• 응용통계연구
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• 제22권3호
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• pp.499-513
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• 2009

An economic signal in the real world usually reflects complex phenomena. One may have difficulty both extracting and interpreting information embedded in such a signal. A natural way to reduce complexity is to decompose the original signal into several simple components, and then analyze each component. Spectral analysis (Priestley, 1981) provides a tool to analyze such signals under the assumption that the time series is stationary. However when the signal is subject to non-stationary and nonlinear characteristics such as amplitude and frequency modulation along time scale, spectral analysis is not suitable. Huang et al. (1998b, 1999) proposed a data-adaptive decomposition method called empirical mode decomposition and then applied Hilbert spectral analysis to decomposed signals called intrinsic mode function. Huang et al. (1998b, 1999) named this two step procedure the Hilbert-Huang transform(HHT). Because of its robustness in the presence of nonlinearity and non-stationarity, HHT has been used in various fields. In this paper, we discuss the applications of the HHT and demonstrate its promising potential for non-stationary financial time series data provided through a Korean stock price index.

• 자동차안전학회지
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• 제7권1호
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• pp.27-32
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• 2015

In order to protect occupant during car crash accident, Regulation and NCAP(New Car assessment Program) have been developed among various countries like U.S.A., Europe, Korea and Australia. Especially NCAP scores affect to sales of vehicles. So vehicle makers are trying to get good score in NCAP. Low leg injuries play an important role in Australia and Euro NCAP and these injuries are related with footrest design. Optimization of footrest design in early stage of vehicle development is necessary to obtain better and robust results of low legs during crash tests. In this paper, DFSS method and finite element model were used to optimize the low leg performance in small RHD vehicles. Compared with the lower leg injury of base model, the lower leg injury of proposed model was slightly improved and robustness was enhanced also.

• 디지털산업정보학회논문지
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• 제11권4호
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• pp.61-68
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• 2015

MANET has various vulnerability in wireless network and is more vulnerable in security because central management is not performed. In particular, routing attack may decrease performance of the overall network because the mobile node acts as a router. In this paper, we proposed authentication technique for improving the reliability of the network by increasing the integrity of the routing control packet and blocking effectively attacks that occur frequently in the inside. The proposed technique is consisted of two authentication methods of ZCN and N2N. ZCN authentication method is to elect CA nodes and monitor the role of the CA nodes. N2N authentication method is for an integrity check on the routing packets between nodes. Index key is determined by combining the hop count value to shared key table issued from CA in order to increase the robustness of the internal attack. Also, the overhead of key distribution was reduced by distributing a shared key to nodes certificated from CA. The excellent performance of the proposed method was confirmed through the comparison experiments.

• ETRI Journal
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• 제37권3호
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• pp.595-605
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• 2015

This paper proposes a robust, imperceptible block-based digital video watermarking algorithm that makes use of the Speeded Up Robust Feature (SURF) technique. The SURF technique is used to extract the most important features of a video. A discrete multiwavelet transform (DMWT) domain in conjunction with a discrete cosine transform is used for embedding a watermark into feature blocks. The watermark used is a binary image. The proposed algorithm is further improved for robustness by an error-correction code to protect the watermark against bit errors. The same watermark is embedded temporally for every set of frames of an input video to improve the decoded watermark correlation. Extensive experimental results demonstrate that the proposed DMWT domain video watermarking using SURF features is robust against common image processing attacks, motion JPEG2000 compression, frame averaging, and frame swapping attacks. The quality of a watermarked video under the proposed algorithm is high, demonstrating the imperceptibility of an embedded watermark.

• Structural Engineering and Mechanics
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• 제55권5호
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• pp.979-999
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• 2015

This paper proposes a novel reliability analysis method which computes reliability index, most probable point and probability of failure of uncertain systems more efficiently and accurately with compared to Monte Carlo, first-order reliability and response surface methods. It consists of Initial and Simulation steps. In Initial step, a number of space-filling designs are selected throughout the variables space, and then in Simulation step, performances of most of samples are estimated via interpolation using the space-filling designs, and only for a small number of the samples actual performance function is used for evaluation. In better words, doing so, we use a simple interpolation function called "reduced" function instead of the actual expensive-to-evaluate performance function of the system to evaluate most of samples. By using such a reduced function, total number of evaluations of actual performance is significantly reduced; hence, the method can be called Reduced Function Evaluations method. Reliabilities of six examples including series and parallel systems with multiple failure modes with truncated and/or non-truncated random variables are analyzed to demonstrate efficiency, accuracy and robustness of proposed method. In addition, a reliability-based design optimization algorithm is proposed and an example is solved to show its good performance.

• 한국정밀공학회지
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• 제18권12호
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• pp.116-123
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• 2001

An automated injection molding design methodology has been developed to optimize multiple quality attributes, which are usually in conflict with each other, in injection molded parts. For the optimization, commercial CAE simulation tools and optimization techniques are integrated into the methodology. To decal with the multiple objective problem the relative closeness computed in TOPSIS(Technique for Order Preference by Similarity to Ideal Solution) is used as a performance measurement index for optimization multiple part defects. To attain robustness against process variation, Taguchi's quadratic loss function is introduced in the TOPSIS. Also, the modified complex method is used as an optimization tool to optimize objective function. The verification of the developed design methodology was carried out on simulation software with an actual model. Applied to production this methodology will be useful to companies in reducing their product development time and enhancing their product quality.

• Geomechanics and Engineering
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• 제21권4호
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• pp.349-356
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• 2020

Rock brittleness, which is closely related to the failure modes, plays a significant role in the design and construction of many rock engineering applications. However, the brittle-ductile failure transition is mostly ignored by the current statistical damage constitutive model, which may misestimate the failure strength and failure behaviours of intact rock. In this study, a new statistical damage model considering rock brittleness is proposed for brittle to ductile behaviour of rocks using brittleness index (BI). Firstly, the statistical constitutive damage model is reviewed and a new statistical damage model considering failure mode transition is developed by introducing rock brittleness parameter-BI. Then the corresponding damage distribution parameters, shape parameter m and scale parameter F₀, are expressed in terms of BI. The shape parameter m has a positive relationship with BI while the scale parameter F₀ depends on both BI and ε_e. Finally, the robustness and correctness of the proposed damage model is validated using a set of experimental data with various confining pressure.

• 통합자연과학논문집
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• 제2권4호
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• pp.243-251
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• 2009

This paper surveys some researches to accomplish on bioinformatics. These researches wish to propose a database architecture combining a general view of bioinformatics data as a graph of data objects and data relationships, with the efficiency and robustness of data management and query provided by indexing and generic programming techniques. Here, these invert the role of the index, and make it a first-class citizen in the query language. It is possible to do this in a structured way, allowing users to mention indexes explicitly without yielding to a procedural query model, by converting functional relations into explicit functions. In the limit, the database becomes a graph, in which the edges are these indexes. Function composition can be specified either explicitly or implicitly as path queries. The net effect of the inversion is to convert the database into a hyperdatabase: a database of databases, connected by indexes or functions. The inversion approach was motivated by their work in biological databases, for which hyperdatabases are a good model. The need for a good model has slowed progress in bioinformatics.

• 한국수자원학회:학술대회논문집
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• 한국수자원학회 2022년도 학술발표회
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• pp.143-143
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• 2022

Precipitation plays an essential role in water resources management and disaster prevention. Therefore, the understanding related to spatiotemporal characteristics of rainfall is necessary. Nowadays, highly accurate precipitation is mainly obtained from gauge observation systems. However, the density of gauge stations is a sparse and uneven distribution in mountainous areas. With the proliferation of technology, satellite-based precipitation sources are becoming increasingly common and can provide rainfall information in regions with complex topography. Nevertheless, satellite-based data is that it still remains uncertain. To overcome the above limitation, this study aims to take the strengthens of machine learning to generate a new reanalysis of precipitation data by fusion of multiple satellite precipitation products (SPPs) with gauge observation data. Several machine learning algorithms (i.e., Random Forest, Support Vector Regression, and Artificial Neural Network) have been adopted. To investigate the robustness of the new reanalysis product, observed data were collected to evaluate the accuracy of the products through Kling-Gupta efficiency (KGE), probability of detection (POD), false alarm rate (FAR), and critical success index (CSI). As a result, the new precipitation generated through the machine learning model showed higher accuracy than original satellite rainfall products, and its spatiotemporal variability was better reflected than others. Thus, reanalysis of satellite precipitation product based on machine learning can be useful source input data for hydrological simulations in ungauged river basins.

• 아태비즈니스연구
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• 제14권3호
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• pp.221-240
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• 2023

Purpose - This paper investigates how business cycle impacts on corporate credit spreads since global financial crisis. Furthermore, it tests how the impact changes by the phase of the cycle. Design/methodology/approach - This study collected dataset from Barclays Global Aggregate Bond Index through the Bloomberg. It conducted multi-regression analysis by projecting business cycle using Hodrick-Prescott filtering and various cyclical variables, while ran dynamic analysis of 5-variable Vector Error Correction Model to confirm the robustness of the test. Findings - First, it proves to be statistically significant that corporate credit spreads have moved countercyclicaly since the crisis. Second, It indicates that the corporate credit spread's countercyclicality to the macroeconomic changes works symmetrically by the phase of the cycle. Third, the VECM supports that business cycle's impact on the spreads maintains more sustainably than other explanatory variable does in the model. Research implications or Originality - It becomes more appealing to accurately measure the real economic impact on corporate credit spreads as the interaction between credit and business cycle deepens. The economic impact on the spreads works symmetrically by boom and bust, which implies that the market stress could impact as another negative driver during the bust. Finally, the business cycle's sustainable impact on the spreads supports the fact that the economic recovery is the key driver for the resilience of credit cycle.