• Horticultural Science & Technology
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• v.32 no.2
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• pp.241-251
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• 2014

This study was carried out to develop a simple, rapid and reliable assessment model to predict cold tolerance in Pittosporum tobira, a broad-leaved evergreen commonly used in the southern region of South Korea, which can minimize the possible experimental errors appeared in a electrolyte leakage test for cold tolerance assessment. The modeling procedure comprised of regrowth test and a electrolyte leakage test on the plants exposed to low temperature treatments. The lethal temperatures estimated from the methodological combinations of a electrolyte leakage test including tissue sampling, temperature treatment for potential electrical conductivity, and statistical analysis were compared to the results of the regrowth test. The highest temperature showing the survival rate lower than 50% obtained from the regrowth test was $-10^{\circ}C$ and the lethal was $-10^{\circ}C{\sim}-5^{\circ}C$. Based on the results of the regrowth test, several methodological combinations of electrolyte leakage tests were evaluated and the electrolyte leakage lethal temperatures estimated using leaf sample tissue and freeze-killing method were closest to the regrowth lethal temperature. Evaluating statistical analysis models, linear interpolation had a higher tendency to overestimate the cold tolerance than non-linear regression. Consequently, the optimal model for cold tolerance assessment of P. tobira is composed of evaluating electrolyte leakage from leaf sample tissue applying freeze-killing method for potential electrical conductivity and predicting lethal temperature through non-linear regression analysis.

• The Korean Journal of Financial Management
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• v.26 no.3
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• pp.139-169
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• 2009

This paper introduces the modified VaR which takes into account the asymmetry and fat-tails of financial asset distribution, and then compares its out-of-sample forecast performance with traditional VaR model such as historical simulation model and Riskmetrics. The empirical tests using stock indices of 6 countries showed that the modified VaR has the best forecast accuracy. At the test of independence, Riskmetrics and GARCH model showed best performances, but the independence was not rejected for the modified VaR. The Monte Carlo simulation using skew t distribution again proved the best forecast performance of the modified VaR. One of many advantages of the modified VaR is that it is appropriate for measuring VaR of the portfolio, because it can reflect not only the linear relationship but also the nonlinear relationship between individual assets of the portfolio through coskewness and cokurtosis. The empirical analysis about decomposing VaR of the portfolio of 6 stock indices confirmed that the component VaR is very useful for the re-allocation of component assets to achieve higher Sharpe ratio and the active risk management.

• Journal of the Computational Structural Engineering Institute of Korea
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• v.32 no.2
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• pp.93-101
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• 2019

The objective of this study is to develop a model which can predict the seismic performance of the slope relatively accurately and efficiently by using artificial neural network(ANN) technique. The quantification of such the seismic performance of the slope is not easy task due to the randomness and the uncertainty of the earthquake input and slope model. Under these circumstances, probabilistic seismic fragility analyses of slope have been carried out by several researchers, and a closed-form equation for slope seismic performance was proposed through a multiple linear regression analysis. However, a traditional statistical linear regression analysis has shown a limit that cannot accurately represent the nonlinearistic relationship between the slope of various conditions and seismic performance. In order to overcome these problems, in this study, we attempted to apply the ANN to generate prediction models of the seismic performance of the slope. The validity of the derived model was verified by comparing this with the conventional multi-linear and multi-nonlinear regression models. As a result, the models obtained through the ANN basically showed excellent performance in predicting the seismic performance of the slope, compared to the models obtained by the statistical regression analyses of the previous study.

• Journal of the Korean Institute of Illuminating and Electrical Installation Engineers
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• v.13 no.4
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• pp.120-126
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• 1999

;The consicErations for reminder life of transmission line is gradually higher. It is requisite for investigation of ACSR's life to test tensile load of ACSR as a fundamental data. It is vary important to analysis correlations between results of tensile load testing and elasped years. Estimation of ACSR's life can be obtained by statistics processing using mechanical experirrental results. It is a general method to use regression analysis as a statistics processing technique. In this paper, we did experiment on tensile strength of ACSR by using a new and old ACSR as sample experirrental materials. The limit of life estimation is decided by basic line using twenty percentage reduction of rate tensile strength. This basic line is like to results of Canada Ontario Hydro-research. There are $95[\textrm{mm}^2]$, $97[\textrm{mm}^2]$, $120[\textrm{mm}^2]$, $240[\textrm{mm}^2]$ ACSRs which are experimented on this study. 1be life estimation of these ACSR is presented by table 1 to be obtained through the linear regression and nonlinear regression analysis. SPSS and statistics toolbox of matlab is used for analysis.lysis.

• Journal of the Korea Society for Simulation
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• v.25 no.3
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• pp.65-76
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• 2016

Self-adaptive software is software that adapts by itself to system requirements about the recognized problems without stopping the software cycle. In order to reduce the unnecessary adaptation in the system having the critical points, we propose proactive approach which can predict the future operation after a critical point. In this paper, we predict the future operation after a critical point using a hybrid model to deal with the characteristics of the observed data with the linear and non-linear pattern. The operation of the prediction method is determined on a timing decision indicator based on the prediction accuracy. The two main points of contributions of this paper are to reduce uncertainty about the future operation by predicting the situation after a critical point using hybrid model and to reduce unnecessary adaptation implementation by deciding a timing based on a timing decision indicator.

• Journal of the Korea Academia-Industrial cooperation Society
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• v.13 no.2
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• pp.772-778
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• 2012

In this paper, the states and the parameters in the dynamic system are simultaneously estimated by applying the UKF(Unscented Kalman Filter), which is widely used for estimating the state of non-linear systems. Estimating the parameter is very important in various fields, such as system control, modeling, analysis of performance, and prediction. Most of the dynamic systems which are dealt with in engineering have non-linearity as well as some noise. Therefore, the parameter estimation is difficult. This paper estimates the states and the parameters applying to the UKF, which is a non-linear filter and has strong noise. The augmented equation is used by including the addition of the parameter factors to the original state equation of the system. Moreover, it is simulated by applying to a 2-DOF(Degree of Freedom) dynamic system composed of the pendulum and the slide. The measurement noise of the dynamic equation is assumed to be a Gaussian distribution. As the simulation results show, the proposed parameter estimation performs better than the LSM(Least Square Method). Furthermore, the estimation errors and convergence time are within three percent and 0.1 second, respectively. Consequentially, the UKF is able to estimate the system states and the parameters for the system, despite having measurement data with noise.

• Journal of Korean Society of Coastal and Ocean Engineers
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• v.19 no.5
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• pp.484-491
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• 2007

Numerical experiments using a numerical wave tank have been performed to verier the nonlinear interaction between monochromatic waves and a submerged horizontal plate. As a model for numerical wave tank, we used a higher-order Boundary Element Method(BEM) based on fully nonlinear potential flow theory and CADMAS-SURF for solving Navier Stokes equations and exact free surface conditions. Both nonlinear models are able to predict the higher harmonic generation in the shallow water region over a submerged horizontal plate. CADMAS-SURF, which involves the viscous effect, can evaluate the higher harmonic generation by flow separation and vortices at the each ends of plate. The comparison of reflection and transmission coefficients with experimental results(Patarapanich and Cheong, 1989) at different lengths and submergence depths of a horizontal plate are presented with a good agreement. It is found that the transfer of energy from the incident fundamental waves to higher harmonics becomes larger as the submergence depth ratio decreases and the length ratio increases.

• Journal of the Korea Academia-Industrial cooperation Society
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• v.11 no.7
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• pp.2661-2669
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• 2010

In this study, a finite element formulation based first-order shear deformation theory is developed for non-linear behaviors of laminated composite plates containing matrix cracking. The multi-directional stiffness degradation is developed for adopting the stiffness variation induced from matrix cracking, which is proposed by Duan and Yao. The matrix cracking can be expressed in terms of the variation of material properties, such as Young's modulus, shear modulus and Possion ratio of plates, and sequently it is possible to predict the variation of the local stiffness. Using the assumed natural strain method, the present shell element generates neither membrane nor shear locking behavior. Numerical examples demonstrate that the present element behaves quite satisfactorily either for the linear or geometrical nonlinear analysis of laminated composite plates. The results of laminated composite plates with matrix cracking may be the benchmark test for the non-linear analysis of damaged laminated composite plates.

• Journal of the Korea Concrete Institute
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• v.19 no.3
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• pp.283-292
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• 2007

A research projects is currently being conducted to develop a nonlinear finite element analysis methods for predicting the structural behavior of reinforced concrete frame structures, exposed to fire. As part of this, reinforced concrete frames subjected to fire loads were analyzed using the nonlinear finite-element program DIANA. Two numerical steps are incorporated in this program. The first step carries out the nonlinear transient heat flow analysis associated with fire and the second step predicts the structural behavior of reinforced concrete frames subjected to the thermal histories predicted by first step. The complex features of structural behavior in fire conditions, such as thermal expansion, plasticity, cracking or crushing, and material properties changing with temperature are considered. A concrete material model based on nonlinear fracture mechanics to take cracking into account and plasticity models for concrete in compression and reinforcement steel were used. The material and analytical models developed in this paper are verified against the experimental data on simple reinforced concrete beams. The changes in thermal parameters are discussed from the point of view of changes of structure and chemical composition due to the high temperature exposure. Although, this study considers codes standard fire for reinforced concrete frame, any other time-temperature relationship can be easily incorporated.

• The Transactions of the Korean Institute of Power Electronics
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• v.4 no.2
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• pp.192-200
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• 1999

위성의 전지는 위성의 수명과 직접적인 영향을 갖고 있으며 이것의 정상동작여부에 따라 위성의 안정적인 임무수행여부가 결정된다. 상대적으로 일반화된 셀 모델링의 최근 개발은 NiH2셀의 동특성을 시뮬레이션 하기 위한 기본적인 원리에 기반을 둔 접근방식이다. 그러나 이러한 일반적인 방정식을 통해 비선형성과 전력상태를 포함하는 전지 특성을 예측하는 것은 사실상 불가능하다. 본 연구에서는 다층신경회로망을 이용하여 비선형 특성를 갖는 니켈-하이드로진 전지 특성을 모델링 하였으며, 모델링된 상수값은 위성의 식시간 동안의 전지 전력상태 분석을 위해 사용되었다. 모델링 결과의 정확성을 확인하기 위해 니켈-하이드로진 전지시험결과 분석자료와 비교 검토 되었다. 전지 동작모드는 정상동작모드와 실패모드로 나누어 분석되었다. 정상동작모드는 위성의 식시간 동안 아크젯 동작 여부에 의해 각각 분석되었으며, 또한 태양전지와 배터리 셀 일부의 고장으로 인한 실패모드에서의 전지전력상태가 분석되었다.