• Korean Journal of Hydrosciences
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• v.8
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• pp.125-136
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• 1997

The simulation techniques of hydrologic data series have develped for the purposes of the design of water resources system, the optimization of reservoir operation, and the design of flood control of reservoir, etc. While the stochastic models are usually used in most analysis of water resources fields for the generation of data sequences, the indexed sequential modeling (ISM) method based on generation of a series of overlapping short-term flow sequences directly from the historical record has been used for the data generation in the western USA since the early of 1980s. It was reported that the reliable results by ISM were obtained in practical applications. In this study, we generate annual inflow series at a location of Hong Cheon Dam site by using ISM method and autoregressive, order-1 model (AR(1)), and estimate the drought characteristics for the comparison aim between ISM and AR(1).

• Journal of The Korean Astronomical Society
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• v.34 no.4
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• pp.231-235
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• 2001

Cosmic-ray acceleration, although physically important in many astrophysical contexts, is difficult to incorporate into numerical models,. because it involves microphysics that is generally far from thermodynamic equilibrium, and also because the length and time scales for that physics typically range over many orders of magnitude, reflecting the huge range of particle rigidities that must be represented. The most common accelerator models are stochastic in nature and involve nonequilibrium plasma properties that are also often poorly understood. Still, nature clearly finds a way to produce simple, robust and almost scale-free energy distributions for the cosmic-rays. Their importance has inspired a number of approaches to examining the production and transport of cosmic-ray particles in numerical simulations. I offer here a brief comparison of some of the methods that have been introduced.

• The Journal of Korean Institute of Communications and Information Sciences
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• v.10 no.1
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• pp.31-37
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• 1985

An interesting area of application which makes use of the unique features of the walsh series is that on non-linear stochastic problems. In particular, some success has been obtained in improving the efficiency of signal detection for those transducers which are essentially non-linear in operation. The set of harmonically-related nonorthogonal triangle waves is shown to form a basis apanning the same function space representable by fourier(trigonometric) series. A method for generating nonorthogonal bases for signal representation is presented tailor-made basis function can be used for specific purposes. Fundamental proofs of the basis properties of the representation are examined along with examples illustrating the techniques and computer simulation.

• International Journal of Reliability and Applications
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• v.15 no.1
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• pp.65-76
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• 2014

In this article, a new model based on Lomax distribution is introduced. This new model is both useful and practical in areas such as economic, reliability and life testing. Some statistical properties of this model are presented including moments, hazard rate, reversed hazard rate, mean residual life and mean inactivity time functions, among others. It is also shown that the distributions of the new model are ordered with respect to the strongest likelihood ratio ordering. The method of moment and maximum likelihood estimation are used to estimates the unknown parameters. Simulation is utilized to calculate the unknown shape parameter and to study its properties. Finally, to illustrate the concepts, the appropriateness of the new model for real data sets are included.

• International Journal of Railway
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• v.6 no.2
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• pp.45-52
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• 2013

Railway construction needs vast soil investigation for its infrastructure foundation designs along the planned railway path to identify the design parameters for stability and serviceability checks. The soil investigation data are usually classified and grouped to decide design input parameters per each construction section and budget estimates. Deterministic design method which most civil engineer and practitioner are familiar with has a clear limitation in construction/maintenance budget control, and occasionally produced overdesigned or unsafe design problems. Instead of using a batch type analysis with predetermined input parameters, data population collected from site soil investigation and design load condition can be statistically estimated for the mean and variance to present the feature of data distribution and optimized with a best fitting probability function. Probabilistic approach using entire feature of design input data enables to predict the worst, best and most probable cases based on identified ranges of soil and load data, which will help railway designer select construction method to save the time and cost. This paper introduces two Monte Carlo simulations actually applied on estimation of retaining wall external stability and long term settlement of organic soil in soil investigation area for a recent high speed railway project.

• Proceedings of the Computational Structural Engineering Institute Conference
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• 1992.10a
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• pp.156-161
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• 1992

Over the past twenty years, the concept of structural control has been investigated for the application to large civil engineering structures. At the early years, passive control systems, such as tuned mass damper(TMD) and tuned liquid mass bamper(TLD), have been utilized to reduce the wind induced vibrations of tall buildings, decks and pylons of long-span bridges. More recently, the active control concept has been applied to reducing the structural vibration and increasing the human comfortness in tall buildings during strong wind. In this study, the effectiveness of the active tuned mass damper(ATMD) has been investigated for reducing vibration of large structures during strong earthquake. Stochastic optimal control theory has been employed. Example analyses are carried out through analytical simulation studies.

• Korean Management Science Review
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• v.31 no.1
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• pp.49-61
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• 2014

We investigate the hedging effectiveness of incorporating single-stock futures into the corresponding stocks. Investing in only stocks frequently causes too much risk when market volatility suddenly rises. We found that single-stock futures help reduce the variance and risk levels of the corresponding stocks invested. We use daily prices of Korean stocks and their corresponding futures for the time period from December 2009 to August 2013 to test the hedging effect. We also use system trading technique that uses automatic trading program which also has several simulation functions. Moving average strategy, Stochastic's strategy, Larry William's %R strategy have been considered for hedging strategy of the futures. Hedging effectiveness of each strategy was analyzed by percent reduction in the variance between the hedged and the unhedged variance. The results clearly showed that examined hedging strategies reduce price volatility risk compared to unhedged portfolio.

• ETRI Journal
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• v.24 no.3
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• pp.239-246
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• 2002

We investigate an alternative blind adaptive multiuser detection scheme based on a non-canonical linearly constrained constant modulus (LCCM) criterion and prove that, under the constrained condition, the non-canonical linearly constrained constant modulus algorithm (LCCMA) can completely remove multiple -access interference. We further demonstrate that the non-canonical LCCM criterion function is strictly convex in the noise-free state, and that under the constrained condition, it is also strictly convex even where small noise is present. We present a simple method for selecting the constant as well as a stochastic gradient algorithm for implementing our scheme. Numerical simulation results verify the scheme's efficiency.

• Journal of the Korean Institute of Navigation
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• v.22 no.2
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• pp.23-32
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• 1998

There is a limitation for a ship which is sailing on sea to gather weather and seastate informations. To make up for this weakness, land organizations can gather wider variety of information and evaluate the seakeeping performanceon ship. And supply this information to the ship. In this study, calculated the response amplitude of shp motions with the weather information provided in real time, the nominal speed loss with obtaining increase of resistance caused by wave and stochastic process of the seakeeping performance elements. And the results have been achieved to develop a system which can evaluate the synthetic seakeeping performance. Using this system, the results have been studied to determine the feasibility of using simulation in actural operation onboard ship.

• Proceedings of the KSME Conference
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• 2008.11b
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• pp.2554-2557
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• 2008

Effect of a particle's spin is investigated numerically by considering the effect of lift occurring due to difference of rotations of a particle and of fluid such as the Saffman lift and Magnus force. These lift forces have been neglected in many previous works on particle-laden turbulence. The trajectory of particles can be changed by the lift forces, resulting in significant modification of the stochastic characteristics of heavy particles. Probability density functions and autocorrelations are examined of velocity, acceleration of solid particle and acceleration of fluid at the position of solid particle. Changes in velocity statistics are negligible but statistics related with acceleration are a little bit changed by particle's rotation. When a laden particle encounters with coherent structures during the motion, the particle's rotation might significantly affects the motion due to intermittently large fluid acceleration near coherent structures.