• Proceedings of the KIEE Conference
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• 2009.07a
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• pp.575_576
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• 2009

최근 전력산업의 구조적인 측면에서는 수직적 형태의 분리 및 경쟁 도입, 그리고 민영화를 통한 효율 증진 등 전력산업 개편이 전세계적으로 이루어지고 있다. 전력산업의 개편 과정에서 전력공급자(ESP)는 불완전한 시장으로 인한 재정적인 위험에 직면한다. ESP가 재정적인 위험에서 근본적으로 벗어나기 위해서는 합리적인 전기 소매 가격의 책정이 필요하다. 본 논문에서는 현재 적용되고 있는 고정 소매 가격제에 대한 문제점을 제시하고 이를 극복하기 위해서 전기 공급 도매 가격의 변동성을 예측함으로써 헤징을 통한 새로운 요금제의 도입의 필요성을 제안하는 것이 본 논문의 목적이다. 본 논문에서 소개될 새로운 요금제인 Critical Peak Pricing(CPP)에서 전기 공급 도매 가격의 변동성의 예측은 CPP 요금을 적용하는데 중요한 역할을 담당하는 지표로 활용된다. CPP 요금을 적용함으로써 ESP의 재정적인 위험을 최소화하고 수요 탄력성이 반영되어 전기 소비자들과의 관계 향상 또한 유도될 수 있다.[4],[6]

• KSCE Journal of Civil and Environmental Engineering Research
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• v.13 no.3
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• pp.59-67
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• 1993

The variations of the natural frequencies and the peak response acceleration at the top of prestressed concrete reactor building due to random variability and/or model uncertainty of structural parameters are studied. The results may be used as essential input parameters in seismic probabilistic risk assessment or seismic margin assessment of the reactor building. The sensitivity test of each structural parameter is first performed to determine the most influential parameter upon the natural frequency of structure model. Then Monte Carlo simulation technique is applied to evaluate the effect of parameter variation on the natural frequencies and the peak response acceleration. The acceleration time history is obtained by direct integration scheme. As the study results, it is found that the fundamental natural frequency and the peak response acceleration at the top of the building are most strongly affected by Young's modulus among the structural parameters, in which the value of mean plus one standard deviation obtained by probabilistic approach deviates up to about (+)12% from the result of deterministic method. Considering the uncertainty of flexural rigidity, the structural responses vary in range of (-)4%~(+)14%.

• Proceedings of the Korea Water Resources Association Conference
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• 2011.05a
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• pp.183-187
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• 2011

본 연구에서는 3차원 수리해석과 함께 유사의 이송, 침식, 퇴적 현상을 연동하여 모의할 수 있는 유한차분 수치모형인 EFDC(Environmental Fluid Dynamics Code)를 이용하여 주운하천 구간으로 유입되는 다입경 혼합유사의 입경별 시 공간적 퇴적분포 특성을 고찰하고, 하상변동 예측에 있어서 유사의 밀도와 모델의 유한차분 격자 구조에 의한 불확실성 해석을 수행하였다. 유입 유사의 입경별 공간적 퇴적특성은 하천 하류부와 단면 확대부에서 발생하는 3차원적 수리현상과 매우 밀접한 상관성을 보였으며, 굴포천과 합류하는 주운수로 유입부에서는 대부분 입경이 큰 비점착성 유사($63{\mu}m$ 이상)인 사질(sand)입자들이 주로 퇴적되는 것으로 나타났으며, 주운하천 합류부로부터 하류구간까지는 $4\sim63{\mu}m$ 입자의 실트질(silt) 유사가 대부분 이송되어 퇴적되는 것으로 분석되었다. 점착성 유사인 $4{\mu}m$ 이하의 점토(clay)는 단면이 확대되어 유속이 매우 느린 구간이나 사수역을 중심으로 퇴적되는 것으로 나타났다. 단면 횡방향 분포특성은 굴포천과 주운하천이 합류하는 합류부 구간의 주흐름 방향 남쪽에서 흐름의 정체구간이 발생되어 퇴적이 발생하고, 단면 급확대부 양안에서 사수역이 형성되므로 퇴적이 지배적으로 발생되었다. 하상변동 예측의 불확실성 해석을 위해 유사 밀도값에 대한 민감도 분석결과, 하상변동량은 유사밀도($1.3ton/m^3\sim2.65ton/m^3$)가 감소됨에 따라 약 2배까지 증가하는 것으로 분석되어 민감도가 매우 크게 나타났다. 또한 수치격자 구조의 민감도 분석결과, 수층을 3개 층으로 분석한 결과가 단일층 분석결과보다 최대 6배의 하상변동량이 많게 산정되었다. 이는 수심방향의 유속과 부유사 농도의 불균등 분포특성이 실제 자연현상에 더 가깝게 모의되기 때문으로 판단되었다.

• KSCE Journal of Civil and Environmental Engineering Research
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• v.29 no.3C
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• pp.115-125
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• 2009

The preconsolidation pressure has been commonly determined by oedometer test. However, it can also be determined by insitu test, such as piezocone test with theoretical and(or) empirical correlations. Recently, Neural Network (NN) theory was applied and some models were proposed to estimate the preconsolidation pressure or OCR. It was already found that NN model can come over the site dependency and prediction accuracy is greatly improved when compared with present theoretical and empirical models. However, since the optimization process of synaptic weights of NN model is dependent on the initial synaptic weights, NN models which are trained with different initial weights can't avoid the variability on prediction result for new database even though they have same structure and use same transfer function. In this study, Committee Neural Network (CNN) model is proposed to improve the initial weight dependency of multi-layered neural network model on the prediction of preconsolidation pressure of soft clay from piezocone test result. Prediction results of CNN model are compared with those of conventional empirical and theoretical models and multi-layered neural network model, which has the optimized structure. It was found that even though the NN model has the optimized structure for given training data set, it still has the initial weight dependency, while the proposed CNN model can improve the initial weight dependency of the NN model and provide a consistent and precise inference result than existing NN models.

• Journal of the Institute of Electronics and Information Engineers
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• v.49 no.9
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• pp.251-258
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• 2012

Recently, NAND Flash memory structure is evolving from SDR (Single Data Rate) to high speed DDR(Double Data Rate) to fulfill the high performance requirement of SSD and SSS. Accordingly, the proper ways of transferring data that latches valid data stably and minimizing data skew between pins by using PHY(Physical layer) circuit techniques have became new issues. Also, rapid growth of speed in NAND flash increases the operating frequency and power consumption of NAND flash controller. Internal voltage variation margin of NAND flash controller will be narrowed through the smaller geometry and lower internal operating voltage below 1.5V. Therefore, the increase of power budge deviation limits the normal operation range of internal circuit. Affection of OCV(On Chip Variation) deteriorates the voltage variation problem and thus causes internal logic errors. In this case, it is too hard to debug, because it is not functional faults. In this paper, we propose new architecture that maintains the valid timing window in cost effective way under sudden power fluctuation cases. Simulation results show that the proposed technique minimizes the data skew by 379% with reduced area by 20% compared to using PHY circuits.

• Journal of the Korean Recycled Construction Resources Institute
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• v.7 no.2
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• pp.151-157
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• 2019

Concrete bridge constructed in metropolitan cities has different superstructure members like slabs and girders, and their carbonation depths vary with different design strengths and local environmental conditions. In this paper, 54 concrete cores were obtained from prestressed concrete girders and the related tests were performed for compressive strength and carbonation depth measurement. Referred to the specified compressive strength of 24MPa for slab and 35MPa for I-type girder, the strengths from cores were evaluated to 82% and 73% of design grade, respectively. For carbonation depth, the slab member showed 30.6mm of average with 32.9% of COV(Coefficient of Variation) and I-type girder showed 16.7~17.0mm with 22.8~33.6 of COV. The I-type girder has much lower carbonation depth and COV compared to slab member, however it has higher COV than column structures.

• The Korean Journal of Applied Statistics
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• v.36 no.6
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• pp.561-571
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• 2023

Volatility of a time series is defined as the conditional variance on the past information. In particular, for financial time series, volatility is regarded as a time-varying measure of risk for the financial series. To capture the intrinsic asymmetry in the risk of financial series, various asymmetric volatility processes including threshold-ARCH (TARCH, for short) have been proposed in the literature (see, for instance, Choi et al., 2012). This paper proposes a volatility function featuring non-zero origin in which the origin of the volatility is shifted from the zero and therefore the resulting volatility function is certainly asymmetric around zero and achieves the minimum at a non-zero (rather than zero) point. To validate the proposed volatility function, we analyze the Korea stock prices index (KOSPI) time series during the Covid-19 pandemic period for which origin shift to the left of the zero in volatility is shown to be apparent using the minimum AIC as well as via parametric bootstrap verification.

• Journal of the Korea Academia-Industrial cooperation Society
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• v.19 no.5
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• pp.426-431
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• 2018

This study examines exchange rate volatility spillovers that affect the exchange rate volatility of Korean currency. For this study, the Japanese yen, British pound, Euro, and Canadian dollar are used as the currencies of developed countries, and the Thai baht, Indonesian rupiah, Singapore dollar, and Australian dollar are used as the currencies of the areas near Korea. The GARCH(1.1) model is employed for weekly data covering the period from January 2009 to December 2017. This study finds that the volatility spillovers from the Canadian dollar, Singapore dollar, and Australian dollar to the Korean won are significant, while the volatility spillovers from the Japanese yen, British pound, Euro, Thai baht, and Indonesian rupiah to the Korean won are insignificant. In terms of the economic system and structure, Japan, Britain, and European countries are at a higher level than Korea, while Thailand and Indonesia are at a lower level than Korea. Canada, Singapore, and Australia are almost at the same level as Korea. Therefore, these results appear to be derived from the phenomenon of exchange rate spillovers among countries with a similar economic system and structures, and contradict the literature, which has argued that exchange rates volatility spillovers occur among countries that are in the same area geographically.

• Proceedings of the Korea Water Resources Association Conference
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• 2023.05a
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• pp.516-516
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• 2023

하천 만곡부 외곽 하안부의 빠른 유속은 침식을 유발하고 내측의 느린 유속은 토사 퇴적의 원인이 된다. 이는 하천 지형을 지속적으로 변화시키는 원인이 되고 나아가 하천 주변의 환경뿐만 아니라 안정성에도 문제를 일으킨다. 하천의 안정성과 수생태계 보존을 위해서는 수제와 같은 인공 구조물을 설치하여 하도의 안정을 유지할 수 있다. 수제는 후류에 느린 유속을 발생시켜 침식을 예방하고 제방과 하안을 보호한다. 그러나 수제 주변에서 발생하는 강한 와류는 국부 세굴을 유발하여 구조물의 안정성을 저해하기도 한다. 본 연구에서는 이동상 수리실험을 통해 수제 주변에서 발생하는 국부 세굴 및 후류에서의 하상 변동을 측정하였다. 수리실험은 길이 10 m, 폭 0.44 m, 높이 0.59 m인 수로에서 D50 = 2.98 mm인 모래를 사용하였고 하상변동은 하상이 평형상태에 이르렀을 때 물의 흐름을 멈추고 측정하였다. 실험 결과를 바탕으로 평형상태의 하상변동과 시간 변화에 따른 세굴심 변화를 도출하였다.

• Management & Information Systems Review
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• v.34 no.3
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• pp.17-39
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• 2015

This study examined the structural changes and volatility in the global stock markets using a Markov Regime Switching ARCH model developed by the Hamilton and Susmel (1994). Firstly, the US, Italy and Ireland showed that variance in the high volatility regime was more than five times that in the low volatility, while Korea, Russia, India, and Greece exhibited that variance in the high volatility regime was increased more than eight times that in the low. On average, a jump from regime 1 to regime 2 implied roughly three times increased in risk, while the risk during regime 3 was up to almost thirteen times than during regime 1 over the study period. And Korea, the US, India, Italy showed ARCH(1) and ARCH(2) effects, leverage and asymmetric effects. Secondly, 278 days were estimated in the persistence of low volatility regime, indicating that the mean transition probability between volatilities exhibited the highest long-term persistence in Korea. Thirdly, the coefficients appeared to be unstable structural changes and volatility for the stock markets in Chow tests during the Asian, Global and European financial crisis. In addition, 1-Step prediction error tests showed that stock markets were unstable during the Asian crisis of 1997-1998 except for Russia, and the Global crisis of 2007-2008 except for Korea and the European crisis of 2010-2011 except for Korea, the US, Russia and India. N-Step tests exhibited that most of stock markets were unstable during the Asian and Global crisis. There was little change in the Asian crisis in CUSUM tests, while stock markets were stable until the late 2000s except for some countries. Also there were stable and unstable stock markets mixed across countries in CUSUMSQ test during the crises. Fourthly, I confirmed a close relevance of the volatility between Korea and other countries in the stock markets through the likelihood ratio tests. Accordingly, I have identified the episode or events that generated the high volatility in the stock markets for the financial crisis, and for all seven stock markets the significant switch between the volatility regimes implied a considerable change in the market risk. It appeared that the high stock market volatility was related with business recession at the beginning in 1990s. By closely examining the history of political and economical events in the global countries, I found that the results of Lamoureux and Lastrapes (1990) were consistent with those of this paper, indicating there were the structural changes and volatility during the crises and specificly every high volatility regime in SWARCH-L(3,2) student t-model was accompanied by some important policy changes or financial crises in countries or other critical events in the international economy. The sophisticated nonlinear models are needed to further analysis.