• Journal of Korea Water Resources Association
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• v.31 no.6
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• pp.741-755
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• 1998

An extension of TOPMODEL was developed for rainfall-runoff simulation in agricultural watersheds equipped with tile drains. Tile drain functions are incorporated into the framework of TOPMODEL. Nine possible flow generation scenarios are suggested for tile drained watershed and applied in the modeling procedure. In the model development process, the traditional physically based storage approach and a new approach using a transfer function for the simulation of the flow in the unsaturated zone were compared. In order to provide better insight into the simulation process, a regionalized sensitivity analysis was performed to test the performance of the model and to compare the behavior of the transfer function to that of the simple storage related formulation. The results of analysis show good performance of the transfer function approach. Since the rainfall-runoff response pattern tends to vary seasonally, seven events distributed throughout a year were used in the sensitivity analysis to investigate the seasonal variation of the hydrologic characteristics. It is found that the sensitivity of each parameter described by the model are varied seasonally.

• The Transactions of the Korea Information Processing Society
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• v.6 no.9
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• pp.2343-2349
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• 1999

The hyper-geometric distribution software reliability growth model (HGDM) was recently developed and successfully applied to real data sets. The HGDM considers the sensitivity factor as a parameter to be estimated. In order to reflect the random behavior of the test-and-debug process, this paper generalizes the HGDM by assuming that the sensitivity factor is a binomial random variable. Such a generalization enables us to easily understand the statistical characteristics of the HGDM. It is shown that the least squares method produces the identical results for both the HGDM and the generalized HGDM. Methods for computing the maximum likelihood estimates and predicting the future outcomes are also presented.

• Proceedings of the Korea Water Resources Association Conference
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• 2015.05a
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• pp.511-511
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• 2015

국가적 측면에서 수자원의 효율적 관리는 국민의 안전 등 중요한 요소이며, 이를 위하여 수자원 장기 계획을 필요로 한다. 설계홍수량의 적정성 판단 및 첨두홍수량의 파악은 수자원 계획에 꼭 필요한 요소이다. 이를 산정하기 방법으로는 "설계홍수 추정 지침서(1993, 국토교통부)"에서 제시한 비유량법을 활용한 추정공식을 제시한 바 있다. 하지만, 기존에 제시된 비유량 산정 공식의 경우 유역면적 하나만을 매개변수로 하는 회귀식이기 때문에 급변하고 있는 강우 패턴 등의 반영이 어려울 것으로 판단되었으며, 특히 도시화 및 기후변화의 영향으로 인한 불투수면적의 증가와 집중호우 등의 극치수문사상이 발생됨에 따라 기존의 비유량법에 의해 첨두홍수량을 추정할 경우 많은 차이가 있을 것으로 예상된다. 또한, 하천기본계획 및 소하천정비종합계획 등 대부분의 하천관련 정비계획에서는 단위도법에 의해 산정된 홍수량을 계획홍수량으로 결정하고 있으며 비유량법에 의한 첨두홍수량은 계획홍수량의 적정성 검증 정도로만 활용하고 있으며 신뢰성에 의문이 제기되고 있는 실정이다. 따라서 도시유역을 대상으로 최근 수립된 하천기본계획 등의 계획홍수량 자료를 수집하고, 기존 비유량공식을 적용한 결과를 비교 검토하여 비유량 적용의 적정성을 판단하며 개선방안을 모색하고자 한다.

• Journal of Korean Society of Transportation
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• v.25 no.6
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• pp.141-157
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• 2007

This paper evaluates the effects of privatization and deregulation on the firm-specific efficiency and total factor productivity (TFP) growth in the Korean and Japanese railways. Using a stochastic frontier approach and a generalized translog functional form, the paper specifies the equation system consisting of a multiproduct variable cost function and input share equations which is estimated with Zellner's iterative seemingly unrelated regression and the corrected least squares method. The Korean and Japanese railway firms are assumed to produce three outputs (Shinkansen passenger-kilometers, incumbent railway passenger-kilometers, ton-kilometers of freight) using three input factors (labor, fuel, maintenance and rolling stock). A monetary value of the ways and fixed installations held by the railroad firm is also included as a quasi-fixed input. The empirical results indicate that the average estimate of cost inefficiency is 2.57% for the total sample and on the average, JNR and JR Kyushu are found to be worst efficient while the most efficient railway firm in the sample is JR West. Also the cost efficiency levels of seven JRs have been improved after the reform and privatization of JNR. The findings also indicate that TFP growth of the privately-owned JRs are higher than those of the government-owned KNR and JNR. Three-island JRs and JR Freight have slightly higher TFP growth than Honshu JRs as well. Thus, the results suggest that managerial autonomy and increased competition via deregulation have improved efficiency and TFP growth.

• The Korean Journal of Applied Statistics
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• v.29 no.6
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• pp.1095-1106
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• 2016

The quantile regression method proposed by Koenker et al. (1978) focuses on conditional quantiles given by independent variables, and analyzes the relationship between response variable and independent variables at the given quantile. Considering the linear programming used for the estimation of quantile regression coefficients, the model fitting job might be difficult when large data are introduced for analysis. Therefore, dimension reduction (or variable selection) could be a good solution for the quantile regression of large data sets. Regression tree methods are applied to a variable selection for quantile regression in this paper. Real data of Korea Baseball Organization (KBO) players are analyzed following the variable selection approach based on the regression tree. Analysis result shows that a few important variables are selected, which are also meaningful for the given quantiles of salary data of the baseball players.

• Proceedings of the Acoustical Society of Korea Conference
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• spring
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• pp.357-360
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• 2002

혈관에 흐르는 혈류 속도의 측정은 혈압 및 심박수와 관련된 혈류의 역학적 변화를 관찰하는 데 있어서 주로 사용되는 방법 중의 하나이다. 이 혈류 속도는 일반적으로 도플러 효과에 의하여 주파수가 변화하는 현상을 이용하여 추정하게 된다. 그런데 기존의 주파수 추정 방법들은 시불변 시스템을 가정하고 있지만 실제 혈관 속은 혈구가 일정하지 않은 속도를 갖는 시변 시스템이라 할 수 있기 때문에 이러한 시변 특성이 강한 경우 기존의 방법을 이용하게 되면 그 성능이 저하되는 경향을 보인다. 또 피시험자의 몸 상태에 따라서 서로 다른 주파수 변화 추이를 보이므로 하나의 고정 변수로써 최적화된 성능을 기대하기도 어렵다. 그러므로 본 논문에서는 시변 시스템에서 좋은 성능을 갖는 가변 망각 인자(variable forgetting factor, VFF)를 사용한 순환적인 완전 최소 자승법(recursive total least squares, RTLS) 기법을 이용한 주파수 추정 방법을 제안한다. RTLS란 TLS 기법을 순차적으로 계산하는 방법으로 시변 적응력을 향상시키는 방법이다. 또한 이 기법에 가변 망각 인자(VFF)를 적용시키는 것은 시변 시스템에서 외부적인 변화에 대하여 좀더 효율적으로 대응할 수 있기 위함이다. 기존의 방법과 성능 비교를 위하여 컴퓨터 시뮬레이션을 하였으며 그 결과 시변 시스템에서 본 논문에서 제안한 VFF를 이 용한 RTLS 기법이 보다 향상된 성능을 가지고 있음을 확인 할 수 있었다.

• The Korean Journal of Applied Statistics
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• v.28 no.5
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• pp.895-906
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• 2015

Diffusion is a mathematical tool to explain the fluctuation of financial assets and the movement of particles in a micro time scale. There are ongoing statistical trials to develop an estimation method for diffusion models based on likelihood. When we estimate diffusion models by applying the maximum likelihood estimation method on data observed at discrete time points, we need to know the transition density of the diffusion. In order to approximate the transition densities of diffusion models, we suggests the method to approximate the path integral of the random process with normal random variables, and compare the numerical properties of the method with other approximation methods.

• Journal of Energy Engineering
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• v.22 no.4
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• pp.370-375
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• 2013

This paper attempts to estimate the city gas demand function in Korea over the period 1981-2012. As the city gas demand function provides us information on the pattern of consumer's city gas consumption, it can be usefully utilized in predicting the impact of policy variables such as city gas price and forecasting the demand for city gas. We apply lagged dependent variable model and ordinary least square method as a robust approach to estimating the parameters of the city gas demand function. The results show that short-run price and income elasticities of the city gas demand are estimated to be -0.522 and 0.874, respectively. They are statistically significant at the 1% level. The short-run price and income elasticities portray that demand for city gas is price- and income-inelastic. This implies that the city gas is indispensable goods to human-being's life, thus the city gas demand would not be promptly adjusted to responding to price and/or income change. However, long-run price and income elasticities reveal that the demand for city gas is price- and income-elastic in the long-run.

• The Korean Journal of Applied Statistics
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• v.33 no.4
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• pp.409-420
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• 2020

In business survey, modified cut-off sampling is commonly used to greatly increase the accuracy of the estimation while reducing the number of samples. However, non-response rate of take-all stratum has increased significantly and the sample substitution is not possible because the non-response in the take-all stratum affects the accuracy of the estimation. It is important to adjust the bias appropriately if non-response is affected by the variable of interest. In this study, a bias adjusted estimation is proposed as an appropriate method to deal with a non-response in the take-all stratum. In particular, the estimator proposed by Chung and Shin (2020) was applied to the bias adjustment for the take-all stratum; therefore, we suggest a new method to adjust properly for the take-all stratum. The superiority of the proposed estimator was examined through simulation studies and confirmed through actual data analysis.

• Computational Structural Engineering
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• v.6 no.2
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• pp.71-78
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• 1993

A method to estimate damage of bridge structures is developed using system identification approach. Dynamic behavior of damaged structures is represented by a non-linear hysteretic moment model. Structural properties can be evaluated through system identification. To incorporate variability of the structural properties and uncertainties of structural response, damage is represented as random quantities. Numerical example is shown for the bridge structure under different ground excitation.