• Water for future
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• v.9 no.2
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• pp.87-100
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• 1976

These studies are aimed at the analysis of systematic variation pattern of water resources in Korean river catchments and the development of their simulation models from the stochastic analysis of monthly and annual hydrologic data as main elements of water resources, i.e. rainfall and streamflow. In the analysis, monthly & annual rainfall records in Soul, Taegu, Pusan and Kwangju and streamflow records at the main gauging stations in Han, Nakdong and Geum river were used. Firstly, the systematic variation pattern of annual streamflow was found by the exponential function relationship between their standard deviations and mean values of log-annual runoff. Secondly, stochastic characteristics of annual rainfall & streamflow series were studied by the correlogram Monte Carlo method and a single season model of 1st-order Markov type were applied and compared in the simulation of annual hydrologic series. In the simulation, single season model of Markov type showed better results than LN-model and the simulated data were fit well with historical data. But it was noticed that LN-model gave quite better results in the simulation of annual rainfall. Thirdly, stochastic characteristics of monthly rainfall & streamflow series were also studied by the correlogram and spectrum analysis, and then the Model-C, which was developed and applied for the synthesis of monthly perennial streamflow by lst author and is a Markov type model with transformed skewed random number, was used in the simulation of monthly hydrologic series. In the simulation, it was proved that Model-C was fit well for extended area in Korea and also applicable for menthly rainfall as well as monthly streamflow.

• Journal of Korea Water Resources Association
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• v.45 no.5
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• pp.481-493
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• 2012

The Uncertainty of drought events can be regarded as supernatural phenomena so that the uncertainty of water supply system will be also uncontrollable. Decision making for water supply system operation must be dealt with in consideration of hydrologic uncertainty conditions. When ultimate small quantity of precipitation or streamflow lasts, water supply system might be impacted as well as stream pollution, aqua- ecosystem degradation, reservoir dry-up and river aesthetic waste etc. In case of being incapable of supplying water owing to continuation of severe drought, it can make the damage very serious beyond our prediction. This study analyzes comprehensively sustained drought impacts on the Han River Basin Water Supply System. Drought scenarios consisted of several sustained times and return periods for 5 sub-watersheds are generated using a stochastic hydrologic time series model. The developed drought scenarios are applied to assess water supply performance at the Paldang Dam. The results show that multi-year drought events reflecting spatial hydrologic diversity need to be examined in order to recognize variation of the unexpected drought impacts.

• KSCE Journal of Civil and Environmental Engineering Research
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• v.34 no.4
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• pp.1105-1116
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• 2014

A stochastic rainfall model, NSRPM (Neyman-Scott Rectangular Pulse Model), is able to reflect the cluster characteristics of rainfall events which is unable in the RPM (Rectangular Pulse Model). Therefore NSRPM has advantage in the hydrological applications. The NSRPM consists of five model parameters and the parameters are estimated using optimization techniques such as DFP (Davidon-Fletcher-Powell) method and genetic algorithm. However the DFP method is very sensitive in initial values and is easily converge to local minimum. Also genetic algorithm has disadvantage of long computation time. Nelder-Mead method has several advantages of short computation time and no need of a proper initial value. In this study, the applicability of parameter estimation methods was evaluated using rainfall data of 59 national rainfall networks from 1973-2011. Overall results demonstrated that accuracy in parameter estimation is in the order of Nelder-Mead method, genetic algorithm, and DFP method.

• The Korean Journal of Financial Management
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• v.22 no.2
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• pp.71-89
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• 2005

The purpose of this research is to examine X-efficiency of Korean local credit unions in 2001 by employing the stochastic frontier approach. This study uses the intermediation approach in order to define outputs and inputs of the credit unions. We define the outputs as the amounts of loans, and securities. The inputs are labor, deposit and physical capital. The price of labor is estimated by dividing the total wages by the number of employees. The price of deposit equals total interest divided by total deposit, and the price of physical capital is also computed to divide the total sales and administrative expenses by the physical capital. By the result of this study, the average efficiency score is 0.81. This fact indicates that credit unions can reduce their inputs by 19% for the given outputs. If results are arranged into quartiles based on the efficiency, inefficiency of top 25% credit unions is below 9%, and half of them is over 17%. In addition, e result shows that the efficiency is significantly influenced by region and size even if credit unions in Seoul and Daegu showed little difference in efficiency by size. Generally, medium size credit unions are more efficient than large size.

• Geotechnical Engineering
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• v.3 no.4
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• pp.41-54
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• 1987

A stochastic numerical analysis for predicting the groundswater fluctuations in hillside slopes is performed in this paper to account for the uncertainties associated with the rainfall and site characteristics. The effect of spatial variabilities of aquifer parameters and the effect of temporal variability of recharge on the groundwater fluctuations are studied in depth. The Kriging is used to account for the spatial tariabilities of aquifer parameters. This technique prolevides the best linear unbiased estimator of a parameter and its minimum variance from a litsitem number of measured data. A stochastic one-dimensional numerical model is delreloped b) combining the groundwater flow model, the Kriging, and the first-order second-moment analysis. In addition, a two dimensional detelministic groundwater model is developed to study the change of ground water surfas in the transverse direction as well as in the downslope direction. It is revealed that the undulations of the impervious bedrock in addition to the permeability and the specific yield have an important influence on the fluctuations of the groundwater surface. It is also found that th'e groundwater changes significantly in the transverse direction as well as in the downslope direction. The results obtained in this analysis may be used for evaluation of landslide risks due to high porewater pressure.

• Journal of the Earthquake Engineering Society of Korea
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• v.11 no.6
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• pp.1-14
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• 2007

Optimal design method of nonlinear damping system for seismic response control of adjacent structures is studied in this paper. The objective functions of the optimal design are defined by structural response and total amount of the dampers. In order to obtain a solution minimizing two mutually conflicting objective functions simultaneously, multi-objective optimization technique based on genetic algorithm is adopted. In addition, stochastic linearization method is embedded into the multi-objective framework to efficiently estimate the seismic responses of the adjacent structures interconnected by nonlinear hysteretic dampers without performing nonlinear time-history analyses. As a numerical example to demonstrate the effectiveness of the proposed technique, 20-story and 10-story buildings are considered and MR dampers of which hysteretic behaviors vary with the magnitude of the input voltage are considered as nonlinear hysteretic damper interconnecting two adjacent buildings. The proposed approach can provide the optimal number and capacities of the MR dampers, which turned out to be more economical than the uniform distribution system while maintaining similar control performance. The proposed damper system is verified to show more stable performance in terms of the pounding probability between two adjacent buildings. The applicability of the proposed method to the design problem for optimally placing semi-active control system is examined as well.

• Journal of the Korean Society of Marine Environment & Safety
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• v.25 no.2
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• pp.178-188
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• 2019

When using a distributed system, it is very important to know the intention of a target ship in order to prevent collisions. The action taken by a certain ship for collision avoidance and the action of the target ship it intends to avoid influence each other. However, it is difficult to establish a collision avoidance plan in consideration of multiple-ship situations for this reason. To solve this problem, a Distributed Stochastic Search Algorithm (DSSA) has been proposed. A DSSA searches for a course that can most reduce cost through repeated information exchange with target ships, and then indicates whether the current course should be maintained or a new course should be chosen according to probability and constraints. However, it has not been proven how the parameters used in DSSA affect collision avoidance actions. Therefore, in this paper, I have investigated the effect of the parameters and weight factors of DSSA. Experiments were conducted by combining parameters (time window, safe domain, detection range) and weight factors for encounters of two ships in head-on, crossing, and overtaking situations. A total of 24,000 experiments were conducted: 8,000 iterations for each situation. As a result, no collision occurred in any experiment conducted using DSSA. Costs have been shown to increase if a ship gives a large weight to its destination, i.e., takes selfish behavior. The more lasting the expected position of the target ship, the smaller the sailing distance and the number of message exchanges. The larger the detection range, the safer the interaction.

• Computers and Concrete
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• v.32 no.3
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• pp.247-261
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• 2023

Due to the non-uniform distribution of meso-structure, the diffusion of chloride ions in concrete show the characteristics of characteristics of randomness and fuzziness, which leads to the non-uniform distribution of chloride ions and the non-uniform corrosion of steel rebar in concrete. This phenomenon is supposed as the main reason causing the uncertainty of the bearing capacity deterioration of reinforced concrete structures. In order to analyze and predict the durability of reinforced concrete structures under chloride environment, the random features of chloride ions transport in concrete were studied in this research from in situ meso-structure of concrete. Based on X-ray CT technology, the spatial distribution of coarse aggregates and pores were recognized and extracted from a cylinder concrete specimen. In considering the influence of ITZ, the in situ mesostructure of concrete specimen was reconstructed to conduct a numerical simulation on the diffusion of chloride ions in concrete, which was verified through electronic microprobe technology. Then a stochastic study was performed to investigate the distribution of chloride ions concentration in space and time. The research indicates that the influence of coarse aggregate on chloride ions diffusion is the synthetic action of tortuosity and ITZ effect. The spatial distribution of coarse aggregates and pores is the main reason leading to the non-uniform distribution of chloride ions both in spatial and time scale. The chloride ions concentration under a certain time and the time under a certain concentration both satisfy the Lognormal distribution, which are accepted by Kolmogorov-Smirnov test and Chi-square test. This research provides an efficient method for obtain mass stochastic data from limited but representative samples, which lays a solid foundation for the investigation on the service properties of reinforced concrete structures.

• Journal of Korea Port Economic Association
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• v.39 no.2
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• pp.129-141
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• 2023

This study analyzes the dynamic characteristics of daily freight rates of dry bulk and tanker shipping markets and their forecasting accuracy by using the error correction models. In order to calculate the error terms from the co-integrated time series, this study uses the common stochastic trend model (CSTM model) and vector error correction model (VECM model). First, the error correction model using the error term from the CSTM model yields more appropriate results of adjustment speed coefficient than one using the error term from the VECM model. Furthermore, according to the adjusted determination coefficients (adjR²), the error correction model of CSTM-model error term shows more model fitness than that of VECM-model error term. Second, according to the criteria of mean absolute error (MAE) and mean absolute scaled error (MASE) which measure the forecasting accuracy, the results show that the error correction model with CSTM-model error term produces more accurate forecasts than that of VECM-model error term in the 12 cases among the total 15 cases. This study proposes the analysis and forecast tasks 1) using both of the CSTM-model and VECM-model error terms at the same time and 2) incorporating additional data of commodity and energy markets, and 3) differentiating the adjustment speed coefficients based the sign of the error term as the future research topics.

• Journal of Electrical Engineering and Technology
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• v.1 no.2
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• pp.145-152
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• 2006

This paper presents a windows application for voltage sag analysis and effective data visualization. The developed Voltage Sag Analysis Tool (VSAT) was designed by using the Object-Oriented Programming (OOP) concept and C++ programming language. The VSAT provides basic functions for voltage sag analysis such as power flow analysis, short circuit analysis and stochastic analysis. In particular, the VSAT provides effective data visualization through computer graphics and animation. Analysis results are expressed realistically and intuitively on geographical display. The Graphic User Interface (GUI) of VSAT was designed specifically for voltage sag analysis. In this paper, the development and implementation of VSAT is presented. In order to demonstrate the capabilities of VSAT, it is used to analyze the Jeju Island power system in South Korea.