• IE interfaces
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• v.15 no.4
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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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• v.38 no.2
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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.

• Journal of the Korea Society for Simulation
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• v.13 no.1
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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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• v.2 no.1
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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.

• Journal of the Korean Society for Marine Environment & Energy
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• v.7 no.2
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• pp.82-88
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• 2004

To evaluate the tidal flow around the transmission type harbour structures, the numerical models considering hydraulic resistance are used. The traditional governing equations of depth-integratef hydrodynamics are modified by using of the drag force term. As a numerical model to evaluate the rate of tidal exchange, the Random-walk method is used. The models are applied in a design of the pile-supported pier structures in Busan harbour site, Korea, where the flow speed and the tidal exchange are more promotive than the case of non-transmission structure. The developed model will be applied usefully to design the transmission type structure in the ocean space.

• 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

• 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 the Korean Society for Marine Environment & Energy
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• v.12 no.3
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• pp.124-132
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• 2009

The optimal type and discharging position of ocean outfall of wastewater have been determined by hydrodynamic modeling, near-field dilution modeling, and far-field dispersion modeling. Tide and tidal currents have been simulated by a finite element hydrodynamic model showing good agreements with field observations. Based on the hydrodynamic simulation results candidates of ocean outfall position were preliminary determined. Submerged single port and submerged multi-port diffuser were selected as discharging system alternatives and finally designed by considering tide, tidal currents and water depth. Initial dilution of wastewater discharged from the designed ports has been estimated by CORMIX system. A 2-dimensional random-walk dispersion model has been employed to simulate far-field dispersion of discharged wastewater.

• The Journal of Korean Institute of Communications and Information Sciences
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• v.36 no.12C
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• pp.738-743
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• 2011

For the high quality 3-D broadcasting, depth maps are important data. Although commercially available depth cameras capture high-accuracy depth maps in real time, their resolutions are much smaller than those of the corresponding color images due to technical limitations. In this paper, we propose the depth map up-sampling method using a high-resolution color image and a low-resolution depth map. We define a random walk probability model in an operation unit which has nearest seed pixels. The proposed method is appropriate to match boundaries between the color image and the depth map. Experimental results show that our method enhances the depth map resolution successfully.

• Asia-Pacific Journal of Business
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• v.11 no.1
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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.