• Journal of the Korea Society for Simulation
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• v.17 no.3
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• pp.19-26
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• 2008

In this paper, we propose a dynamic prediction algorithm to predict the bond price using actual data set of treasure note (T-Note). The proposed algorithm is based on term structure model of the interest rates, which takes place in various financial modelling, such as the standard Gaussian Wiener process. To obtain cumulative distribution functions (CDFs) of actual data for the interest rate measurement used, we use the natural cubic spline (NCS) method, which is generally used as numerical methods for interpolation. Then we also use the random number generation scheme (RNGS) to calculate the pricing of bond through the obtained CDF. In empirical computer simulations, we show that the lower values of precision in the proposed prediction algorithm corresponds to sharper estimates. It is very reasonable on prediction.

• Journal of the Korea Society for Simulation
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• v.23 no.3
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• pp.19-25
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• 2014

Demand forecasting is the basis of management activities including marketing strategy. Especially, the demand of a part is remarkably important in supply chain management (SCM). In the fields of various industries, the part demand usually has the intermittent characteristic. The intermittent characteristic implies a phenomenon that there frequently occurs zero demands. In the intermittent demands, non-zero demands have large variance and their appearances also have stochastic nature. Accordingly, in the intermittent demand forecasting, it is inappropriate to apply the traditional time series models and/or cause-effect methods such as linear regression; they cannot describe the behaviors of intermittent demand. Markov bootstrap method was developed to forecast the intermittent demand. It assumes that first-order autocorrelation and independence of lead time demands. To release the assumption of independent lead time demands, this paper proposes a modified bootstrap method. The method produces the pseudo data having the characteristics of historical data approximately. A numerical example for real data will be provided as a case study.

• Journal of Internet Computing and Services
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• v.13 no.5
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• pp.1-8
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• 2012

In this paper, we propose a new clustering combination based on numerical data driven for rule generation mechanism. In large and complicated space, a clustering method can obtain limited performance results. To overcome the single clustering method problem, hybrid combined methods can solve problem to divided simple cluster estimation. Fundamental structure of the proposed method is combined by mountain clustering and modified Chen clustering to extract detail cluster information in complicated data distribution of non-parametric space. It has automatic rule generation ability with advanced density based operation when intelligent systems including neural networks and fuzzy inference systems can be generated by clustering results. Also, results of the mechanism will be served to information of decision support system to infer the useful knowledge. It can extend to healthcare and medical decision support system to help experts or specialists. We show and explain the usefulness of the proposed method using simulation and results.

• Journal of Energy Engineering
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• v.14 no.1
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• pp.46-53
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• 2005

This paper presents a new approach for determining an accurate incentive levels of Direct Load Control (DLC) program using probabilistic techniques. The economic analysis of DLC resources needs to identify the hourly-by-hourly expected energy-not-served resulting from the random outage characteristics of generators as well as to reflect the availability and duration of DLC resources, which results the computational explosion. Therefore, the conventional methods are based on the scenario approaches to reduce the computation time as well as to avoid the complexity of economic studies. In this paper, we have developed a new technique based on the sequential Monte Carlo simulation to evaluate the required expected load control amount in each hour and to decide the incentive level satisfying the economic constraints. In addition, we have applied the variance reduction technique to enhance the efficiency of the simulation. To show the efficiency and effectiveness of the suggested method, the numerical studies have been performed for the modified IEEE 24-bus reliability test system.

• Journal of Korean Society for Quality Management
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• v.40 no.3
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• pp.245-258
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• 2012

Purpose: Recently, many quality issues are aroused in military forces, such as failures in K-series weapons, combat boots defects and 40mm ammunition explosion accident. To address these problems, the one and only government defense quality assurance agency, DTaQ(Defense Agency for Technology & Quality) tried to improve many quality assurance procedures and introduced new systems such as MRA(Manufacturing Readiness Assessment), TRA(Technology Readiness Assessment), and etc. However, as the amount of war supplies increasing every year, the resource(budget and manpower) for quality assurance is limited. Therefore, DTaQ had difficulty to handle the issue efficiently and effectively, and we propose the method to address this problem. Methods: The most popular quality assurance technique is a sampling method, in this research, we first review the many sampling techniques and compare the strength and weakness of each method. After then, we selected the most appropriate sampling techniques and applied the procedures in combat force support material and ammunition areas. Results: We can reduce the number of samples dramatically, thus the required amount of labor time and money can be saved. Also, the new sampling technique enforces the supplier to produce the product which meets the target value(desirable value). Conclusion: We can reduce the number of samples dramatically, thus the required amount of labor time and money can be saved. Also, the new sampling technique enforces the supplier to produce the product which meets the target value(desirable value). Lastly, since the new sampling method requires many numerical calculations, we developed a simple android OS smart-phone application which can be used easily in field.

• Tunnel and Underground Space
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• v.17 no.5
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• pp.372-380
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• 2007

Surface damage due to subsidence is an inevitable consequence of underground mining, which may be immediate or delayed for many years. The surface damage due to abandoned underground mine is observed to be two subsidence types such as simple sinkhole or trough formation to a large scale sliding of the ground from with in the subsided area. An evaluation of the risk of a subsidence occurrence is vital in the areas affected by mining subsidence. For a subsidence prediction or a risk evaluation, there has been used various methods using empirical models, profile functions, influence functions and numerical models. In this study, a simple but efficient evaluation method of subsidence hazard is suggested, which is based on a diffusion theory and uses just information about geometry of caving and topography. The diffusion model has an analogous relationship with granular model which can explain a mechanism of subsidence. The diffusion model is applied for the evaluation of subsidence hazard in abandoned metal and coal mines. The model is found to be a simple but efficient tool because it needs information of geometry of caving and gangway and the topography.

• Tunnel and Underground Space
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• v.27 no.2
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• pp.109-119
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• 2017

A lot of twin tunnels were modelled with different pillar widths, rock mass classes and stress ratios in order to consider various site conditions, and the stabilities of the pillars were estimated by numerical analyses and scaled model tests. The strength-stress ratios of the pillar were obtained from three different methods which were using the stresses appeared at the middle point, the whole average and the left/right edges of the pillar. The strength-stress ratio of the pillar edges showed relatively conservative values among them, and it was also practically consistent with the tunnel excavating steps comprising the construction sequence analyses which included the partial excavation and the support system. Scaled model tests were also performed to investigate the tunnel stability, where it was found that cracks were progressively generated from the pillar edges toward the middle point of the pillar. Therefore, in order to both prevent the local damage of pillar and conservatively estimate the tunnel stability, it was thought to be an appropriate method using the strength-stress ratio obtained from the left/right edges of the pillar.

• International Journal of Highway Engineering
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• v.19 no.1
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• pp.63-72
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• 2017

PURPOSES : The purpose of this study is to investigate the fundamental behaviors such as stresses and deflections of the middle slab in a double-deck tunnel for the development of a middle slab design guide. METHODS : The middle slab has been divided into the following three different sections as according to its structural differences: the normal section, expansion joint section, and emergency passageway section. The normal section of middle slab represents the slab supported by brackets installed continuously along the longitudinal direction of tunnel lining. The expansion joint section refers to a discontinuity of middle slab due to the existence of a transverse expansion joint. The emergency passageway section has an empty rectangular space in the middle slab that acts as an exit in an emergency. The finite element analysis models of these three sections of middle slab have been developed to analyze their respective behaviors. RESULTS : The stresses and deflections of middle slab at the three different sections decrease as the slab thickness increases. The emergency passageway section yields the largest stresses and deflections, with the normal section yielding the smallest. CONCLUSIONS : The stress concentrations at the corners of the passageway rectangular space can be reduced by creating hunch areas at the corners. The stresses and deflections in the emergency passageway section can be significantly decreased by attaching beams under the middle slab in the passageway area.

• Proceedings of the Korean Society for Noise and Vibration Engineering Conference
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• 2012.04a
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• pp.667-671
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• 2012

Low frequency noises (up to about 200 Hz) mainly occur due to particular modes, resulting in booming noises, and in general the solutions may be found based on mode controls where conventional methods such as FEM can be used. However, at higher frequencies between 0.3~ 1 kHz, as the number of modes rapidly increase, radiation characteristics from structures, performances of damping sheets and sound packages may be more crucial rather than particular modes, and consequently the conventional FEM may be less practical in dealing with this kinds of structure-borne problems. In this context, so-called 'mid-frequency simulation model' based on FE-SEA hybrid method is studied and validated. Energy Transmission loss (i.e. air borne noise) is also studied. A dash panel component is chosen for this study, which is an important path that transfers both structure-borne and air borne energies into the cavity. Design modifications including structural modifications, attachment of damping sheets and application of different sound packages are taken into account and the corresponding noise characteristics are experimentally identified. It is found that the dash member behaves as a noise path. The damping sheet or sound packages have similar influences on both sound radiation and transmission loss. The comparison between experiments and simulations shows that this model could be used to predict the tendency of noise improvement.

• The Journal of Internal Korean Medicine
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• v.40 no.6
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• pp.1051-1062
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• 2019

Objectives: Chest pain presents diagnostic and therapeutic challenges because of its various etiologies. Many patients have chest pain from unknown causes and persistent chest pain in spite of standard treatment. The purpose of this study was to investigate the effectiveness of a Korean herbal medicine called Pyungjinsujeom-san (PSS) in relieving chest pain. Methods: We reviewed the electronic medical records of patients who visited the Korean Medical Clinic of Cardiology at Kyunghee University Hospital at Gangdong from January 2009 to July 2019, with the chief complaint of chest pain and who were treated with PSS. The mean severity of chest pain measured on the Numerical Rating Scale was compared before and after the administration of PSS. Results: The mean severity of chest pain of 20 patients decreased significantly from 6.80±1.61 to 1.35±0.9 after taking PSS (p<0.001). Most patients had symptoms of phlegm and food retention, including indigestion, postprandial fullness, and epigastric pain.Conclusions: These results suggest that PSS may be effective in relieving chest pain from various causes, particularly in patients with symptoms of phlegm and food retention.