• 한국물환경학회지
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• 제20권6호
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• pp.685-691
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• 2004

Water quality forecasting with long term flow is important for management and operation of river environment. However, it is difficult to set up and operate a physical model for water quality forecasting due to large uncertainty in the data required for model setting. Therefore, relatively simpler stochastic approaches are adopted for this problem. In this study we try several multivariate time series models such as ARMAX models for the possible substitute for water quality forecasting. Those models are applied to the BOD and COD levels at Noryangin station, Han river, and also evaluated the effect of release from Paldang dam on them. Monthly BOD and COD data from 1985 to 1991 (7 years) are used for model building and another two year data for model testing. As a result of the study, the effect of improvement on water quality is much more effective combining with the water quality improvement of dam release than considering only increment of dam release in the downstream Han river.

• 한국국방경영분석학회지
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• 제25권2호
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• pp.15-30
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• 1999

A number of combat simulation models are scattered and the analytic solution approaches have experienced very difficult computational efforts. Today´s computer communication technology let people to do many unrealistic things possible and the use of those technologies is becoming increasingly prevalent throughout the military operation. Both DIS and ADS are welled defined computer aided military simulations. This study discusses a simulation of stochastic combat network modeling through Internet space. We have developed two separate simulation models, one for clients and another for server, and validated for conducting studies with these models. The object-oriented design was necessary to define the system entities and their relationship, to partition functionality into system entities, and to transform functional metrics into realizations derived from system component behaviors. Heterogeneous forces for each side are assumed at any battle node. The time trajectories for mean number of survivors and combat history at each node, some important combat measures, and relative difference computations between models were made. We observe and may conclude that the differences exit and some of these are significant based on a limited number of experiments.

• 한국정보통신학회논문지
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• 제18권12호
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• pp.2864-2870
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• 2014

시스템 및 네트워크의 끊김 없는 안정적인 서비스를 위해 다양한 서비스 지원방안이 제안되었다. 대표적으로 복수의 서비스 시스템으로 안정적인 서비스를 지원하는 이중화가 있다. 다양한 이중화 시스템이 제안되었고 이러한 이중화 시스템은 서비스 지원 시스템의 개수에 따라 다양한 형태를 가진다. 본 논문에서는 복수의 이중화 시스템에 대하여 다양한 이중화 모델의 가용도를 분석하고자 한다. 가용도분석도구로는 복잡한 이중화 시스템을 비교적 간단히 분석 가능한 SRN기반의 SPNP를 이용한다. 본 논문은 다양한 이중화 모델을 설명하고 서비스 지원 시스템의 개수에 따른 이중화 모델의 가용도를 SPNP를 이용하여 비교 분석한다.

• Journal of Information Technology Applications and Management
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• 제31권1호
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• pp.1-9
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• 2024

Predicting the spread of COVID-19 remains a challenge due to the complexity of the disease and its evolving nature. This study presents an integrated approach using the classic SIR model for infectious diseases, enhanced by the chemical master equation (CME). We employ a Monte Carlo method (SSA) to solve the model, revealing unique aspects of the SARS-CoV-2 virus transmission. The study, a first of its kind in Korea, adopts a step-by-step and complementary approach to model prediction. It starts by analyzing the epidemic's trajectory at local government levels using both basic and stochastic SIR models. These models capture the impact of public health policies on the epidemic's dynamics. Further, the study extends its scope from a single-infected individual model to a more comprehensive model that accounts for multiple infections using the jump SIR prediction model. The practical application of this approach involves applying these layered and complementary SIR models to forecast the course of the COVID-19 epidemic in small to medium-sized local governments, particularly in Gangnam-gu, Seoul. The results from these models are then compared and analyzed.

• 한국음향학회지
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• 제16권2호
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• pp.49-57
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• 1997

본 논문에서는 대어휘 연속음성인식을 위한 확률 발음사전 모델에 대해서 제안하였다. 확률 발음 사전은 HMM과 같이 단위음소 상태의 Markov chain으로 이루어져 있으며, 각 음소 상태들은 음소들에 대한 확률 분포 함수로 표현된다. 확률 발음 사전의 생성은 음성자료와 음소 모델을 이용하여 음소 단위의 분할과 인식을 통해서 자동으로 생성되게 된다. 제안된 확률 발음 사전은 단어내 변이와 단어간 변이를 모두 효과적으로 표현할 수 있었으며, 인식 모델과 인식기의 특성을 반영함으로써 전체 인식 시스템의 성능을 보다 높일 수 있었다. 3000 단어 연속음성인식 실험 결과 확률 발음 사전을 사용함으로써 표준 발음 표기를 사용하는 인식 시스템에 비해 단어 오류율은 23.6%, 문장 오류율은 10% 정도를 감소시킬 수 있었다.

• Structural Engineering and Mechanics
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• 제33권4호
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• pp.407-428
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• 2009

The effects of the uniform and spatially varying ground motions on the stochastic response of fluid-structure interaction system during an earthquake are investigated by using the displacement based fluid finite elements in this paper. For this purpose, variable-number-nodes two-dimensional fluid finite elements based on the Lagrangian approach is programmed in FORTRAN language and incorporated into a general-purpose computer program SVEM, which is used for stochastic dynamic analysis of solid systems under spatially varying earthquake ground motion. The spatially varying earthquake ground motion model includes wave-passage, incoherence and site-response effects. The effect of the wave-passage is considered by using various wave velocities. The incoherence effect is examined by considering the Harichandran-Vanmarcke and Luco-Wong coherency models. Homogeneous medium and firm soil types are selected for considering the site-response effect where the foundation supports are constructed. A concrete gravity dam is selected for numerical example. The S16E component recorded at Pacoima dam during the San Fernando Earthquake in 1971 is used as a ground motion. Three different analysis cases are considered for spatially varying ground motion. Displacements, stresses and hydrodynamic pressures occurring on the upstream face of the dam are calculated for each case and compare with those of uniform ground motion. It is concluded that spatially varying earthquake ground motions have important effects on the stochastic response of fluid-structure interaction systems.

• The Journal of Asian Finance, Economics and Business
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• 제8권2호
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• pp.685-695
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• 2021

This study explores the impact of stochastic volatility in option pricing. To be more specific, we compare the option pricing performance between stochastic volatility option pricing model, namely, Heston option pricing model and standard Black-Scholes option pricing. Our finding, based on the market price of SET50 index option between May 2011 and September 2020, demonstrates stochastic volatility of underlying asset return for all level of moneyness. We find that both deep in the money and deep out of the money option exhibit higher volatility comparing with out of the money, at the money, and in the money option. Hence, our finding confirms the existence of volatility smile in Thai option markets. Further, based on calibration technique, the Heston option pricing model generates smaller pricing error for all level of moneyness and time to expiration than standard Black-Scholes option pricing model, though both Heston and Black-Scholes generate large pricing error for deep-in-the-money option and option that is far from expiration. Moreover, Heston option pricing model demonstrates a better pricing accuracy for call option than put option for all level and time to expiration. In sum, our finding supports the outperformance of the Heston option pricing model over standard Black-Scholes option pricing model.

• 한국수자원학회:학술대회논문집
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• 한국수자원학회 2022년도 학술발표회
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• pp.437-437
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• 2022

The prediction of dam inflow rate is crucial for the management of the largest multi-purpose dam in South Korea, the Soyang Dam. The main issue associated with the management of water resources is the stochastic nature of the reservoir inflow leading to an increase in uncertainty associated with the inflow prediction. The Autoregressive (AR) model is commonly used to provide the simulation and forecast of hydrometeorological data. However, because its estimation is based solely on the time-series data, it has the disadvantage of being unable to account for external variables such as climate information. This study proposes the use of the Autoregressive Exogenous Stochastic Volatility (ARXSV) model within a Bayesian modeling framework for increased predictability of the monthly dam inflow by addressing the exogenous and stochastic factors. This study analyzes 45 years of hydrological input data of the Soyang Dam from the year 1974 to 2019. The result of this study will be beneficial to strengthen the potential use of data-driven models for accurate inflow predictions and better reservoir management.

• 한국경영과학회지
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• 제26권4호
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• pp.39-45
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• 2001

Maximum and minimum of rendom variables are frequently encountered in the stochastic modelling for various OR problems. We summarize and extend characteristics of maximum and minimum, emphasizing the case in which random variables are independent and all of them except one are distributed exponential. As an application, we derive a transform-free expression for the M/G/1 queue length distribution.

• 한국콘텐츠학회:학술대회논문집
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• 한국콘텐츠학회 2009년도 춘계 종합학술대회 논문집
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• pp.699-705
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• 2009

This paper reviews methods used to perform reliability and availability analysis of the network system composed by nodes and links. The combination of nodes and links forms virtual connections (VC). The failure of several VCs cause failure of whole network system. Petri Net models are used to analyze the reliability and availability. Stochastic reward nets (SRN) is an extension of stochastic Petri nets provides modelling facilities for network system analysis.