• The Korean Journal of Applied Statistics
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• v.15 no.2
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• pp.311-321
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• 2002

Transfer function model(TFM) capturings conditional heteroscedastic pattern is introduced to analyze stochastic regression relationship between the two time series. Nonlinear ARCH concept is incorporated into the TFM via threshold ARCH and beta- ARCH models. Steps for statistical analysis of the proposed model are explained along the lines of the Box & Jenkins(1976, ch. 10). For illustration, dynamic analysis between KOSPI and NASDAQ is conducted from which it is seen that threshold ARCH performs the best.

• Journal of the Korean Society of Marine Environment & Safety
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• v.23 no.3
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• pp.258-265
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• 2017

This paper validates a system identification method using mathematical optimization using sea trial measurement data as a benchmark. A fast time simulation tool, SIMOPT, and a Rheinmetall Defence mathematical model have been adopted to conduct initial hydrodynamic coefficient estimation and simulate ship modelling. Calibration for the environmental effect of sea trial measurement and sensitivity analysis have been carried out to enable a simple and efficient optimization process. The optimization process consists of three steps, and each step controls different coefficients according to the corresponding manoeuvre. Optimization result of Step 1, an optimization for coefficient on x-axis, was similar compared to values applying an empirical regression formulae by Clarke and Norrbin, which is used for SIMOPT. Results of Steps 2 and 3, which are for linear coefficients and nonlinear coefficients, respectively, was differ from the calculation results of the method by Clarke and Norrbin. A comparison for ship trajectory of simulation results from the benchmark and optimization results indicated that the suggested stepwise optimization method enables a coefficient tuning in a mathematical way.

• Wind and Structures
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• v.19 no.4
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• pp.353-370
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• 2014

A new method is proposed in this study for estimating the damping ratio of a super tall building under strong wind loads with short-time measured acceleration signals. This method incorporates two main steps. Firstly, the power spectral density of wind-induced acceleration response is obtained by the wavelet transform, then the dynamic characteristics including the natural frequency and damping ratio for the first vibration mode are estimated by a nonlinear regression analysis on the power spectral density. A numerical simulation illustrated that the damping ratios identified by the wavelet spectrum are superior in precision and stability to those values obtained from Welch's periodogram spectrum. To verify the efficiency of the proposed method, wind-induced acceleration responses of the Guangzhou West Tower (GZWT) measured in the field during Typhoon Usagi, which affected this building on September 22, 2013, were used. The damping ratios identified varied from 0.38% to 0.61% in direction 1 and from 0.22% to 0.59% in direction 2. This information is expected to be of considerable interest and practical use for engineers and researchers involved in the wind-resistant design of super-tall buildings.

• Science of Emotion and Sensibility
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• v.27 no.1
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• pp.59-68
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• 2024

This study aimed to develop a soft fabric-based elbow-bending angle sensor that can replace conventional hard-type inertial sensors and a system for estimating bending angles using it. To enhance comfort during exercise, this study treated four fabrics (Bergamo, E-band, span cushion, and polyester) by single-walled carbon nanotube dip coating to create conductive textiles. Subsequently, one fabric was selected based on performance evaluations, and an elbow flexion angle sensor was fabricated. Gauge factor, hysteresis, and sensing range were employed as performance evaluation metrics. The data obtained using the fabricated sensor showed different trends in sensor values for the changes in the angle during bending and extending movements. Because of this divergence, the two movements were separated, and this constituted the one-step process. In the two-step process, multilayer perceptron (MLP) was employed to handle the complex nonlinear relationships and achieve high data accuracy. Based on the results of this study, we anticipate effective utilization in various smart wearable and healthcare domains. Consequently, a soft- fabric bending angle sensor was developed, and using MLP, nonlinear relationships can be addressed, enabling angle estimation. Based on the results of this study, we anticipate the effective utilization of the developed system in smart wearables and healthcare.

• Journal of the Korea Society of Computer and Information
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• v.29 no.9
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• pp.125-136
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• 2024

This study presents an automated Python algorithm for analyzing rainfall characteristics to establish critical rainfall thresholds as part of a landslide early warning system. Rainfall data were sourced from the Korea Meteorological Administration's Automatic Weather System (AWS) and the Korea Forest Service's Automatic Mountain Observation System (AMOS), while landslide data from 2020 to 2023 were gathered via the Life Safety Map. The algorithm involves three main steps: 1) processing rainfall data to correct inconsistencies and fill data gaps, 2) identifying the nearest observation station to each landslide location, and 3) conducting statistical analysis of rainfall characteristics. The analysis utilized power law and nonlinear regression, yielding an average R² of 0.45 for the relationships between rainfall intensity-duration, effective rainfall-duration, antecedent rainfall-duration, and maximum hourly rainfall-duration. The critical thresholds identified were 0.9-1.4 mm/hr for rainfall intensity, 68.5-132.5 mm for effective rainfall, 81.6-151.1 mm for antecedent rainfall, and 17.5-26.5 mm for maximum hourly rainfall. Validation using AUC-ROC analysis showed a low AUC value of 0.5, highlighting the limitations of using rainfall data alone to predict landslides. Additionally, the algorithm's speed performance evaluation revealed a total processing time of 30 minutes, further emphasizing the limitations of relying solely on rainfall data for disaster prediction. However, to mitigate loss of life and property damage due to disasters, it is crucial to establish criteria using quantitative and easily interpretable methods. Thus, the algorithm developed in this study is expected to contribute to reducing damage by providing a quantitative evaluation of critical rainfall thresholds that trigger landslides.