• 한국경영정보학회:학술대회논문집
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• 한국경영정보학회 2008년도 춘계학술대회
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• pp.29-34
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• 2008

This study examines the effects of information and communication technologies on individual performance. The literature has paid a considerable amount of attention to social influence as a determinant of individual behavior. We combine task-technology fit with concepts from adaptive structuration theory to specify social influence. In our model, we suggest that individuals should receive support from proper social construction to have additional performance improvement. Empirical data from 317 individuals across 43 teams in 10 companies is used to assess the theoretical model. Our theoretical model received support from the data.

• Journal of the Korean Data and Information Science Society
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• 제27권3호
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• pp.803-814
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• 2016

Recent times have seen an exponential increase in the amount of spatial data, which is in many cases associated with temporal data. Recent advances in computer technology and computation of hierarchical Bayesian models have enabled to analyze complex spatio-temporal data. Our work aims at modeling data of daily average nitrogen dioxide (NO2) levels obtained from 25 air monitoring sites in Seoul between 2003 and 2010. We considered an independent Gaussian process model and an auto-regressive model and carried out estimation within a hierarchical Bayesian framework with Markov chain Monte Carlo techniques. A Gaussian predictive process approximation has shown the better prediction performance rather than a Hierarchical auto-regressive model for the illustrative NO2 concentration levels at any unmonitored location.

• Journal of Computing Science and Engineering
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• 제7권1호
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• pp.44-52
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• 2013

This paper addresses the problem of resource scheduling in a grid computing environment. One of the main goals of grid computing is to share system resources among geographically dispersed users, and schedule resource requests in an efficient manner. Grid computing resources are distributed, heterogeneous, dynamic, and autonomous, which makes resource scheduling a complex problem. This paper proposes a new approach to resource scheduling in grid computing environments, the hierarchical stochastic Petri net (HSPN). The HSPN optimizes grid resource sharing, by categorizing resource requests in three layers, where each layer has special functions for receiving subtasks from, and delivering data to, the layer above or below. We compare the HSPN performance with the Min-min and Max-min resource scheduling algorithms. Our results show that the HSPN performs better than Max-min, but slightly underperforms Min-min.

• 대한인간공학회:학술대회논문집
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• 대한인간공학회 1992년도 추계학술대회논문집
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• pp.90-95
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• 1992

In this study, the application of fuzzy hierarchical analysis for modeling the inspection tasks with respect to the the improtances of the cognitive factors is considered and it's validity in cognitive researches is confirmed. The results of the relative importance of various cognitive factors can be served as a selection criteria for efficient inspection performance and the information of skilled learning for a inspection training program.

• KSII Transactions on Internet and Information Systems (TIIS)
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• 제10권8호
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• pp.3602-3620
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• 2016

Dynamic topology is one of the main influence factors on network performability. However, it was always ignored by the traditional network performability assessment methods when analyzing large-scale mobile ad hoc networks (MANETs) because of the state explosion problem. In this paper, we address this problem from the perspective of complex network. A two-layer hierarchical modeling approach is proposed for MANETs performability assessment, which can take both the dynamic topology and multi-state nodes into consideration. The lower level is described by Markov reward chains (MRC) to capture the multiple states of the nodes. The upper level is modeled as a small-world network to capture the characteristic path length based on different mobility and propagation models. The hierarchical model can promote the MRC of nodes into a state matrix of the whole network, which can avoid the state explosion in large-scale networks assessment from the perspective of complex network. Through the contrast experiments with OPNET simulation based on specific cases, the method proposed in this paper shows satisfactory performance on accuracy and efficiency.

• Communications for Statistical Applications and Methods
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• 제28권1호
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• pp.59-79
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• 2021

Value at Risk (VaR) is one of the most common risk management tools in finance. Since a portfolio of several assets, rather than one asset portfolio, is advantageous in the risk diversification for investment, VaR for a portfolio of two or more assets is often used. In such cases, multivariate distributions of asset returns are considered to calculate VaR of the corresponding portfolio. Copulas are one way of generating a multivariate distribution by identifying the dependence structure of asset returns while allowing many different marginal distributions. However, they are used mainly for bivariate distributions and are not widely used in modeling joint distributions for many variables in finance. In this study, we would like to examine the performance of various copulas for high dimensional data and several different dependence structures. This paper compares copulas such as elliptical, vine, and hierarchical copulas in computing the VaR of portfolios to find appropriate copula functions in various dependence structures among asset return distributions. In the simulation studies under various dependence structures and real data analysis, the hierarchical Clayton copula shows the best performance in the VaR calculation using four assets. For marginal distributions of single asset returns, normal inverse Gaussian distribution was used to model asset return distributions, which are generally high-peaked and heavy-tailed.

• 대한토목학회논문집
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• 제31권3D호
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• pp.469-476
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• 2011

본 연구는 다층모형(multilevel model)을 상수원관리지역 주민지원사업 정책평가에 활용하는데 있어 유효성 및 효과를 이해하는데 연구의 목적이 있다. 정책의 대상이 위계적인(hierarchical) 특성을 지니고 있는 경우 다층모형을 이용하여 정책평가를 하는 것이 정책의 효과를 평가하고 검증하는데 있어 적절하다. 또한 이 모형은 기존 평가결과의 재평가 등에 응용될 수 있다. 상수원관리지역의 주민지원사업을 대상으로 주민만족도와 경제적 도움정도를 정책효과변수로 하여 다층모형을 적용 하였다. 그 결과 정책효과변수에 기존 평가결과 및 중요한 사업으로 여겨지던 소득증대사업 등이 직접적인 영향을 미치지 못함을 통계적으로 확인할 수 있었다. 본 연구는 다음과 같은 세 가지의 정책적 함의를 지닌다. 첫째, 정책 및 사업평가에 있어 정책의 효과를 엄밀히 파악하기 위하여 위계적 구조를 고려할 수 있는 다층모형을 이용하여야 한다. 둘째, 기관평가의 순위 도출에 있어 다층모형을 이용하여 지표에 의한 성과지표와 보완적으로 이용해야 한다. 셋째, 위계적 구조의 하나로서 공간적 위계를 고려하여 정책평가를 시행하여야 한다.

• 대한교통학회지
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• 제23권1호
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• pp.9-20
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• 2005

교통사고를 조사하여 어떤 지역에 어떠한 문제가 있는지를 진단하고, 사고발생에 영향을 미치는 요인을 추출하는 것은 매우 중요하다. 본 연구는 사고지점의 파악 및 영향인자파악을 목적으로 수원시 2001년 사고다발지점을 대상으로 각 사고유형 및 위치별 $P_i$(각 사고가 발생할 때 특정의 사고와 관련된 특징이 나타날 확률)을 이항분포로 모형화하여 지점 (도로구간 및 교차로)별로 특성적 사고가 발생한 것으로 판단되는 지점과 그렇지 않은 지점으로 진단하였고, 또한 지점별 안전성능함수(Safety Performance Function)를 구한 후 허용 임계치인 5%를 적용하여 임계치안에 드는 지점들을 진단하고 파악하였다. 이후 진단된 지점과 그렇지 않은 지점을 종속변수로 하고 주요 도로 환경적조건 및 교통조건을 독립변수로 하여 로지스틱 판별분석을 실시하여 분석 결과로 유의하다고 판단된 사고요인들을 도출하였으며 이를 기반으로 각 지점별 개선방안에 대한 대책수립가능성을 또한 검토하였다. 본 연구에서 제시된 진단방법과 로지스틱판별분석을 통한 요인추출 방법은 향후 유사연구에 활용 가능할 것으로 사료된다.

• 한국건설관리학회:학술대회논문집
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• 한국건설관리학회 2003년도 학술대회지
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• pp.88-95
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• 2003

A firm's business composition and the sales volume of each business segment are subject to change depending, to a considerable extent, on the firm's business strategy. These changes were weighted and represented as a single index, referred to by scholars in strategic management and industrial organization research fields as 'firm entropy' then its impact on firms' profitability was assessed over twelve years. The performance differences between contractor and non-contractor firms, as well as focused and diversified firms, were compared through a Longitudinal Data Analysis Technique within a Hierarchical Linear Modeling framework. Hypothesis was formulated based on firm diversification theories and previous research findings. The hypothesis was tested according to the modeling outcomes, and implications are presented. The research findings indicate that the level of firms' long-term profitability supports the argument that the construction industry is highly competitive and mature.

• 한국지능시스템학회:학술대회논문집
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• 한국퍼지및지능시스템학회 2001년도 추계학술대회 학술발표 논문집
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• pp.217-220
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• 2001

The fuzzy equalization method does not require the usual learning step for generating fuzzy rules. However it is heavily depend on the given input-output data set. So, we adapt an hierarchical scheme which sequentially optimizes the fuzzy inference system. Here, the parameters of fuzzy membership functions obtained from the fuzzy equalization are optimized by the genetic algorithm, and then they are also modified to increase the performance index using the linguistic hedge. Finally, we applied it to the Rice taste data and got better results than previous ones.