• 경영과학
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• 제22권1호
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• pp.15-26
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• 2005

The bootstrap is a method of computational inference that simulates the creation of new data by resampling from a single data set. We propose a new job for the bootstrap: generating inputs from one historical trace using Threshold Bootstrap. In this regard, the most important quality of bootstrap samples is that they be functionally indistinguishable from independent samples of the same stochastic process. We describe a quantitative measure of difference between two time series, and demonstrate the sensitivity of this measure for discriminating between two data generating processes. Utilizing this distance measure for the task of generating inputs, we show a way of tuning the bootstrap using a single observed trace. This application of the threshold bootstrap will be a powerful tool for Monte Carlo simulation. Monte Carlo simulation analysis relies on built-in input generators. These generators make unrealistic assumptions about independence and marginal distributions. The alternative source of inputs, historical trace data, though realistic by definition, provides only a single input stream for simulation. One benefit of our method would be expanding the number of inputs achieving reality by driving system models with actual historical input series. Another benefit might be the automatic generation of lifelike scenarios for the field of finance.

• 대한기계학회논문집
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• 제9권6호
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• pp.767-776
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• 1985

본 연구에서는 초기 조건(입구 R$_{i}$수)의 변화에 따른 속도 분포, 온도 분 포, 확산율, 계면의 변화등을 연구하며, 난류 혼합과 계면의 불안정에 기인한 속도장 과 온도장의 변화과정을 가시화 사진과 비교 분석한다.다.

• Computers and Concrete
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• 제19권1호
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• pp.19-31
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• 2017

This paper uses modelling and experiment to perform a quantitative analysis for the gypsum and ettringite formations in cement pastes subjected to sulfate attack. Firstly, based on Fick's law and chemical reaction kinetics, a diffusion model of sulfate ions in cement pastes is proposed, and then the model of the gypsum and ettringite formations is established to analyze its contents in cement pastes with corrosion time. Secondly, the corrosion experiment of the specimens with cement pastes immersed into 2.5%, 5.0% and 10.0% $Na_2SO_4$ solutions are carried out, and by using XRD-Rietveld method, the phases of powder samples from the specimens are quantitatively analyzed to obtain the contents of gypsum and ettringite in different surface depth, solution concentration and corrosion time. Finally, the contents of gypsum and ettringite calculated by the models are compared with the results from the XRD experiments, and then the effects of surface depth, corrosion time and solution concentration on the gypsum and ettringite formations in cement pastes are discussed.

• Asian Journal of Business Environment
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• 제8권4호
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• pp.5-15
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• 2018

Purpose - The research aimed to reveal real decisional behavioral of management institutes in India for social media marketing usage, and analyses of empirical elements of social media consumption pattern. Research design, data, and methodology - The investigation was based around a research methodology using quantitative analysis with appropriate statistical techniques on random surveys of consumers, detailed exploratory and confirmatory factor analyses are applied to assess the empirical validity of the model and multiple regression employed using R studio edition to validate the reliability of the developed models. Results - A new conceptual framework is proposed - the management institutions decision model, providing a tool for effective and more focused decision-making strategies for developing better utilization techniques for social media. Management institutions have different requirements based upon objectives and resources available. The evidence suggests that the administrators need to be more aware of consumer indicators when targeting and designing social media marketing strategy. Conclusions - The research was based on samples and not the entire population of target consumers, providing limitations. As an inferential statistical method was chosen, the results might be susceptible to inaccuracy. The model developed from different age users, thereby providing rich perspectives into social media usage pattern.

• 한국우주과학회:학술대회논문집(한국우주과학회보)
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• 한국우주과학회 2003년도 한국우주과학회보 제12권2호
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• pp.26-26
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• 2003

During fabrication process for the large space optical surfaces, the traditional bound abrasive grinding with bronze bond cupped diamond wheel tools leaves the machine marks and the subsurface damage to be removed by subsequent loose abrasive lapping. We explored a new grinding technique for efficient quantitative control of precision CNC grinding for space optics materials such as Zerodur. The facility used is a NANOFORM-600 diamond turning machine with a custom grinding module and a range of resin bond diamond tools. The machining parameters such as grit number, tool rotation speed, work-piece rotation speed, depth of cut and feed rate were altered while grinding the work-piece surfaces of 20-100 mm in diameter. The input grinding variables and the resulting surface quality data were used to build grinding prediction models using empirical and multi-variable regression analysis methods. The effectiveness of the grinding prediction model was then examined by running a series of precision CNC grinding operation with a set of controlled input variables and predicted output surface quality indicators. The experiment details, the results and implications are presented.

• 대한수학회지
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• 제57권5호
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• pp.1167-1186
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• 2020

This paper considers the case of pricing discretely-sampled variance swaps under the class of equity-interest rate hybridization. Our modeling framework consists of the equity which follows the dynamics of the Heston stochastic volatility model, and the stochastic interest rate is driven by the Cox-Ingersoll-Ross (CIR) process with full correlation structure imposed among the state variables. This full correlation structure possesses the limitation to have fully analytical pricing formula for hybrid models of variance swaps, due to the non-affinity property embedded in the model itself. We address this issue by obtaining an efficient semi-closed form pricing formula of variance swaps for an approximation of the hybrid model via the derivation of characteristic functions. Subsequently, we implement numerical experiments to evaluate the accuracy of our pricing formula. Our findings confirm that the impact of the correlation between the underlying and the interest rate is significant for pricing discretely-sampled variance swaps.

• 한국신뢰성학회지:신뢰성응용연구
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• 제11권4호
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• pp.433-445
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• 2011

Duty cycle is determined as the ratio of operating time to total time. Duty cycle in reliability prediction is one of the significant factors to be considered. In duty cycle application, non-operating time failure rate has been easily ignored even though the failure rate in non-operating period has not been proved to be small enough. Ignorance of non-operating time failure rate can result in over-estimated system reliability calculation. Furthermore, utilization of duty cycle in reliability prediction has not been evaluated in its effectiveness. In order to address these problems, two reliability models, such as MIL-HDBK-217F and RIAC-HDBK-217Plus, were used to analyze non-operating time failure rate. This research has proved that applying duty cycle in 217F model is not reasonable by the quantitative comparison and analysis.

• Journal of Applied Biological Chemistry
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• 제50권2호
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• pp.52-57
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• 2007

Quantitative structure-activity relationships (QSARs) on the inhibition activities by oleanolic acid analogues (1-19) as a potent inhibitor against protein tyrosine phosphatase-1B were studied quantitatively using 2D-QSAR and HQSAR methodologies. The inhibition activity was dependent on the variations of $R_{4-}$substituent, and as shown in 2D-QSAR model ($r^2=0.928$), it has a tendency to increase as the negative Randic Indice (RI) goes up. The size of the molecular fragments used in HQSAR varied from five to eight. The fragment distinctions had the best statistic value, whose predictability is $q^2=0.785$ and correlation coefficient is $r^2=0.970$, on condition of connections. From the atomic contribution maps, the factor that contributes to the inhibition activities is the $C_{15}{\sim}C_{17}$ bond in the D ring. From the analysis result of these two the models, the structural distinctions and descriptors that contribute to the inhibition activities were obtained.

• 한국콘텐츠학회:학술대회논문집
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• 한국콘텐츠학회 2007년도 추계 종합학술대회 논문집
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• pp.97-100
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• 2007

최근 무선 통신 서비스의 증가로 다양한 안테나 모델의 개발이 이루어지고 있으며 안테나 성능 시험을 정확하고 합리적으로 평가할 수 있는 측정 기술에 대한 정량적인 연구의 필요성이 부각되고 있다. 본 논문에서는 안테나의 근역장 측정 시스템에서 안테나 특성의 자동 측정 시스템을 구축하기 위한 안테나의 끝단을 정렬하기 위한 알고리즘을 제안한다. 제안 알고리즘은 안테나의 하면 영상을 카메라로 입력받아 객체를 추출하고 안테나 객체의 윤곽선을 추출한다. 추출된 윤곽선 정보를 이용하여 객체의 왜곡정도를 측정하며 이를 보정하기 위한 각도를 추출한다. 제안한 알고리즘의 성능을 측정하기 위해 표준 혼 안테나를 이용하였으며 그 결과는 안테나 객체가 효율적으로 추출되고 왜곡 보정을 위한 각도도 측정됨을 보여준다.

• Fisheries and Aquatic Sciences
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• 제14권2호
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• pp.138-147
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• 2011

Modeling fishing-gear systems is essential to better understand the factors affecting their movement and for devising strategies to control movement. In this study, we present a generalized mathematical modeling methodology to analyze fishing gear and its various components. Fishing gear can be divided into a finite number of elements that are connected with flexible lines. We use an algorithm to develop a numerical method that calculates precisely the shape and movement of the gear. Fishinggear mathematical models have been used to develop software tools that can design and simulate dynamic movement of novel fishing-gear systems. The tool allowed us to predict the shape and motion of the gear based on changes in operation and gear design parameters. Furthermore, the tool accurately calculated the swept volume of towed gear and the surrounding volume of purse-seine gear. We analyzed the fished volume for trawl and purse-seine gear and proposed a new definition of fishing effort, incorporating the concept of fished space. This method may be useful for quantitative fishery research, which requires a good understanding of the selectivity and efficiency of fishing gear used in surveys.