• Korean Journal of Remote Sensing
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• v.29 no.5
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• pp.555-568
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• 2013

Atmospheric optical thickness during nighttime was estimated in this study using analysis on the images of the moon taken from commercial digital camera. Basically the Langely Regression method was applied to the observations of the moon for the cloudless and optically stable sky conditions. The spectral response functions for the red(R), green(G), and blue(B) channels were employed to derive effective wavelength centers of each channel for the observations of the moon, and the correspondent Rayleigh optical thickness were also calculated. Aerosol optical thickness (AOT) was calculated by subtracting Rayleigh optical thickness from the atmospheric optical thickness derived from the Langley regression method. As there are only handful of nighttime AOT observations, the AOT from the moon observations was compared with the AOT from sun-photometers and the MODIS satellite sensor, which was taken several hours before the moon observations of this study. As a result, the values of AOT from moon observations agree with those from sun-photometers and MODIS within 0.1 for the R, G, B channels of the digital camera. On the other hand, ${\AA}$ngstr$\ddot{o}$m Exponent seems to be subject to larger errors due to its sensitiveness to the spectral errors of AOT. Nevertheless, the results of this study indicate that the method reported in this study is promising as it can provide nighttime AOT relatively easily with a low cost instrument like digital camera. More observations and analyses are warranted to attain improved nighttime AOT observations in the future.

• The KIPS Transactions:PartB
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• v.14B no.4
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• pp.311-320
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• 2007

This paper presents vision-based 3D facial expression animation technique and system which provide the robust 3D head pose estimation and real-time facial expression control. Many researches of 3D face animation have been done for the facial expression control itself rather than focusing on 3D head motion tracking. However, the head motion tracking is one of critical issues to be solved for developing realistic facial animation. In this research, we developed an integrated animation system that includes 3D head motion tracking and facial expression control at the same time. The proposed system consists of three major phases: face detection, 3D head motion tracking, and facial expression control. For face detection, with the non-parametric HT skin color model and template matching, we can detect the facial region efficiently from video frame. For 3D head motion tracking, we exploit the cylindrical head model that is projected to the initial head motion template. Given an initial reference template of the face image and the corresponding head motion, the cylindrical head model is created and the foil head motion is traced based on the optical flow method. For the facial expression cloning we utilize the feature-based method, The major facial feature points are detected by the geometry of information of the face with template matching and traced by optical flow. Since the locations of varying feature points are composed of head motion and facial expression information, the animation parameters which describe the variation of the facial features are acquired from geometrically transformed frontal head pose image. Finally, the facial expression cloning is done by two fitting process. The control points of the 3D model are varied applying the animation parameters to the face model, and the non-feature points around the control points are changed by use of Radial Basis Function(RBF). From the experiment, we can prove that the developed vision-based animation system can create realistic facial animation with robust head pose estimation and facial variation from input video image.

• The Korean Journal of Financial Management
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• v.22 no.1
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• pp.119-146
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• 2005

This study applies extreme value theory to get extreme value-VAR for Korean Stock market and showed the usefulness of the approach. Block maxima model and POT model were used as extreme value models and tested which model was more appropriate through back testing. It was shown that the block maxima model was unstable as the variation of the estimate was very large depending on the confidence level and the magnitude of the estimates depended largely on the block size. This shows that block maxima model was not appropriate for Korean Stock market. On the other hand POT model was relatively stable even though extreme value VAR depended on the selection of the critical value. Back test also showed VAR showed a better result than delta VAR above 97.5% confidence level. POT model performs better the higher the confidence level, which suggests that POT model is useful as a risk management tool especially for VAR estimates with a confidence level higher than 99%. This study picks up the right tail and left tail of the return distribution and estimates the EVT-VAR for each, which reflects the asymmetry of the return distribution of the Korean Stock market.

• Convergence Security Journal
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• v.12 no.6
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• pp.85-92
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• 2012

There are many software reliability models that are based on the times of occurrences of errors in the debugging of software. It is shown that it is possible to do asymptotic likelihood inference for software reliability models based on infinite failure model and non-homogeneous Poisson Processes (NHPP). For someone making a decision about when to market software, the conditional failure rate is an important variables. The finite failure model are used in a wide variety of practical situations. Their use in characterization problems, detection of outliers, linear estimation, study of system reliability, life-testing, survival analysis, data compression and many other fields can be seen from the many study. Statistical Process Control (SPC) can monitor the forecasting of software failure and there by contribute significantly to the improvement of software reliability. Control charts are widely used for software process control in the software industry. In this paper, we proposed a control mechanism based on NHPP using mean value function of log Poission, log-linear and Parto distribution.

• The Journal of Korea Institute of Information, Electronics, and Communication Technology
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• v.8 no.5
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• pp.345-353
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• 2015

There are many software reliability models that are based on the times of occurrences of errors in the debugging of software. It is shown that it is possible to do parameter inference for software reliability models based on finite failure model and non-homogeneous Poisson Processes (NHPP). For someone making a decision to market software, the conditional failure rate is an important variables. In this case, finite failure model are used in a wide variety of practical situations. Their use in characterization problems, detection of outlier, linear estimation, study of system reliability, life-testing, survival analysis, data compression and many other fields can be seen from the many study. Statistical process control (SPC) can monitor the forecasting of software failure and thereby contribute significantly to the improvement of software reliability. Control charts are widely used for software process control in the software industry. In this paper, proposed a control mechanism based on NHPP using mean value function of polynomial hazard function.

• The Journal of Korea Institute of Information, Electronics, and Communication Technology
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• v.8 no.6
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• pp.483-490
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• 2015

There are many software reliability models that are based on the times of occurrences of errors in the debugging of software. It is shown that it is possible to do likelihood inference for software reliability models based on finite failure model and non-homogeneous Poisson Processes (NHPP). For someone making a decision about when to market software, the conditional failure rate is an important variables. The infinite failure model are used in a wide variety of practical situations. Their use in characterization problems, detection of outlier, linear estimation, study of system reliability, life-testing, survival analysis, data compression and many other fields can be seen from the many study. Statistical process control (SPC) can monitor the forecasting of software failure and thereby contribute significantly to the improvement of software reliability. Control charts are widely used for software process control in the software industry. In this paper, proposed a control mechanism based on NHPP using mean value function of Musa-Okumo and Power law type property.

• The Korean Journal of Applied Statistics
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• v.31 no.3
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• pp.383-396
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• 2018

Various parallel processing R packages are used for fast processing and the analysis of big data. Parallel processing is used when the work can be decomposed into tasks that are non-interdependent. In some cases, each task decomposed for parallel processing can also be decomposed into non-interdependent subtasks. We have to choose whether to parallelize the decomposed tasks in the first step or to parallelize the subtasks in the second step when facing nested parallelism situations. This choice has a significant impact on the speed of computation; consequently, it is important to understand the nature of the work and decide where to do the parallel processing. In this paper, we provide an idea of how to apply parallel computing effectively to problems by illustrating how to select a parallelism point for the bandwidth selection of nonparametric regression.

• KSCE Journal of Civil and Environmental Engineering Research
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• v.31 no.1B
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• pp.37-45
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• 2011

We studied noise influence on nonlinear chaotic system by using Logistic data series which is known as a typical nonlinear chaotic system. We regenerated Logistic data series by the method of adding noise according to noise level. And, we performed some analyses such as phase space reconstruction, correlation dimension, BDS statistics, and DVS Algorithms which are known as the methods of nonlinear deterministic or chaotic analysis. If we see the results of analysis, the characteristics of data series are gradually changed from nonlinear chaotic data series to random stochastic data series according to increasing noise level. We applied Low Pass Filter (LPF) and Kalman Filter techniques for the investigation of removing effect of the added noise to data series. Typical nonparametric method cannot distinguish nonlinear random series but the BDS statistic can distinguish the nonlinear randomness of the time series. Therefore this study used the BDS statistic which is well known as nonlinear statistical method for the investigation of randomness of time series for the effect of removing noise of data series. We found that Kalman filter is better method to remove the noise of chaotic data series even for high noise level.

• Journal of the Korea Academia-Industrial cooperation Society
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• v.18 no.4
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• pp.135-142
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• 2017

This study employs an analytical mathematical model to estimate the optimal debt ratio of Korean agricultural corporations, more sensitive to the government debt ratio policy compared to other industries, and the estimation of the optimal debt ratio based on objective data. The analytical model utilizes the equation for ROE, with the debt ratio as an independent variable, and related parameters include ROS, TAT, and NFCL. Regarding the NFCL, the optimal debt ratio standard is defined as the debt ratio that maximizes the ROE by analytical procedures such as adding an equation concerning the debt ratio and a linearity relationship to the analytical model, and from these equations, a quadratic equation with the debt ratio as an independent variable describes the ROE. This methodemploys fourteen years of corporate data. Results show that 138% of debt ratio is the optimal debt ratio to increase the ROE of the corporations, which implies that the existing debt ratio of Korean agricultural corporations is higher than optimal. Consequently, it is required for authorities to change future debt ratio policies in view that the purpose of debt ratio management is to maintain safety and increase profitability.Management should emphasize characteristics of the specific industry rather than standardized judgements based on numerical indexes.

• Journal of the Korea Academia-Industrial cooperation Society
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• v.19 no.3
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• pp.301-308
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• 2018

This study explores an analytical mathematical model designed to estimate the optimal debt ratio of the Korean automobile industry, which has a more significant effect on the national economy than that of other industries, and attempts to estimate the optimal debt ratio based on objective data. The analytical model is based on ROA and ROE which uses the debt ratio as an independent variable and employs ROS, TAT, and NFCL as the related parameters. Regarding the NFCL, the optimal debt ratio is usually defined as the debt ratio that maximizes the ROA and ROE and is calculated using analytical procedures, such as by adding an equation that considers the debt ratio and the linearity relationship to the analytical model. This is because the optimal debt ratio can be calculated reliably by making use of an estimated value within a certain range, which is derived from more than two calculations rather than a single estimation starting from one calculation formula. In this study, for the estimation of the optimal debt ratio, the ROA and ROE are expressed as a quadratic equation with the debt ratio as the independent variable. Using this analysis procedure, the optimal debt ratio obtained using the data from the Korean automobile industry over a sixteen year period, which would optimize the profitability of the Korean automobile industry, was found to be 188% of the debt ratio in the ROA and 213% of the debt ratio in the ROE. This result was obtained by overcoming the problem of the reliability of the estimation value in spite of the limitations of the logical theory of this study, and can be interpreted as meaning that maintaining a debt ratio of 188% to 213% can enhance the profitability and reduce the risks in the Korean automobile industry. Furthermore, this indicates that the existing debt ratio of the Korean automobile industry is lower than the optimal value within the estimated range. Consequently, it is necessary for corporations to change their future debt ratio policies, given that the purpose of debt ratio management is to maintain safety and increase profitability, and to take into account the characteristics of the specific industry.