• Magazine of the Korea Concrete Institute
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• v.10 no.4
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• pp.145-151
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• 1998

The vertical tensile stress, ${\sigma}_y$, in the contact zone between the overlay (mortar layer) and substratum (base concrete) can be the main cause of the failure phenomenon of overlaid concrete structures. The development of tensile stress, ${\sigma}_y$, due to external rainy condition was analytically investigated using finite element method. Rainfall intensity $(n_R\;=\;1/a,\;t_R\;=\;10min,\;60min)$, thickness of overlay (do=1,2,4,10 cm) and overlay material (CM,ECM,EM) were the main variables in the analyses. An equation was suggested with which the development of vertical tensile stress, ${\sigma}_y$, in the rainy condition could be determined. Using this equation, it is possible to select proper material properties and overlay thicknesses to prevent failure in the contact zone due to thermally transient condition caused by rainfall.

• Proceedings of the Korea Water Resources Association Conference
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• 2012.05a
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• pp.196-196
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• 2012

전 지구적으로 발생하고 있는 잦은 기상이변과 기후변화의 가속화로 자연재해 발생빈도 및 피해규모는 증가하는 추세로 나타나고 있다. 이러한 기상이변은 우리나라 또한 예외가 아니며 최근 한반도에서 발생한 적설로 인하여 많은 인명과 재산피해가 증가하고 있다. 본 연구에서는 기상청에서 제공하는 KMA-RCM 기후자료를 바탕으로 관측자료 및 시나리오의 온도, 강수, 적설량 간의 관계를 이용하여 기상청 산하 기상관측소 58개 대상 지점으로부터 목표기간별(목표 I:1979~2008년, 목표 II:2011~2040년, 목표 II:2041~2070년, 목표IV:2071~2100년) 적설량을 예측하였으며, 빈도별(20년, 30년, 50년, 80년, 100년, 200년) 확률적설량을 산정하고자 하였다. KMA-RCM 자료를 이용한 미래 적설량 예측은 기상인자들의 복잡한 비선형 조합으로 발생하기 때문에 적설량에 영향을 미치는 온도, 강수, 적설량의 비선형 과정들을 고려할 수 있는 신경망 모형을 이용하여 적설량 예측 모형을 구성하였고, 58개 대상 지점의 30년 이상 관측기상자료 중 온도, 강수, 적설량 자료를 이용하여 지점별로 훈련을 시켜 이를 기후변화 시나리오에 활용하였다. 확률적설량에서 매개변수 추정은 확률가중모멘트법(PWM)을 이용하였고 적정확률분포형으로는 시나리오적 방법 및 비시나리오적 방법에 대한 분포형 검정결과 가장 적합하다고 판정되는 Gumbel분포형을 선정하였다. 위의 방법론을 통하여 미래 목표기간별로 확률적설량을 확률적설량을 산정하였으며 본 연구결과는 기후변화 시나리오를 고려한 목표기간별 적설량 산정 및 관련 방재기준의 개선 방안 및 재설정 기준 마련에 기초자료로 활용될 수 있을 것으로 기대된다.

• Journal of the Korea institute for structural maintenance and inspection
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• v.7 no.4
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• pp.121-128
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• 2003

In recent years, various artificial neural network algorithms are used in the damage assessment of civil infrastructures. So far, many researchers have used the artificial neural network as a pattern classifier for the structural damage assessment but, in this paper, the neural network is used as a structural reanalysis tool not as a pattern classifier. For the model updating using the optimization algorithm, the summation of the absolute differences in the structural vibration modes between undamaged structures and damaged ones is considered as an objective function. The stiffness of structural components are treated as unknown parameters to be determined. The structural damage detection is achieved using model updating based on the optimization techniques which determine the estimated stiffness of components minimizing the objective function. For the verification of the proposed damage identification algorithm, it is numerically applied to a simply supported bridge model.

• Journal of Navigation and Port Research
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• v.32 no.10
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• pp.851-856
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• 2008

Construction of large-scale container ports with the productivity improvements in container cranes shortened time of staying port to increase the level of service it harbors efforts accelerated. About container crane system exerted on the input, which is designed to look good performance considering the states feedback control system. The states observer designed of container cranes state variables that are expected to measurement noise or particular measurement signal. In the status of existing research, the feedback gain matrix and the state observer gain matrix are searched by being separated solving. But the feedback gain matrix and the state observer gain matrix are searched by RCGAs at once that be used robust search method in this paper.

• Journal of Korean Tunnelling and Underground Space Association
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• v.22 no.3
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• pp.249-259
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• 2020

Design criteria for limit state design of underground structures have already been published overseas, and research has been conducted to revise the design method in Korea. In order to estimate the probability of failure under seismic load, the probability variable should be considered in the reliability analysis. In this study, the failure probability of the existing shield tunnel segment lining design was calculated by applying the coefficient of variation (COV) for the earth pressure and the seismic load effect in consideration of the statistical characteristics of the domestic ground properties. Based on the results of calculating the reliability index (β) from the calculated probability of failure and analyzing the reliability index according to the change in the load factor and the results of domestic and foreign research, the target reliability index (β_T) during earthquakes of shield tunnel segment lining is analyzed to be "2.3", it was proposed as the target reliability index for the design of the limit state under seismic load.

• Korean Journal of Social Welfare Studies
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• v.47 no.4
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• pp.217-254
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• 2016

The purpose of this study is comparing fiscal sustainability of 17 welfare states. Borrowed the concept of fiscal space to Ostry et al(2010) and Ghosh et al(2011), this study measures the fiscal sustainability in welfare states. Using data collected from 20 OECD countries from 1986 to 2013, this study attempts to evaluate the financial sustainability of each country. As a result, it is necessary that the appropriate level of tax burden is secured. Tax revenue is the funded basis for maintaining the welfare state, so increasing tax compliance to offset the negative impact of increasing welfare spending will promote social cohesion. In therms of tax structure, in accordance with the ability to pay principle, it is important to raise the equity between the source of taxation. Reducing the gap between labor and capital tax is required to achieve horizontal equity, It is also useful to utilize the financial base of the welfare state by broadening the tax base though a consumption tax. Improving the vertical equity can also make a positive contribution to the fiscal sustainability of the welfare state.

• Journal of the Korean Society of Marine Environment & Safety
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• v.28 no.5
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• pp.700-711
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• 2022

In this study, deepwater design waves were estimated for 16 wave directions and various return periods based on statistical analysis of extreme waves observed for more than 20 years at three stations (Chilbal-do, Geomun-do, Donghae). These values were compared with design waves estimated based on the omni-directional wave data. The Weibull distribution was used as the probability distribution function whose parameters were determined by the least square method. The Kolmogorov-Smirnov test was applied for the goodness of fit test. Notably, the directional design waves were smaller than the omni-directional design wave for every wave direction. The maximum 50-year wave heights for directional sectors were 7.46 m (NNE), 12.05 m (S), and 9,59 m (SSW) at Chilbal-do, Geomun-do and Donghae whereas those for uni-directional wave data were 7.91 m, 13.82 m and 10.38 m, respectively. This implied possible under-estimation of the deepwater design waves for 16 wave directions being currently used in the design of offshore and coastal structures.

• Journal of Intelligence and Information Systems
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• v.23 no.2
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• pp.107-122
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• 2017

Volatility in the stock market returns is a measure of investment risk. It plays a central role in portfolio optimization, asset pricing and risk management as well as most theoretical financial models. Engle(1982) presented a pioneering paper on the stock market volatility that explains the time-variant characteristics embedded in the stock market return volatility. His model, Autoregressive Conditional Heteroscedasticity (ARCH), was generalized by Bollerslev(1986) as GARCH models. Empirical studies have shown that GARCH models describes well the fat-tailed return distributions and volatility clustering phenomenon appearing in stock prices. The parameters of the GARCH models are generally estimated by the maximum likelihood estimation (MLE) based on the standard normal density. But, since 1987 Black Monday, the stock market prices have become very complex and shown a lot of noisy terms. Recent studies start to apply artificial intelligent approach in estimating the GARCH parameters as a substitute for the MLE. The paper presents SVR-based GARCH process and compares with MLE-based GARCH process to estimate the parameters of GARCH models which are known to well forecast stock market volatility. Kernel functions used in SVR estimation process are linear, polynomial and radial. We analyzed the suggested models with KOSPI 200 Index. This index is constituted by 200 blue chip stocks listed in the Korea Exchange. We sampled KOSPI 200 daily closing values from 2010 to 2015. Sample observations are 1487 days. We used 1187 days to train the suggested GARCH models and the remaining 300 days were used as testing data. First, symmetric and asymmetric GARCH models are estimated by MLE. We forecasted KOSPI 200 Index return volatility and the statistical metric MSE shows better results for the asymmetric GARCH models such as E-GARCH or GJR-GARCH. This is consistent with the documented non-normal return distribution characteristics with fat-tail and leptokurtosis. Compared with MLE estimation process, SVR-based GARCH models outperform the MLE methodology in KOSPI 200 Index return volatility forecasting. Polynomial kernel function shows exceptionally lower forecasting accuracy. We suggested Intelligent Volatility Trading System (IVTS) that utilizes the forecasted volatility results. IVTS entry rules are as follows. If forecasted tomorrow volatility will increase then buy volatility today. If forecasted tomorrow volatility will decrease then sell volatility today. If forecasted volatility direction does not change we hold the existing buy or sell positions. IVTS is assumed to buy and sell historical volatility values. This is somewhat unreal because we cannot trade historical volatility values themselves. But our simulation results are meaningful since the Korea Exchange introduced volatility futures contract that traders can trade since November 2014. The trading systems with SVR-based GARCH models show higher returns than MLE-based GARCH in the testing period. And trading profitable percentages of MLE-based GARCH IVTS models range from 47.5% to 50.0%, trading profitable percentages of SVR-based GARCH IVTS models range from 51.8% to 59.7%. MLE-based symmetric S-GARCH shows +150.2% return and SVR-based symmetric S-GARCH shows +526.4% return. MLE-based asymmetric E-GARCH shows -72% return and SVR-based asymmetric E-GARCH shows +245.6% return. MLE-based asymmetric GJR-GARCH shows -98.7% return and SVR-based asymmetric GJR-GARCH shows +126.3% return. Linear kernel function shows higher trading returns than radial kernel function. Best performance of SVR-based IVTS is +526.4% and that of MLE-based IVTS is +150.2%. SVR-based GARCH IVTS shows higher trading frequency. This study has some limitations. Our models are solely based on SVR. Other artificial intelligence models are needed to search for better performance. We do not consider costs incurred in the trading process including brokerage commissions and slippage costs. IVTS trading performance is unreal since we use historical volatility values as trading objects. The exact forecasting of stock market volatility is essential in the real trading as well as asset pricing models. Further studies on other machine learning-based GARCH models can give better information for the stock market investors.

• Journal of Korean Society of Transportation
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• v.24 no.2 s.88
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• pp.65-78
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• 2006

This paper investigates the cost structure ot the Korea and Japan railroad industry with respect to density, scale and scope economies as well as productivity growth rate using a generalized trans)og multiproduct cost function model. The paper then assumes that the Korea and Japan railway companies pi·educe three outputs (incumbent railway passenger-kilometers. Shinkansen passenger-kilometers, ton-kilometers of freight) using four input factors (labor, fuel, maintenance, rolling stock and capital). The specified cost function includes foul other independent variables: track lengths to reflect network effects, two dummies to reflect nation and ownership effects, and time trend as a proxy for technical change. The simultaneous equation system consisting of a cost function and three input share equations is estimated with the Zellner's iterative seemingly unrelated regression. The unbalanced panel data used in the paper, a total of 154 observations. are collected from the annual records of the Korea National Railroad (KNR) for the yews $1977{\sim}2003$, Japan National Railways (JNR) for the years $1977{\sim}1984$. seven Japan Railways (JR's) for the years $1987{\sim}2003$. The findings show that the Korean and Japanese railways exhibit product-specific and overall economies of density but product-specific diseconomies of scale with respect to incumbent railway passenger-kilometers, Shinkansen-kilometers and ton-kilometers. However, the railways experience mild overall economies of scale which result from economies of scope associated with the joint production of incumbent railway/Shinkansen and feight, freight/incumbent railway and Shinkansen except Shinkansen/incumbent railway and freight. In addition, the economies of density and scale in the KNR, JR east, JR central, and JR west companies at the point of the years $1990{\sim}2003$ average is generally analogous to the above results at the point of sample average. There also appear to be economies of ssope associated with the joint Production of the incumbent railway and Shinkansen in JR central but diseconomies of scope in JR East and JR West. The findings also indicate that the productivity growth rate of the privately-owned JR's is larger than that of the government-owned KNR.

• Journal of Korean Society of Forest Science
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• v.81 no.4
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• pp.337-345
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• 1992

In this research, a kinematic wave model was applied for the runoff analysis, Regulation of streamflow was estimated by the calibration of roughness coefficient as a parameter. The data analyzed were obtained from Ananomiya and Shirasaka experimental basins at Tokyo University Forest in Aichi. Estimation methods and characteristics of roughness coefficient as a evaluation method of hydrological function of forest are summarized as follows ; 1. Roughness coefficient($N_s$) indicates the resistance of hillslope to the flowing water of surface runoff. There exists an hypothesis that resistance of hillslope to flowing water increase with the growth forest and development of the $A_o$ layer. 2. Roughness coefficient($N_s$) was estimated by the parameter when the stream direct runoff was calculated by using the kinematic wave. 3. Secular change of '$N_s$' in ananomiya has a curve which has an upper limit and increases exponentially near the limit. The curve quickly increased from 1935 to 1945 when results of afforestation for erosion control were thought to be effective. On the other hand, slight increase of '$N_s$' in Shirasaka indicates that there was not such a big change in the surface of soil layer. 4. The increase of '$N_s$' was related with decrease of direct runoff and increase of base flow. It was recognized that the rate of direct runoff decreased with the improvement of forest physiognomy and the rate of base flow was increased. But absolute value of water runoff per one storm decreased in chronological order.