• The Korean Journal of Applied Statistics
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• v.33 no.2
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• pp.147-160
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• 2020

In this paper, we study an algorithm that automatically determines the orders of past observations and conditional mean values that play an important role in count time series models. Based on the orders of the ARIMA model, the algorithm constitutes the order candidates group for time series generalized linear models and selects the final model based on information criterion among the combinations of the order candidates group. To evaluate the proposed algorithm, we perform small simulations and empirical analysis according to underlying models and time series as well as compare forecasting performances with the ARIMA model. The results of the comparison confirm that the time series generalized linear model offers better performance than the ARIMA model for the count time series analysis. In addition, the empirical analysis shows better performance in mid and long term forecasting than the ARIMA model.

• Journal of Practical Engineering Education
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• v.11 no.2
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• pp.143-150
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• 2019

Circuit theory is a systematic study that analyzes and designs the most basic circuits in the field of electrical and electronic engineering. Circuit theory courses are organized as major courses for one or two semesters in the second year of university, so that electrical and electronic engineering students must learn. Experimental courses are being together organized for students to enhance understanding of circuit theory and cultivate the skills and the abilities of circuit design through experiments with actual circuits. This paper is a case study on the teaching method applied in electric circuit design and experiment courses to enhance the learning effect on the experimental education that supports circuit theory. To do this, we propose a 15-week instructional model consisting of theory study, simulation, experiments, and design projects. In the proposed model, the simulation and preliminary experiment preparation process are reinforced to complement the theoretical concept and the design project is introduced to acquire practical circuit design skills as engineers. The results of five-year operation demonstrate the effectiveness of the proposed model.

• Journal of Korean Society of Forest Science
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• v.80 no.4
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• pp.427-435
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• 1991

Linear programming(LP) is a well-known method in optimizing timber harvest schedules. This paper describes a linear programming formulation of korean pine stands for timber harvest scheduling problems. Simulation technique and LP were applied to optimize the time and space distribution of the sustained yield for the 10-year forest management planning horizon. Growthfunction of korean pine stands in study area was derived with the yield table. This growthfunction was contained to the simulation model in estimating of changing stand volume conditions for the planning horizon. These estimated values were served as the basic data of LP model, and LP model was formulated with the maximum of periodical harvest volume calculated by the classical yield regulation method (Paulsen-Hundeshagen formula) and the maximum of periodical harvest area calculated for the normal age distribution. The timber harvest schedule was established periodically for each subcompartment of korean pine stands in experiment forest of College of Forestry in Kangweon National University with the here developed LP model.

• The Journal of The Korea Institute of Intelligent Transport Systems
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• v.12 no.2
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• pp.1-11
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• 2013

This research proposed integrated expressway traffic management strategy using ramp metering and toll mainline metering. This research suggested a traffic signal optimization model for integrated operation of ramp and mainline metering based on Demand-Capacity Model that is used to optimize allowable input volume for ramp metering in FREQ model. The objective function of this model is sectional throughput volume maximization, and this model can calculate optimal signal timings for mainline metering and ramp metering. This study conducted an effectiveness analysis of integrated metering strategy using PARAMICS and its API. It targeted Seoul's Outer Ring Expressway between Gimpo and Siheung toll gate. As a simulation result, integrated operation of mainline and ramp metering provided more smooth traffic flow, and throughput volume of mainline increased to 14% in congested section. In addition, a queue of 400 meter was formed at metering point of toll gate. This research checked that integrated traffic management strategy facilitates more efficient traffic operation of mainline and ramp from diffused traffic congestion.

• Economic Analysis
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• v.26 no.1
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• pp.133-166
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• 2020

Since the mid-1990s, Korea has been aging rapidly. At the same time, real interest rates have declined sharply. This paper studies whether population aging has contributed to the real interest rate decrease in Korea. We first present empirical evidence that increases in life expectancy and the old-age-dependency ratio, and a fall in population growth, i.e., the population aging, decrease real interest rates. Then we calibrate a life-cycle model to capture the features of the old-age-dependency ratio and population growth in Korea, and show that population aging accounts for about one third of the fall in real interest rates between 1995 and 2018. Furthermore, according to simulation results, increased life expectancy is more important than decreased population growth in affecting the real interest rate decrease during the period.

• Journal of the military operations research society of Korea
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• v.35 no.3
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• pp.31-45
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• 2009

Reliability should be done from the initial stage of development to secure performance and safety of system. To establish and achieve target reliability of a system, reliability should be allocated into the subsystems. In the acquisition and development of a system, frequent failures will cause a negative effect on performing mission and occurs increasing operating cost. This study reviewed and evaluated the existing reliability allocation models using operation and maintenance costs to find the correlation between reliability allocation models and its operating cost. A target system reliability on the diesel engine to be developed for naval vessels is allocated into its subsystem based on the existing reliability allocation models. A selection methodology for reliability allocation models was made to minimize operating cost by using simulation based on the given operating diesel engine data for naval vessels.

• The Korean Journal of Applied Statistics
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• v.16 no.2
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• pp.335-349
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• 2003

In this paper, we use Bayesian method for model selection of poisson vs. negative binomial distribution, and normal, double exponential vs. cauchy distribution. The fractional Bayes factor of O'Hagan (1995) was applied to Bayesian model selection under the assumption of noninformative improper priors for all parameters in the models. Through the analyses of real data and simulation data, we examine the usefulness of the fractional Bayes factor in comparison with intrinsic Bayes factors of Berger and Pericchi (1996, 1998).

• The Korean Journal of Applied Statistics
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• v.29 no.1
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• pp.75-83
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• 2016

We propose methodology to analyze the dynamic mechanisms of financial market contagion under market integration using a biological contagion analytical approach. We employ U-statistic to measure market integration, and a dynamic model based on an error correction mechanism (single equation error correction model) and latent factor model to examine market contagion. We also use quantile regression and Wald-Wolfowitz runs test to test market contagion. This methodology is designed to effectively handle heteroscedasticity and correlated errors. Our simulation results show that the single equation error correction model fits well with the linear regression model with a stationary predictor and correlated errors.

• Journal of the Korea Society for Simulation
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• v.23 no.4
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• pp.163-170
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• 2014

This study calculates the employee receives severance pay scale are paid from the company in the DC system. In addition, by utilizing the reserve growth model were studied in accordance with shortfall risk levels generated by stochastic asset allocation. For the analysis, from 2004 to 2013 using the KOSPI returns and total bond yields were simulated. Scenario 1 is when compared to the severance reserve is insufficient. Scenario 2 is the same as if toy reserve this severance pay. During one period, depending on the asset allocation of stocks and bonds was confirmed that the probability pension risk does not occur. And we suggest that members of DC pension risk endeavor with the government and companies to avoid.

• Journal of Korean Society of Transportation
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• v.34 no.3
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• pp.234-247
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• 2016

As the necessity of the evaluation of environmentally-friendly traffic operations strategies becomes obvious, the characteristics of fuel consumption models should be comprehended in advance. This study selected three fuel consumption models developed in Korea and another three models widely used in North America, and compared their applicabilities. Specifically, the national institute of environmental research (NIER) drive modes and the VISSIM software were utilized to model various driving patterns, and their fuel consumptions were estimated using the fuel consumption models. Based on the results, all the models showed the similar results in the analysis of the most fuel efficient cruising speed. On the other hand, caution should be taken when using the KR-1 and KR-2 models in microscopic analyses because they are not sensitive to instantaneous power requirements of vehicles.