• Journal of applied mathematics & informatics
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• v.6 no.2
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• pp.589-598
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• 1999

Classification errors are included in sampling -with -re-placement model where items are sampled from a Bernoulli process. Bayesian imperfect inspection model is considered. In addition con-jugate prior and predctive densities for imperfect inspection model are obtained.

• Journal of applied mathematics & informatics
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• v.30 no.1_2
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• pp.183-200
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• 2012

A two-strain epidemic model with an age structure mutation and varying population is studied. By means of the spectrum theory of bounded linear operator in functional analysis, the reproductive numbers according to the strains, which associates with the growth rate ${\lambda}^*$ of total population size are obtained. The asymptotic stability of the steady states are obtained under some sufficient conditions.

• Proceedings of the KSME Conference
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• 2004.11a
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• pp.805-810
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• 2004

The model is verified thorough simulations and experiments. And then the developed model is applied to a half car model and automobile vibrations are analyzed. The effects of tire design parameters on the automobile vibration energy are investigated. The results from laboratory and field tests confirm the validity of the analytical model. The 17-DOF half-car model is built to analyze the automobile vibration. The characteristics of the nonlinear model for a shock absorber are applied to this model. The results from the present 17-DOF half car model incorporating the analytical tire model with tire design parameters, are compared with a 5-DOF half car model where the tire is modeled with linear springs. The results of the 17-DOF model are closed to experimental results. Using the 17-DOF model, the influences of tire design parameter are considered. According to the results of analyses, the vibrations at seat/body/wheel are predicted by simulation and experiment.

• Journal of applied mathematics & informatics
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• v.29 no.5_6
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• pp.1501-1509
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• 2011

In this study, assume that the stock price obeys the stochastic differential equation driven by mixed fractional Brownian motion, and the short rate follows the Vasicek model. Then, the Black-Scholes partial differential equation is held by using fractional Ito formula. Finally, the pricing formulae of the barrier option are obtained by partial differential equation theory. The results of Black-Scholes model are generalized.

• Journal of applied mathematics & informatics
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• v.5 no.2
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• pp.277-284
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• 1998

The reliability and an estimate for it are derived for series-parallel and parallel-deries stress-strength model under assumption that all components are subjected to a common stress. We also obtain the asymptotic normal distribution of the estimate.

• Computers and Concrete
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• v.13 no.4
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• pp.531-545
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• 2014

The purpose of this paper is to develop a prediction model for the compressive strength of waste LCD glass applied in concrete by analyzing a series of laboratory test results, which were obtained in our previous study. The hyperbolic function was used to perform the nonlinear-multivariate regression analysis of the compressive strength prediction model with the following parameters: water-binder ratio w/b, curing age t, and waste glass content G. According to the relative regression analysis, the compressive strength prediction model is developed. The calculated results are in accord with the laboratory measured data, which are the concrete compressive strengths of different mix proportions. In addition, a coefficient of determination $R^2$ value between 0.93 and 0.96 and a mean absolute percentage error MAPE between 5.4% and 8.4% were obtained by regression analysis using the predicted compressive analysis value, and the test results are also excellent. Therefore, the predicted results for compressive strength are highly accurate for waste LCD glass applied in concrete. Additionally, this predicted model exhibits a good predictive capacity when employed to calculate the compressive strength of washed glass sand concrete.

• Communications for Statistical Applications and Methods
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• v.29 no.6
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• pp.695-708
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• 2022

Recently, several studies have been conducted using state space model. In this study, a dynamic linear model with state space model form is applied to stock data. The monthly returns for 135 Korean stocks are fitted to a dynamic linear model, to obtain an estimate of the time-varying 𝛽-coefficient time-series. The model formula used for the return is a capital asset pricing model formula explained in economics. In particular, the transition equation of the state space model form is appropriately modified to satisfy the assumptions of the error term. k-shape clustering is performed to classify the 135 estimated 𝛽 time-series into several groups. As a result of the clustering, four clusters are obtained, each consisting of approximately 30 stocks. It is found that the distribution is different for each group, so that it is well grouped to have its own characteristics. In addition, a common pattern is observed for each group, which could be interpreted appropriately.

• Journal of Korean Society for Atmospheric Environment
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• v.23 no.3
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• pp.364-372
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• 2007

The ozone concentration is one of the important environmental issue for measurement of the atmospheric condition of the country. In this article, two time series ARE models, the direct ARE model and applied ARE model have been considered for analyzing the ozone data at southern part of the Gyeonggi-Do, Pyeongtaek, Osan and Suwon monitoring sites in Korea. The result shows that the direct ARE model is better suited for describing the ozone concentration in all three sites. In both of the ARE models, eight meteorological variables and four pollution variables are used as the explanatory variables. Also the high level of ozone data (over 80 ppb) have been analyzed at the Pyeongtaek, Osan and Suwon monitoring sites.

• Smart Structures and Systems
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• v.30 no.5
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• pp.447-462
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• 2022

The viscosity of a shear-thickening fluid damper (STFD) can increase dramatically when the STFD undergoes high-rate of excitation. Therefore, accurate numerical modelling of the STFD has been considered difficult due to this distinct feature. This study aims to develop a numerical model to accurately simulate the response of the STFD. First, a STFD is designed, fabricated, and installed in the laboratory. Then, performance tests are conducted in which sine waves with nine frequencies at three amplitude levels are adopted as the displacement excitations to the STFD. A novel numerical model which contains two parameter sets of the discrete Bouc-Wen model as well as two parameters for transiting the two parameter sets. Therefore, a total number of eighteen parameters need to be identified in the damper model. The symbiotic organisms search is applied to optimize the parameters. Numerical simulation results demonstrate that the proposed STFD model with transit parameter sets outperforms the conventional discrete Bouc-Wen model. The proposed STFD model can be applied to analyses of structures in which STFDs are installed in the future.

• Journal of Korean Port Research
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• v.12 no.2
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• pp.269-280
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• 1998

A Wave-induced current model is developed in our study and this model is composed with wave transform model and current model. Two types of wave model are used in our study one is Copeland(1985) type which is applied in the offshore region and the other is Watanabe and Maruyama(1984) type which is applied in the surf zone. The depth-integrated and time-averaged governing equation of an unsteady nonlinear form is used in the wave induced current model. Lateral mixing radiation stresses surface and bottom stresses are considered in our current model. Copeland’s(1976) is used as a surface friction formula. Numerical solutions are obtained by Leendertse scheme and compared with Noda’s(1974) experimental results for the uniform slope coastal region test and Nishimura & Naruyama’s (1985) experimental results and numerical simulation results for the detached breakwater. The results from our wave model and wave model and wave-induced current model show good agreements with the others and also show nonlinear effects around the detached breakwater. The model in this study can be applied in the surf zone considering the friction stresses.