• Journal of the Institute of Electronics Engineers of Korea SC
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• v.39 no.2
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• pp.166-175
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• 2002

In this paper. we predict tracking performance of the probabilistic strongest neighbor filter (PSNF). The PSNF is known to be consistent and superior to the probabilistic data association filter (PDAF) in both performance and computation. The PSNF takes into account the probability that the measurement with the strongest intensity in the neighborhood of the predicted target measurement location is not target-originated. The tracking performance of the PSNF is quantified in terms of its estimation error covariance matrix. The estimation error covariance matrix is approximately evaluated by using the hybrid conditional average approach (HYCA). We performed numerical experiments to show the validity of our performance prediction.

• Transactions of the Korean Society of Mechanical Engineers
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• v.14 no.1
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• pp.230-240
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• 1990

An exprimental research has been carried out to find the intermittent flow pattern in the transition region of a turbulent round jet in order to elucidate detailed turbulence structure and to accumulate basic data necessary for computational turbulence modelling. Turbulent signals were processed digitally to obtain conventional or conditional velocity components. The high-order conditional correlations obtained in this study showed similar trends as those of other free shear flows. It was found that the non-turbulent fluid contributes negligibly to the turbulent kinetic energy production and its diffusive transport and that the diffusion by bulk convection has the same order of magnitude as the gradient diffusion in the free boundary region. The statistical analyses such as flatness factor, skewness factor and probability density functions of turbulent and non-turbulent zone durations have also been performed.

• Journal of the Korean Data and Information Science Society
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• v.22 no.6
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• pp.1065-1074
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• 2011

During several decades, many researchers in the field of finance have studied Value at Risk (VaR) to measure the market risk. VaR indicates the worst loss over a target horizon such that there is a low, pre-specified probability that the actual loss will be larger (Jorion, 2006, p.106). In this paper, we compare conditional copula method with two conventional VaR forecasting methods based on simple moving average and exponentially weighted moving average for measuring the risk of the portfolio, consisting of two domestic stock indices. Through real data analysis, we conclude that the conditional copula method can improve the accuracy of portfolio VaR forecasting in the presence of high kurtosis and strong correlation in the data.

• Journal of Advanced Marine Engineering and Technology
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• v.22 no.4
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• pp.451-459
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• 1998

THe influence of internal acoustic exitation through a square prism on the turbulent wake flow characteristics was investigated. The intermediate wake region where is about ten times the respective length of the body was experimentally investigated using a conditional phase average technique. At first the static base pressures of square prism and the shedding frequencies have been measured at various internal acoustic exciation frequencies. The experiment were performed under the four cases of internal acoustic excitation frequencies 0Hz 30Hz($St_e$=0.09) 65Hz($St_e$=0.20) 120Hz($St_e$=0.38) And velocity vector fields were presented and discussed. The influence of acoustic exvitation frequencies on the structure of intermediate turbulent wake region is evident. As the internal acoustic frequency increased shedding frequency gradually increased and aerodynamic force decreased. Also it was found that the vortex shedding occurs dratically well and shedding frequency reached nearly the same value as the internal acoustic frequency. but above Strouhal number 0.3 the influence disappeared.

• International Area Studies Review
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• v.20 no.3
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• pp.123-144
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• 2016

This paper investigates the linkages between returns both in foreign exchange and stock markets, and uncertainties in two markets using daily data for the period of 16 July 2004 to 30 June 2014 in Nepalese economy. Four hypotheses are tested about how uncertainty influences the stock index and exchange rates. From the empirical results, a bivariate EGARCH-M model is the best to explain the volatility in the two markets. There is a negative relationship from the exchange rates return to stock price return. Empirical results do provide strong empirical confirmation that negative effect of stock index uncertainty and positive effect of exchange rates uncertainty on average stock index. GARCH-in-mean variables in AR modeling are significant and shows that there is positive effect of exchange rates uncertainty and negative effect of stock index uncertainty on average exchange rates. Stock index shocks have longer lived effects on uncertainty in the stock market than exchange rates shock have on uncertainly in the foreign exchange market. The effect of the last period's shock, volatility is more sensitive to its own lagged values.

• 한국연소학회:학술대회논문집
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• 2002.06a
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• pp.41-45
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• 2002

The zone-conditioned CMC equations are derived by taking an unconditional average of the generic conservation equations multiplied by delta and Heaviside functions in terms of mixture fraction and reaction progress variable. The resulting equations are essentially in the same form as the single zone CMC equations except for separate flow fields for burned and unburned gas. The zone-conditioned two-fluid equations are applied to a stagnating turbulent premixed flame brush of Cheng and Shepherd[5l. It is shown that the flame stretch factor is of crucial importance to accurately reproduce the measured mean reaction progress variable and conditional velocities. Further work is in progress for the relationship between surface and volume averages and extension to partially premixed combustion on the basis of a triple flame structure, e. g. in a lifted turbulent diffusion flame.

• Proceedings of the Korean Institute of Information and Commucation Sciences Conference
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• v.9 no.2
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• pp.340-343
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• 2005

A realization for digital multimedia receiving system using Conditional Access System is presented in this paper. The key word for descrambling is make from smart card and Conditional Access System, a Stabilization is grow up in the method. It is possible to decoding that of average 15 fame/second of H.264 video format and that 24Khz${\sim}$48Khz audio sample rate using dual processor that of high performance DSP and RISC. This system is evaluated correct descrambling procedure in test stream added that signed user data.

• Journal of the Korean Operations Research and Management Science Society
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• v.37 no.3
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• pp.135-150
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• 2012

This paper presents a portfolio model for a long-term power generation mix problem. The proposed portfolio model evaluates generation mix by considering the tradeoffs between the expected cost for power generation and its variability. Unlike conventional portfolio models measuring variance, we introduce Conditional Value-at-Risk (CVaR) in designing the variability with aims to considering events that are enormously expensive but are rare such as nuclear power plant accidents. Further, we consider uncertainties associated with future electricity demand, fuel prices and their correlations, and capital costs for power plant investments. To obtain an objective generation by each energy source, we employ the sample average approximation method that approximates the stochastic objective function by taking the average of large sample values so that provides asymptotic convergence of optimal solutions. In addition, the method includes Monte Carlo simulation techniques in generating random samples from multivariate distributions. Applications of the proposed model and method are demonstrated through a case study of an electricity industry with nuclear, coal, oil (OCGT), and LNG (CCGT) in South Korea.

• Communications for Statistical Applications and Methods
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• v.15 no.6
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• pp.925-937
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• 2008

In this study, we considered the clustering analysis for stock return traded in the stock market. Most of financial time-series data, for instance, stock price and exchange rate have conditional heterogeneous variability depending on time, and, hence, are not properly applied to the autoregressive moving-average(ARMA) model with assumption of constant variance. Moreover, the variability is font and center for stock investors as well as academic researchers. So, this paper focuses on the generalized autoregressive conditional heteroscedastic(GARCH) model which is known as a solution for capturing the conditional variance(or volatility). We define the metrics for similarity of unconditional volatility and for homogeneity of model structure, and, then, evaluate the performances of the metrics. In real application, we do clustering analysis in terms of volatility and structure with stock return of the 11 Korean companies measured for the latest three years.

• Management & Information Systems Review
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• v.24
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• pp.97-124
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• 2008

This study aimed to explore how the involvement of environment influenced eight subjects group. Thus, experiment was performed to clarify the role that the attitude of university student consumer plays in the communication process depending on the level of engagement of consumer in the environment and method to raise donation for preservation of environment. Analyzing as per the type of appeal, the mark in altruistic appeal type was higher in all variables than egoistic appeal type. Finally, checking the average mark of each variable as per the condition of donation, the value in unconditional donation was higher than in all variables than conditional donation. It was found 3 groups composed of 2 groups with high level of environmental engagement and 1 group with low level of environmental engagement were suitable to double mediation model among the 8 experimental groups. The group where double mediation model best corresponds than any other group was high level related to environment and the group that contacts altruistic appeal and the message in the form of conditional donation. It was also found that the group that has low level of environmental engagement and contacts egoistic appeal type and conditional donation shows the group that corresponds to double mediation model in the second place among the 8 groups. Finally, it was found that the group that has high level of environmental engagement and is stimulated by altruistic appeal and unconditional donation corresponds to double mediation model. Depending on the condition of message stimulation, unconditional donation is found to better correspond to double mediation model than conditional donation. However, opposite phenomena is observed when the level of environmental engagement is high and appeal type is egoistic. Namely, it was found that conditional donation better corresponds to double mediation model than unconditional donation.