• 대한전기학회:학술대회논문집
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• 대한전기학회 2004년도 학술대회 논문집 정보 및 제어부문
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• pp.169-171
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• 2004

This paper propose a new detection method of curve lane using Catmull-Rom spline for recognition various shape of the curve lane. To improve the accracy of lane detection, binarization and thinning process are firstly performed on the input image. Next, features on the curve lane such as curvature and orientation are extracted, and the control points of Catmull-Rom spline are detected to recognize the curve lane. Finally, Computer simulation results are given using a natural test image to show the efficiency of the proposed scheme.

• The Journal of Asian Finance, Economics and Business
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• 제8권3호
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• pp.1-10
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• 2021

This study examines the dynamic pattern of the exchange rate volatilities of the ASEAN-5 currencies from January 2006 to August 2020. The exchange rates applied in this study comprise bilateral and effective exchange rates in order to investigate the influence of the US dollar on the stability of the ASEAN-5 currencies. Since a volatility model employed in this study is a natural cubic spline volatility model, the Monte Carlo simulation is consequently conducted to determine an appropriate criterion to select a number of quantile knots for this model. The simulation results reveal that, among four candidate criteria, Generalized Cross-Validation is a suitable criterion for modeling the ASEAN-5 exchange rate volatilities. The estimated volatilities showed the inconstant dynamic patterns reflecting the uncertain exchange rate risk arising in international transactions. The bilateral exchange rate volatilities of the ASEAN-5 currencies to the US dollar are more variable than their corresponding effective exchange rate volatilities, indicating the influence of the US dollar on the stability of the ASEAN-5 currencies. The findings of this study suggest that the natural cubic spline volatility model with the quantile knots selected by Generalized Cross-Validation is practical and can be used to examine the dynamic patterns of the financial volatility.

• 한국시뮬레이션학회논문지
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• 제17권3호
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• pp.19-26
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• 2008

본 논문에서는 중기 국채(Treasure Note; T-Note)의 실제 자료를 이용하여 채권 가격에 대한 이자율을 예측하는 동적인 예측 알고리즘을 제안하고 있다. 제안한 알고리즘은 이자율 기간 구조를 근본으로 하고 있으며 표준 위너 과정(standard Wiener process)과 같은 다양한 금융 모형의 대안으로 활용 가능하다. 본 논문에서는 실제 자료의 누적 분포 함수(Cumulative Distribution Function; CDF)를 이용하여 이자율을 측정하였으며 CDF는 수치적 방법인 보간법 중에 자주 활용되는 내츄럴 큐빅 스플라인(natural cubic spline; NCS)방법을 통하여 얻었다. 위에서 얻은 CDF를 통하여 난수 생성기법(random number generation scheme; RNGS)을 이용하여 채권의 가격를 계산하였다. 컴퓨터 시뮬레이션을 통해 얻은 실험결과로부터 제안된 예측 알고리즘에서 엄밀도(precision)의 낮은 값을 얻음으로써 채권의 가치가 더욱 예리하고 정확하게 평가되었음을 확인할 수 있었으며, 이는 매우 근거 있는 예측이라 할 수 있다.

• 한국시뮬레이션학회논문지
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• 제29권3호
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• pp.41-48
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• 2020

본 논문에서는 고속도로 통행량을 보다 정확하게 예측하기 위한 새로운 방법으로 통행량에 대한 누적분포함수를 이용한 동적 예측 알고리즘을 제시한다. 여기서 누적분포함수의 근사함수를 수치적 방법인 내츄럴 큐빅 스플라인(natural cubic spline) 보간법과 레벤버그-마쿼트(Levenberg-Marquardt) 방법을 통해 얻는다. 이 알고리즘은 금융수학에서 활용하는 누적 분포함수를 이용한 난수 생성 알고리즘을 통행량 예측에 알맞도록 새롭게 구조화한 것이다. 이 알고리즘으로 고속도로 통행량을 시뮬레이션하면 실제 통행량과 매우 흡사한 결과를 얻을 수 있음을 확인할 수 있다. 따라서 이 알고리즘은 고속도로뿐만 아니라 통행량 예측이 필요한 다양한 분야에서 활용할 수 있는 새로운 알고리즘이다.

• Journal of applied mathematics & informatics
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• 제40권3_4호
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• pp.603-618
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• 2022

In this paper, a numerical solution of the generalized diffusion equation with a delay has been obtained by a numerical technique based on the Galerkin finite element method by applying the cubic B-spline basis functions. The time discretization process is carried out using the forward Euler method. The numerical scheme is required to preserve the delay-independent asymptotic stability with an additional restriction on time and spatial step sizes. Both the theoretical and computational rates of convergence of the numerical method have been examined and found to be in agreement. As it can be observed from the numerical results given in tables and graphs, the proposed method approximates the exact solution very well. The accuracy of the numerical scheme is confirmed by computing L₂ and L_∞ error norms.

• Earthquakes and Structures
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• 제2권4호
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• pp.323-336
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• 2011

The problem of reconstruction of complete building response from a limited number of response measurements is considered. The response at the intermediate degrees of freedom is reconstructed by using piecewise cubic Hermite polynomial interpolation in time domain. The piecewise cubic Hermite polynomial interpolation is preferred over the spline interpolation due to its trend preserving character. It has been shown that factorization of response data in variable separable form via singular value decomposition can be used to derive the complete set of normal modes of the structural system. The time domain principal components can be used to derive empirical transfer functions from which the natural frequencies of the structural system can be identified by peak-picking technique. A reduced-rank approximation for the system flexibility matrix can be readily constructed from the identified mass-orthonormal mode shapes and natural frequencies.

• 물과 미래
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• 제28권5호
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• pp.151-162
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• 1995

자연하천에서 오염물질의 횡확산과정은 정확하게 모의하기 위하여 2차원 유관확산모형을 개발하였다. 본 모형에서는 독립변수로서 횡방향거리 대신에 횡방향누가유량을 도입하였고, 하천의 주흐름을 따라 좌표축을 설정하는 자연좌표계를 사용하였다. 유도한 유관확산방정식을 풀기 위한 수치방법으로서 Eulerian-Lagrangian method를 이용하였다. 유관확산방정식을 연산자분리방법을 이용하여 이송을 지배하는 방정식과 확산을 지배하는 방정식으로 분리하였다. 그리고 이송방정식은 Eulerian 계산격자상에서 특성곡선법을 이용하였고 확산방정식은 중앙차분법을 이용하여 수치모의 하였다. 본 연구에서는 이송방정식의 풀이에서 사용되는 보간다항식으로 cubic spline 보간다항식을 이용하였다. 본 연구에서 개발한 모형을 적용하여 실제 자연하천에서 행해진 정상상태의 색소실험 결과를 모의한 결과개발된 모형이 우수한 거동을 보이고 있음이 밝혀졌다.

• 대한기계학회:학술대회논문집
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• 대한기계학회 2003년도 춘계학술대회
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• pp.746-751
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• 2003

When a cantilever beam rotates about the axis perpendicular to its longitudinal axis, its natural frequencies vary. This phenomenon which is caused by centrifugal inertia forces is often referred to as the stiffening effects. Since the variation of natural frequencies often creates critical problems for the rotating structures, it is necessary to control the variation of natural frequencies. As the cross section of a rotating cantilever beam varies, natural frequencies can be changed. The thickness and the width of the cantilever beam are assumed to be cubic spline functions in the present work. An optimization method is employed to find the optimal thickness and width of the rotating beam. This result can be used for the design of rotating structures such as turbine and helicopter blades.

• 대한기계학회논문집A
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• 제25권4호
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• pp.645-653
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• 2001

It is well known that natural frequencies increase when a cantilever beam rotates about the axis perpendicular to its longitudinal axis. Such phenomena that are caused by centrifugal inertia forces are often referred to as the stiffening effects. Occasionally it is necessary to control the variation of a natural frequency or the maximum stress of a rotating beam. By changing the thickness of the rotating beam, the modal or the stress characteristics can be changed. The thickness of the rotating beam is assumed to be a cubic spline function in the present work. An optimization method is employed to find the optimal thickness shape of the rotating beam. This method can be utilized for the design of rotating structures such as turbine blades and aircraft rotary wings.

• 대한기계학회:학술대회논문집
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• 대한기계학회 2000년도 춘계학술대회논문집A
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• pp.643-648
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• 2000

It is well known that natural frequencies increase when a cantilever beam rotates about the axis perpendicular to its longitudinal axis. Such phenomena that are caused by centrifugal inertia forces are often referred to as the stiffening effects. Occasionally it is necessary to control the variation of a natural frequency of a rotating beam. By changing the thickness of the rotating beam, the modal characteristics can be changed. The thickness of the rotating beam is assumed to be a cubic spline function in the present work. An optimization method is employed to find the optimal thickness shape of the rotating beam. This method can be utilized usefully for the design of rotating structures such as turbine blades and aircraft rotary wings.