• Journal of Korean Society of Coastal and Ocean Engineers
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• v.24 no.6
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• pp.381-389
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• 2012

An EST-based method which is applicable for estimating extreme sea levels from short sea-level records in a tide dominated coastal zone was developed. Via the method, annual maximum tidal level is chosen from the simulated 1-yr tidal data which are constituted by the independent daily high water levels, short term and long term surge heights and typhoon-induced surge heights. The high water levels are generated considering not only spring/neap tides and annual tide but also 18.6-year lunar nodal cycle. Typhoon-induced surges are selected from the training set which is constructed by observed or simulated surge heights. This yearly simulation is repeated many hundred years to yield the extreme tidal levels, and the whole process is carried out many hundred times repeatedly to get robust statistics of the levels. In addition, validation of the method is also shown by comparing the result with other researches with the tidal data of Mokpo Harbor.

• Environmental and Resource Economics Review
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• v.28 no.4
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• pp.583-615
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• 2019

This paper investigates the level of decoupling between greenhouse gas emissions and economic growth in Korea. Despite previous studies mainly stressed the existence of the Environmental Kuznets Curve, the lack of investigations in the level of decoupling constraints further policy suggestions. This study analyzes the level of decoupling in the short- and long-term, focusing on short-term volatility of GHG emissions income elasticity. In the long run, there is no decoupling in Korea because a robust causal relationship exists between GHGs, GDP, and fossil fuels. However, the short-term volatility is clearly identified under the long-term equilibrium(coupling), indicating there is the relative decoupling in the short run. The results show that fossil fuel dependence is a significant factor that increases short-term volatility(decoupling) and breaks the causal link(coupling) between GHGs and GDP.

• The Korean Journal of Applied Statistics
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• v.6 no.2
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• pp.371-381
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• 1993

When the multicollinearity presents in the standard linear regression model, ridge regression might be used to mitigate the effects of collinearity. As the prediction-oriented criterion, the integrated mean sqare error criterion $J_w(k)$ was introduced by Lim, Choi & Park(1980). By noting the equivalent relationship between the $C_k$ criterion and $J_w(k)$ with a special choice of weight function $W(x)$, we propose a more reasonable selection rule of k w.r.t. the $C_k$ criterion than that given in Myers(1986). Next, to find the $\beta(k)$ which behaves reasonably well w.r.t. competing criteria, we adopt the minimax principle in the sense of maximizing the worst relative efficiency of k among competing criteria.

• The Journal of the Korea Contents Association
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• v.15 no.10
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• pp.504-516
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• 2015

This study addresses one of the curent issues in modern finance, which investigates financial profile on the levels of the chaebol firms' cash hoardings in the domestic capital market. Iit may be imperative to search for robust and consistent financial determinants of cash holdings as well as identifying any changes or trend of the determinants affecting the corporate cash reserves in the post-era of the global financial turmoil, considering that interest parties at the government and corporate levels, still seem to have a controversy or debate on excess cash savings. Two hypotheses were postulated and empirically tested for the chaebol firms in the study, such as any transitional changes of the relevant factors on cash holdings and unique attributes of financial factors discriminating between the different type of domestic stock markets.

• The Journal of the Korea institute of electronic communication sciences
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• v.16 no.3
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• pp.465-470
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• 2021

A robust speech recognition technology is required that does not degrade the performance of speech recognition and the quality of the speech when speech recognition is performed in an actual environment of the speech mixed with noise. With the development of such speech recognition technology, it is necessary to develop an application that achieves stable and high speech recognition rate even in a noisy environment similar to the human speech spectrum. Therefore, this paper proposes a speech enhancement algorithm that processes a noise suppression based on the MMSA-STSA estimation algorithm, which is a short-time spectral amplitude method based on the error of the least mean square. This algorithm is an effective nonlinear speech enhancement algorithm based on a single channel input and has high noise suppression performance. Moreover this algorithm is a technique that reduces the amount of distortion of the speech based on the statistical model of the speech. In this experiment, in order to verify the effectiveness of the MMSA-STSA estimation algorithm, the effectiveness of the proposed algorithm is verified by comparing the input speech waveform and the output speech waveform.

• Asia-Pacific Journal of Business
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• v.14 no.1
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• pp.149-169
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• 2023

Purpose - The main purpose of this study is to develop the stress test model for Korean banks by exploring the optimal Monte Carlo simulation and BIS forecasting model. Design/methodology/approach - This study selects 15 Korean banks as sample financial firms and collects relevant 76 quarterly data for the period between year 2000 and 2018 from KRX(Korea Excange), Bank of Korea, and FnGuide. The Regression analysis, Unit-root test, and Monte Carlo simulation are hired to analyze the data. Findings - First, most of the sample banks failed to keep 8% BIS ratio for the adverse and severely Adverse Scenarios, implying that Korean banks must make every effort to realize better BIS ratios under adverse market conditions. Second, we suggest the better Monte Carlo simulation model for the Korean banks by finding that the more appropriate volatility should be different depending on variables rather than simple two-sigma which has been used in the previous studies. Third, we find that the stepwise regression model is better fitted than simple regression model in forecasting macro-economic variables for the BIS variables. Fourth, we find that, for the more robust and significant statistical results in designing stress tests, Korean banks are required to construct more valid time-series and cross-sectional data-base. Research implications or Originality - The above results all together show that the optimal volatility in designing optimal Monte Carlo simulation varies depending on the country, and many Korean banks fail to pass sress test under the adverse and severely adverse scenarios, implying that Korean banks need to make improvement in the BIS ratio.

• Journal of Distribution Science
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• v.13 no.2
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• pp.55-62
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• 2015

Purpose - This study aims to investigate the success factors pertaining to K-POPs from an analysis of the internal business environment. Much research has investigated Korean Moves or how to popularize them. The research mainly focused on aspects of Korean Moves. However, few studies have attempted to examine Korean Moves or K-POPs from a managerial viewpoint. The current research tries to investigate the success factors of K-POP from strategic perspectives, specifically utilizing internal resource based view perspectives. It differentiates itself by looking at the competitiveness of K-POP from the internal resources. Research design, data, and methodology - In the entertainment industry, where creativity is heavily stressed, competitiveness is often regarded within the organization as a form of intangible asset, knowledge, or technology that is often related with the organization's personnel. Some research has tried to reveal the competitiveness of K-POP using Porter's competitiveness of nations framework. Others utilize the adapted model of Porter's structure. However, these models only look at the outside environment, and not inside a firm's resource, knowledge, or capabilities. This research utilizes the VRIO model to examine the internal resources and capabilities of K-POP producers. The model measures whether a firm's internal resources and capabilities are valuable, rare, difficult to imitate by competitors, or organizable. The research covered businesses whose yearly revenue exceeds $10 Million in music planning and recording in South Korea. There were only thirteen such companies (one percent of the total population). Of these, companies for whom 20 percent or more of the sales revenue comes from the abroad are targeted. Only seven are selected and these participated in the research. In order to find a firm's internal resources, we conducted qualitative research methodology. Their business names and persons who participated in this research are not revealed due to case sensitive issues. Instead, we use unrelated initials for their names and their statements. Results - From the in-depth interview with top-tier K-POP producers and managers, the current research tried to identify resources and capabilities that helped to strengthen their competitiveness. These resources and capabilities are sought from the scope of the VRIO model, which looks at the internal resources and capabilities from the scope of value, rarity, imitability, and organization. Interviews with the top tier producers and managers reveal the internal success factors of K-POPs. We conclude that these resources and capabilities are from internally accumulated producing know-how, unique managing (training) system, and outstanding all-round entertainment capabilities of the performers. Conclusions - These results indicate that the core resources and capabilities of K-POP are robust. It will take a significant amount of time and money to imitate for followers, because these resources and capabilities are the result of time investment and are embedded into producers' and performers' know-how. Taking Luo (2000)'s argument, K-POP is in the second stage of the globalization process, which is configuring and allocation resource capabilities to a global scope.

• Geophysics and Geophysical Exploration
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• v.12 no.1
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• pp.105-113
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• 2009

The interpretation of observed waveform characteristics identified in refraction and wide-angle reflection data increases confidence in the crustal structure model obtained. When calculating traveltimes and raypaths, wavefront methods on a regular grid based on graph theory are robust even with complicated structures, but basically compute only first arrivals. In this paper, we develop new algorithms to compute traveltimes and raypaths not only for first arrivals, but also for fast and later reflection arrivals, later refraction arrivals, and converted waves between P and S, using the modified wavefront method based on slowness network nodes mapped on a multi-layer model. Using the new algorithm, we can interpret reflected arrivals, Pg-later arrivals, strong arrivals appearing behind Pn, triplicated Moho reflected arrivals (PmP) to obtain the shape of the Moho, and phases involving conversion between P and S. Using two models of an ocean-continent transition zone and an oceanic ridge or seamount, we show the usefulness of this algorithm, which is confirmed by synthetic seismograms using the 2D Finite Difference Method (2D-FDM). Characteristics of arrivals and raypaths of the two models differ from each other in that using only first-arrival traveltime data for crustal structure analysis involves risk of erroneous interpretation in the ocean-continent transition zone, or the region around a ridge or seamount.

• Journal of Korea Water Resources Association
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• v.36 no.4
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• pp.587-596
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• 2003

Application of a catchment modelling system requires recorded information to ascertain the reliability and robustness of the predicted flow conditions. Where this recorded information is not available, the necessary information for reliable and robust predictions must be obtained from other available information sources. The alternative approach presented in this paper used inference models for getting this necessary information that is required to calibrate and validate the catchment modelling system for both an ungauged and a gauged catchments. In this study, inference models were developed for determination of control parameters of the Storm Water Management Model (SWMM), mainly based on landuse component of the catchment, which is a major factor to impact on quantity and quality of catchment runoff. Results from the study show that the new approach for determination of the spatially variable control parameters produced more accurate estimates than a traditional approach. Also, the number of control parameters estimated can be reduced significantly as the proposed method only requires determination of control parameters associated with each land use of the catchment while a traditional approach needs to assign a number of control parameters for a number of subcatchment.

• Journal of Wetlands Research
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• v.21 no.4
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• pp.305-311
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• 2019

Recently, global climate change causes abnormal weather and disaster countermeasures do not provide sufficient defense and mitigation because they were established according to the historical climate condition. Repeated torrential rains, in particular, are causing damage even in the robust urban flood defense system. Therefore, in this study, the change of runoff considering the spatial distribution of rainfall and urban characteristics was analyzed. For rainfall concentrated in small catchment, rainfall in the watershed must be accurately measured. This study is based on the rainfall data observed with Automated Surface Observing System (ASOS) and Automatic Weather Stations (AWS) provided by the Seoul Meteorological Administration. Effluent from the pumping station was estimated using the EPA-SWMM model and compared and analyzed. Catchments with rainwater pumping station are small with large portion of impermeable areas. Thus, when the ASOS data where is located from from the chatchment, runoff is often calculated using rainfall data that is different from rainfall in the catchment. In this study, the difference between rainfall data observed in the AWS near the catchment and ASOS away from the catchment was calculated. It was found that accurate rainfall should be used to operate rainwater pumping stations or forecast urban flooding floods. In addition, the results of this study may be helpful for estimating design rainfall and runoff calculation.