• The Pure and Applied Mathematics
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• v.27 no.1
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• pp.43-50
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• 2020

We investigate the domain of influence of the local volatility function on the solutions of the general Black-Scholes model. First, we generate the sample paths of underlying asset using the Monte Carlo simulation. Next, we define the inner and outer domains to find the effective volatility region. To confirm the effect of the inner domain, we use the root mean square error for the European call option prices, and then change the values of volatility in the proposed domain. The computational experiments confirm that there is an effective region which dominates the option pricing.

• Computers and Concrete
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• v.3 no.5
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• pp.335-355
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• 2006

The application of radial basis function neural networks (RBFN) to predict the ultimate torsional strength of reinforced concrete (RC) beams is explored in this study. A database on torsional failure of RC beams with rectangular section subjected to pure torsion was retrieved from past experiments in the literature; several RBFN models are sequentially built, trained and tested. Then the ultimate torsional strength of each beam is determined from the developed RBFN models. In addition, the predictions of the RBFN models are also compared with those obtained using the ACI 318 Code equations. The study shows that the RBFN models give reasonable predictions of the ultimate torsional strength of RC beams. Moreover, the results also show that the RBFN models provide better accuracy than the existing ACI 318 equations for torsion, both in terms of root-mean-square error and coefficients of determination.

• Communications for Statistical Applications and Methods
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• v.1 no.1
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• pp.102-111
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• 1994

We Propose a method of sensitivity analysis in latent root regression analysis (LRRA). For this purpose we derive the quantities ${\beta\limits^\wedge \;_{LRR}}^{(1)}$, which correspond to the theoretical influence function $I(x, y \;;\;\beta\limits^\wedge \;_{LRR})$ for the regression coefficient ${\beta\limits^\wedge}_{LRR}$ based on LRRA. We give a numerical example for illustration and also investigate numerically the relationship between the estimated values of ${\beta\limits^\wedge \;_{LRR}}^{(1)}$ with the values of the other measures called sample influence curve(SIC) based on the recomputation for the data with a single observation deleted. We also discuss the comparision among the results of LRRA, ordinary least square regression analysis (OLSRA) and ridge regression analysis(RRA).

• Proceedings of the Earthquake Engineering Society of Korea Conference
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• 1999.10a
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• pp.147-154
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• 1999

This paper presents a procedure for the frequency-domain analysis of a non-proportionally damped structure subjected to stationary seismic loads and for the finding of proper damper locations through simple analysis procedure without iteration. The shear areas of the dampers are decided in proportion to the magnitude of the components of the primary mode shape vector and to the root mean square values of the story drifts, The root-mean-squear responses are obtained using a power spectral density function for the ground acceleration. the results are compared with those obtained from damper placement decided in sequency based on the maximum story drift. According to the results the reliability of the proposed method turns out to be satisfactory compared to the methods which required iteration.

• Water for future
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• v.5 no.2
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• pp.30-43
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• 1972

The paper describes on the hydrologic analysis of point rainfall data of the three major areas, such as in Seoul, Pusan and Taegu. Scheme of the paper is analyzed five research cases. Contents of the analysis are carried out five kinds of transformed variables for determination of rainfall distribution types and two kinds of reliability tests on unusual(extraordinary) values each rainfall durations:short durations, long durations, long durations, monthly and yearly. Rainfall depth probability had been computed methods of hydrologic amounts analysis namely logarithmic transformations or Gumbel-Chow method and so on, but in this paper it is calculated log xi, n-square root transformations by using normal distribution function and normalization of rainfall distributions is examined graphical tests and $X^2-test$(chi-square test). Furthermore, rainfall depth probability is calculated taking into account the safty factors of project life of hydraulic structures. We think it is advanced contents that considering priceless experiences, the life of structures, conditions and more problems of planning engineers and designers, proposed rainfall amounts(proposed values) are presented charts or figures.

• Journal of Electrical Engineering and Technology
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• v.10 no.5
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• pp.2197-2204
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• 2015

In recent years, medical image diagnosis has growing significant momentous in the medicinal field. Brain and lung image of patient are distorted with salt and pepper noise is caused by moving the head and chest during scanning process of patients. Reconstruction of these images is a most significant field of diagnostic evaluation and is produced clearly through techniques such as linear or non-linear filtering. However, restored images are produced with smaller amount of noise reduction in the presence of huge magnitude of salt and pepper noises. To eliminate the high density of salt and pepper noises from the reproduction of images, a new efficient fuzzy based median filtering algorithm with a moderate elapsed time is proposed in this paper. Reproduction image results show enhanced performance for the proposed algorithm over other available noise reduction filtering techniques in terms of peak signal -to -noise ratio (PSNR), mean square error (MSE), root mean square error (RMSE), mean absolute error (MAE), image enhancement factor (IMF) and structural similarity (SSIM) value when tested on different medical images like magnetic resonance imaging (MRI) and computer tomography (CT) scan brain image and CT scan lung image. The introduced algorithm is switching filter that recognize the noise pixels and then corrects them by using median filter with fuzzy two-sided π- membership function for extracting the local information.

• The Journal of the Korea institute of electronic communication sciences
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• v.16 no.1
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• pp.125-134
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• 2021

With the rapid development of the film industry, the number of films is significantly increasing and movie recommendation system can help user to predict the preferences of users based on their past behavior or feedback. This paper proposes a movie recommendation system based on the latent factor model with the adjustment of mean and bias in rating. Singular value decomposition is used to decompose the rating matrix and stochastic gradient descent is used to optimize the parameters for least-square loss function. And root mean square error is used to evaluate the performance of the proposed system. We implement the proposed system with Surprise package. The simulation results shows that root mean square error is 0.671 and the proposed system has good performance compared to other papers.

• Proceedings of the Korea Water Resources Association Conference
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• 2023.05a
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• pp.160-160
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• 2023

Generally, Global Climate Models (GCM) cannot be used directly due to their inherent error arising from over or under-estimation of climate variables compared to the observed data. Several bias correction methods have been devised to solve this problem. Most of the traditional bias correction methods are one dimensional as they bias correct the climate variables separately. One such method is the Quantile Mapping method which builds a transfer function based on the statistical differences between the GCM and observed variables. Laux et al. introduced a copula-based method that bias corrects simulated climate data by employing not one but two different climate variables simultaneously and essentially extends the traditional one dimensional method into two dimensions. but it has some limitations. This study uses objective functions to address specifically, the limitations of Laux's methods on the Quantile Mapping method. The objective functions used were the observed rank correlation function, the observed moment function and the observed likelihood function. To illustrate the performance of this method, it is applied to ten GCMs for 20 stations in South Korea. The marginal distributions used were the Weibull, Gamma, Lognormal, Logistic and the Gumbel distributions. The tested copula family include most Archimedean copula families. Five performance metrics are used to evaluate the efficiency of this method, the Mean Square Error, Root Mean Square Error, Kolmogorov-Smirnov test, Percent Bias, Nash-Sutcliffe Efficiency and the Kullback Leibler Divergence. The results showed a significant improvement of Laux's method especially when maximizing the observed rank correlation function and when maximizing a combination of the observed rank correlation and observed moments functions for all GCMs in the validation period.

• Journal of Animal Science and Technology
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• v.59 no.2
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• pp.3.1-3.7
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• 2017

Background: The modelling of lactation curve provides guidelines in formulating farm managerial practices in dairy cows. The aim of the present study was to determine the suitable non-linear model which most accurately fitted to lactation curves of five lactations in 134 Gir crossbred cows reared in Research-CumDevelopment Project (RCDP) on Cattle farm, MPKV (Maharashtra). Four models viz. gamma-type function, quadratic model, mixed log function and Wilmink model were fitted to each lactation separately and then compared on the basis of goodness of fit measures viz. adjusted $R^2$, root mean square error (RMSE), Akaike's Informaion Criteria (AIC) and Bayesian Information Criteria (BIC). Results: In general, highest milk yield was observed in fourth lactation whereas it was lowest in first lactation. Among the models investigated, mixed log function and gamma-type function provided best fit of the lactation curve of first and remaining lactations, respectively. Quadratic model gave least fit to lactation curve in almost all lactations. Peak yield was observed as highest and lowest in fourth and first lactation, respectively. Further, first lactation showed highest persistency but relatively higher time to achieve peak yield than other lactations. Conclusion: Lactation curve modelling using gamma-type function may be helpful to setting the management strategies at farm level, however, modelling must be optimized regularly before implementing them to enhance productivity in Gir crossbred cows.

• Environmental Engineering Research
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• v.23 no.1
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• pp.107-113
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• 2018

Air quality and pollution have recently become a major concern; vehicle emissions significantly pollute the air, especially in large and crowded cities. There are various factors that affect vehicle emissions; this research aims to find the most influential factors affecting $CO_2$ and $NO_x$ emissions using Adaptive Neural Fuzzy Inference System (ANFIS) as well as a systematic approach. The modified ANFIS (MANFIS) was developed to enhance modelling and Root Mean Square Error was used to evaluate the model performance. The results show that percentages of $CO_2$ from trucks represent the best input combination to model. While for $NO_x$ modelling, the best pair combination is the vehicle delay and percentage of heavy trucks. However, the final MANFIS structure involves two inputs, three membership functions and nine rules. For $CO_2$ modelling the triangular membership function is the best, while for $NO_x$ the membership function is two-sided Gaussian.