• Journal of the Computational Structural Engineering Institute of Korea
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• v.32 no.2
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• pp.125-132
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• 2019

This paper presents a seismic reliability analysis method for an offshore wind turbine with a twisted tripod support structure under earthquake loading. A three dimensional dynamic finite element model is proposed to consider the nonlinearity of the ground-pile interactions and the geometrical characteristics of the twisted tripod support structure where out-of-plane displacement occurs even under in-plane lateral loadings. For the evaluation of seismic reliability, the failure probability was calculated for the maximum horizontal displacement of the pile head, which is calculated from time history analysis using artificial earthquakes for the design return periods. The application of the subset simulation method using the Markov Chain Monte Carlo(MCMC) sampling is proposed for efficient reliability analysis considering the limit state equation evaluation by the nonlinear time history analysis. The proposed method can be applied to the reliability evaluation and design criteria development of the offshore wind turbine with twisted tripod support structure in which two dimensional models and static analysis can not produce accurate results.

• Journal of the Korea Society for Simulation
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• v.19 no.1
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• pp.143-151
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• 2010

Fingerprint classification is a step to increase the efficiency of an 1:N fingerprint recognition system and plays a role to reduce the matching time of fingerprint and to increase accuracy of recognition. It is difficult to classify fingerprints, because the ridge pattern of each fingerprint class has an overlapping characteristic with more than one class, fingerprint images may include a lot of noise and an input condition is an exceptional case. In this paper, we propose a novel approach to design a stochastic model and to accomplish fingerprint classification using a directional characteristic of fingerprints for an effective classification of various qualities. We compute the directional value by searching a fingerprint ridge pixel by pixel and extract a directional characteristic by merging a computed directional value by fixed pixels unit. The modified Markov model of each fingerprint class is generated using Markov model which is a stochastic information extraction and a recognition method by extracted directional characteristic. The weight list of classification model of each class is decided by analyzing the state transition matrixes of the generated Markov model of each class and the optimized value which improves the performance of fingerprint classification using GA (Genetic Algorithm) is estimated. The performance of the optimized classification model by GA is superior to the model before the optimization by the experiment result of applying the fingerprint database of various qualities to the optimized model by GA. And the proposed method effectively achieved fingerprint classification to exceptional input conditions because this approach is independent of the existence and nonexistence of singular points by the result of analyzing the fingerprint database which is used to the experiments.

• Nuclear Engineering and Technology
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• v.25 no.4
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• pp.539-547
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• 1993

A stochastic approach using continuous time Markov process is presented to model the one-dimensional nuclide transport in fractured rock media as a further extension for previous works［1-3］. Nuclide transport of decay chain of arbitrary length in the single planar fractured rock media in the vicinity of the radioactive waste repository is modeled using a continuous time Markov process. While most of analytical solutions for nuclide transport of decay chain deal with the limited length of decay chain, do not consider the case of having rock matrix diffusion, and have very complicated solution form, the present model offers rather a simplified solution in the form of expectance and its variance resulted from a stochastic modeling. As another deterministic way, even numerical models of decay chain transport, in most cases, show very complicated procedure to get the solution and large discrepancy for the exact solution as opposed to the stochastic model developed in this study. To demonstrate the use of the present model and to verify the model by comparing with the deterministic model, a specific illustration was made for the transport of a chain of three member in single fractured rock medium with constant groundwater flow rate in the fracture, which ignores the rock matrix diffusion and shows good capability to model the fractured media around the repository.

• The Journal of Korea Institute of Information, Electronics, and Communication Technology
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• v.10 no.1
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• pp.85-94
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• 2017

In this paper, I proposed a sound model generation and a most frequent model search algorithm for recognizing animal vocalization. The sound model generation algorithm generates a optimal set of models through repeating processes such as the training process, the Viterbi Search process, and the most frequent model search process while adjusting HMM(Hidden Markov Model) structure to improve global recognition rate. The most frequent model search algorithm searches the list of models produced by Viterbi Search Algorithm for the most frequent model and makes it be the final decision of recognition process. It is implemented using MFCC(Mel Frequency Cepstral Coefficient) for the sound feature, HMM for the model, and C# programming language. To evaluate the algorithm, a set of animal sounds for 27 species were prepared and the experiment showed that the sound model generation algorithm generates 27 HMM models with 97.29 percent of recognition rate.

• Convergence Security Journal
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• v.6 no.3
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• pp.117-126
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• 2006

Bayesian inference and model selection method for software reliability growth models are studied. Software reliability growth models are used in testing stages of software development to model the error content and time intervals between software failures. In this paper, could avoid multiple integration using Gibbs sampling, which is a kind of Markov Chain Monte Carlo method to compute the posterior distribution. Bayesian inference for general order statistics models in software reliability with diffuse prior information and model selection method are studied. For model determination and selection, explored goodness of fit (the error sum of squares), trend tests. The methodology developed in this paper is exemplified with a software reliability random data set introduced by of Weibull distribution(shape 2 & scale 5) of Minitab (version 14) statistical package.

• The Korean Journal of Applied Statistics
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• v.29 no.1
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• pp.99-112
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• 2016

Asymmetric jump-diffusion models are effectively used to model the dynamic behavior of asset prices with abrupt asymmetric upward and downward changes. However, the estimation of their extension to the multivariate asymmetric jump-diffusion model has been hampered by the analytically intractable likelihood function. This article confronts the problem using a data augmentation method and proposes a new Bayesian method for a multivariate asymmetric Laplace jump-diffusion model. Unlike the previous models, the proposed model is rich enough to incorporate all possible correlated jumps as well as mention individual and common jumps. The proposed model and methodology are illustrated with a simulation study and applied to daily returns for the KOSPI, S&P500, and Nikkei225 indices data from January 2005 to September 2015.

• Korean Journal of Microbiology
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• v.39 no.4
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• pp.207-215
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• 2003

Gene structure prediction, which is to predict protein coding regions in a given nucleotide sequence, is the most important process in annotating genes and greatly affects gene analysis and genome annotation. As eukaryotic genes have more complicated stuructures in DNA sequences than those of prokaryotic genes, analysis programs for eukaryotic gene structure prediction have more diverse and more complicated computational models. We have developed EGSP, a eukaryotic gene structure program, using duration hidden markov model. The program consists of two major processes, one of which is a training process to produce parameter values from training data sets and the other of which is to predict protein coding regions based on the parameter values. The program predicts multiple genes rather than a single gene from a DNA sequence. A few computational models were implemented to detect signal pattern and their scanning efficiency was tested. Prediction performance was calculated and was compared with those of a few commonly used programs, GenScan, GeneID and Morgan based on a few criteria. The results show that the program can be practically used as a stand-alone program and a module in a system. For gene prediction of eukaryotic microbial genomes, training and prediction analysis was done with Saccharomyces chromosomes and the result shows the program is currently practically applicable to real eukaryotic microbial genomes.

• Journal of the Korea Society of Computer and Information
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• v.20 no.5
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• pp.53-63
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• 2015

Singing voice synthesis is the generation of a song using a computer given its lyrics and musical notes. Hidden Markov models (HMM) have been proved to be the models of choice for text to speech synthesis. HMMs have also been used for singing voice synthesis research, however, a huge database is needed for the training of HMMs for singing voice synthesis. And commercially available singing voice synthesis systems which use the piano roll music notation, needs to adopt the easy to read standard music notation which make it suitable for singing learning applications. To overcome this problem, we use a speech database for training context dependent HMMs, to be used for singing voice synthesis. Pitch and duration control methods have been devised to modify the parameters of the HMMs trained on speech, to be used as the synthesis units for the singing voice. This work describes a singing voice synthesis system which uses a MusicXML based music score editor as the front-end interface for entry of the notes and lyrics to be synthesized and a hidden Markov model based text to speech synthesis system as the back-end synthesizer. A perceptual test shows the feasibility of our proposed system.

• KIPS Transactions on Software and Data Engineering
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• v.8 no.3
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• pp.115-122
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• 2019

For Korean phoneme recognition, Hidden Markov-Gaussian Mixture model(HMM-GMM) or hybrid models which combine artificial neural network with HMM have been mainly used. However, current approach has limitations in that such models require force-aligned corpus training data that is manually annotated by experts. Recently, researchers used neural network based phoneme recognition model which combines recurrent neural network(RNN)-based structure with connectionist temporal classification(CTC) algorithm to overcome the problem of obtaining manually annotated training data. Yet, in terms of implementation, these RNN-based models have another difficulty in that the amount of data gets larger as the structure gets more sophisticated. This problem of large data size is particularly problematic in the Korean language, which lacks refined corpora. In this study, we introduce CTC algorithm that does not require force-alignment to create a Korean phoneme recognition model. Specifically, the phoneme recognition model is based on convolutional neural network(CNN) which requires relatively small amount of data and can be trained faster when compared to RNN based models. We present the results from two different experiments and a resulting best performing phoneme recognition model which distinguishes 49 Korean phonemes. The best performing phoneme recognition model combines CNN with 3hop Bidirectional LSTM with the final Phoneme Error Rate(PER) at 3.26. The PER is a considerable improvement compared to existing Korean phoneme recognition models that report PER ranging from 10 to 12.

• The Korean Journal of Applied Statistics
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• v.34 no.5
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• pp.745-760
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• 2021

Prediction of a stock price has been a subject of interest for a long time in financial markets, and thus, many studies have been conducted in various directions. As the efficient market hypothesis introduced in the 1970s acquired supports, it came to be the majority opinion that it was impossible to predict stock prices. However, recent advances in predictive models have led to new attempts to predict the future prices. Here, we summarize past studies on the price prediction by evaluation measures, and predict the direction of stock prices of Samsung Electronics, LG Chem, and NAVER by applying various machine learning models. In addition to widely used technical indicator variables, accounting indicators such as Price Earning Ratio and Price Book-value Ratio and outputs of the hidden Markov Model are used as predictors. From the results of our analysis, we conclude that no models show significantly better accuracy and it is not possible to predict the direction of stock prices with models used. Considering that the models with extra predictors show relatively high test accuracy, we may expect the possibility of a meaningful improvement in prediction accuracy if proper variables that reflect the opinions and sentiments of investors would be utilized.