• Proceedings of the Korea Technical Association of the Pulp and Paper Industry Conference
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• 2005.11a
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• pp.45-53
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• 2005

A novel method for evaluating the anisotropy of the deterministic features in a stochastic 2D data is introduced. The ability of the wavelet transform for the identification of the abrupt discontinuities could be used to characterize the boundary of the deterministic area in a 2D stochastic data, such as flocs in paper structure. The one-dimensional wavelet transform with a small-scale range in MD and CD could quantify the amount of the edge in both directions, depending on the intensity of each floc. The flocs that are aligned in the MD direction result in a higher value of local wavelet energy in the CD direction. Therefore, the ratio of the total wavelet energy in CD and MD directions can be used as a new anisotropy index. This index is a measure of the floc-orientation and can provide an excellent tool to obtain the orientation distribution and the major oriented angle of flocs. Various simulated images and real stochastic data such as local gloss variation of printed image and formation image, have been tested and the results show this analysis method is very reliable to measure the anisotropy of the deterministic features.

• 한국전산유체공학회:학술대회논문집
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• 2008.03a
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• pp.204-207
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• 2008

Stochastic molecular dynamics simulation is a variation of standard molecular dynamics simulation that basically omits water molecules. The omission of water molecules, occupying a majority of space, enables flow simulation at microscale. This study reports our stochastic molecular dynamics simulation of particles diffusing in rectangular microchannels. We interestingly found that diffusion patterns in channels with a very small aspect ratio differ by dimensions. We will also discuss the future direction of our research toward a more realistic simulation of micromixing.

• 한국전산유체공학회:학술대회논문집
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• 2008.10a
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• pp.204-207
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• 2008

Stochastic molecular dynamics simulation is a variation of standard molecular dynamics simulation that basically omits water molecules. The omission of water molecules, occupying a majority of space, enables flow simulation at microscale. This study reports our stochastic molecular dynamics simulation of particles diffusing in rectangular microchannels. We interestingly found that diffusion patterns in channels with a very small aspect ratio differ by dimensions. We will also discuss the future direction of our research toward a more realistic simulation of micromixing.

• Mass Spectrometry Letters
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• v.6 no.4
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• pp.91-98
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• 2015

The Brownian motion or Wiener process, as the physical model of the stochastic procedure, is observed as an indexed collection random variables. Stochastic procedure are quite influential on the confinement potential fluctuation in the quadrupole ion trap (QIT). Such effect is investigated for a high fractional mass resolution Δm/m spectrometry. A stochastic procedure like the Wiener or Brownian processes are potentially used in quadrupole ion traps (QIT). Issue examined are the stability diagrams for noise coefficient, η=0.07;0.14;0.28 as well as ion trajectories in real time for noise coefficient, η=0.14. The simulated results have been obtained with a high precision for the resolution of trapped ions. Furthermore, in the lower mass range, the impulse voltage including the stochastic potential can be considered quite suitable for the quadrupole ion trap with a higher mass resolution.

• Asia-Pacific Journal of Business
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• v.6 no.2
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• pp.1-17
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• 2015

This study compares the most widely used parametric and non-parametric techniques to measure cost and profit efficiency of banks, namely the Stochastic Frontier Analysis (SFA) and Data Envelopment Analysis (DEA). We formulate the specification form of both stochastic cost and profit frontier models and constant return to scale Cost DEA and Profit DEA models and provide an empirical assessment of the cost and profit frontiers based on a panel dataset of National Commercial Banks (NCBs) and Private Banks (PBs) in Bangladesh over the 2001-2010 period. The cost inefficiency and profit efficiency are slightly higher for PBs than NCBs in case of both SFA and DEA. The coefficients of advance and off-balance sheet items are significant that positively influence the banks in stochastic cost frontier model while the advance, other earning assets, price of borrowed fund are significant and negative effects on the banks in stochastic profit frontier model. The average cost inefficiency and average profit efficiency are recorded with 16.3% and 91% respectively. The highest and lowest cost inefficiency are observed for Janata Bank and United Commercial Bank Limited whilst the highest and lowest profit efficiency are recorded for Eastern Bank Limited and Janata Bank respectively. The average technical and allocative efficiency are 68.8% and 35.9%, respectively in case of CRS cost-DEA model whereas they are 70.3% and 31.8% in case of CRS profit-DEA model. The average cost inefficiency is recorded 6.3% by SFA whereas it is 24.5% by DEA. The average profit efficiency is found 91% by SFA while it is 22.1% by DEA, and SFA method shows better bank efficiency than DEA.

• Journal of the Korean Data and Information Science Society
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• v.19 no.4
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• pp.1449-1463
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• 2008

This paper considers three different models with two functional forms, Cobb-Douglas and Translog, for the stochastic frontier production function of food manufacturing industry of Bangladesh over the period 1981-1982 to 1999-2000. The models are proposed by Battese and Coelli (1992, 1995) and Huang and Liu (1994). The technical efficiency, total factor productivity, technological change and technical efficiency change have been estimated in the frontier models. The results indicate that 41.47%, 59.30% and 70.98% of the potential output are being realized in this sector. The mean increments in total factor productivity are approximately 2%, 9% and 4% respectively.

• Proceedings of the IEEK Conference
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• 2002.07b
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• pp.1343-1345
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• 2002

In this paper, we introduce the MC-CDMA (Multi-Carrier CDMA) system with MD (multi-detector). Due to unknown functional form of noise in wireless channel environments, it is not easy to design the detector through estimating the functional form of noise. Instead, we design the MD, which is constructed based on DGT (Data Grouping Technique) and quantiles estimated through RMSA (Robbins-Monro Stochastic Approximation) algorithm.

• Journal of applied mathematics & informatics
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• v.41 no.1
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• pp.11-31
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• 2023

The paper presents a critical analysis of selected topics related to the modeling of interacting species in which prey has nonlinear reproduction, which is in competition with predator. The mathematical model's stochastic stability is investigated. The method of designing appropriate Lyapunov functions is used to identify permanence conditions among the parameters of the model and conditions for the structure to no longer be extinct. The system's two-dimensional diffusive stability is regarded and studied. The system experiences the process of saddle-node bifurcation by varying the death rate of predator parameter. Further effects of parameters that undergo inherent oscillations are numerically investigated, revealing that as the intensity of predation parameter b is increased, the device encounters non-periodic and damped oscillations.

• Earthquakes and Structures
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• v.2 no.2
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• pp.189-206
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• 2011

In this study, the subspace stochastic realization theories (SSR model I and SSR model II) have been applied to a real bridge for estimating its dynamic characteristics (natural frequencies, damping constants, and vibration modes) under ambient vibration. A numerical simulation is carried out for an arch-type steel truss bridge using a white noise excitation. The estimates obtained from this simulation are compared with those obtained from the Finite Element (FE) analysis, demonstrating good agreement and clarifying the excellent performance of this method in estimating the structural dynamic characteristics. Subsequently, these methods are applied to the vibration induced by both strong and weak winds as obtained by remote monitoring of the Kabashima bridge (an arch-type steel truss bridge of length 136 m, and situated in Nagasaki city). The results obtained with this experimental data reveal that more accurate estimates are obtained when strong wind vibration data is used. In contrast, the vibration data obtained from weak wind provides accurate estimates at lower frequencies, and inaccurate accuracy for higher modes of vibration that do not get excited by the wind of lower intensity. On the basis of the identified results obtained using both simulated data and monitored data from a real bridge, it is determined that the SSR model II realizes more accurate results than the SSR model I. In general, the approach investigated in this study is found to provide acceptable estimates of the dynamic characteristics of highway bridges as well as for the vibration monitoring of bridges.

• Proceedings of the Korea Water Resources Association Conference
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• 2022.05a
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• pp.141-141
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• 2022

Drought is a global phenomenon that affects almost all landscapes and causes major damages. Due to non-linear nature of contributing factors, drought occurrence and its severity is characterized as stochastic in nature. Early warning of impending drought can aid in the development of drought mitigation strategies and measures. Thus, drought forecasting is crucial in the planning and management of water resource systems. The primary objective of this study is to make improvement is existing drought forecasting techniques. Therefore, we proposed an improved version of Seasonal Autoregressive Integrated Moving Average (SARIMA) model (MD-SARIMA) for reliable drought forecasting with three years lead time. In this study, we selected four watersheds of Han River basin in South Korea to validate the performance of MD-SARIMA model. The meteorological data from 8 rain gauge stations were collected for the period 1973-2016 and converted into watershed scale using Thiessen's polygon method. The Standardized Precipitation Index (SPI) was employed to represent the meteorological drought at seasonal (3-month) time scale. The performance of MD-SARIMA model was compared with existing models such as Seasonal Naive Bayes (SNB) model, Exponential Smoothing (ES) model, Trigonometric seasonality, Box-Cox transformation, ARMA errors, Trend and Seasonal components (TBATS) model, and SARIMA model. The results showed that all the models were able to forecast drought, but the performance of MD-SARIMA was robust then other statistical models with Wilmott Index (WI) = 0.86, Mean Absolute Error (MAE) = 0.66, and Root mean square error (RMSE) = 0.80 for 36 months lead time forecast. The outcomes of this study indicated that the MD-SARIMA model can be utilized for drought forecasting.