• 한국지능시스템학회:학술대회논문집
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• 한국퍼지및지능시스템학회 2003년도 ISIS 2003
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• pp.162-165
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• 2003

Differential learning relies on the differentiated values of nodes, whereas the conventional learning depends on the values themselves of nodes. In this paper, I elucidate the differential learning in the framework maximum likelihood learning of linear generative model with latent variables obeying random walk. I apply the idea of differential learning to the problem independent component analysis(ICA), which leads to differential ICA. Algorithm derivation using the natural gradient and local stability analysis are provided. Usefulness of the algorithm is emphasized in the case of blind separation of temporally correlated sources and is demonstrated through a simple numerical example.

• 제어로봇시스템학회:학술대회논문집
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• 제어로봇시스템학회 1991년도 한국자동제어학술회의논문집(국내학술편); KOEX, Seoul; 22-24 Oct. 1991
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• pp.136-141
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• 1991

An Overlapping Decomposed Filter(ODF) accomplishing an initial alignment of an INS is proposed in this paper. The proposed filter improves the observable condition and reduces the filtering computation time. Its good performance has been verified by simulation. Completely observable and controllable conditions of INS error model derived from psi-angle approach are introduced under varying sensor characteristics vary. The east components of gyro and accelerometer have to be the first order markov process and the rest of them are the characteristics of the random walk or first order markov process.

• Communications for Statistical Applications and Methods
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• 제4권3호
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• pp.677-683
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• 1997

For an AR(1) model with intercept $y_t=\mu+\rho{y_{t-1}}+e_t$, a test for random walk hypothesis $H_0:(\mu, \rho)=(0, 1)$is proposed, which is based on the symmetric estimator. In the vicinity of the null, the test in shown to be more powerful than the test of Dickey and Fuller(1981) based on the ordinary least squares estimator.

• Journal of Mechanical Science and Technology
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• 제14권8호
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• pp.900-911
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• 2000

A simple Lagrangian pdf model is proposed with a new numerical algorithm for application in wall-bounded turbulent flows. To investigate the performance of the Lagrangian model, we minimize model's dependence on empirical constants by selecting the simplest model for turbulent dissipation rate. The effect of viscosity is also included by adding a Brownian random walk calculate the position of a particle. For the no-slip condition at the wall and correct nearwall behavior of velocity, we develop a new boundary treatment for the particles that strike the wall. By applying the model to a fully developed turbulent channel flow at low Reynolds number, we investigate the model's performance through comparison with direct numerical simulation result.

• 한국산업융합학회 논문집
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• 제24권3호
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• pp.323-331
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• 2021

With global warming and pollution problems, accurate forecasting of the harmful gases would be an essential alarm in our life. In this paper, we forecast the emission of the five gases(SOx, NO₂, NH₃, H₂S, CH₄) using the time series model of ARIMA, the learning algorithms of Random forest, and LSTM. We find that the gas emission data depends on the short-term memory and behaves like a random walk. As a result, we compare the RMSE, MAE, and MAPE as the measure of the prediction performance under the same conditions given to three models. We find that ARIMA forecasts the gas emissions more precisely than the other two learning-based methods. Besides, the ARIMA model is more suitable for the real-time forecasts of gas emissions because it is faster for modeling than the two learning algorithms.

• 한국대기환경학회지
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• 제12권1호
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• pp.29-41
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• 1996

The two-stage numerical model was used to study the relation between three-dimensional local wind model, advection/diffusion model of random walk method and second moment method on Pusan coastal area. The first stage is three dimensional time-dependent local wind model which gives the wind field and vertical dirrusion coefficient. The second stage is advection/diffusion model which uses the results of the first stage as input data. First, wind fields on Pusan coastal area for none synoptic scale wind showed typical land and sea breeze circulation, and convergence zone occured at 1200LST in northern of domain, in succession, moved northward of domain. Emissions from Sinpyeong industrial district were trasnported toward the inland by sea breeze during daytime, and reached the end part of domain about 1800LST. During nighttime, emissions return to sea by land breeze and vertical diffusion also contributes to upward transport. In order to use this model for forecast of air pollution concentration on the Pusan coastal area, it is necessary that computed value must be compared with measured value and wind fields model must also be dealt in detail.

• 한국환경과학회지
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• 제7권4호
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• pp.511-522
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• 1998

The two-stage numerical model was used to study the relation between three-dimensional local wind seal area for Korean peninsula. The first stave is three dimensional time-dependent local wind model which elves the wind field and vertical diffusion coefncient. The second stage is advection/duusion model which uses the results of the first stage as input data. First, wand fields on Korean peninsula for none synoptic scale wand showed typical land and sea breeze circulation, and the emitted particles were transported by sea breeze for daytime, emissions return to sea by land breeze for nighttime.

• 한국항만경제학회지
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• 제29권1호
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• pp.67-76
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• 2013

해운경기와 밀접한 관계를 갖는 세계 경기가 유럽재정위기와 같은 일련의 사건으로 침체국면에서 벗어나지 못하고 있어 장기적인 해운시황에 대한 우려가 커지고 있으며, BDI 건화물선 종합운임지수가 1000포인트에도 도달하지 못해 해운기업의 어려움을 가중시키고 있다. 본고는 해운경기의 불황탈피가 2013년에 가능한가를 파악하기 위해 BDI를 예측하는데 목적을 둔다. 해상운임에 영향을 미치는 변수들로 구성된 다변량모형 대신 BDI로만 구성된 단일변량모형인 자기회귀-이동평균모형과 장기순환과정을 보여주는 Hodrick-Prescott 필터 기법을 이용하여 2013년의 BDI를 예측한다. 3개의 ARIMA모형과 2개의 개입-ARIMA 모형을 이용하여 2013년에도 지속적으로 BDI가 하락하는 760과 670사이에서 움직인다는 것을 보인다. HP기법을 통한 예측은 750에서 556사이의 변동을 예상하여 ARIMA모형보다 해운경기를 더 비관적이라는 것도 밝힌다. 또한 5개의 ARIMA모형의 예측오류가 RW모형보다 낮을 뿐만 아니라 그 크기가 대단히 작아 예측치가 크게 빗나갈 가능성이 낮다는 것도 보인다.

• 한국해양학회지
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• 제29권4호
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• pp.392-401
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• 1994

동일지점에서 동시에 투하된 여러개 표류부표들 사이의 분산거리를 측정하므로써, 한반도 연안역 5개 해역에서 해양난류확산의 시간적 특성을 조사하였다. 각각의 실험 에서 GPS 와 Decca Trisponder를 사용하여 표류부표의 궤적을 2∼6시간 동안 추적하였 다. 실측된 부표간 분리거리의 분산(거리의 제곱)은 시간 t에 따라 t/SUP m/에 비례하 는 지수관계를 나타내었으며, 수분 내지 수시간의 시간 스케일에서, 승수 m 은 1.2 와 2.0 의 범위였다. 실측된 부표의 궤적은 임의행보나 브라운운동의 특성을 나타내지 않 고, 프랙탈 브라운운동의 특성을 나타내었다. 해양에서 의 실제적인 상황에 부합되는 확산모델 개발을 위한 일차적인 시도로서 표류부표의 운동을 프랙탈 브라운운동 모델 에 의해 재현하였다. 본 눈문에서는 실측된 표류부표의 이동을 모델링하면 현장관측과 일치하는 표류부표 분리거리의 지수관계가 재현되지 못함을 보였다.

• 한국경영과학회지
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• 제28권3호
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• pp.67-79
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• 2003

An efficient mobility management for mobile stations plays an important role in mobile communication networks. Even though many a mobility management schemes have been proposed, most of mobile communication networks adopt the mobility scheme based on zone-based registration. This paper studies the mobility management scheme that combines zone-based registration and 2-step selective paging. We assume cell by cell registration area, not ring by ring registration area of previous studies, and set up a new mobility model based on 2-dimensional random walk model considering the characteristic of zone-based registration to evaluate its performance exactly. We provide numerical results using proposed model to demonstrate the performance of zone-based registration and 2-step selective paging under various circumstances.