• 산업공학
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• 제15권4호
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• pp.401-408
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• 2002

An efficient mobility management for mobile stations plays an important role in mobile communication network. In this study, we consider movement-based registration(MBR) and distance-based registration(DBR). Analytical models based on 2-dimensional random walk in hexagonal cell configuration are considered to analyze the performance of MBR and DBR. Especially, we focus on the derivation of the registration cost of DBR scheme by using two analytical methods and then show that DBR always outperforms MBR. Numerical results are provided to demonstrate optimal condition under various circumstances.

• KDI Journal of Economic Policy
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• 제38권2호
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• pp.1-20
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• 2016

In this paper, we conduct uniform inference of two widely used versions of the Phillips curve, specifically the random-walk Phillips curve and the New-Keynesian Phillips curve (NKPC). For both specifications, we propose a potentially time-varying natural unemployment (NAIRU) to address the uncertainty surrounding the inflation-unemployment trade-off. The inference is conducted through the construction of what is known as the uniform confidence band (UCB). The proposed methodology is then applied to point-ahead inflation forecasting for the Korean economy. This paper finds that the forecasts can benefit from conducting UCB-based inference and that the inference results have important policy implications.

• 한국시뮬레이션학회논문지
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• 제13권1호
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• pp.1-9
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• 2004

In this paper some models for obtaining the distribution of a sojourn time in CDMA cellular systems are proposed. Knowledge on this is essential for reliable modeling of the soft handoff and for solving other related problems in the analysis of cellular system. The proposed model is based on random walk and can be adopted to different conditions. Analytical results can be obtained that lead to a quite complicated numerical scheme so simulation models are used for Monte Carlo experiments. Main assumptions include different kinds of mobile carriers (pedestrians and transport passengers) and round shape of a cell. The scheme for simulation experiments is presented along with the discussion of simulation results.

• International Journal of Advanced Culture Technology
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• 제2권1호
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• pp.1-13
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• 2014

In next-generation wireless networks, provisioning of IP-based network architecture and seamless transmission services are very important issues for mobile nodes. For this reason, a mobility management mechanism to support global roaming is highly regarded. These technologies bring a broader life by using a global roaming account through the connection of multiple devices or technology to mobile users; they also provide real-time multimedia services. This paper presents a comprehensive performance analysis of fast handover for hierarchical mobile IPv6 (F-HMIPv6), hierarchical mobile IPv6 (HMIPv6), Proxy Mobile IPv6 (PMIPv6), and fast Proxy Mobile IPv6 (FPMIPv6) using the fluid-flow model and random-walk model. As a result, the location update cost of the PMIPv6 and FPMIPv6 is better than that of HMIPv6 and F-HMIPv6. These results suggest that the network-based mobility management technology is superior to the hierarchical mobility management technology in the mobility environment.

• 한국해양환경ㆍ에너지학회지
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• 제7권2호
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• pp.82-88
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• 2004

투과성 항만구조물 주변에서 해수유동을 평가하기 위하여, 흐름 저항을 고려한 수치모형을 사용하였다 조석 조류수치모형에서 임의 물체에 대한 흐름 저항을 고려하기 위하여 수심적분된 전통적인 동수력학 방정식에 항력항을 첨가하였다. 그리고 해수교환율을 평가하기 위하여 임의행보(random walk) 수치모형을 사용하였다. 본 모형은 부산항의 잔교식 항만구조물의 설계에 이용되었으며, 이 때 투과성 구조물은 불투과성 구조물의 경우보다 유속이 증가하고 해수교환율이 향상되는 결과를 보였다. 본 모형은 앞으로 투과성 구조물의 설계에 있어서 유용하게 사용될 수 있을 것으로 기대된다.

• 한국작물학회지
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• 제54권sup1호
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• pp.11-11
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• 2009

• Communications for Statistical Applications and Methods
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• 제29권3호
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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.

• 한국해양환경ㆍ에너지학회지
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• 제12권3호
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• pp.124-132
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• 2009

하수의 해양방류시스템의 형식과 방류위치 결정을 위해 해수유동모의, 근해역 희석률 모의 그리고 원해역 확산모의가 수행되었다. 방류 후보지점 주변의 조위와 조류는 관측조위 및 조류를 잘 재현하는 2차원 유한요소모형에 의해 수행되었으며, 계산된 조위 및 조류 모의결과에 기초하여 방류 후보지점이 결정되었다. 방류시스템으로는 단일확산관과 다공확산관이 고려되었다. 단일확산관과 다공확산관을 통한 하수 방류의 근역 확산이 CORMIX모형에 의해 검토되었으며, 원역 확산이 2차원 Random-walk 확산모형에 의해 실시되었다. 모의결과로부터 수심, 조류, 방류위치, 방류속도, 확산관 길이 등이 확산범위와 희석률에 미치는 영향이 다각도로 검토되었다.

• 한국통신학회논문지
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• 제36권12C호
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• pp.738-743
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• 2011

고해상도 3차원 깊이 영상은 고품질의 3차원 방송을 위해 필요한 중요한 정보이다. 깊이 카메라는 정확한 깊이 정보를 실시간으로 얻을 수 있지만, 카메라 물리적 한계로 인해 저해상도의 깊이 영상만 이용한다. 본 논문에서는 저해상도의 깊이 영상과 색상 영상을 이용하여 색상 영상을 보간 하는 방법을 제안한다. 제안하는 방법은 랜덤워크 확률 모델을 이용하여 각 화소들이 초기 깊이값과 같을 확률값을 정의하여 가장 높은 확률을 가지는 초기 깊이값을 나머지 화소들에 복사한다. 제안한 방법은 인접한 화소들만을 이용하는 것이 아니라 경로를 따라 비용을 계산함으로써, 여러 화소에 걸친 색상의 변화율이 고려되어 물체의 경계 주변에서 색상 영역과 깊이 영상간의 경계가 일치하는 향상된 깊이 영상을 얻을 수 있다.

• 아태비즈니스연구
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• 제11권1호
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• pp.61-75
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• 2020

Purpose - The purpose of this study was to examine the efficiency of the foreign exchange markets in Korea, Japan and China. Design/methodology/approach - This study collected 1327 observations each of the daily closing exchange rates of the three currencies against the US dollar for the sample period from January 1, 2015 to January 31, 2020, based on the tests for autocorrelation, unit root tests and GARCH-M(1,1) model estimation. Findings - We have found that the autocorrelation test indicates the lack of autocorrelation and unit root test confirms the existence of unit roots in all times series of the three currencies, respectively. The GARCH-M(1,1) test results, however, suggest that the exchange rates do not follow a random walk process. In conclusion, the recent spot foreign exchange markets in Korea, Japan and China are believed to be informationally inefficient. Research implications or Originality - These findings have practical implications for both individual and institutional investors to be able to obtain excess returns on their investments in the foreign exchange markets in three countries by using appropriate risk management, portfolio strategy, technical analysis, etc. This study provides the first empirical examination on the foreign exchange market efficiency in the three biggest economies in Asia including China, which has been excluded from research due to its exchange rate regime.