• Journal of the Korean Data and Information Science Society
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• v.7 no.1
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• pp.113-118
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• 1996

Principal component analysis(PCA) is an essential technique for data compression and feature extraction, and has been widely used in statistical data analysis, communication theory, pattern recognition, and image processing. Oja(1992) found that a linear neuron with constrained Hebbian learning rule can extract the principal component by using stochastic gradient ascent method. In practice real data often contain some outliers. These outliers will significantly deteriorate the performances of the PCA algorithms. In order to make PCA robust, Xu & Yuille(1995) applied statistical physics to the problem of robust principal component analysis(RPCA). Devlin et.al(1981) obtained principal components by using techniques such as M-estimation. The propose of this paper is to investigate from the statistical point of view how Xu & Yuille's(1995) RPCA works under the same simulation condition as in Devlin et.al(1981).

• Water for future
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• v.15 no.3
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• pp.23-36
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• 1982

The stochastic variations and structures of time series data on water quality were examined by employing the techniques of autocorrelation function, variance spectrum, Fourier series, autoregressive model and ARIMA model. These time series included hourly and daily observation on DO, turbidity, conductivity pH and water temperature. The measurement was made by automatic recording instrument at Noryangjin and Dook-do located in the downstream part of Han River during 1975 and 1976. Hourly water quality time series varied with the dominant 24-hour periodicity, and the 12-hour periodicity was also observed. An important factor affecting 24-hour periodic variation of DO is believed to be photosynthesis by algae. These phenomena might be attributable to periodic discharges of municipal sewage. Noryangjin site showed the more distinct 12-hour periodicity than Dook-do site did, and tidal effect might be responsible for the difference. The water quality, as measured by DO and turbidity, was better in the afternoon compared with the quality in the morning. This change can be explained by the periodic variation of DO, temperature and the amount of municipal wewage discharge. It was also observed that the water temperature at Noryangjin was higher than the temperature at Dook-do. This difference might have been caused by the pollutants that were added to the section between two sites. The correlation coefficients between some of the variables were fairly high. For example, the coefficient was -0.88 between DO and water temperature, 0.75 between turbidity and river flow, and 0.957 between water temperature and air temperature. The lag time of heat transfer from the air to the water was estimated as 24 days. The first order auto-regressive model was appropriate for explaning standardized hourly DO time series. The ARIMA model of (1, 0, 0) type provided relatively satisfactory results for daily DO time series after the removal of significant harmonic value.

• Water for future
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• v.20 no.4
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• pp.257-266
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• 1987

The existing stochastic models for the data with hydrologic persistence can be classified into two categories; the short-term and long-term models.For the present study, the Hurst coefficients which are the dominant parameter in the Fast Fractional Gaussian Noise(FFGN)model, one of the long-term models. are estimated with historical annual and monthly streamflows. In order to verify the applicability of these estimators the statistical properties of the generated annual streamflows by FFGN model are compared with those of the historical annual streamflows. Then the generated annual streamflows by FFGN model are disaggregated into the monthly streamflows by disaggregation model at two sites, i.e. Waekman and Jindong, in the Nakdong River Basin. On the other hand, the monthly stream flows at the two sites were also generated by the two-site Matalas model which is one of the short-term models. To evaluate the applicability of the above models and to select the better model the statistical properties of the generated monthly streamflows by two models were compared with those of the historicals, respectively.

• Journal of KIISE:Computer Systems and Theory
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• v.31 no.3_4
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• pp.170-186
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• 2004

Recently, for real-time applications such as multimedia and signal processing, it becomes increasingly important to provide a probabilistic guarantee that each task in the application meets its deadline with a given probability. To provide the probabilistic guarantee, an analysis method is needed that can accurately predict the deadline miss probability for each task in a given system. This paper proposes a stochastic analysis method for real-time systems that use priority-driven scheduling, such as Rate Monotonic and Earliest Deadline First, in order to accurately compute the deadline miss probability of each task in the system. The proposed method accurately computes the response time distributions for tasks with arbitrary execution time distributions, and thus makes it possible to determine the deadline miss probability of individual tasks. In the paper. through experiments, we show that the proposed method is highly accurate and outperforms exisiting methods proposed in the literature.

• KSCE Journal of Civil and Environmental Engineering Research
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• v.14 no.3
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• pp.523-534
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• 1994

The purpose of this study is to develop computer simulation model that produce precipitation patterns from stochastic model. In the paper(I) of this study, the alternate renewal process(ARP) is used for the daily precipitation series. In this paper(Il), stochastic simulation models for the daily precipitation series are developed by combining Markov chain for the precipitation occurrence process and continuous probability distribution for the precipitation amounts on the wet days. The precipitation occurrence is determined by first order Markov chain with two states(dry and wet). 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. Since the daily precipitation series shows seasonal variation, models are identified for each month of the year separately. To illustrate the application of the simulation models, daily precipitation data were taken from records at the seven locations of the Nakdong and Seomjin river basin. Simulated data were similar to actual data in terms of distribution for wet and dry spells, seasonal variability, and precipitation amounts.

• The Journal of The Korea Institute of Intelligent Transport Systems
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• v.12 no.4
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• pp.87-94
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• 2013

This study estimated the changes in delays and speeds of vehicles in exclusive bus lane and road when the High Occupancy Vehicles(HOV) use the median bus lane. Synchro simulation tool was used to optimize the traffic signal time on the network and VISSIM was applied to simulate various scenarios. Here, drivers behavior parameters in VISSIM was optimized using Simultaneous Perturbation Stochastic Approximation(SPSA) algorithm in order to represent real traffic condition. Based on the simulation results, the delay in Doan daero was decreased when the volume of HOV in current condition runs on the median bus lane, whereas delay in Doan dongro was increased in all scenarios. The changes in bus speed was not sharply decreased for both study sites, even though the number of HOV increased to 10%. Thus, it could be allowed that the HOV use the median bus lane in Doan dongro and Doan daero. Future research tasks include studying about changes in delay when the HOV use the curb bus lane.

• Journal of Korean Society for Quality Management
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• v.48 no.3
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• pp.493-510
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• 2020

Purpose: As of July 31, there were 14,336 confirmed cases of COVID-19 in South Korea, including 301 deaths. Since the daily confirmed number of cases hit 909 on February 29, the spread of the disease had gradually decreased due to the active implementation of preventive control interventions, and the daily confirmed number had finally recorded a single digit on April 19. Since May, however, the disease has re-emerged and retaining after June. In order to eradicate the disease, it is necessary to suggest suitable forward preventive strategies by predicting future infectivity of the disease based on the cases so far. Therefore, in this study, we aim to evaluate the transmission potential of the disease in early phases by estimating basic reproduction number and assess the preventive control measures through effective reproduction number. Methods: We used publicly available cases and deaths data regarding COVID-19 in South Korea as of July 31. Using ensemble model integrated stochastic linear birth model and deterministic linear growth model, the basic reproduction number and the effective reproduction number were estimated. Results: Estimated basic reproduction number is 3.1 (95% CI: 3.0-3.2). Effective reproduction number was the highest with 7 on February 15, decreased as of April 20. Since then, the value is gradually increased to more than unity. Conclusion: Preventive policy such as wearing a mask and physical distancing campaigns in the early phase of the outbreak was fairly implemented. However, the infection potential increased due to weakening government policy on May 6. Our results suggest that it seems necessary to implement a stronger policy than the current level.

• KIISE Transactions on Computing Practices
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• v.20 no.10
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• pp.534-542
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• 2014

Multiscale modeling is a new simulation approach which can manage different spatial and temporal scales of system. In this study, as part of multiscale modeling research, we propose the way of combining two different simulation methods, molecular dynamics(MD) and stochastic rotation dynamics(SRD). Our conceptual implementations are based on LAMMPS, one of the well-known molecular dynamics programs. Our prototype of multiscale modeling follows the form of the third party implementation of LAMMPS. It added MD to SRD in order to simulate the boundary area of the simulation box. Because it is important to guarantee the seamless simulation, we also designed the overlap zones and communication zones. The preliminary experimental results showed that our proposed scheme is properly worked out and the execution time is also reduced.

• Journal of Korea Multimedia Society
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• v.7 no.1
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• pp.44-53
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• 2004

This paper aims at presenting high quality at low resolution apply by a new antialiasing method for voxelized implicit surfaces. Implicit surfaces create a unique type of 3D-modeling. Some use of implicit surfaces are scientific and medical visualization, animation, medical simulation and interactive modeling. One of previous antialiasing methods for implicit surfaces presented by raytracing or texture mapping is making use of a stochastic sampling. But this method requires more calculation time and costs which is caused by complicated and difficult implicit functions. In the meanwhile, voxelized implicit surfaces generally use high resolution for good quality images but it costs to generate. In order to this problem, this paper suggests a shifted double Z-buffer which is very simple, more efficient and easy. Tn addition, there are applied box-filter and tent-filter to the double Z-buffer antialiasing method for better images. For results this method generate high quality image and it is easy to apply to various filters and is able to extend to multi Z-buffer.

• Transactions of the Korean Society of Mechanical Engineers
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• v.16 no.9
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• pp.1788-1795
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• 1992

Numerical simulations have been performed to investigate various spectral estimators used in LDV signal processing. In order to simulate a particle arrival time statistics known as the doubly stochastic poisson process, an autoregressive vector model was adopted to construct a primary velocity field. The conditional Poisson process with a random rate parameter was generated through the rescaling time process using the mean value function. The direct transform based on random sampling sequences and the standard periodogram using periodically resampled data by the sample and hold interpolation were applied to obtain power spectral density functions. For low turbulent intensity flows, the direct transform with a constant Poisson intensity is in good agreement with the theoretical spectrum. The periodogram using the sample and hold sequences is better than the direct transform in the view of the stability and the weighting of the velocity bias for high data density flows. The high Reynolds stress and high fluctuation of the transverse velocity component affects the velocity bias which increases the distortion of spectral components in the direct transform.