• The Korean Journal of Applied Statistics
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• v.26 no.3
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• pp.483-494
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• 2013

The importance of financial risk management has been highlighted after several recent incidences of global financial crisis. One of the issues in financial risk management is how to measure the risk; currently, the most widely used risk measure is the Value at Risk(VaR). We can consider to estimate VaR using extreme value theory if the financial data have heavy tails as the recent market trend. In this paper, we study estimations of VaR using Peaks over Threshold(POT), which is a common method of modeling fat-tailed data using extreme value theory. To use POT, we first estimate parameters of the Generalized Pareto Distribution(GPD). Here, we compare three different methods of estimating parameters of GPD by comparing the performance of the estimated VaR based on KOSPI 5 minute-data. In addition, we simulate data from normal inverse Gaussian distributions and examine two parameter estimation methods of GPD. We find that the recent methods of parameter estimation of GPD work better than the maximum likelihood estimation when the kurtosis of the return distribution of KOSPI is very high and the simulation experiment shows similar results.

• The Korean Journal of Applied Statistics
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• v.30 no.6
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• pp.827-849
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• 2017

Self-sufficiency (SS), which is often used in the social welfare policy of the American welfare system, is an important concept in the field of social welfare and has been studied so much. Among such studies there are also studies on how the employment hope scale and the perceived employment barrier scale, which the psychological SS (PSS) consists of, affect the economic SS (ESS) for low-income job seekers in the United States. These studies are generally conducted using survey data, which are mainly analyzed by structural equation model (SEM) in the field of social science field. In the survey data, the number of measurement variables is generally large and there is a correlation between variables. In such cases, Principal Component Analysis (PCA) can be used. The purpose of this study is to compare the results of SEM and PCA on the survey data mainly dealt with in the social science field. We compare the performance of the two analyzing methods through a small simulation study. We also analyze a real survey data of the ESS and the PSS by using these two methods and compare the results.

• Journal of Korean Society of Steel Construction
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• v.9 no.4 s.33
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• pp.697-705
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• 1997

The conventional preflex beams are designed by the method of paritial prestressing and allow the tensile stresses at the lower concrete of beams. As a consequence, most of preflex beams experience the tensile cracks under the service loads. This study was conducted to develop the most effective preflex beams, which do not allow tensile stress under the service load, by introducing additional prestressing called 'represtressing' at the lower concrete of beams. The objective of the study was accomplished by developing a computer analysis and design program and conducting experiments. Using the developed computer program, standard sections of the represtressed preflex beams were determined by computer modeling. In the experiment, two actual size of represtressed beams were tested under the imitated service loads. The results of test have shown that the performance of the represtressed preflex beams is generally excellent. A remarkable improvement was made in the design of preflex composite beams. Since the represtressed preflex beams(RPF) do not experience the tensile cracks under the service loads, the use of this beam for the bridge structures will lead to easy bridge maintenance and management. Furthermore, due to the low beam depth, high clearance and economical design can be realized in the bridge design using RPF.

• Journal of Korean Society on Water Environment
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• v.36 no.4
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• pp.284-299
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• 2020

Dam reservoirs play a particularly crucial role in processing the allochthonous and the autochthonous dissolved (DOC) and the particulate (POC) organic carbon and in the budget of global carbon cycle. However, the complex physical and biogeochemical processes make it difficult to capture the temporal and spatial dynamics of the DOC and the POC in reservoirs. The purpose of this study was to simulate the dynamics of the DOC and the POC in Daecheong Reservoir using the 3-D hydrodynamics and water quality model (AEM3D), and to quantify the mass balance through the source and sink fluxes analysis. The AEM3D model was calibrated using field data collected in 2017 and showed reasonable performance in the water temperature and the water quality simulations. The results showed that the allochthonous and autochthonous proportions of the annual total organic carbon (TOC) loads in the reservoir were 55.5% and 44.5%, respectively. In season, the allochthonous loading was the highest (72.7%) in summer, while in autumn, the autochthonous loading was the majority (77.1%) because of the basal metabolism of the phytoplankton. The amount of the DOC discharged to downstream of the dam was similar to the allochthonous load into the reservoir. However, the POC was removed by approximately 96.6% in the reservoir mainly by the sedimentation. The POC sedimentation flux was 36.21 g-C/㎡/yr. In terms of space, the contribution rate of the autochthonous organic carbon loading was high in order of the riverine zone, the transitional zone, and the lacustrine zone. The results of the study provide important information on the TOC management in the watersheds with extensive stagnant water, such as dam reservoirs and weir pools.

• Transactions of the Korean Society of Mechanical Engineers A
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• v.39 no.8
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• pp.737-742
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• 2015

Course correction munition are a weapson system for precision attacks and are assembled by applying a ballistic control system to existing projectiles. The roll control system is a subsystem of the ballistic control system and is placed between the guidance and control units inside of the projectile, which undergoes a 5000g lateral acceleration. Thus, it is very important to design the system to endure this load. Many developed countries evaluate the performance and safety of course correction munitions' parts using live-fire gun launch tests or a soft recovery system. However, these methods are expensive and slow. Thus, in this study, we develop impact analysis model of the roll control system using CAE. We apply the code to simulate impact phenomenon and use Johnson-Cook material model for modeling the high strain rate effect on the materials. We also design bearings in detail to analyze their behavior and verify the reliability of CAE model through gas-gun impact tests of the roll control system.

• Journal of Korea Soil Environment Society
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• v.4 no.2
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• pp.137-147
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• 1999

Fluidized-bed thermal desorber coupled with a heat pipe was investigated for the remediation of soil contaminated with diesel oils. Thermal gravimetric analysis by Cahn-balance indicated that the desorption of diesel oils from the soil particles was mainly governed by the internal diffusion at low concentration of less than 0.5 wt. % of oils in the soil particles. In fluidized-bed experiments. increase of fluidizing gas velocity reduced the residual oils of the contaminated soils, the increase of soil feed rate decreased efficiency of fluidized-bed desorber. A mathematical model was developed by incorporating Fickian diffusion kinetics into the Kunii-Levenspiel model Simulation results showed reasonable agreement for the performance of fluidized-bed thermal desorber.

• Transactions of the Korean Society of Mechanical Engineers A
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• v.36 no.5
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• pp.571-577
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• 2012

In this study, a small movable batch treatment system for dredging soil deposited in a rain water tube is proposed; further, a vacuum silo sorting separation device with a vacuum silo, first-stage sorting separator, and conveyor is designed. The vacuum silo sorting separation device also consists of a storage tank, transferring screw, vacuum gate, screen bar, screen bar cleaner, and vacuum discharging device. In view of the fact that the flow of drawn air in the storage tank is a major factor influencing the sorting separation performance, the optimum shape of the tank is determined by CFD flow analysis. In addition, by using CAE structure analysis, the safety of a storage tank made of boards is examined. The specifications of the vacuum silo sorting separation device are determined by conducting mechanical and dynamic simulations of the driving mechanism of the vacuum silo sorting separation device through 3D-CAD modeling. Following this study, we will design a drum-screen-type second sorter, a decanter-type dehydration device, and waste water tank and pump as a secondary device. Further, on the basis of this design, we will construct a prototype model and carry out a field test.

• Ecology and Resilient Infrastructure
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• v.7 no.2
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• pp.114-125
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• 2020

Despite the various artificial neural networks that have been developed, most of the discharge models in previous studies have been developed using deep neural networks. This study aimed to develop a discharge model using a convolution neural network (CNN), which was used to solve classification problems. Furthermore, the applicability of CNN was evaluated. The photographs (pictures or images) for input data to CNN could not clearly show the characteristics of the study area as well as precipitation. Hence, the model employed in this study had to use numerical images. To solve the problem, the CN of NRCS was used to generate images as input data for the model. The generated images showed a good possibility of applicability as input data. Moreover, a new application of CN, which had been used only for discharge prediction, was proposed in this study. As a result of CNN training, the model was trained and generalized stably. Comparison between the actual and predicted values had an R² of 0.79, which was relatively high. The model showed good performance in terms of the Pearson correlation coefficient (0.84), the Nash-Sutcliffe efficiency (NSE) (0.63), and the root mean square error (24.54 ㎥/s).

• Journal of KIISE:Computing Practices and Letters
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• v.7 no.5
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• pp.510-521
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• 2001

Image retrieval system should be construct for searching fast, efficient image be extract the accurate feature information of image with more massive and more complex characteristics. Image retrieval system are essential differences between image databases and traditional databases. These differences lead to interesting new issues in searching of image, data modeling. So, cause us to consider new generation method of database, efficient retrieval method of image. In this paper, To extract feature information of edge using in searching from input image, we was performed to extract the edge by convolution Laplacian mask and input image, and we implemented the annotation-based and content-based image retrieval system for searching fast, efficient image by generation image database from extracting feature information of edge and metadata. We can improve the performance of the image contents retrieval, because the annotation-based and content-based image retrieval system is using image index which is made up of the content-based edge feature extract information represented in the low level of image and annotation-based edge feature information represented in the high level of image. As a conclusion, image retrieval system proposed in this paper is possible the accurate management of the accumulated information for the image contents and the information sharing and reuse of image because the proposed method do construct the image database by metadata.

• Journal of Internet Computing and Services
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• v.20 no.6
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• pp.85-93
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• 2019

Computational Science and Engineering is a convergence study that understands and solves complex problems such as science, engineering, and social phenomena through modeling using computing resources. Computational science and engineering combines algorithms, computational and informatics, and infrastructure. The importance of computational science is increasing with the improvement of computer performance and the development of large data processing technology. In Korea, Korea Institute of Science and Technology Information (KISTI) has been developing national computational science engineering software and utilization technology by combining basic science and computing technology through EDISON project. The EDISON project builds an open EDISON platform and integrates and services information systems in seven areas of computational science and engineering (computational thermal fluids, nanophysics, computational chemistry, structural dynamics, computational design, and computational medicine). Using this, we have established a web-based curriculum to lay the groundwork for fostering scientific talent and commercializing computational science and engineering software. The purpose of this study is to derive the quality characteristic factors of computational science platform and to empirically examine the effect on user satisfaction. This paper examines how the quality characteristics of information systems, the computational science engineering platform, affect the user satisfaction by modifying the research questions according to the propensity of the computational science platform by referring to the success factors of DeLone and McLean's information system. Based on the results of this study, we will suggest strategic implications for platform improvement by searching the priority of quality characteristics of computational science platform.