• Proceedings of the Korea Water Resources Association Conference
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• 2021.06a
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• pp.69-69
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• 2021

From the unprecedented 2011 spring flood, the residens reside by Lake Champlain and Richelieu River encountered enormous damages. The International Joint Committee (IJC) released the Lake Champlain-Richelieu River (LCRR) Plan of Study (PoS). One of the major tasks for the PoS is to investigate the possible scenarios that might happen in the LCRR basin based on the stochastic simulation of the Net Basin Supplies that calculates the amount of flow into the lake and the river. Therefore, the current study proposed a novel apporach that simulate the annual NBS teleconnecting the climate index. The proposed model employed the bivariate empirical decomposition to contamporaneously model the long-term evolution of nonstationary oscillation embeded in the annual NBS and the climate signal (here, Artic Oscillation: AO). In order to represent the variational behavior of NBS correlation structure along with the temporal revolution of the climate index, a new nonstationary parameterization concept is proposed. The results indicate that the proposed model is superior performance in preserving long and short temporal correlation. It can even preserve the hurst coefficient better than any other tested models.

• ETRI Journal
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• v.45 no.5
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• pp.768-780
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• 2023

The application of unmanned aerial vehicles (UAVs) has recently attracted considerable interest in various areas. A three-dimensional multiple-input multiple-output concentric two-hemisphere model is proposed to characterize the scattering environment around a vehicle in an urban UAV-to-vehicle communication scenario. Multipath components of the model consisted of lineof-sight and single-bounced components. This study focused on the key parameters that determine the scatterer distribution. A time-variant process was used to analyze the nonstationarity of the proposed model. Vital statistical properties, such as the space-time-frequency correlation function, Doppler power spectral density, level-crossing rate, average fade duration, and channel capacity, were derived and analyzed. The results indicated that with an increase in the maximum scatter radius, the time correlation and level-crossing rate decreased, the frequency correlation function had a faster downward trend, and average fade duration increased. In addition, with the increase of concentration parameter, the time correlation, space correlation, and level-crossing rate increased, average fade duration decreased, and Doppler power spectral density became flatter. The proposed model was compared with current geometry-based stochastic models (GBSMs) and showed good consistency. In addition, we verified the nonstationarity in the temporal and spatial domains of the proposed model. These conclusions can be used as references in the design of more reasonable communication systems.

• Journal of Korean Society of Transportation
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• v.23 no.1
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• pp.67-80
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• 2005

In this paper, the primary objective of the research are to review the methods currently avaliable for estimating the delay incurred by vehicles at signalized intersections. The paper compares the delay estimates from a deterministic queueing model, a model based on shock wave theory , the steady-state Webster model, the queue-based models defined in the 1994 and 2001 version of the High way Capacity Manual, in addition to the delays estimated from the TRANSYT-7F macroscopic simulation and NETSIM microscopic simulation. More especially, this paper is to compare the delay estimates obtained using macroscopic and microscopic simulation tools against state-of-the practice analytical models that are derived from deterministic queueing and shock wave analysis theory. The results of the comparisons indicate that all delay models produce relatively similar results for signalized intersections with low traffic demand, but that increasing differences occur as the traffic demand approaches saturation. In particular, when the TRANSYT-7F and NETSIM are compared, it is highly differences as approach for traffic condition to over-saturation. Also, the NETSIM microscopic simulation is the lowest estimates among the various models.

• Geophysics and Geophysical Exploration
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• v.10 no.3
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• pp.191-202
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• 2007

To identify the detailed attenuation structure in the southern Korean Peninsula, a numerical test was conducted for the Q tomography inversion to be applied to the accumulated dataset until 2005. In particular, the stochastic pointsource ground-motion model (STGM model; Boore, 2003) was adopted for the 2D Q tomography inversion for direct application to simulating the strong ground-motion. Simultaneous inversion of the STGM model parameters with a regional single Q model was performed to evaluate the source and site effects which were necessary to generate an artificial dataset for the numerical test. The artificial dataset consists of simulated Fourier spectra that resemble the real data in the magnitude-distance-frequency-error distribution except replacement of the regional single Q model with a checkerboard type of high and low values of laterally varying Q models. The total number of Q blocks used for the checkerboard test was 75 (grid size of $35{\times}44km^2$ for Q blocks); Q functional form of $Q_0f^{\eta}$ ($Q_0$=100 or 500, 0.0 < ${\eta}$ < 1.0) was assigned to each Q block for the checkerboard test. The checkerboard test has been implemented in three steps. At the first step, the initial values of Q-values for 75 blocks were estimated. At the second step, the site amplification function was estimated by using the initial guess of A(f) which is the mean site amplification functions (Yun and Suh, 2007) for the site class. The last step is to invert the tomographic Q-values of 75 blocks based on the results of the first and second steps. As a result of the checkerboard test, it was demonstrated that Q-values could be robustly estimated by using the 2D Q tomography inversion method even in the presence of perturbed source and site effects from the true input model.

• KSCE Journal of Civil and Environmental Engineering Research
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• v.14 no.3
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• pp.509-521
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• 1994

This study is an effort to develop computer simulation model that produce precipitation patterns from stochastic model. A stochastic model is formulated for the process of daily precipitation with considering the sequences of wet and dry days and the precipitation amounts on wet days. This study consists of 2 papers and the process of precipitation occurrence is modelled by an alternate renewal process (ARP) in paper (I). In the ARP model for the precipitation occurrence, four discrete distributions, used to fit the wet and dry spells, were as follows; truncated binomial distribution (TBD), truncated Poisson distribution (TPD), truncated negative binomial distribution (TNBD), logarithmic series distribution (LSD). In companion paper (II) the process of occurrence is developed by Markov chain. The amounts of precipitation, given that precipitation has occurred, are described by a Gamma. Pearson Type-III, Extremal Type-III, and 3 parameter Weibull distribution. Daily precipitation series model consists of two models, A-Wand A-G model, by combining the process of precipitation occurrence and a continuous probability distribution on the precipitation of wet days. To evaluate the performance of the simulation model, output from the model was compared with historical data of 7 stations in the Nakdong and Seomjin river basin. The results of paper (1) show that it is possible to design a model for the synthetic generation of IX)int precipitation patterns.

• Korean Journal of Agricultural and Forest Meteorology
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• v.14 no.1
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• pp.11-18
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• 2012

Daily temperature data produced by harmonic analysis of monthly climate summary have been used as an input to plant phenology model. This study was carried out to evaluate the performance of the harmonic based daily temperature data in prediction of major phenological developments and to apply the results in improving decision support for agricultural production in relation to the climate change scenarios. Daily maximum and minimum temperature data for a climatological normal year (Jan. 1 to Dec. 31, 1971-2000) were produced by harmonic analysis of the monthly climate means for Seoul weather station. The data were used as inputs to a thermal time - based phenology model to predict dormancy, budburst, and flowering of Japanese cherry in Seoul. Daily temperature measurements at Seoul station from 1971 to 2000 were used to run the same model and the results were compared with the harmonic data case. Leaving no information on annual variation aside, the harmonic based simulation showed 25 days earlier release from endodormancy, 57 days longer period for maximum cold tolerance, delayed budburst and flowering by 14 and 13 days, respectively, compared with the simulation based on the observed data. As an alternative to the harmonic data, 30 years daily temperature data were generated by a stochastic process (SIMMETEO + WGEN) using climatic summary of Seoul station for 1971-2000. When these data were used to simulate major phenology of Japanese cherry for 30 years, deviations from the results using observed data were much less than the harmonic data case: 6 days earlier dormancy release, 10 days reduction in maximum cold tolerance period, only 3 and 2 days delay in budburst and flowering, respectively. Inter-annual variation in phenological developments was also in accordance with the observed data. If stochastically generated temperature data could be used in agroclimatic mapping and zoning, more reliable and practical aids will be available to climate change adaptation policy or decision makers.

• The Korean Journal of Financial Management
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• v.21 no.1
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• pp.149-181
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• 2004

In this study we perform empirical tests using KOSPI return to investigate the existence of nonlinear characteristics in the generating process of stock returns. There are three categories in empirical tests; the test of nonlinear dependence, nonlinear stochastic process and nonlinear deterministic chaos. According to the analysis of nonlinearity, stock returns are not normally distributed but leptokurtic, and appear to have nonlinear dependence. And it's decided that the nonlinear structure of stock returns can not be completely explained using nonlinear stochastic models of ARCH-type. Nonlinear deterministic chaos system is the feedback system, which the past incidents influence the present, and it is the fractal structure with self-similarity and has the sensitive dependence on initial conditions. To summarize the results of chaos analysis for KOSPI return, it is the persistent time series, which is not IID and has long memory, takes biased random walk, and is estimated to be fractal distribution. Also correlation dimension, as the approximation of fractal dimension, converged stably within 3 and 4, and maximum Lyapunov exponent has positive value. This suggests that chaotic attractor and the sensitive dependence on initial conditions exist in stock returns. These results fit into the characteristics of chaos system. Therefore it's decided that the generating process of stock returns has nonlinear deterministic structure and follow chaotic process.

• Journal of Korean Society of Transportation
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• v.29 no.1
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• pp.71-79
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• 2011

Traditionally, a dynamic network model is considered as a tool for solving real-time traffic problems. One of useful and practical ways of using such models is to use it to produce and disseminate forecast travel time information so that the travelers can switch their routes from congested to less-congested or uncongested, which can enhance the performance of the network. This approach seems to be promising when the traffic congestion is severe, especially when sudden incidents happen. A consideration that should be given in implementing this method is that travel time information may affect the future traffic condition itself, creating undesirable side effects such as the over-reaction problem. Furthermore incorrect forecast travel time can make the information unreliable. In this paper, a network-wide travel time prediction model under incidents is developed. The model assumes that all drivers have access to detailed traffic information through personalized in-vehicle devices such as car navigation systems. Drivers are assumed to make their own travel choice based on the travel time information provided. A route-based stochastic variational inequality is formulated, which is used as a basic model for the travel time prediction. A diversion function is introduced to account for the motorists' willingness to divert. An inverse function of the diversion curve is derived to develop a variational inequality formulation for the travel time prediction model. Computational results illustrate the characteristics of the proposed model.

• Journal of Korea Water Resources Association
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• v.47 no.9
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• pp.825-838
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• 2014

The stationary Markov chain model has been widely used as a daily rainfall simulation model. A main assumption of the stationary Markov model is that statistical characteristics do not change over time and do not have any trends. In other words, the stationary Markov chain model for daily rainfall simulation essentially can not incorporate any changes in mean or variance into the model. Here we develop a Non-stationary hidden Markov chain model (NHMM) based stochastic downscaling scheme for simulating the daily rainfall sequences, using general circulation models (GCMs) as inputs. It has been acknowledged that GCMs perform well with respect to annual and seasonal variation at large spatial scale and they stand as one of the primary sources for obtaining forecasts. The proposed model is applied to daily rainfall series at three stations in Nakdong watershed. The model showed a better performance in reproducing most of the statistics associated with daily and seasonal rainfall. In particular, the proposed model provided a significant improvement in reproducing the extremes. It was confirmed that the proposed model could be used as a downscaling model for the purpose of generating plausible daily rainfall scenarios if elaborate GCM forecasts can used as a predictor. Also, the proposed NHMM model can be applied to climate change studies if GCM based climate change scenarios are used as inputs.

• Korean Journal of Remote Sensing
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• v.26 no.5
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• pp.593-603
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• 2010

Most spatial data acquisition systems employing a set of frame cameras may have suffered from their small fields of view and poor base-distance ratio. These limitations can be significantly reduced by employing an omni-directional camera that is capable of acquiring images in every direction. Bundle Block Adjustment (BBA) is one of the existing georeferencing methods to determine the exterior orientation parameters of two or more images. In this study, by extending the concept of the traditional BBA method, we attempt to develop a mathematical model of BBA for omni-directional images. The proposed mathematical model includes three main parts; observation equations based on the collinearity equations newly derived for omni-directional images, stochastic constraints imposed from GPS/INS data and GCPs. We also report the experimental results from the application of our proposed BBA to the real data obtained mainly in urban areas. With the different combinations of the constraints, we applied four different types of mathematical models. With the type where only GCPs are used as the constraints, the proposed BBA can provide the most accurate results, ${\pm}5cm$ of RMSE in the estimated ground point coordinates. In future, we plan to perform more sophisticated lens calibration for the omni-directional camera to improve the georeferencing accuracy of omni-directional images. These georeferenced omni-directional images can be effectively utilized for city modelling, particularly autonomous texture mapping for realistic street view.