• Journal of the Korea Convergence Society
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• v.12 no.4
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• pp.217-228
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• 2021

After the integrated fare system has been applied, public transportation and transfer traffic increased. As a result, transfer passengers must be considered in the operation of the bus. Although previous studies have limitations due to utilizing deterministic mathematical models, which fails to reflect the stochastic movements of passengers and buses, in this study, a more realistic bus stop micro-simulation model is proposed. Based on the proposed simulation model, we represent the relationship between bus arrival interval and passenger wait time as a regression model and empirically show the differences between the cases with and without transfer passengers. Also, we propose a method converting passenger waiting time to cost and find optimal bus arrival interval based on the converted cost. It is expected the proposed method enables bottom-up decision making reflecting practical situation.

• Journal of Korean Society of Industrial and Systems Engineering
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• v.44 no.4
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• pp.154-168
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• 2021

COVID-19 has been spreading all around the world, and threatening global health. In this situation, identifying and isolating infected individuals rapidly has been one of the most important measures to contain the epidemic. However, the standard diagnosis procedure with RT-PCR (Reverse Transcriptase Polymerase Chain Reaction) is costly and time-consuming. For this reason, pooled testing for COVID-19 has been proposed from the early stage of the COVID-19 pandemic to reduce the cost and time of identifying the COVID-19 infection. For pooled testing, how many samples are tested in group is the most significant factor to the performance of the test system. When the arrivals of test requirements and the test time are stochastic, batch-service queueing models have been utilized for the analysis of pooled-testing systems. However, most of them do not consider the false-negative test results of pooled testing in their performance analysis. For the COVID-19 RT-PCR test, there is a small but certain possibility of false-negative test results, and the group-test size affects not only the time and cost of pooled testing, but also the false-negative rate of pooled testing, which is a significant concern to public health authorities. In this study, we analyze the performance of COVID-19 pooled-testing systems with false-negative test results. To do this, we first formulate the COVID-19 pooled-testing systems with false negatives as a batch-service queuing model, and then obtain the performance measures such as the expected number of test requirements in the system, the expected number of RP-PCR tests for a test sample, the false-negative group-test rate, and the total cost per unit time, using the queueing analysis. We also present a numerical example to demonstrate the applicability of our analysis, and draw a couple of implications for COVID-19 pooled testing.

• Coupled systems mechanics
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• v.10 no.6
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• pp.509-520
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• 2021

Fiber-reinforced concrete (FRC) is a composite material where small fibers made from steel or polypropylene or similar material are embedded into concrete matrix. In a material model each constituent should be adequately described, especially the interface between the matrix and fibers that is determined with the 'bond-slip' law. 'Bond-slip' law describes relation between the force in a fiber and its displacement. Bond-slip relation is usually obtained from tension laboratory experiments where a fiber is pulled out from a matrix (concrete) block. However, theoretically bond-slip relation could be determined from bending experiments since in bending the fibers in FRC get pulled-out from the concrete matrix. We have performed specially designed laboratory experiments of three-point beam bending with an intention of using experimental data for determination of material parameters. In addition, we have formulated simple layered model for description of the behavior of beams in the three-point bending test. It is not possible to use this 'forward' beam model for extraction of material parameters so an inverse model has been devised. This model is a basis for formulation of an inverse model that could be used for parameter extraction from laboratory tests. The key assumption in the developed inverse solution procedure is that some values in the formulation are known and comprised in the experimental data. The procedure includes measured data and its derivative, the formulation is nonlinear and solution is obtained from an iterative procedure. The proposed method is numerically validated in the example at the end of the paper and it is demonstrated that material parameters could be successfully recovered from measured data.

• Wind and Structures
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• v.34 no.2
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• pp.185-197
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• 2022

This study aimed to analyze the wind-induced mechanical energy (WME) of a proposed super high-rise and long-span transmission tower-line system (SHLTTS), which, in 2021, is the tallest tower-line system with the longest span. Anew index - the WME, accounting for the wind-induced vibration behavior of the whole system rather than the local part, was first proposed. The occurrence of the maximum WME for a transmission tower, with or without conductors, under synoptic winds, was analyzed, and the corresponding formulae were derived based on stochastic vibration theory. Some calculation data, such as the drag coefficient, dynamic parameters, windshielding areas, mass, calculation point coordinates, mode shape and influence function, derived from wind tunnel testing on reducedscale models and finite element software were used in calculating the maximum WME of the transmission tower under three cases. Then, the influence of conductors, wind speed, gradient wind height and wind yaw angle on WME components and the energy transfer relationship between substructures (transmission tower and conductor) were analyzed. The study showed that the presence of conductors increases the WME of transmission towers and changes the proportion of the mean component (MC), background component (BC) and resonant component (RC) for WME; The RC of WME is more susceptible to the wind speed change. Affected by the gradient wind height, the WME components decrease. With the RC decreasing the fastest and the MC decreasing the slowest; The WME reaches the its maximum value at the wind yaw angle of 30°. Due to the influence of three factors, namely: the long span of the conductors, the gradient wind height and the complex geometrical profile, it is important that the tower-line coupling effect, the potential for fatigue damage and the most unfavorable wind yaw angle should be given particular attention in the wind-resistant design of SHLTTSs

• Journal of the Korea Institute of Military Science and Technology
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• v.26 no.1
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• pp.10-21
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• 2023

For various target tracking applications, it is well known that the Kalman filter is the optimal estimator(in the minimum mean-square sense) to predict and estimate the state(position and/or velocity) of linear dynamical systems driven by Gaussian stochastic noise. In the case of nonlinear systems, Extended Kalman filter(EKF) and/or Unscented Kalman filter(UKF) are widely used, which can be viewed as approximations of the(linear) Kalman filter in the sense of the conditional expectation. However, to implement EKF and UKF, the exact dynamical model information and the statistical information of noise are still required. In this paper, we propose the recurrent neural-network based Kalman filter, where its Kalman gain is obtained via the proposed GRU-LSTM based neural-network framework that does not need the precise model information as well as the noise covariance information. By the proposed neural-network based Kalman filter, the state estimation performance is enhanced in terms of the tracking error, which is verified through various linear and nonlinear tracking problems with incomplete model and statistical covariance information.

• Proceedings of the Korea Water Resources Association Conference
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• 2020.06a
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• pp.125-125
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• 2020

European Space Agency's Sentinel-1 has an improved spatial and temporal resolution, as compared to previous satellite data such as Envisat Advanced SAR (ASAR) or Advanced Scatterometer (ASCAT). Thus, the assumption used for low-resolution retrieval algorithms used by ENVISAT ASAR or ASCAT is not applicable to Sentinel-1, because a higher degree of land surface heterogeneity should be considered for retrieval. The assumption of homogeneity over land surface is not valid any more. In this study, considering that soil roughness is one of the key parameters sensitive to soil moisture retrievals, various approaches are discussed. First, soil roughness is spatially inverted from Sentinel-1 backscattering over Yanco sites in Australia. Based upon this, Artificial Neural Networks data (feedforward multiplayer perception, MLP, Levenberg-Marquadt algorithm) are compared with Fractal approach (brownian fractal, Hurst exponent of 0.5). When using ANNs, training data are achieved from theoretical forward scattering models, Integral Equation Model (IEM). and Sentinel-1 measurements. The network is trained by 20 neurons and one hidden layer, and one input layer. On the other hand, fractal surface roughness is generated by fitting 1D power spectrum model with roughness spectra. Fractal roughness profile is produced by a stochastic process describing probability between two points, and Hurst exponent, as well as rms heights (a standard deviation of surface height). Main interest of this study is to estimate a spatial variability of roughness without the need of local measurements. This non-local approach is significant, because we operationally have to be independent from local stations, due to its few spatial coverage at the global level. More fundamentally, SAR roughness is much different from local measurements, Remote sensing data are influenced by incidence angle, large scale topography, or a mixing regime of sensors, although probe deployed in the field indicate point data. Finally, demerit and merit of these approaches will be discussed.

• Economic Analysis
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• v.17 no.2
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• pp.27-55
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• 2011

Although many theoretical studies have tried to explain the volatility in financial markets using models of herd behavior, there have been few empirical studies on dynamic herding due to the technical difficulty of detecting herd behavior with time-series data. Thus, this paper theoretically extends a continuous beliefs system belonging to an agent based economic model by introducing a term representing agents'mutual dependence into each agent's utility function and derives a SV(stochastic volatility)-type econometric model. From this model the time-varying herding parameters are efficiently estimated by a Markov chain Monte Carlo method. Using monthly data of KOSPI and DOW, this paper provides some empirical evidences for stronger herding in the Korean stock market than in the U.S. stock market, and further stronger herding after the global financial crisis than before it. More interesting finding is that time-varying herd behavior has weak autocorrelation and the global financial crisis may increase its volatility significantly.

• The Journal of the Acoustical Society of Korea
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• v.28 no.6
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• pp.526-533
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• 2009

This paper proposes a formant synthesis method of Haegeum sounds using cepstral envelope for spectral modeling. Spectral modeling synthesis (SMS) is a technique that models time-varying spectra as a combination of sinusoids (the "deterministic" part), and a time-varying filtered noise component (the "stochastic" part). SMS is appropriate for synthesizing sounds of string and wind instruments whose harmonics are evenly distributed over whole frequency band. Formants extracted from cepstral envelope are parameterized for synthesis of sinusoids. A resonator by Impulse Invariant Transform (IIT) is applied to synthesize sinusoids and the results are bandpass filtered to adjust magnitude. The noise is calculated by first generating the sinusoids with formant synthesis, subtracting them from the original sound, and then removing some harmonics remained. Linear interpolation is used to model noise. The synthesized sounds are made by summing sinusoids, which are shown to be similar to the original Haegeum sounds.

• Journal of the Korea Society for Simulation
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• v.33 no.1
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• pp.19-26
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• 2024

The phase-type, PH, distribution is defined as the time to absorption into a terminal state in a continuous-time Markov chain. As the PH distribution includes family of exponential distributions, it has been widely used in stochastic models. Since the PH distribution is represented and generated by an initial probability vector and a generator matrix which is called the Markovian representation, we need to find a vector and a matrix that are consistent with given set of moments if we want simulate a PH distribution. In this paper, we propose an approach to simulate a PH distribution based on distribution function which can be obtained directly from moments. For the simulation of PH distribution of order 2, closed-form formula and streamlined procedures are given based on the Jordan decomposition and the minimal Laplace transform which is computationally more efficient than the moment matching methods for the Markovian representation. Our approach can be used more effectively than the Markovian representation in generating higher order PH distribution in queueing network simulation.

• Journal of Soil and Groundwater Environment
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• v.10 no.5
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• pp.52-60
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• 2005

The conceptual model of under-sampled study area will include a great amount of uncertainty. In this study, we investigate the applicability of Markov chain model in a spatial domain as a tool for minimizing the uncertainty arose from the lack of data. A new formulation is developed to generalize the previous two-dimensional coupled Markov chain model, which has more versatility to fit any computational sequence. Furthermore, the computational algorithm is improved to utilize more conditioning information and reduce the artifacts, such as the artificial parcel inclination, caused by sequential computation. A generalized 20 coupled Markov chain (GCMC) is tested through applying a hypothetical soil map to evaluate the appropriateness as a substituting model for conventional geostatistical models. Comparing to sequential indicator model (SIS), the simulation results from GCMC shows lower entropy at the boundaries of indicators which is closer to real soil maps. For under-sampled indicators, however, GCMC under-estimates the presence of the indicators, which is a common aspect of all other geostatistical models. To improve this under-estimation, further study on data fusion (or assimilation) inclusion in the GCMC is required.