Numerical Hydrodynamic Modeling Incorporating the Flow through Permeable Sea-Wall (투수성 호안의 해수유통을 고려한 유동 수치모델링)
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- Journal of Korean Society of Coastal and Ocean Engineers
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- v.25 no.2
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- pp.63-75
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- 2013
The Inner Port Phase 2 area of the Pyeongtaek-Dangjin Port is enclosed by a total of three permeable sea-walls, and the disposal site to the east of the Inner Port Phase 2 is also enclosed by two permeable sea-walls. The maximum tidal range measured in the Inner Port Phase 2 and in the disposal site in May 2010 is 4.70 and 2.32 m, respectively. It reaches up to 54 and 27%, respectively of 8.74 m measured simultaneously in the exterior. Regression formulas between the difference of hydraulic head and the rate of interior water volume change, are induced. A three-dimensional numerical hydrodynamic model for the Asan Bay is constructed incorporating a module to compute water discharge through the permeable sea-walls at each computation time step by employing the formulas. Hydrodynamics for the period from 13th to 27th May, 2010 is simulated by driving forces of real-time reconstructed tide with major five constituents(
Investors prefer to look for trading points based on the graph shown in the chart rather than complex analysis, such as corporate intrinsic value analysis and technical auxiliary index analysis. However, the pattern analysis technique is difficult and computerized less than the needs of users. In recent years, there have been many cases of studying stock price patterns using various machine learning techniques including neural networks in the field of artificial intelligence(AI). In particular, the development of IT technology has made it easier to analyze a huge number of chart data to find patterns that can predict stock prices. Although short-term forecasting power of prices has increased in terms of performance so far, long-term forecasting power is limited and is used in short-term trading rather than long-term investment. Other studies have focused on mechanically and accurately identifying patterns that were not recognized by past technology, but it can be vulnerable in practical areas because it is a separate matter whether the patterns found are suitable for trading. When they find a meaningful pattern, they find a point that matches the pattern. They then measure their performance after n days, assuming that they have bought at that point in time. Since this approach is to calculate virtual revenues, there can be many disparities with reality. The existing research method tries to find a pattern with stock price prediction power, but this study proposes to define the patterns first and to trade when the pattern with high success probability appears. The M & W wave pattern published by Merrill(1980) is simple because we can distinguish it by five turning points. Despite the report that some patterns have price predictability, there were no performance reports used in the actual market. The simplicity of a pattern consisting of five turning points has the advantage of reducing the cost of increasing pattern recognition accuracy. In this study, 16 patterns of up conversion and 16 patterns of down conversion are reclassified into ten groups so that they can be easily implemented by the system. Only one pattern with high success rate per group is selected for trading. Patterns that had a high probability of success in the past are likely to succeed in the future. So we trade when such a pattern occurs. It is a real situation because it is measured assuming that both the buy and sell have been executed. We tested three ways to calculate the turning point. The first method, the minimum change rate zig-zag method, removes price movements below a certain percentage and calculates the vertex. In the second method, high-low line zig-zag, the high price that meets the n-day high price line is calculated at the peak price, and the low price that meets the n-day low price line is calculated at the valley price. In the third method, the swing wave method, the high price in the center higher than n high prices on the left and right is calculated as the peak price. If the central low price is lower than the n low price on the left and right, it is calculated as valley price. The swing wave method was superior to the other methods in the test results. It is interpreted that the transaction after checking the completion of the pattern is more effective than the transaction in the unfinished state of the pattern. Genetic algorithms(GA) were the most suitable solution, although it was virtually impossible to find patterns with high success rates because the number of cases was too large in this simulation. We also performed the simulation using the Walk-forward Analysis(WFA) method, which tests the test section and the application section separately. So we were able to respond appropriately to market changes. In this study, we optimize the stock portfolio because there is a risk of over-optimized if we implement the variable optimality for each individual stock. Therefore, we selected the number of constituent stocks as 20 to increase the effect of diversified investment while avoiding optimization. We tested the KOSPI market by dividing it into six categories. In the results, the portfolio of small cap stock was the most successful and the high vol stock portfolio was the second best. This shows that patterns need to have some price volatility in order for patterns to be shaped, but volatility is not the best.
As the complexity of a 3D game is increased by various factors of the game scenario, it has a problem for controlling the interrelation of the game objects. Therefore, a game system has a necessity of the coordination of the responses of the game objects. Also, it is necessary to control the behaviors of animations of the game objects in terms of the game scenario. To produce realistic game simulations, a system has to include a structure for designing the interactions among the game objects. This paper presents a method that designs the dynamic control mechanism for the interaction of the game objects in the game scenario. For the method, we suggest a game agent system as a framework that is based on intelligent agents who can make decisions using specific rules. Game agent systems are used in order to manage environment data, to simulate the game objects, to control interactions among game objects, and to support visual authoring interface that ran define a various interrelations of the game objects. These techniques can process the autonomy level of the game objects and the associated collision avoidance method, etc. Also, it is possible to make the coherent decision-making ability of the game objects about a change of the scene. In this paper, the rule-based behavior control was designed to guide the simulation of the game objects. The rules are pre-defined by the user using visual interface for designing their interaction. The Agent State Decision Network, which is composed of the visual elements, is able to pass the information and infers the current state of the game objects. All of such methods can monitor and check a variation of motion state between game objects in real time. Finally, we present a validation of the control method together with a simple case-study example. In this paper, we design and implement the supervised classification systems for high resolution satellite images. The systems support various interfaces and statistical data of training samples so that we can select the most effective training data. In addition, the efficient extension of new classification algorithms and satellite image formats are applied easily through the modularized systems. The classifiers are considered the characteristics of spectral bands from the selected training data. They provide various supervised classification algorithms which include Parallelepiped, Minimum distance, Mahalanobis distance, Maximum likelihood and Fuzzy theory. We used IKONOS images for the input and verified the systems for the classification of high resolution satellite images.
In this study, we aim to design the architecture of the kV imaging system for tumor tracking in the dual-head gantry system and analyze its accuracy by simulations. We established mathematical formulas and algorithms to track the tumor position with the two-pair kV imaging systems when they are in the non-orthogonal positions. The algorithms have been designed in the homogeneous coordinate framework and the position of the source and the detector coordinates are used to estimate the tumor position. 4D XCAT (4D extended cardiac-torso) software was used in the simulation to identify the influence of the angle between the two-pair kV imaging systems and the resolution of the detectors to the accuracy in the position estimation. A metal marker fiducial has been inserted in a numerical human phantom of XCAT and the kV projections were acquired at various angles and resolutions using CT projection software of the XCAT. As a result, a positional accuracy of less than about 1mm was achieved when the resolution of the detector is higher than 1.5 mm/pixel and the angle between the kV imaging systems is approximately between
The cycle length design model of the Korean traffic responsive signal control systems is devised to vary a cycle length as a response to changes in traffic demand in real time by utilizing parameters specified by a system operator and such field information as degrees of saturation of through phases. Since no explicit guideline is provided to a system operator, the system tends to include ambiguity in terms of the system optimization. In addition, the cycle lengths produced by the existing model have yet been verified if they are comparable to the ones minimizing delay. This paper presents the studies conducted (1) to find shortcomings embedded in the existing model by comparing the cycle lengths produced by the model against the ones minimizing delay and (2) to propose a new direction to design a cycle length minimizing delay and excluding such operator oriented parameters. It was found from the study that the cycle lengths from the existing model fail to minimize delay and promote intersection operational conditions to be unsatisfied when traffic volume is low, due to the feature of the changed target operational volume-to-capacity ratio embedded in the model. The 64 different neural network based cycle length design models were developed based on simulation data surrogating field data. The CORSIM optimal cycle lengths minimizing delay were found through the COST software developed for the study. COST searches for the CORSIM optimal cycle length minimizing delay with a heuristic searching method, a hybrid genetic algorithm. Among 64 models, the best one producing cycle lengths close enough to the optimal was selected through statistical tests. It was found from the verification test that the best model designs a cycle length as similar pattern to the ones minimizing delay. The cycle lengths from the proposed model are comparable to the ones from TRANSYT-7F.
Purpose : The objective of this study is to introduce our installation of a non-commercial 3D Planning system, Plunc and confirm it's clinical applicability in various treatment situations. Materials and Methods : We obtained source codes of Plunc, offered by University of North Carolina and installed them on a Pentium Pro 200MHz (128MB RAM, Millenium VGA) with Linux operating system. To examine accuracy of dose distributions calculated by Plunc, we input beam data of 6MV Photon of our linear accelerator(Siemens MXE 6740) including tissue-maximum ratio, scatter-maximum ratio, attenuation coefficients and shapes of wedge filters. After then, we compared values of dose distributions(Percent depth dose; PDD, dose profiles with and without wedge filters, oblique incident beam, and dose distributions under air-gap) calculated by Plunc with measured values. Results : Plunc operated in almost real time except spending about 10 seconds in full volume dose distribution and dose-volume histogram(DVH) on the PC described above. As compared with measurements for irradiations of 90-cm 550 and 10-cm depth isocenter, the PDD curves calculated by Plunc did not exceed
Volatility in the stock market returns is a measure of investment risk. It plays a central role in portfolio optimization, asset pricing and risk management as well as most theoretical financial models. Engle(1982) presented a pioneering paper on the stock market volatility that explains the time-variant characteristics embedded in the stock market return volatility. His model, Autoregressive Conditional Heteroscedasticity (ARCH), was generalized by Bollerslev(1986) as GARCH models. Empirical studies have shown that GARCH models describes well the fat-tailed return distributions and volatility clustering phenomenon appearing in stock prices. The parameters of the GARCH models are generally estimated by the maximum likelihood estimation (MLE) based on the standard normal density. But, since 1987 Black Monday, the stock market prices have become very complex and shown a lot of noisy terms. Recent studies start to apply artificial intelligent approach in estimating the GARCH parameters as a substitute for the MLE. The paper presents SVR-based GARCH process and compares with MLE-based GARCH process to estimate the parameters of GARCH models which are known to well forecast stock market volatility. Kernel functions used in SVR estimation process are linear, polynomial and radial. We analyzed the suggested models with KOSPI 200 Index. This index is constituted by 200 blue chip stocks listed in the Korea Exchange. We sampled KOSPI 200 daily closing values from 2010 to 2015. Sample observations are 1487 days. We used 1187 days to train the suggested GARCH models and the remaining 300 days were used as testing data. First, symmetric and asymmetric GARCH models are estimated by MLE. We forecasted KOSPI 200 Index return volatility and the statistical metric MSE shows better results for the asymmetric GARCH models such as E-GARCH or GJR-GARCH. This is consistent with the documented non-normal return distribution characteristics with fat-tail and leptokurtosis. Compared with MLE estimation process, SVR-based GARCH models outperform the MLE methodology in KOSPI 200 Index return volatility forecasting. Polynomial kernel function shows exceptionally lower forecasting accuracy. We suggested Intelligent Volatility Trading System (IVTS) that utilizes the forecasted volatility results. IVTS entry rules are as follows. If forecasted tomorrow volatility will increase then buy volatility today. If forecasted tomorrow volatility will decrease then sell volatility today. If forecasted volatility direction does not change we hold the existing buy or sell positions. IVTS is assumed to buy and sell historical volatility values. This is somewhat unreal because we cannot trade historical volatility values themselves. But our simulation results are meaningful since the Korea Exchange introduced volatility futures contract that traders can trade since November 2014. The trading systems with SVR-based GARCH models show higher returns than MLE-based GARCH in the testing period. And trading profitable percentages of MLE-based GARCH IVTS models range from 47.5% to 50.0%, trading profitable percentages of SVR-based GARCH IVTS models range from 51.8% to 59.7%. MLE-based symmetric S-GARCH shows +150.2% return and SVR-based symmetric S-GARCH shows +526.4% return. MLE-based asymmetric E-GARCH shows -72% return and SVR-based asymmetric E-GARCH shows +245.6% return. MLE-based asymmetric GJR-GARCH shows -98.7% return and SVR-based asymmetric GJR-GARCH shows +126.3% return. Linear kernel function shows higher trading returns than radial kernel function. Best performance of SVR-based IVTS is +526.4% and that of MLE-based IVTS is +150.2%. SVR-based GARCH IVTS shows higher trading frequency. This study has some limitations. Our models are solely based on SVR. Other artificial intelligence models are needed to search for better performance. We do not consider costs incurred in the trading process including brokerage commissions and slippage costs. IVTS trading performance is unreal since we use historical volatility values as trading objects. The exact forecasting of stock market volatility is essential in the real trading as well as asset pricing models. Further studies on other machine learning-based GARCH models can give better information for the stock market investors.
The incidence of globally infectious and pathogenic diseases such as H1N1 (swine flu) and Avian Influenza (AI) has recently increased. An infectious disease is a pathogen-caused disease, which can be passed from the infected person to the susceptible host. Pathogens of infectious diseases, which are bacillus, spirochaeta, rickettsia, virus, fungus, and parasite, etc., cause various symptoms such as respiratory disease, gastrointestinal disease, liver disease, and acute febrile illness. They can be spread through various means such as food, water, insect, breathing and contact with other persons. Recently, most countries around the world use a mathematical model to predict and prepare for the spread of infectious diseases. In a modern society, however, infectious diseases are spread in a fast and complicated manner because of rapid development of transportation (both ground and underground). Therefore, we do not have enough time to predict the fast spreading and complicated infectious diseases. Therefore, new system, which can prevent the spread of infectious diseases by predicting its pathway, needs to be developed. In this study, to solve this kind of problem, an integrated monitoring system, which can track and predict the pathway of infectious diseases for its realtime monitoring and control, is developed. This system is implemented based on the conventional mathematical model called by 'Susceptible-Infectious-Recovered (SIR) Model.' The proposed model has characteristics that both inter- and intra-city modes of transportation to express interpersonal contact (i.e., migration flow) are considered. They include the means of transportation such as bus, train, car and airplane. Also, modified real data according to the geographical characteristics of Korea are employed to reflect realistic circumstances of possible disease spreading in Korea. We can predict where and when vaccination needs to be performed by parameters control in this model. The simulation includes several assumptions and scenarios. Using the data of Statistics Korea, five major cities, which are assumed to have the most population migration have been chosen; Seoul, Incheon (Incheon International Airport), Gangneung, Pyeongchang and Wonju. It was assumed that the cities were connected in one network, and infectious disease was spread through denoted transportation methods only. In terms of traffic volume, daily traffic volume was obtained from Korean Statistical Information Service (KOSIS). In addition, the population of each city was acquired from Statistics Korea. Moreover, data on H1N1 (swine flu) were provided by Korea Centers for Disease Control and Prevention, and air transport statistics were obtained from Aeronautical Information Portal System. As mentioned above, daily traffic volume, population statistics, H1N1 (swine flu) and air transport statistics data have been adjusted in consideration of the current conditions in Korea and several realistic assumptions and scenarios. Three scenarios (occurrence of H1N1 in Incheon International Airport, not-vaccinated in all cities and vaccinated in Seoul and Pyeongchang respectively) were simulated, and the number of days taken for the number of the infected to reach its peak and proportion of Infectious (I) were compared. According to the simulation, the number of days was the fastest in Seoul with 37 days and the slowest in Pyeongchang with 43 days when vaccination was not considered. In terms of the proportion of I, Seoul was the highest while Pyeongchang was the lowest. When they were vaccinated in Seoul, the number of days taken for the number of the infected to reach at its peak was the fastest in Seoul with 37 days and the slowest in Pyeongchang with 43 days. In terms of the proportion of I, Gangneung was the highest while Pyeongchang was the lowest. When they were vaccinated in Pyeongchang, the number of days was the fastest in Seoul with 37 days and the slowest in Pyeongchang with 43 days. In terms of the proportion of I, Gangneung was the highest while Pyeongchang was the lowest. Based on the results above, it has been confirmed that H1N1, upon the first occurrence, is proportionally spread by the traffic volume in each city. Because the infection pathway is different by the traffic volume in each city, therefore, it is possible to come up with a preventive measurement against infectious disease by tracking and predicting its pathway through the analysis of traffic volume.
The wall shear stress in the vicinity of end-to end anastomoses under steady flow conditions was measured using a flush-mounted hot-film anemometer(FMHFA) probe. The experimental measurements were in good agreement with numerical results except in flow with low Reynolds numbers. The wall shear stress increased proximal to the anastomosis in flow from the Penrose tubing (simulating an artery) to the PTFE: graft. In flow from the PTFE graft to the Penrose tubing, low wall shear stress was observed distal to the anastomosis. Abnormal distributions of wall shear stress in the vicinity of the anastomosis, resulting from the compliance mismatch between the graft and the host artery, might be an important factor of ANFH formation and the graft failure. The present study suggests a correlation between regions of the low wall shear stress and the development of anastomotic neointimal fibrous hyperplasia(ANPH) in end-to-end anastomoses. 30523 T00401030523 ^x Air pressure decay(APD) rate and ultrafiltration rate(UFR) tests were performed on new and saline rinsed dialyzers as well as those roused in patients several times. C-DAK 4000 (Cordis Dow) and CF IS-11 (Baxter Travenol) reused dialyzers obtained from the dialysis clinic were used in the present study. The new dialyzers exhibited a relatively flat APD, whereas saline rinsed and reused dialyzers showed considerable amount of decay. C-DAH dialyzers had a larger APD(11.70
The wall shear stress in the vicinity of end-to end anastomoses under steady flow conditions was measured using a flush-mounted hot-film anemometer(FMHFA) probe. The experimental measurements were in good agreement with numerical results except in flow with low Reynolds numbers. The wall shear stress increased proximal to the anastomosis in flow from the Penrose tubing (simulating an artery) to the PTFE: graft. In flow from the PTFE graft to the Penrose tubing, low wall shear stress was observed distal to the anastomosis. Abnormal distributions of wall shear stress in the vicinity of the anastomosis, resulting from the compliance mismatch between the graft and the host artery, might be an important factor of ANFH formation and the graft failure. The present study suggests a correlation between regions of the low wall shear stress and the development of anastomotic neointimal fibrous hyperplasia(ANPH) in end-to-end anastomoses. 30523 T00401030523 ^x Air pressure decay(APD) rate and ultrafiltration rate(UFR) tests were performed on new and saline rinsed dialyzers as well as those roused in patients several times. C-DAK 4000 (Cordis Dow) and CF IS-11 (Baxter Travenol) reused dialyzers obtained from the dialysis clinic were used in the present study. The new dialyzers exhibited a relatively flat APD, whereas saline rinsed and reused dialyzers showed considerable amount of decay. C-DAH dialyzers had a larger APD(11.70