• Journal of Korea Water Resources Association
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• v.39 no.12 s.173
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• pp.997-1012
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• 2006

We have presented a nonparametric stochastic approach for the SOI(Southern Oscillation Index) series that used nonlinear methodology called Nonlinear AutoRegressive(NAR) based on conditional kernel density function and CAFPE(Corrected Asymptotic Final Prediction Error) lag selection. The fitted linear AR model represents heteroscedasticity, and besides, a BDS(Brock - Dechert - Sheinkman) statistics is rejected. Hence, we applied NAR model to the SOI series. We can identify the lags 1, 2 and 4 are appropriate one, and estimated conditional mean function. There is no autocorrelation of residuals in the Portmanteau Test. However, the null hypothesis of normality and no heteroscedasticity is rejected in the Jarque-Bera Test and ARCH-LM Test, respectively. Moreover, the lag selection for conditional standard deviation function with CAFPE provides lags 3, 8 and 9. As the results of conditional standard deviation analysis, all I.I.D assumptions of the residuals are accepted. Particularly, the BDS statistics is accepted at the 95% and 99% significance level. Finally, we split the SOI set into a sample for estimating themodel and a sample for out-of-sample prediction, that is, we conduct the one-step ahead forecasts for the last 97 values (15%). The NAR model shows a MSEP of 0.5464 that is 7% lower than those of the linear model. Hence, the relevance of the NAR model may be proved in these results, and the nonparametric NAR model is encouraging rather than a linear one to reflect the nonlinearity of SOI series.

• Journal of Korea Water Resources Association
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• v.42 no.3
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• pp.213-225
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• 2009

A stationary Markov chain model is a stochastic process with the Markov property. Having the Markov property means that, given the present state, future states are independent of the past states. The Markov chain model has been widely used for water resources design as a main tool. A main assumption of the stationary Markov model is that statistical properties remain the same for all times. Hence, the stationary Markov chain model basically can not consider the changes of mean or variance. In this regard, a primary objective of this study is to develop a model which is able to make use of exogenous variables. The regression based link functions are employed to dynamically update model parameters given the exogenous variables, and the model parameters are estimated by canonical correlation analysis. The proposed model is applied to daily rainfall series at Seoul station having 46 years data from 1961 to 2006. The model shows a capability to reproduce daily and seasonal characteristics simultaneously. Therefore, the proposed model can be used as a short or mid-term prediction tool if elaborate GCM forecasts are used as a predictor. Also, the nonstationary Markov chain model can be applied to climate change studies if GCM based climate change scenarios are provided as inputs.

• Journal of Korean Society of Steel Construction
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• v.20 no.1
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• pp.21-31
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• 2008

response surface method (RSM) is widely used to evaluate th e extremely smal probability of ocurence or toanalyze the reliability of very complicated structures. Althoug h Monte-Carlo Simulation (MCS) technique can evaluate any system, the procesing time of MCS dependson the reciprocal num ber of the probability of failure. The stochastic finite element method could solve thislimitation. However, it is limit ed to the specific program, in which the mean and coeficient o f random variables are programed by a perturbation or by a weigh ted integral method. Therefore, it is not aplicable when erequisite programing. In a few number of stage analyses, RSM can construct a regresion model from the response of the c omplicated structural system, thus, saving time and efort significantly. However, the acuracy of RSM depends on the dist ance of the axial points and on the linearity of the limit stat e functions. To improve the convergence in exact solution regardl es of the linearity limit of state functions, an improved adaptive response surface method is developed. The analyzed res ults have ben verified using linear and quadratic forms of response surface functions in two examples. As a result, the be st combination of the improved RSM techniques is determined and programed in a numerical code. The developed linear adapti ve weighted response surface method (LAW-RSM) shows the closest converged reliability indices, compared with quadratic form or non-adaptive or non-weighted RSMs.

• Journal of Korean Society of Transportation
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• v.23 no.1
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• pp.67-80
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• 2005

In this paper, the primary objective of the research are to review the methods currently avaliable for estimating the delay incurred by vehicles at signalized intersections. The paper compares the delay estimates from a deterministic queueing model, a model based on shock wave theory , the steady-state Webster model, the queue-based models defined in the 1994 and 2001 version of the High way Capacity Manual, in addition to the delays estimated from the TRANSYT-7F macroscopic simulation and NETSIM microscopic simulation. More especially, this paper is to compare the delay estimates obtained using macroscopic and microscopic simulation tools against state-of-the practice analytical models that are derived from deterministic queueing and shock wave analysis theory. The results of the comparisons indicate that all delay models produce relatively similar results for signalized intersections with low traffic demand, but that increasing differences occur as the traffic demand approaches saturation. In particular, when the TRANSYT-7F and NETSIM are compared, it is highly differences as approach for traffic condition to over-saturation. Also, the NETSIM microscopic simulation is the lowest estimates among the various models.

• Korean Journal of Optics and Photonics
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• v.31 no.6
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• pp.247-258
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• 2020

In this paper, based on a stochastic parallel gradient descent (SPGD) algorithm we study phase control of a coherent-beam-combining system under turbulent atmospheric conditions. Based on the statistical theory of atmospheric turbulence, we carry out the analysis of the phase and wavefront distortion of a laser beam propagating through a turbulent atmospheric medium. We also conduct numerical simulations of a coherent-beam-combining system with 7- and 19-channel laser beams distorted by atmospheric turbulence. Through numerical simulations, we characterize the phase-control characteristics and efficiency of the coherent-beam-combining system under various degrees of atmospheric turbulence. It is verified that the SPGD algorithm is capable of realizing 7-channel coherent beam combining with a beam-combining efficiency of more than 90%, even under the turbulent atmospheric conditions up to cn2 of 10-13 m-2/3. In the case of 19-channel coherent beam combining, it is shown that the same turbulent atmospheric conditions result in a drastic reduction of the beam-combining efficiency down to 60%, due to the elevated impact of the corresponding refractive-index inhomogeneity. In addition, by putting together the number of iterations of the SPGD algorithm required for phase locking under atmospheric turbulence and the time intervals of atmospheric phenomena, which typically are of the order of ㎲, it is estimated that hundreds of MHz to a few GHz of computing bandwidth of SPGD-based phase control may be required for a coherent-beam-combining system to confront such turbulent atmospheric conditions. We expect the results of this paper to be useful for quantitatively analyzing and predicting the effects of atmospheric turbulence on the SPGD-based phase-control performance of a coherent-beam-combining system.

• Atmosphere
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• v.31 no.5
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• pp.625-635
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• 2021

South Korea established the 2050 Carbon Neutral Plan in response to the climate crisis, and to achieve this policy, it is very important to monitor domestic carbon emissions and atmospheric carbon concentration. Both CO₂ and CO are emitted from fossil fuel combustion processes, but the relative ratios depend on the combustion efficiency and the strength of local emission regulations. In this study, the relationship between CO₂ and CO was analyzed using ground observation data for the period of 2018~2020 at Anmyeon-do site and the CO/CO₂ ratio according to regional origin during high CO₂ cases was investigated based on the footprint simulated from Stochastic Time-Inverted Lagrangian Transport (STILT) model. CO₂ and CO showed a positive correlation with correlation coefficient of 0.66 (p < 0.01), and averaged footprints during high CO₂ cases confirmed that air particles mainly originated from eastern and north-eastern China, and inland of Korean Peninsula. In addition, it was revealed that among the cases of high CO₂ concentration, when the CO/CO₂ ratio is high, the industrial area of eastern China is greatly affected, and when the ratio is low, the contribution of the domestic region is relatively high. The ratio of CO₂ and CO in this study is significant in that it can be used as a useful factor in determining the possibility of domestic and foreign origins of climate pollutants.

• KSCE Journal of Civil and Environmental Engineering Research
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• v.28 no.6B
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• pp.665-673
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• 2008

This study is to assess the future potential climate and land use change impact on streamflow and stream water quality of the study watershed using the established model parameters (I). The CCCma (Canadian Centre for Climate Modelling and Analysis) CGCM2 (Canadian Global Coupled Model) based on IPCC SRES (Special Report Emission Scenarios) A2 and B2 scenarios were adopted for future climate condition, and the data were downscaled by Stochastic Spatio-Temporal Random Cascade Model technique. The future land use condition was predicted by using modified CA-Markov (Cellular Automata-Markov chain) technique with the past time series of Landsat satellite images. The model was applied for the future extreme precipitation cases of around 2030, 2060 and 2090. The predicted results showed that the runoff ratio increased 8% based on the 2005 precipitation (1160.1 mm) and runoff ratio (65%). Accordingly the Sediment, T-N and T-P also increased 120%, 16% and 10% respectively for the case of 50% precipitation increase. This research has the meaning in providing the methodological procedures for the evaluation of future potential climate and land use changes on watershed hydrology and stream water quality. This model result are expected to plan in advance for healthy and sustainable watershed management and countermeasures of climate change.

• Korean Chemical Engineering Research
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• v.52 no.4
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• pp.467-474
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• 2014

Preliminary design in chemical process furnishes economic feasibility through calculation of both mass balance and energy balance and makes it possible to produce a desired product under the given conditions. Through this design stage, the process possesses unchangeable characteristics, since the materials, reactions, unit configuration, and operating conditions were determined. Unique characteristics could be very economic, but it also implies various potential risk factors as well. Therefore, it becomes extremely important to design process considering both economics and safety by integrating process simulation and quantitative risk analysis during preliminary design stage. The target of this study is LNG liquefaction process. By the simulation using Aspen HYSYS and quantitative risk analysis, the design variables of the process were determined in the way to minimize the inherent explosion risks and operating cost. Instead of the optimization tool of Aspen HYSYS, the optimization was performed by using stochastic optimization algorithm (Covariance Matrix Adaptation-Evolution Strategy, CMA-ES) which was implemented through automation between Aspen HYSYS and Matlab. The research obtained that the important variable to enhance inherent safety was the operation pressure of mixed refrigerant. The inherent risk was able to be reduced about 4~18% by increasing the operating cost about 0.5~10%. As the operating cost increases, the absolute value of risk was decreased as expected, but cost-effectiveness of risk reduction had decreased. Integration of process simulation and quantitative risk analysis made it possible to design inherently safe process, and it is expected to be useful in designing the less risky process since risk factors in the process can be numerically monitored during preliminary process design stage.

• Journal of Wetlands Research
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• v.21 no.spc
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• pp.39-50
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• 2019

This study aims to assess the influence of climate change on the hydrological cycle at a basin level in North Korea. The selected model for this study is MRI-CGCM 3, the one used for the Coupled Model Intercomparison Project Phase 5 (CMIP5). Moreover, this study adopted the Spatial Disaggregation-Quantile Delta Mapping (SDQDM), which is one of the stochastic downscaling techniques, to conduct the bias correction for climate change scenarios. The comparison between the preapplication and postapplication of the SDQDM supported the study's review on the technique's validity. In addition, as this study determined the influence of climate change on the hydrological cycle, it also observed the runoff in North Korea. In predicting such influence, parameters of a runoff model used for the analysis should be optimized. However, North Korea is classified as an ungauged region for its political characteristics, and it was difficult to collect the country's runoff observation data. Hence, the study selected 16 basins with secured high-quality runoff data, and the M-RAT model's optimized parameters were calculated. The study also analyzed the correlation among variables for basin characteristics to consider multicollinearity. Then, based on a phased regression analysis, the study developed an equation to calculate parameters for ungauged basin areas. To verify the equation, the study assumed the Osipcheon River, Namdaecheon Stream, Yongdang Reservoir, and Yonggang Stream as ungauged basin areas and conducted cross-validation. As a result, for all the four basin areas, high efficiency was confirmed with the efficiency coefficients of 0.8 or higher. The study used climate change scenarios and parameters of the estimated runoff model to assess the changes in hydrological cycle processes at a basin level from climate change in the Amnokgang River of North Korea. The results showed that climate change would lead to an increase in precipitation, and the corresponding rise in temperature is predicted to cause elevating evapotranspiration. However, it was found that the storage capacity in the basin decreased. The result of the analysis on flow duration indicated a decrease in flow on the 95th day; an increase in the drought flow during the periods of Future 1 and Future 2; and an increase in both flows for the period of Future 3.

• Progress in Medical Physics
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• v.14 no.4
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• pp.211-217
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• 2003

The Principal component analysis (PCA) is a well-known data analysis method that is useful in linear feature extraction and data compression. The PCA is a linear transformation that applies an orthogonal rotation to the original data, so as to maximize the retained variance. PCA is a classical technique for obtaining an optimal overall mapping of linearly dependent patterns of correlation between variables (e.g. neurons). PCA provides, in the mean-squared error sense, an optimal linear mapping of the signals which are spread across a group of variables. These signals are concentrated into the first few components, while the noise, i.e. variance which is uncorrelated across variables, is sequestered in the remaining components. PCA has been used extensively to resolve temporal patterns in neurophysiological recordings. Because the retinal signal is stochastic process, PCA can be used to identify the retinal spikes. With excised rabbit eye, retina was isolated. A piece of retina was attached with the ganglion cell side to the surface of the microelectrode array (MEA). The MEA consisted of glass plate with 60 substrate integrated and insulated golden connection lanes terminating in an 8${\times}$8 array (spacing 200 $\mu$m, electrode diameter 30 $\mu$m) in the center of the plate. The MEA 60 system was used for the recording of retinal ganglion cell activity. The action potentials of each channel were sorted by off­line analysis tool. Spikes were detected with a threshold criterion and sorted according to their principal component composition. The first (PC1) and second principal component values (PC2) were calculated using all the waveforms of the each channel and all n time points in the waveform, where several clusters could be separated clearly in two dimension. We verified that PCA-based waveform detection was effective as an initial approach for spike sorting method.