• Magazine of the Korean Society of Agricultural Engineers
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• v.32 no.E
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• pp.47-58
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• 1990

Abstract A regionalized daily streamflow model using a modified retention parameter in the SCS method was developed to predict the daily streamflow of a natural series for Korean watersheds. Model verification showed that it is possible to use the model for extending short period records in a gaged watershed or for predicting daily streamflow in any ungaged watershed, with reasonable accuracy by simply inputing the name of the watershed boundary, the watershed size, the latitude and longitude of the watershed, and the daily areal rainfall.

• Bulletin of the Korean Mathematical Society
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• v.54 no.1
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• pp.145-158
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• 2017

We present a finite difference method for solving the Ohta-Kawasaki model, representing a model of mesoscopic phase separation for the block copolymer. The numerical methods for solving the Ohta-Kawasaki model need to inherit the mass conservation and energy dissipation properties. We prove these characteristic properties and solvability and unconditionally gradient stability of the scheme by using Hessian matrices of a discrete functional. We present numerical results that validate the mass conservation, and energy dissipation, and unconditional stability of the method.

• Journal of the Korean Data and Information Science Society
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• v.18 no.1
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• pp.97-105
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• 2007

We consider a nonparametric additive risk model that is based on splines. This model consists of both purely and smoothly nonparametric components. As an estimation method of this model, we use the weighted least square estimation by Huller and Mckeague (1991). We provide an illustrative example as well as a simulation study that compares the performance of our method with the ordinary least square method.

• Journal of Korean Society for Quality Management
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• v.29 no.1
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• pp.11-23
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• 2001

This paper is concerned with suggesting a Bayesian method for variable selection in multinomial logit model. It is based upon an optimal rule suggested by use of Bayes rule which minimizes a risk induced by selecting the multinomial logit model. The rule is to find a subset of variables that maximizes the marginal likelihood of the model. We also propose a Laplace-Metropolis algorithm intended to suggest a simple method forestimating the marginal likelihood of the model. Based upon two examples, artificial data and empirical data examples, the Bayesian method is illustrated and its efficiency is examined.

• 한국데이터정보과학회:학술대회논문집
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• 2006.11a
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• pp.49-50
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• 2006

We consider a nonparametric additive risk model that are based on splines. This model consists of both purely and smoothly nonparametric components. As an estimation method of this model, we use the weighted least square estimation by Huffer and McKeague (1991). We provide an illustrative example as well as a simulation study that compares the performance of our method with the ordinary least square method.

• KSII Transactions on Internet and Information Systems (TIIS)
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• v.7 no.11
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• pp.2824-2838
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• 2013

There has been a lot of attention paid recently to analyze dynamic human gestures that vary over time. Most attention to dynamic gestures concerns with spatio-temporal features, as compared to analyzing each frame of gestures separately. For accurate dynamic gesture recognition, motion feature extraction algorithms need to find representative features that uniquely identify time-varying gestures. This paper proposes a new feature-extraction algorithm using temporal self-similarity based on a hierarchical human model. Because a conventional temporal self-similarity method computes a whole movement among the continuous frames, the conventional temporal self-similarity method cannot recognize different gestures with the same amount of movement. The proposed model-based temporal self-similarity method groups body parts of a hierarchical model into several sets and calculates movements for each set. While recognition results can depend on how the sets are made, the best way to find optimal sets is to separate frequently used body parts from less-used body parts. Then, we apply a multiclass support vector machine whose optimization algorithm is based on structural support vector machines. In this paper, the effectiveness of the proposed feature extraction algorithm is demonstrated in an application for taebo gesture recognition. We show that the model-based temporal self-similarity method can overcome the shortcomings of the conventional temporal self-similarity method and the recognition results of the model-based method are superior to that of the conventional method.

• Journal of the Korean Society for Precision Engineering
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• v.23 no.1 s.178
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• pp.174-184
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• 2006

In order to fill the holes with complex shapes in the large polygon model, a new approach which is based on the implicit surface interpolation method combined with domain decomposition method is presented. In the present study, a surface is constructed by creating smooth implicit surface from the incomplete polygon model through which the surface should pass. In the method an implicit surface is defined by a radial basis function, a continuous scalar-valued function over the domain $R^3$ The generated surface is the set of all points at which this scalar function takes on the value zero and is created by placing zero-valued constraints at the vertices of the polygon model. In this paper the well-known domain decomposition method is used in order to treat the large polygon model. The global domain of interest is divided into smaller domains where the problem can be solved locally. LU decomposition method is used to solve a set of small local problems and their local solutions are combined together using the weighting coefficients to obtain a global solution. In order to show the validity of the present study, various hole fillings are carried out fur the large and complex polygon model of arbitrary topology.

• Industrial Engineering and Management Systems
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• v.10 no.1
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• pp.84-94
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• 2011

In this paper, we propose a method to provide the distribution of option price under local volatility model when market-provided implied volatility data are given. The local volatility model is one of the most widely used smile-consistent models. In local volatility model, the volatility is a deterministic function of the random stock price. Before estimating local volatility surface (LVS), we need to estimate implied volatility surfaces (IVS) from market data. To do this we use local polynomial smoothing method. Then we apply the Dupire formula to estimate the resulting LVS. However, the result is dependent on the bandwidth of kernel function employed in local polynomial smoothing method and to solve this problem, the proposed method in this paper makes use of model averaging approach by means of bandwidth priors, and then produces a robust local volatility surface estimation with a confidence interval. After constructing LVS, we price barrier option with the LVS estimation through Monte Carlo simulation. To show the merits of our proposed method, we have conducted experiments on simulated and market data which are relevant to KOSPI200 call equity linked warrants (ELWs.) We could show by these experiments that the results of the proposed method are quite reasonable and acceptable when compared to the previous works.

• Earthquakes and Structures
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• v.12 no.2
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• pp.251-262
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• 2017

The present research intends to study the effects of the seismic soil-foundation-structure interaction (SFSI) on the dynamic response of various buildings. Two methods including direct and Cone model were studied through 3D finite element method using ABAQUS software. Cone model as an approximate method to consider the SFSI phenomenon was developed and evaluated for both high and low rise buildings. Effect of soil nonlinearity, foundation rigidity and embedment as well as friction coefficient between soil-foundation interfaces during seismic excitation are investigated. Validity and performance of both approaches are evaluated as reference graphs for Cone model and infinite boundary condition, soil nonlinearity and amplification factor for direct method. A series of calculations by DeepSoil for inverse earthquake record modification was conducted. A comparison of the two methods was carried out by root-mean-square-deviation (RMSD) tool for maximum lateral displacement and story shear forces which verifies that Cone model results have good agreement with direct method. It was concluded that Cone method is a convenient, fast and rather accurate method as an approximate way to count for soil media.

• Proceedings of the IEEK Conference
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• 1999.06a
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• pp.29-32
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• 1999

In this study, the time delay model were simulated using the well-known AR model. Frequency response of the time delay model can be obtained by mapping AR model to JTC model in the time domain. That is, from the few measurement data in JTC model, the channel frequency response can be obtained by the estimation of AR model parameters. From this channel frequency response, the time delay model can be obtained using Fourier transformation. To prove the validity of the suggested method, three models of JTC were shown and analyzed.