• Journal of the Korean Geophysical Society
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• v.8 no.2
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• pp.67-74
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• 2005

Two-dimensional S-wave velocity sections from SH-wave refraction tomography and surface wave dispersions were obtained by inverting traveltimes of first arrivals and surface wave dispersions, respectively. For the purpose of comparison, a P-wave velocity tomogram was also obtained from a P-wave refraction profiling. P and Rayleigh waves generated by vertical blows on a plate with a sledgehammer were received by 100- and 4.5-Hz geophones, respectively. SH-waves generated by horizontal blows on both sides of a 50 kg timber were received by 8 Hz horizontal geophones. The shear-wave signals were enhanced subtracting data of left-side blows from ones of the right-side blows. Shear-wave velocities from tomography inversion of first-arrival times were compared with ones from inverting dispersion curves of Rayleigh waves. Although the two velocity sections look similar to each other in general, the one from the surface waves tends to have lower velocities. First arrival picking of SH waves is troublesome since P and PS-converted waves arrive earlier than SH waves. Application of the surface wave method, on the other hand, is limited where lateral variation of subsurface tructures is not mild.

• Proceedings of the Korean Society of Propulsion Engineers Conference
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• 2007.11a
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• pp.165-169
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• 2007

Qualification test range for Lox/Kerosene gas generator cyle liquid rocket engine was determined by considering engine dispersion and flight inlet conditions. With various pump characteristics, the operation range of components and system was investigated through dispersion analysis. The variation of engine performance shows opposite trends in calibration and dispersion.

• Proceedings of the Korean Society of Precision Engineering Conference
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• 2004.05a
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• pp.46-46
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• 2004

디지털 측정장치의 발달에 따라 센서에서 출력되는 아날로그 신호를 디지털 신호로 변환하고, 이를 바탕으로 측정결과를 제시하는 경우가 많다. 그러나 아날로그 신호의 디지털화 과정에서는 정보의 유실이 생길 수밖에 없고, 또한 측정 헤드의 dimension 과 sampling interval 등과 같은 측정조건은 측정결과의 신뢰성에 많은 문제를 야기 시킨다. 본 연구에서는 새로운 측정방법을 바탕으로 시장-분산곡선과 Correlogram 법을 이용하여 그 특성을 해석하고, 데이터 샘플링 시 측정조건과 시료내의 변동성이 측정결과인 평균 굵기 및 굵기의 총분산에 미치는 영향을 찾아 보았다.(중략)

• The Korean Journal of Financial Studies
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• v.3 no.2
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• pp.157-185
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• 1996

본 연구는 한국증권시장에서 변동성의 정보비대칭효과를 조건부 이분산모형을 이용하여 검증하고자 하였다. 검증방법으로는 Engle과 Ng (1993)의 연구에 기초하여 정보반응곡선(News impact curve)으로 분석하였다. 분석자료로 1980년 부터 1995년 까지의 한국종합주가지수, 일별 초과수익률자료를 사용하였다. 정보반응곡선에 이용한 모형은 GARCH 모형, EGARCH 모형, TGARCH 모형, AGARCH 모형등 4개의 조건부 이분산 모형이다. 무조건 분산을 이용한 정보 반응곡선의 함수형태로 보면, 분산의 정보반응에 있어서 GARCH 모형은 대칭적으로 반응하며 나머지 조건부 이분산 모형인 EGARCH 모형, TGARCH 모형, 그리고 AGARCH 모형은 비대칭적으로 반응하는 모형임을 알 수 있었다. 실증분석결과 정보반응곡선을 통하여 악재(bad news)정보에 따라 예측하지 못한 주식수익률의 하락이 호재(good news)에 따른 예측하지 못한 주식수익률의 상승보다 더 큰 변동성을 발견할 수 있었다. 그러나 비대칭성의 크기는 그다지 큰 것으로 보이지 않았다. 모형적합성 검정에서도 4개의 조건부 이분산 모형은 모두 적합한 것으로 보인다. 그중에서도 EGARCH 모형과 TGARCH 모형이 상대적으로 주가예측력이 뛰어나 보인다. 그러나 변동성의 정보 비대칭반응을 통계적으로 유의적인 것으로 확인한 모형은 TGARCH모형 뿐이었다.

• Journal of Korea Water Resources Association
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• v.41 no.8
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• pp.807-823
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• 2008

This paper presents a technique for estimating discharge rating curve parameters. In typical practical applications, the original non-linear rating curve is transformed into a simple linear regression model by log-transforming the measurement without examining the effect of log transformation. The model of pseudo-likelihood estimation is developed in this study to deal with heteroscedasticity of residuals in the original non-linear model. The parameters of rating curves and variance functions of errors are simultaneously estimated by the pseudo-likelihood estimation(P-LE) method. Simulated annealing, a global optimization technique, is adapted to minimize the log likelihood of the weighted residuals. The P-LE model was then applied to a hypothetical site where stage-discharge data were generated by incorporating various errors. Results of the P-LE model show reduced error values and narrower confidence intervals than those of the common log-transform linear least squares(LT-LR) model. Also, the limit of water levels for segmentation of discharge rating curve is estimated in the process of P-LE using the Heaviside function. Finally, model performance of the conventional log-transformed linear regression and the developed model, P-LE are computed and compared. After statistical simulation, the developed method is then applied to the real data sets from 5 gauge stations in the Geum River basin. It can be suggested that this developed strategy is applied to real sites to successfully determine weights taking into account error distributions from the observed discharge data.

• Journal of Korea Society of Industrial Information Systems
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• v.8 no.1
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• pp.18-25
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• 2003

In this Paper, we propose a dissolve detection method based on video editing model. Our method consists of two steps In the first step, the candidate regions are found by using the first md second derivative of a variance curve. In a variance curve, a dissolve presents a parabola that is downward convex. Therefore the parabola is found as a candidate region for a dissolve. In the second step, the candidate region is verified for a dissolve region. In each candidate region, a variance at a valley of the parabola corresponding to dissolve is estimated and then the candidate region is verified by using estimated valley's variance. The valley's variance is determined by neighbor scene variances, so proposed method is adaptive to detect dissolve with various variances. Experiment results on video of various content types are reported and validated.

• KSCE Journal of Civil and Environmental Engineering Research
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• v.8 no.4
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• pp.49-57
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• 1988

A new analytical inversion technique is developed to determine the shear wave velocity profiles of natural soils and pavement systems from the dispersion curves of Rayleigh waves. Haskell's theory on the dispersion of the surface waves in multi-layered elastic solids is utilized. A frequency-unlimited dispersion equation is developed by use of the delta matrix technique. Rigid halfspace is assumed at the depth of the one wavelength of Rayleigh waves. Computer program is coded and validity of the technique is verified through the numerical model tests.

• Journal of Korean Society of Industrial and Systems Engineering
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• v.17 no.32
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• pp.73-79
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• 1994

본 연구는 관리한계설정을 위한 새로운 방법을 제시한다. 일반적 관리한계는 중심선(Central Line)과 표준편차(Standard Deviation)에 기인한다. 그러나 본 연구에서는 제품수명주기(PLC)의 각 단계상 발생되는 손익분기점(Break-even Point)과 한계이익곡선 특성을 통하여 탄력적 관리한계(Elastic Control Limit : ECL)를 구축하고자 하였다. 탄력적 관리한계와 한계이익곡선의 관계에서 중심선은 최대이익, $3{sigma}$한계는 최대이익점과 가장 근접해 있는 (상위/하위)손익분기점까지의 거리로 파악할 수 있다. 그리고 총 변동은 ｛상위손익분기점(UBEP) - 하위손익분기점(LBEP)｝으로 고려할 수 있다. 전개 과정으로서는 1. 각 제품별 수명주기(PLC)를 각 단계별로 구분한다. 2. 각 단계별 총이익곡선(TRC)과 총비용곡선(TCC)을 구한다. 3. 한계이익곡선상의 최대이익지점을 구한다. 이러한 연구는 제품성장단계별 평균과 분산의 변동을 동시에 고려하여 탄력적 관리가 가능하다는 장점이 있다. 나아가 마케팅과 소비자 행동의 분석으로 확대될 수 있다.

• Korean Journal of Optics and Photonics
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• v.9 no.1
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• pp.20-24
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• 1998

Fiber four-wave mixing(FWM) in zero-dispersion wavelength region is studied. FWM efficiency of -26 dBm and bandwidth of 2nm are measured. The linear dispersion slope in zero-dispersion wavelength region is calculated from the modulation behavior of FWM efficiency.

• The Korean Journal of Applied Statistics
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• v.24 no.1
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• pp.185-191
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• 2011

In the credit evaluation study with the assumption of mixture distributions, the ROC curve is a useful method to explore the discriminatory power of default and non-default borrowers. The AROC curve is an adjusted ROC curve that can be identified with the corresponding score and is mathematically analyzed in this work. We obtain patterns of this curve by applying normal distributions. Moreover, the relationship between the AROC curve and many classification accuracy statistics are explored to find the optimal threshold. In the case of equivalent variances of two distributions, we obtain that the local minimum of the AROC curve is estimated at the optimal threshold to maximize certain classification accuracies.