• Journal of the Korea Computer Graphics Society
• /
• v.2 no.2
• /
• pp.61-68
• /
• 1996

In this paper we propose a new visualization technique to characterize qualitative information of a large DNA sequence. While a long DNA sequence has huge information, it is not easy to obtain genetic information from the DNA sequence. We transform DNA sequences into a polygon to compute their homology in image domain rather than text domain. Our program visualizes DNA sequences with colored random walk plots and simplify them k-convex hulls. A random walk plot represents DNA sequence as a curve in a plane. A k-convex hull simplifies a random work plot by removing some parts of its insignificant information. This technique gives a biologist an insight to detect and classify DNA sequences with easy. Experiments with real genome data proves our approach gives a good visual forms for long DNA sequences for homology analysis.

• East Asian Economic Review
• /
• v.19 no.1
• /
• pp.3-38
• /
• 2015

Fama's (1984) volatility relations show that the risk premium in foreign exchange markets is more volatile than, and is negatively correlated with the expected rate of depreciation. This paper studies these relations from the perspective of goods markets frictions. Using a sticky-price general equilibrium model, we show that near-random walk behaviors of both exchange rates and consumption, in response to monetary shocks, can be derived endogenously. Based on this approach, the paper provides quantitative results on Fama's volatility relations.

• Publications of The Korean Astronomical Society
• /
• v.30 no.2
• /
• pp.433-437
• /
• 2015

We show the results of a time series analysis of the long-term light curves of four blazars. 3C 279, 3C 345, 3C 446, and BL Lacertae. We used densely sampled light curves spanning 32 years at three frequency bands (4.8, 8, 14.5 GHz), provided by the University of Michigan Radio Astronomy Observatory monitoring program. The spectral indices of our sources are mostly flat or inverted (-0.5 < ${\alpha}$ < 0), which is consistent with optically thick emission. Strong variability was seen in all light curves on various time scales. From the analyses of time lags between the light curves from different frequency bands and the evolution of the spectral indices with time, we find that we can distinguish high-peaking flares and low-peaking flares according to the Valtaoja et al. classification. The periodograms (temporal power spectra) of the light curves are in good agreement with random-walk power-law noise without any indication of (quasi-)periodic variability. We note that random-walk noise light curves can originate from multiple shocks in jets. The fact that all our sources are in agreement with being random-walk noise emitters at radio wavelengths suggests that such behavior is a general property of blazars. We are going to generalize our approach by applying our methodology to a much larger blazar sample in the near future.

• Bulletin of the Korean Chemical Society
• /
• v.26 no.11
• /
• pp.1723-1727
• /
• 2005

A generalized fractional diffusion equation (FDE) is presented, which describes the time-evolution of the spatial distribution of a particle performing continuous time random walk (CTRW) on a fractal lattice. For a case corresponding to the CTRW with waiting time distribution that behaves as $\psi(t) \sim (t) ^{-(\alpha+1)}$, the FDE is solved to give analytic expressions for the Green’s function and the mean squared displacement (MSD). In agreement with the previous work of Blumen et al. [Phys. Rev. Lett. 1984, 53, 1301], the time-dependence of MSD is found to be given as < $r^2(t)$ > ~ $t ^{2\alpha/dw}$, where $d_w$ is the walk dimension of the given fractal. A Monte-Carlo simulation is also performed to evaluate the range of applicability of the proposed FDE.

• 한국전산유체공학회:학술대회논문집
• /
• 1995.10a
• /
• pp.246-252
• /
• 1995

The transient incompressible flow behind the bluffbody is numerically simulated using the random vortex method(RVM). Based on the vorticity formulation of the unsteady Navier-Stokes equations, the Lagrangian approach with the random walk technique is employed to account for the transport processes of the vortex elements. The random walk procedure for the diffusion process has been validated against the exact solutions. The present simulation focuses on the transition flow regime where the recirculation zone behind the bluffbody becomes highly unsteady and large-scale vortex eddies are shed from the bluffbody wake. The unsteady flow structures and the mixing characteristics behind the bluffbody are discussed in details.

• Journal of Korean Society of Coastal and Ocean Engineers
• /
• v.10 no.1
• /
• pp.37-44
• /
• 1998

In this study a new hybrid method is developed for solving flow-dominated transport problems accurately and effectively. The method takes the forward-tracking particle method for advection. However, differently from the random-walk Lagrangian approach it solves the diffusion process on the fixed Eulerian grids. Therefore, neither any interpolating algorithm nor a large enough number of particles is required. The method was successfully examined for both cases of instantaneous and continuous sources released at a point. Comparison with a surrounding 5-point Hermite polynomial method (Eulerian-Lagrangian method) and the random-walk pure Lagrangian method shows that the present method is superior in result accuracy and time-saving ability.

• The Korean Journal of Applied Statistics
• /
• v.24 no.1
• /
• pp.35-43
• /
• 2011

In this paper, we introduce a unit root test via discrete cosine transform in the AR(1) process. We first investigate the statistical properties of DCT coefficients under the stationary AR(1) process and the random walk process in order to verify the validity of the proposed method. A bootstrapping approach is proposed to induce the distribution of the test statistic under the unit root. We performed simulation studies for comparing the powers of the Dickey-Fuller test and the proposed test.

• Journal of the Korea Society for Simulation
• /
• v.13 no.1
• /
• pp.1-9
• /
• 2004

In this paper some models for obtaining the distribution of a sojourn time in CDMA cellular systems are proposed. Knowledge on this is essential for reliable modeling of the soft handoff and for solving other related problems in the analysis of cellular system. The proposed model is based on random walk and can be adopted to different conditions. Analytical results can be obtained that lead to a quite complicated numerical scheme so simulation models are used for Monte Carlo experiments. Main assumptions include different kinds of mobile carriers (pedestrians and transport passengers) and round shape of a cell. The scheme for simulation experiments is presented along with the discussion of simulation results.

• International Journal of Advanced Culture Technology
• /
• v.2 no.1
• /
• pp.1-13
• /
• 2014

In next-generation wireless networks, provisioning of IP-based network architecture and seamless transmission services are very important issues for mobile nodes. For this reason, a mobility management mechanism to support global roaming is highly regarded. These technologies bring a broader life by using a global roaming account through the connection of multiple devices or technology to mobile users; they also provide real-time multimedia services. This paper presents a comprehensive performance analysis of fast handover for hierarchical mobile IPv6 (F-HMIPv6), hierarchical mobile IPv6 (HMIPv6), Proxy Mobile IPv6 (PMIPv6), and fast Proxy Mobile IPv6 (FPMIPv6) using the fluid-flow model and random-walk model. As a result, the location update cost of the PMIPv6 and FPMIPv6 is better than that of HMIPv6 and F-HMIPv6. These results suggest that the network-based mobility management technology is superior to the hierarchical mobility management technology in the mobility environment.

• Asia-Pacific Journal of Business
• /
• v.11 no.1
• /
• pp.61-75
• /
• 2020

Purpose - The purpose of this study was to examine the efficiency of the foreign exchange markets in Korea, Japan and China. Design/methodology/approach - This study collected 1327 observations each of the daily closing exchange rates of the three currencies against the US dollar for the sample period from January 1, 2015 to January 31, 2020, based on the tests for autocorrelation, unit root tests and GARCH-M(1,1) model estimation. Findings - We have found that the autocorrelation test indicates the lack of autocorrelation and unit root test confirms the existence of unit roots in all times series of the three currencies, respectively. The GARCH-M(1,1) test results, however, suggest that the exchange rates do not follow a random walk process. In conclusion, the recent spot foreign exchange markets in Korea, Japan and China are believed to be informationally inefficient. Research implications or Originality - These findings have practical implications for both individual and institutional investors to be able to obtain excess returns on their investments in the foreign exchange markets in three countries by using appropriate risk management, portfolio strategy, technical analysis, etc. This study provides the first empirical examination on the foreign exchange market efficiency in the three biggest economies in Asia including China, which has been excluded from research due to its exchange rate regime.