확산 과정은 유한차분기법을 사용하여 수치계산에 있어 무작위 행보(random walk) 방법에 비해 계산시간이 크게 단축되었으며, 수치모의 결과의 정확성도 크게 향상되었다. 본 모형을 검증하기 위하여 1, 2차원 해석해와의 비교, 그리고 Kuo 등(1985)의 3차원 수리해석모형의 계산결과와 비교하였다. 본 모형의 검증 결과는 비교적 해석해와 잘 일치하였다.

• 대한산업공학회지
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• 제34권2호
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• pp.151-159
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• 2008

An efficient location registration scheme is essential to accommodate continuously increasing mobile subscribers and to offer a variety of multimedia services with good quality. In this study, we consider a distance-based registration scheme where the number of location areas varies on the basis of cell-by-cell, not of ring-by-ring, to analyze the optimal size of the location area. Using our proposed cell-by-cell distance-based registration scheme with random walk mobility model, we analyze a variety of circumstances to obtain the optimal number of cells for location area that minimizes total signaling traffic on radio channels. From our analysis results, we show that the optimal number of cells for location area is between 4 and 6 in most cases, and our cell-by-cell distance-based location registration scheme has less signaling traffic than optimal ring-by-ring distance-based location registration scheme where optimal distance threshold is 2 (thus the optimal number of cells for location area is 7).

• 제어로봇시스템학회논문지
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• 제12권2호
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• pp.174-185
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• 2006

This paper describes a DR construction for land navigation and the sigma point based receding horizon Kalman FIR (SPRHKF) filter for DR/GPS hybrid navigation system. A simple DR construction is adopted to improve the performance both of the pure DR navigation and the DR/GSP hybrid navigation system. In order to overcome the flaws of the EKF, the SPKF is merged with the receding horizon strategy. This filter has several advantages over the EKF, the SPKF, and the RHKF filter. The advantages include the robustness to the system model uncertainty, the initial estimation error, temporary unknown bias, and etc. The computational burden is reduced. Especially, the proposed filter works well even in the case of exiting the unmodeled random walk of the inertial sensors, which can be occurred in the MEMS inertial sensors by temperature variation. Therefore, the SPRHKF filter can provide the navigation information with good quality in the DR/GPS hybrid navigation system for land navigation seamlessly.

• 한국가시화정보학회지
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• 제7권1호
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• pp.9-13
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• 2009

Fluorescence recovery after photobleaching (FRAP) has been widely used for the measurement of molecular diffusion in living cells and tissues. We developed an image-based FRAP (iFRAP) technique using a modified real-time microscope and a 488 nm Ar-ion laser. A fractional intensity curve was obtained from the time-lapse images of fluorescence recovery in the bleached spot to determine the diffusion coefficient of fluorescently labeled macromolecules in porous medium. We validated iFRAP through experiments with agar gels (0.5% and 1.5% w/v) containing FITC-Dextrans (10, 70 and 500 kDa MW). Further validation was performed by a Monte Carlo approach, where we simulated the three-dimensional random walk of macromolecules in agar gel model. Diffusion coefficients were deduced from the mean square displacement curves and showed good agreements with those measured by iFRAP.

• 천문학회보
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• 제35권2호
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• pp.75.1-75.1
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• 2010

The nature and origin of the intergalactic magnetic field (IGMF) are an outstanding problem of cosmology, yet they are not well understood. Measuring Faraday rotation (RM) is one of a few promising methods to explore the IGMF. We have theoretically investigated RM using a model of the IGMF based on a MHD turbulence dynamo (Ryu et al. 2008; Cho et al. 2009). In the previous KAS meeting, we reported the results for the present-day local universe; for instance, the probability distribution function (PDF) of ${\mid}RM{\mid}$ follows the lognormal distribution, the root mean square (rms) value for filaments is ~1 rad m^{-2}, and the power spectrum peaks at ~1 h^{-1} Mpc scale. In this talk, we extend our study of RM; by stacking simulation data up to redshift z=5 and taking account of the redshift distribution of radio sources, we have reproduced an observable view of RM through filaments against background radio sources. Our findings are as follows. The inducement of RM is a random walk process, so that the rms of RM increases with increasing path length. The rms value of RM for filaments reaches several rad m^{-2}. The PDF still follows the lognormal distribution, and the power spectrum of RM peaks at less than degree scale. Our predictions of RM could be tested, for instance, with LOFAR, ASKAP, MEERKAT, and SKA.

• ETRI Journal
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• 제37권6호
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• pp.1087-1095
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• 2015

Mobility management is important in mobile cellular networks. In this study, we considered an enhanced location-based registration (ELR) method. In the ELR method, even when a mobile phone enters a cell to find that the cell is already on its list (of visited cells) and then updates its main counter, it does not remove any cells from the list (memory space permitting), which gives better performance than the location-based registration (LR) method. However, the location registration cost of the ELR method is still high, and there is a lot of room for improvement with regards to this matter. We now propose an improved version of the ELR method; namely, the improved ELR (iELR). In the iELR method, when a mobile phone enters a cell to find that the cell counter value is less than the main counter value, or when a mobile phone enters a cell to register its location, it updates the main counter and the cell counter values as much as possible to reduce the future need for registrations. We show that our proposed iELR method provides better performance than the ELR method.

• 토지주택연구
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• 제11권3호
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• pp.33-37
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• 2020

The aim of this paper is to scrutinize the relation between Business Survey Index and Industrial Production Index in construction industry, stated in another way, the relation between CEO's expectations of future business status and real business activity in construction industry. Previous papers on this research area have been examined the relation between released BSI and released IPI. However, this paper focuses 'the relation between released BSI and the long-run component of IPI' and 'the relation between released BSI and the short-run component of IPI'. The first step is to decompose released IPI by unobserved component model. The long-run component of IPI is set up as a random walk process. And short-run component is set up as a stationary AR(1) process. The findings are as follows. First, released BSI Granger causes unidirectionally released IPI. Second, there exists one-way Granger causality from released BSI to long-run component of IPI. Third, Granger causality does not exist between released BSI and 'short-run component of IPI'. BSI increases IPI in the second or third month. These findings of this paper mean that CEO's expectations may influence industrial production in construction industry.