• Management Science and Financial Engineering
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• v.14 no.2
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• pp.105-118
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• 2008

There are many debates on the topic of the relationship between oil prices and economic growth. Through the repeated processes of conformations and contractions on the subject, two main issues are developed; one is how to define and drive oil shocks from oil prices, and the other is how to specify an econometric model to reflect the asymmetric relations between oil prices and output growth. The study, thus, introduces the unobserved component model to pick up the oil shocks and a first-order Markov switching model to reflect the asymmetric features. We finally employ unique oil shock variables from the stochastic trend components of oil prices and adapt four lags of the mean growth Markov Switching model. The results indicate that oil shocks exert more impact to recessionary state than expansionary state and the supply-side oil shocks are more persistent and significant than the demand-side shocks.

• Proceedings of the Earthquake Engineering Society of Korea Conference
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• 2000.10a
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• pp.440-447
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• 2000

In order to evaluate the cost effectiveness of seismic isolation for bridges in low and moderate seismic region, a method of calculation minimum life-cycle cost of seismic-isolated bridges under specific acceleration level and soil condition is developed. Input ground motion is modeled as spectral density function compatible with response spectrum for combination of acceleration coefficient and site coefficient. Failure probability is calculated by spectrum analysis based on random vibration theories to simplify repetitive calculations in the minimization procedure. Ductility of piers and its effects on cost effectiveness are considered by stochastic linearization method. Cost function and cost effectiveness index are defined by taking into consideration the characteristics of seismic isolated bridges. Limit states for calculation of failure probability are defined on superstructure, isolator and pier, respectively. The results of example design and analysis show that seismic isolation is more cost-effective in low and moderate seismic region than in high seismic region.

• Journal of the Korean Society of Safety
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• v.27 no.2
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• pp.57-64
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• 2012

For the vibration control of earthquake-excited buildings, an optimal design method of integrated control system considering soil-structure interaction is studied in this paper. Interaction between soils and the base of the building is simply modeled as lumped parameters and equations of motion are derived. The equations of motion are transformed into the state space equations and the probabilistic excitations such as Kanai-Tajumi power spectral density function is introduced. Then an optimization problem is formulated as finding hybrid or integrated control systems which minimizes the stochastic responses of the building structure for given constraints. In order to investigate the feasibility of the optimization method, an example design and numerical simulations are performed with tenstory building. Finally, numerical results are compared with a conventional design case that soil-structure interaction is not considered.

• Journal of Institute of Control, Robotics and Systems
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• v.20 no.2
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• pp.170-174
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• 2014

In this paper, an unknown input estimation method via the optimal FIR smoother is proposed for linear discrete-time systems. The unknown inputs are represented by random walk processes and treated as auxiliary states in augmented state space models. In order to estimate augmented states which include unknown inputs, the optimal FIR smoother is applied to the augmented state space model. Since the optimal FIR smoother is unbiased and independent of any a priori information of the augmented state, the estimates of each unknown input are independent of the initial state and of other unknown inputs. Moreover, the proposed method can be applied to stochastic singular systems, since the optimal FIR smoother is derived without the assumption that the system matrix is nonsingular. A numerical example is given to show the performance of the proposed estimation method.

• Journal of the Korean Data and Information Science Society
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• v.25 no.1
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• pp.245-254
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• 2014

The traditional methods of simulating daily precipitation have paid little attention to the inherent dependence structure between the total precipitation amount and the precipitation frequency for a fixed period of time. To address this issue, we propose a new simulation algorithm using copula in order to incorporate the dependence into the traditional methods. The algorithm consists of two parts: First, while reflecting the observed dependence, we generate the total precipitation amount (S) and the frequency (N) during the period of interest; then we simulate the daily precipitation whose aggregation matches the pair of (N; S) generated in the first part. Our result shows that the proposed method substantially improves the traditional methods.

• KSII Transactions on Internet and Information Systems (TIIS)
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• v.6 no.10
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• pp.2587-2600
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• 2012

It has been demonstrated that choosing an appropriate relay node can improve the transmission rate for the system. However, such system improvement brought by the relay selection may be degraded with the presence of the malicious relay nodes, which are selected but refuse to cooperate for transmissions deliberately. In this paper, we formulate the relay selection issue as a restless bandit problem with the objective to maximize the average rate, while considering the credibility of each relay node, which may be different at each time instant. Then the optimization problem is solved by using the priority-index heuristic method effectively. Furthermore, a low complexity algorithm is offered in order to facilitate the practical implementations. Simulation results are conducted to demonstrate the effectiveness of the proposed trust-based relay selection scheme.

• Journal of Institute of Control, Robotics and Systems
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• v.3 no.2
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• pp.156-161
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• 1997

In this thesis, based on Genetic Algorithm, a new route search algorithm is presented to search an optimal route between the origin and the destination in intelligent route guidance systems in order to minimize the route traveling time. The proposed algorithm is effectively employed to complex road networks which have diverse turn constrains, time-delay constraints due to cross signals, and stochastic traffic volume. The algorithm is also shown to significantly promote search efficiency by changing the population size of path individuals that exist in each generation through the concept of age and lifetime to each path individual. A virtual road-traffic network with various turn constraints and traffic volume is simulated, where the suggested algorithm promptly produces not only an optimal route to minimize the route cost but also the estimated travel time for any pair of the origin and the destination, while effectively avoiding turn constraints and traffic jam.

• 제어로봇시스템학회:학술대회논문집
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• 2004.08a
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• pp.1669-1674
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• 2004

In this paper, a nonlinear information filter (IF) for curvilinear motions in an interacting multiple model (IMM) algorithm to track a maneuvering vehicle on a road is investigated. Driving patterns of vehicles on a road are modeled as stochastic hybrid systems. In order to track the maneuvering vehicles, two kinematic models are derived: A constant velocity model for linear motions and a constant-speed turn model for curvilinear motions. For the constant-speed turn model, a nonlinear IF is used in place of the extended Kalman filter in nonlinear systems. The suggested algorithm reduces the root mean squares error for linear motions and rapidly detects possible turning motions.

• 제어로봇시스템학회:학술대회논문집
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• 2004.08a
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• pp.350-353
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• 2004

The increasing use of Ethernet-TCP/IP network in industry has led to the growing interest in its reliability in real-time applications such as automated manufacturing systems and process control systems. However, stochastic behavior of its medium access scheme makes it inadequate for time-critical applications. In order to guarantee hard real-time communication service in Ethernet-TCP/IP network, we proposed an algorithm running over TCP/IP protocol stack without modification of protocols. In this paper, we consider communication services guaranteeing deadlines of periodic real-time messages over MAC protocols that have unbounded medium access time. We propose a centralized token scheduling scheme for multiple access networks. The token is used to allow a station to transmit its message during the time amount that is appended to the token. The real-time performance of the proposed algorithm has been described.

• Journal of Korean Institute of Industrial Engineers
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• v.11 no.1
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• pp.33-39
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• 1985

A stochastic model for an inventory system in which depletion of stock takes place due to random demand as well as random loss of items is studied under the assumption that the intervals between successive unit demands, as well as those between successive unit losses are independently and identically distributed random variables having negative exponential distribution with respective parameters. We have derived the steady state probability distribution of the stock level assuming instantaneous delivery of order under (s, S) inventory policy. Also we have derived total expected cost expression and the necessary conditions to be satisfied for an optimal solution.