• The Korean Journal of Applied Statistics
• /
• v.25 no.1
• /
• pp.29-43
• /
• 2012

Financial data such as stock index returns and exchange rates have the properties of heavy tail and asymmetry compared to normal distribution. When we estimate VaR using the GARCH model (with the conditional return distribution of normal) it shows the tendency of the lower estimation and clustering in the losses over the estimated VaR. In this paper, we argue that this problem can be resolved through the adaptation of the unbounded Johnson distribution as that of the condition return. We also compare this model with the GARCH with the conditional return distribution of normal and student-t. Using the losses exceed the ex-ante VaR, estimates, we check the validity of the GARCH models through the failure proportion test and the clustering test. We nd that the GARCH model with conditional return distribution of unbounded Johnson provides an appropriate estimation of the VaR and does not occur the clustering of violations.

• Journal of Korean Society of Steel Construction
• /
• v.19 no.3
• /
• pp.313-321
• /
• 2007

The study discussed in this paper presents a method of estimating sources of geometric errors in suspension bridges in use, based on geometric survey data. A geometric error is defined as the difference between the survey data and the design geometry of a main cable. It is assumed that the geometric error in a suspension bridge is caused by the variations in the weight of the stiffening girder and the deformation of the anchorage foundations due to the creep of soil. The variations in the girder weight and the deformation of the foundation were estimated by constructing a matrix of factors that affect suspension bridges due to the variations. To check the validity of the proposed method, it was applied to the Kwang-An Bridge, and the sources of geometric errors in the bridge were estimated using the survey data.

• Journal of the Korean Society for Aeronautical & Space Sciences
• /
• v.40 no.4
• /
• pp.292-299
• /
• 2012

The line-of-sight(LOS) rate is estimated using Kalman filter in Radio-Frequency(RF) seeker. For the two axis gimbaled seeker, proper system modeling is considered and the basic filter structure is set up. The main issue for Kalman filter is choosing the proper process and measurement noise. For the measurement process, the signal to noise ratio(SNR) and other components are introduced. To cope with the eclipse problem or other abnormal seeker status, the pseudo input signal concept is proposed. By conditioning abnormal signals, the LOS rate estimation performance is increased. The process noise is also an important factor in the propagation phase. The analytical approach on a process noise component is performed and a reliable region for the filter is calculated based on the eigenvalue analysis. Some numerical simulations are performed to check the validity of suggested algorithm.

• Journal of KIISE
• /
• v.43 no.2
• /
• pp.212-221
• /
• 2016

Android apps suffer from intent vulnerabilities in that they abnormally stop execution when Android components such as, activity, service, and broadcast receiver, take malformed intents. This paper proposes a method to prevent intent vulnerabilities by allowing programmers to write a specification on intents that a component expects to have, and by checking intents against the specification in runtime. By declaring intent specifications, we can solve the problem that one may miss writing conditional statements, which check the validity of intents, or one may mix those statements with another regular code, so making it difficult to maintain them. We perform an experiment by applying the proposed method to 7 Android apps, and confirm that many of abnormal termination of the apps because of malformed intents can be avoided by the intent specification based runtime assertion.

• Transactions of the Korean Society of Automotive Engineers
• /
• v.13 no.2
• /
• pp.149-156
• /
• 2005

In this paper, the VR(Virtual Reality) simulation system is developed to analyze driver's perceptive response on the ASV(Advanced Safety Vehicle). The ASV is the vehicle of next generation equipped with various warning systems. For the purpose, the VR simulation system consists of VR database, vehicle dynamic model, graphic/sound system, and driving system. The VR database which generates 3D graphic and sound information is organized for the driving reality. Mathematical models of vehicle dynamic analysis are constructed to represent the dynamic behavior of a vehicle. The driving system and the graphic/sound system provide a driver with the operation of a vehicle and the feedback of a driving situation. Also, the real-time simulation algorithm synchronizes the vehicle dynamic model with the VR database. To check the validity of the developed system, a simple scenario is applied to investigate driver's perceptive response time and vehicle acceleration on an emergency situation. It is confirmed that the proposed system is useful and helpful to design the FVCWS(Forward Vehicle Collision Warning System).

• The Journal of Korean Institute of Electromagnetic Engineering and Science
• /
• v.18 no.2 s.117
• /
• pp.143-150
• /
• 2007

A meander slot antenna with open-end fed by a microstrip line which can be used at 400 MHz ISM band is newly proposed. The main difference between the proposed slot antenna and the previous slot antenna is the introduction of the open-end to miniaturize the previous meander slot antenna in the space restricted within narrow limit. In order to check the validity of the proposed antenna, the resonant frequency and radiation pattern of the proposed antenna have been simulated and examined. Good agreements between simulated results and measured results have been observed.

• Journal of Service Research and Studies
• /
• v.7 no.4
• /
• pp.127-137
• /
• 2017

The first goal of this study is to confirm validity and reliability of service innovation and performance concepts in Chinese service industry and to verify positive relationship between the two concepts empirically. Furthermore, as the second goal of this study, we tried to check if Time Based Strategies and dFlexibility Based Strategies have positive moderate effect on the relationship. Based on the results of survey on 181 Chinese service companies, we verified that service innovation and performance are valid concepts and that the former has positive effect on the latter and, additionally, differentiation strategy, not cost leadership, showed positive moderate effect on that relationship.

• Journal of the Computational Structural Engineering Institute of Korea
• /
• v.23 no.3
• /
• pp.315-323
• /
• 2010

Five concrete compressive stress-strain models have been analyzed to check the validity of the strength method for determining the nominal moment of strengthened members using commercially available computer language. The results show that the concrete stress-strain models do not influence on the flexural analysis. The moment of a strengthened member obtained from the flexural analysis at concrete compressive strain reaching 0.003 is well agreed with nominal moment using the strength method. The flexural analysis results show that when the steel reinforcement, FRP ratio, FRP failure strain, and concrete failure compressive strain are relatively lower, the strength method overestimates the flexural capacity of the strengthened members.

• Transactions of Materials Processing
• /
• v.20 no.4
• /
• pp.316-323
• /
• 2011

The hot curvature-forming of large aluminum thick plate using a grid-typed hybrid die is a process for the production of a spherical LNG tank. Many variables such as the initial die surface quality, grid size, grid thickness, size of blank plate and cooling line design, control the success of the process. In addition, the plate used in this process is generally larger than $10{\times}10m$ in size. Thus, it is very difficult to predict the surface characteristics of the plate during forming and to measure the different parameters due to the high cost of the experiments. In order to optimize the process design for the grid-type die, the development of an analytical method to predict the surface characteristics of the final product in hot curvature-forming is needed. This paper described the development of the method and procedures for FE simulations of the hot curvature-forming process, including hot forming, air flow, cooling, and thermal deformation analyses. An experiment for a small scale model of the process was conducted to check the validity of the numerical method. The results showed that the curvature of the plate in the analysis agrees well with that of the experiment within 0.037 and 0.016% tolerance margins for its side and corner, respectively.

• The Journal of Korean Association of Computer Education
• /
• v.10 no.6
• /
• pp.11-18
• /
• 2007

The proposed virtual laboratory system for digital logic circuits is composed of two main sessions, which are concept-learning session and virtual experiment session by virtual digital kit. During concept-learning session the learners can easily understand the important principles in the digital circuits to be performed. In addition, during virtual laboratory session the virtual experiments are performed by assembling and connecting the circuits on the virtual bread board, applying input voltages, making the output measurements, and comparing and transmitting the virtual experimental data. Every activity done during the virtual laboratory session is recorded on database and will be provided with the learners as a preliminary report form including personal information. Thus, the educators may check out the submitted preliminary report to estimate how well the learners understand the circuit operations. Finally, in order to show the validity of our virtual laboratory system we investigated and analysed the damage rate of real experimental equipment during class and assessed student performance on the five quizzes for one semester.