• The Journal of Korean Institute of Communications and Information Sciences
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• v.26 no.12A
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• pp.1971-1977
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• 2001

Multipath Rayleigh fading channels for mobile radio transmission can be represented by the linear filter model, and depending on the delay path characteristics, only a selected number of taps may have significance in the receiver structure design. By using tap-selective equalization, reduction in both processing complexity and power consumption can be obtained. In this paper, we present an optimal tap selection method for a given channel model, and demonstrate the performance improvement over an existing method. We show the method performs the CFAR (Constant False Alarm Rate) detection when the noise power information is available, and derive exact expressions of the error probability for the case of noise power estimation. Using the derived formulas and simulation results, it is demonstrated that the error probability quickly approaches to the optimal performance as the number samples used for the noise power estimation increases.

• Structural Engineering and Mechanics
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• v.58 no.1
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• pp.163-179
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• 2016

The Cuckoo search (CS) algorithm is a simple and efficient global optimization algorithm and it has been applied to figure out large range of real-world optimization problem. In this paper, a new formula is introduced to the discovering probability process to improve the convergence rate and the Tournament Selection Strategy is adopted to enhance global search ability of the certain algorithm. Then an approach for structural damage identification based on modified Cuckoo search (MCS) is presented. Meanwhile, we take frequency residual error and the modal assurance criterion (MAC) as indexes of damage detection in view of the crack damage, and the MCS algorithm is utilized to identifying the structural damage. A simply supported beam and a 31-bar truss are studied as numerical example to illustrate the correctness and efficiency of the propose method. Besides, a laboratory work is also conducted to further verification. Studies show that, the proposed method can judge the damage location and degree of structures more accurately than its counterpart even under measurement noise, which demonstrates the MCS algorithm has a higher damage diagnosis precision.

• Atmosphere
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• v.19 no.2
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• pp.199-211
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• 2009

In this paper, we examine the multiple change-point and change pattern in the 54 years (1954-2007) time series of the annual and the heavy precipitation characteristics (amount, days and intensity) averaged over South Korea. A Bayesian approach is used for detecting of mean and/or variance changes in a sequence of independent univariate normal observations. Using non-informative priors for the parameters, the Bayesian model selection is performed by the posterior probability through the intrinsic Bayes factor of Berger and Pericchi (1996). To investigate the significance of the changes in the precipitation characteristics between before and after the change-point, the posterior probability and 90% highest posterior density credible intervals are examined. The results showed that no significant changes have occurred in the annual precipitation characteristics (amount, days and intensity) and the heavy precipitation intensity. On the other hand, a statistically significant single change has occurred around 1996 or 1997 in the heavy precipitation days and amount. The heavy precipitation amount and days have increased after the change-point but no changes in the variances.

• The Korean Journal of Applied Statistics
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• v.15 no.1
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• pp.73-84
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• 2002

Linear regression models with inequality constraints on the coefficients are frequently used in economic models due to sign or order constraints on the coefficients. In this paper, we propose a Bayesian approach to selecting significant explanatory variables in linear regression models with inequality constraints on the coefficients. Bayesian variable selection requires computation of posterior probability of each candidate model. We propose a method which computes all the necessary posterior model probabilities simultaneously. In specific, we obtain posterior samples form the most general model via Gibbs sampling algorithm (Gelfand and Smith, 1990) and compute the posterior probabilities by using the samples. A real example is given to illustrate the method.

• Nuclear Engineering and Technology
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• v.46 no.5
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• pp.699-706
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• 2014

The probabilistic seismic performance of a standard Korean nuclear power plant (NPP) with an idealized isolation is investigated in the present work. A probabilistic seismic hazard analysis (PSHA) of the Wolsong site on the Korean peninsula is performed by considering peak ground acceleration (PGA) as an earthquake intensity measure. A procedure is reported on the categorization and selection of two sets of ground motions of the Tohoku earthquake, i.e. long-period and common as Set A and Set B respectively, for the nonlinear time history response analysis of the base-isolated NPP. Limit state values as multiples of the displacement responses of the NPP base isolation are considered for the fragility estimation. The seismic risk of the NPP is further assessed by incorporation of the rate of frequency exceedance and conditional failure probability curves. Furthermore, this framework attempts to show the unacceptable performance of the isolated NPP in terms of the probabilistic distribution and annual probability of limit states. The comparative results for long and common ground motions are discussed to contribute to the future safety of nuclear facilities against drastic events like Tohoku.

• Journal of the Institute of Electronics Engineers of Korea TC
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• v.49 no.4
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• pp.1-8
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• 2012

This paper presents a method for obtaining an exact average symbol error rate (ASER) of M-ary Phase Shift Keying (MPSK) for opportunistic amplify-and-forward (OAF) relay systems over Rayleigh fading channels. This is based on the relay selection probability when a relay is selected as the best one with respect to the received signal-to-noise ratio. We then derive the modified moment generating function (MGF) for OAF relay systems by taking the given relay selection probability into consideration. Based on the modified MGF, we derive the exact ASER which accurately explicates OAF relay system characteristics. Our results confirm that the derived ASER provides a tight upper bound for OAF relay systems.

• Journal of Communications and Networks
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• v.13 no.5
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• pp.456-462
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• 2011

This paper investigates the outage behavior of peak interference power limited cognitive radio (CR) networks with multiple transmit antennas. In CR-multi-input single-output (MISO) channel, the total transmit power is distributed over the transmitantennas. First, we use the orthogonal space-time codes (STC) to achieve the transmit diversity at CR-receiver (rx) and investigate the effect of the power distribution on the interference power received at the primary-receiver (P-rx). Then, we investigate the transmit antenna selection (TAS) scheme in which the CR system selects the best transmit antenna and allocates all the power to the selected best antenna. Two transmit antenna selection strategies are proposed depending on if feedback channel is available or not. We derive the closed form expressions of outage probability and outage capacity of all schemes with arbitrary number of transmit-antennas. We show that the proposed schemes significantly improve the outage capacity over the single antenna systems in Rayleigh fading environment. We also show that TAS based scheme outperforms the STC based scheme when peak interference power constraint is imposed on the P-rx only if a feedback channel from CR-rx to CR-transmitter is available.

• International Journal of Computer Science & Network Security
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• v.22 no.5
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• pp.348-358
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• 2022

Software fault prediction is a method to compute fault in the software sections using software properties which helps to evaluate the quality of software in terms of cost and effort. Recently, several software fault detection techniques have been proposed to classifying faulty or non-faulty. However, for such a person, and most studies have shown the power of predictive errors in their own databases, the performance of the software is not consistent. In this paper, we propose a hybrid soft computing technique for SFP based on optimal feature extraction and classification (HST-SFP). First, we introduce the bat induced butterfly optimization (BBO) algorithm for optimal feature selection among multiple features which compute the most optimal features and remove unnecessary features. Second, we develop a layered recurrent neural network (L-RNN) based classifier for predict the software faults based on their features which enhance the detection accuracy. Finally, the proposed HST-SFP technique has the more effectiveness in some sophisticated technical terms that outperform databases of probability of detection, accuracy, probability of false alarms, precision, ROC, F measure and AUC.

• Asia-Pacific Journal of Business
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• v.14 no.2
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• pp.33-49
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• 2023

Purpose - The purpose of this study is to examine the option selection and optimal trading of informed traders in KOSPI 200 options market based on the PIN (probability of informed trading) model of Easley et al.(2002). Design/methodology/approach - This study uses TAQ (trade and quote) data provided by Korean Exchanges (KRX) which contains all the bids and trades recorded during the continuous auction trading hours for the KOSPI 200 options between May 2019 and September 2020. Findings - First, there was no difference in the PIN between call and put options in the 2019 data, but the PIN of put options was slightly higher in 2020. Second, regardless of the type of option, the PIN was higher for in-the-money (ITM) options, and the PIN of out-of-the-money (OTM) options was the same as or slightly higher than that of at-the-money (ATM) options. Third, we found that the PIN decreases as trading liquidity increases, and fourth, the PIN increased sharply as the expiration date approached, especially for OTM options, while ITM and ATM options showed relatively weak effects. Fifth, for foreign and institutional investors, the periodicity of orders was observed in milliseconds, especially for foreign investors, where the periodicity of orders was clear and frequent in OTM options. The results suggest that the purpose of option trading varies depending on the moneyness from the perspective of the informed trader.

• Proceedings of the Korean Institute of Information and Commucation Sciences Conference
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• 2015.05a
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• pp.51-53
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• 2015

In this paper, we propose a new relay selection technique which utilizes interference cancellation with decoding information at multiple relays for buffer-aided successive relaying systems. The transmitting relay is selected if its own transmission to the destination is successful and the number of relays which can successfully decode the data from the source is the maximum at the same time. Simulation results show that the proposed relay selection technique significantly outperforms the conventional relay selection scheme in terms of outage probability.