• Journal of Convergence for Information Technology
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• v.11 no.2
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• pp.82-89
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• 2021

The objective of this study is to propose a new Glide Path that dynamically adjusts the risky asset inclusion ratio of the Target Date Fund by simultaneously considering the market's forecast volatility as well as the time of investor retirement, and to compare the investment performance with the traditional Target Date Fund. Forecasts of market volatility utilize historical volatility, time series model GARCH volatility, and the volatility index VKOSPI. The investment performance of the new dynamic Glide Path, which considers stock market volatility has been shown to be excellent during the analysis period from 2003 to 2020. In all three volatility prediction models, Sharpe Ratio, an investment performance indicator, is improved with higher returns and lower risks than traditional static Glide Path, which considers only retirement date. The empirical results of this study present the potential for the utilization of the suggested Glide Path in the Target Date Fund management industry as well as retirees.

• Proceedings of the Earthquake Engineering Society of Korea Conference
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• 1999.04a
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• pp.61-68
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• 1999

In the nonlinear dynamic structural analysis the given ground excitation as an input should be well defined. Because of the lack of recorded accelerograms in Korea it is required to generate an artificial earthquake by a stochastic model of ground excitation with various dynamic properties rather than recorded accelerograms. It is well known that earthquake motions are generally non-stationary with time-varying intensity and frequency content. Many researchers have proposed non-stationary random process models. Yeh and Wen (1990) proposed a non-stationary modulation function and a power spectral density function to describe such non-stationary characteristics. Satio and Wen(1994) proposed a non-stationary stochastic process model to generate earthquake ground motions which are compatible with design reponse spectrum at sites in Japan. this paper shows the process to modify power spectrum compatible with target design response spectrum for generating of nonstationary artificial earthquake ground motions. Target reponse spectrum is chosen by ATC14 to calibrate the response spectrum according to a give recurrence period.

• The KIPS Transactions:PartD
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• v.14D no.1 s.111
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• pp.83-88
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• 2007

In this paper, we introduce MDA based Development Method for Embedded Software Component. This method applies MDA approach to solve problems about reusability of the heterogeneous embedded software system. With our proposed method, we produce 'Target Independent Meta Model'(TIM) which is transformed into 'Target Specific Model'(TSM) and generate 'Target Dependent Code' (TDC) via TSM. We would like to reuse a meta-model to develop heterogeneous embedded software systems. To achieve this mechanism, we extend xUML to solve unrepresented elements (such as real things about concurrency, and real time, etc) on dynamic modeling of the particular system. We introduce 'MDA based Embedded S/W Modeling Tool' with extended XUML. With this tool, we would like to do more easily modeling embedded or concurrent/real time s/w systems. It contains two examples of heterogeneous imbedded systems which illustrate the proposed approach.

• Structural Engineering and Mechanics
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• v.52 no.2
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• pp.291-306
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• 2014

In this paper the progressive collapse resisting capacity of steel moment frames with MR dampers is evaluated, and a preliminary design procedure for the dampers to prevent progressive collapse is suggested. Parametric studies are carried out using a beam-column subassemblage with varying natural period, yield strength, and damper force. Then the progressive collapse potentials of 15-story steel moment frames installed with MR dampers are evaluated by nonlinear dynamic analysis. The analysis results of the model structures showed that the MR dampers are effective in preventing progressive collapse of framed structures subjected to sudden loss of a first story column. The effectiveness is more noticeable in the structure with larger vertical deflection subjected to larger inelastic deformation. The maximum responses of the structure installed with the MR dampers designed to meet a given target dynamic response factor generally coincided well with the target value on the conservative side.

• Journal of the Korean Society for Aeronautical & Space Sciences
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• v.39 no.9
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• pp.848-857
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• 2011

Vision-based collision avoidance system for air traffic management requires a excellent multiple target detection algorithm under low signal-to-noise ratio (SNR) levels. The track-before-detect (TBD) approaches have significant applications such as detection of small and dim targets from an image sequence. In this paper, two detection algorithms with the TBD approaches are proposed to satisfy the multiple target detection requirements. The first algorithm, based on a dynamic programming approach, is designed to classify multiple targets by using a k-means clustering algorithm. In the second approach, a hidden Markov model (HMM) is slightly modified for detecting multiple targets sequentially. Both of the proposed approaches are used in numerical simulations with variations in target appearance properties to provide satisfactory performance as multiple target detection methods.

• Journal of Electrical Engineering and Technology
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• v.7 no.6
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• pp.845-851
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• 2012

Power system loads have a significant impact on a system. Although it is difficult to precisely describe loads in a mathematical model, accurately modeling them is important for a system analysis. The traditional load modeling method is based on the load components of a bus. Recently, the load modeling method based on measurements from a system has been introduced and developed by researchers. The two major components of a load modeling problem are determining the mathematical model for the target system and estimating the parameters of the determined model. We use the composite load model, which has both static and dynamic load characteristics. The ZIP model and the induction motor model are used for the static and dynamic load models, respectively. In this work, we propose the measurement-based parameter estimation method for the composite load model. The test system and related measurements are obtained using transient security assessment tool(TSAT) simulation program and PSS/E. The parameter estimation is then verified using these measurements. Cases are tested and verified using the sample system and its related measurements.

• Journal of Institute of Control, Robotics and Systems
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• v.15 no.7
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• pp.711-719
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• 2009

This paper presents a design scheme of torque control for wheeled mobile robot(WMR) to asymptotically track the target reference trajectory. By considering the kinematic model of WMR, trajectory tracking control generates the desired tracking trajectory, which is transformed into the command velocity vector for the real WMR to track the target reference trajectory. The dynamic equation of the state error between the target reference trajectory and the desired tracking trajectory is represented by Takagi-Sugeno fuzzy model, and this model is used as the reference model for the real mobile robot error dynamics to follow. The control parameters are updated by adaptive laws that are designed for the error states of the real WMR to asymptotically follow the states of reference error model for the desired tracking trajectory. The proposed control is applied to a typical wheeled mobile robot and simulation studies are carried out to verify the validity and effectiveness of the control scheme.

• Transactions of the Korean Society of Mechanical Engineers A
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• v.27 no.5
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• pp.697-704
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• 2003

In this paper, the visual tracking system for arbitrary shaped moving object is proposed. The established tracking system can be divided into model based method that needs previous model for target object and image based method that uses image feature. In the model based method, the reliable tracking is possible, but simplification of the shape is necessary and the application is restricted to definite target mod el. On the other hand, in the image based method, the process speed can be increased, but the shape information is lost and the tracking system is sensitive to image noise. The proposed tracking system is composed of the extraction process that recognizes the existence of moving object and tracking process that extracts dynamic characteristics and shape information of the target objects. Specially, active contour model is used to effectively track the object that is undergoing shape change. In initializatio n process of the contour model, the semi-automatic operation can be avoided and the convergence speed of the contour can be increased by the proposed effective initialization method. Also, for the efficient solution of the correspondence problem in multiple objects tracking, the variation function that uses the variation of position structure in image frame and snake energy level is proposed. In order to verify the validity and effectiveness of the proposed tracking system, real time tracking experiment for multiple moving objects is implemented.

• Proceedings of the Korean Society of Precision Engineering Conference
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• 2005.06a
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• pp.365-368
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• 2005

The dynamic model was developed to analyze vibration acceleration and ride comfort during the operation of rubber-tired light rail vehicles. The ride comfort for standing passengers was analyzed in accordance with ISO 2631-1, UIC 513R, and CEN Draft prENV 12299 using this model. The result was applied to the detail design of Korean-standard, rubber-tired light rail vehicles, and the detail specifications related to ride comfort was determined based on this result. The ride comfort test was performed along the test track by using 2 car-train, and its result was compared with that of the ride comfort analysis, verifying the validity of the developed dynamic model. It was also verified whether or not the developed Korean-standardized, rubber-tired light rail vehicle met specified target specifications on ride comfort.

• International Journal of Automotive Technology
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• v.7 no.2
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• pp.161-166
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• 2006

This paper presents shift characteristics of a dual clutch transmission(DCT). To obtain the shift force, dynamic models of the DCT are constructed by using MATLAB/Simulink and considering the rotational inertia of every component and the target pre-select time. Dynamic models of the shift and clutch actuators are derived based on the experimental results of the dynamic characteristics test. Based on the dynamic model of the DCT synchronizer, control actuator and vehicle model, a DCT vehicle performance simulator is developed. Using the simulator, the shift force and speed of the relevant shafts are obtained. In addition, the torque and acceleration of actuators are calculated during the shift process by considering the engaging and disengaging dynamics of the two clutches. It is observed from the performance simulator that uninterrupted torque can be transmitted by proper control of the two clutches.