• Journal of the Korean Data and Information Science Society
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• v.27 no.6
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• pp.1661-1671
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• 2016

Risk analysis is a systematic study of uncertainties and risks we encounter in business, engineering, public policy, and many other areas. Value at Risk (VaR) is one of the most widely used risk measurements in risk management. In this paper, the Korean Composite Stock Price Index data has been utilized to model the VaR employing the classical ARMA (1,1)-GARCH (1,1) models with normal, t, generalized hyperbolic, and generalized pareto distributed errors. The aim of this paper is to compare the performance of each model in estimating the VaR. The performance of models were compared in terms of the number of VaR violations and Kupiec exceedance test. The GARCH-GPD likelihood ratio unconditional test statistic has been found to have the smallest value among the models.

• Journal of Korean Institute of Industrial Engineers
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• v.28 no.2
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• pp.171-177
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• 2002

In this paper, we propose a new data fusion method to improve the performance of individual prediction models for time series data. Individual models used are ARIMA and neural network and their results are combined based on the weight reflecting the inverse of EWMA of squared prediction error of each individual model. Monte Carlo simulation is used to identify the situation where the proposed approach can take a vintage point over typical fusion methods which utilize MSE for weight. Study results indicate the following: EWMA performs better than MSE fusion when the data size is large with a relatively big amplitude, which is often observed in intra-cranial pressure data. Additionally, EWMA turns out to be a best choice among MSE fusion and the two individual prediction models when the data size is large with relatively small random noises, often appearing in tax revenue data.

• Proceedings of the IEEK Conference
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• 2008.06a
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• pp.681-682
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• 2008

This paper propose skin color detection that uses MLP(Multi Layer Perceptron) and multiple color models. The proposed method reduces weight of MLP by partial connection between input layer and hidden layer based on color models, and the using color models are RGB model and YCbCr model. The experimental result for proposed method showed 94% classification rate of skin and non-skin pixels with 32% decrease in the number of weight compare to general MLP on the average.

• Proceedings of the Korean Operations and Management Science Society Conference
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• 1996.10a
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• pp.162-165
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• 1996

In accordance with the growing importance of software in computer systems, software quality and performance has become a hot issue in all computer-related fields and businesses. But the measurement and evaluation of software quality still poses a problem, due to the different viewpoints of software developers and users. This study attempts to combine the external characteristics of quality representing the viewpoint of users, and the internal characteristics representing the viewpoint of developers of quality. In order to do this, this study provides multiple models which select the appropriate internal characteristics which reflect user requirements from earlier phases of development. The goal of this study is to enhance the applicability of 40 internal characteristics of ISO 9126 to the models.

• Proceedings of the Korean Society of Machine Tool Engineers Conference
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• 2003.04a
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• pp.434-440
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• 2003

The exchange of model design date among heterogeneous CAD systems is a difficult task because each system has different data structures suitable for its own functions. STEP has been able to represent product information as a common computer-interpretable form that is required to remain complete and consistent when the product informant is needed to be exchanged among different computer system. However, STEP has difficult architecture in is representing point, line, curve and vectors of element, more over it can't represent geometry data of feature based models. In this study, a structure of XML document that represents geometry data of feature based models as neutral format has been developed. To use the developed XML document, a Converter has also been developed to exchange modules so that it can exchange feature based data models among heterogeneous CAD systems. Aa for evaluation of the developed XML document and Converter, Solidworks and SolidEdge are selected.

• Journal of the Korea Society for Simulation
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• v.8 no.4
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• pp.89-107
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• 1999

There are many issues in computer simulation such as verifying model code, validating models, understanding the dynamics of systems and training the personnel. The developers of simulation tool have been interested in the animation since it can help solve the problems related to the above listed issues. In practice, animation is one of the popular method for displaying the simulation output for solving these problems. Trying to display all the graphic objects representing the dynamics of the models being simulated, however, causes the distraction of focus, which results in solving the above listed problems difficult. The redundant graphic objects also Increase the computer computation overhead. This paper presents a hierarchical animation environment in which the users can have better focus on the dynamics of system components. In hierarchical animation environment the users can observe the dynamics of system by selectively choosing the hierarchical level and components with in a level of the hierarchically structured model. Especially when the model is large and complex the selection of observation level is needed. The design approach of the hierarchical animator is based on the DEVS(Discrete Event system Specification) formalism which is theoretically well grounded means of expressing modular and hierarchical models.

• Proceedings of the Korean Society for Applied Microbiology Conference
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• 2005.06a
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• pp.54-62
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• 2005

While genomics (the set of experimental and computational tools that allows the blueprints of life to be read) opens the doors to a more rational approach to the design and use of living cells to bring about desirable chemical transformations, genomics is, by itself, insufficient. We need tools that allow us to relate genomic and molecular information to cellular physiology and then to the response of a population of cells. We propose the development of hybrid computer cellular models. In such models genomics and chemical detail for a cellular subsystem (e.g. pathogenesis) is embedded in a coarse-grain cell model. Such a construct allows the quantitative and explicit linkage of genomic detail to cell physiology to the extracellular environment. To illustrate the principles involved we are constructing a model for a minimal cell. A minimal cell is a bacterial cell with the fewest number of genes necessary to sustain life as a free living microbe.

• Journal of the Korean Statistical Society
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• v.24 no.2
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• pp.519-536
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• 1995

In the design of experiments for response surface analysis, sometimes it is of interest to estimate the difference of responses at two points. If differences at points close together are involved, the design that reliably estimates the slope of response surface is important. This idea was conceptualized by slope rotatability by Hader & Park (1978) and Park (1987). Until now, second order polynomial models were only studied for slope ratatability. In this paper, we will propose the necessary and sufficient conditions for slope rotatability over all directions for the thired order polynomial models in two, three and four independent variables. Also practical slope rotatable designs over all directions for two independent variables are suggested.

• Proceedings of the Korea Society for Simulation Conference
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• 1999.10a
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• pp.210-216
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• 1999

Todays computer communication technology let people to do many unrealistic things possible and the use of those technologies is becoming increasingly prevalent throughout the military operation. Both DIS and ADS are welled defined computer aided military simulations. This study discusses a simulation of stochastic combat network modeling through Internet. We have developed two separate simulation models, one for clients and another for server, and validated for conducting studies with these two models. The object-oriented design was necessary to define the system entities and their relationship, to partition functionality into system entities, and to transform functional metrics into realizations derived from system component behaviors. Heterogeneous forces for each side are assumed at any battle node. The time trajectories for mean number of survivors at each node, some important combat measures, and relative difference computations between models were made. We observe and may conclude that the differences exist and some fo these are significant based on a limited number of experiments.

• Journal of Institute of Control, Robotics and Systems
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• v.8 no.2
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• pp.167-177
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• 2002

In Strapdown Inertial Navigation System(SDINS), error models based on previously proposed conversion equations between the attitude errors, are only valid in case the attitude errors are small. The SDINS error models have been independently studied according to the definition of the reference frame and of the attitude error. The conversion equations between the attitude errors applicable to SDINS with large attitude errors are newly derived. Lyapunov transformation matrices are also derived from the obtained results. Furthermore the general method, which is independent of the attitude error and the reference frame to derive SDINS error model, is proposed using the Lyapunov transformation.