• The Journal of Asian Finance, Economics and Business
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• v.7 no.11
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• pp.83-93
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• 2020

This empirical research aims to modeling and improving the forecasting accuracy of the volatility pattern by employing the Saudi Arabia stock market (Tadawul)by studying daily closed price index data from October 2011 to December 2019 with a number of observations being 2048. In order to achieve significant results, this study employs many mathematical functions which are non-linear spectral model Maximum overlapping Discrete Wavelet Transform (MODWT) based on the best localized function (Bl14), autoregressive integrated moving average (ARIMA) model and generalized autoregressive conditional heteroskedasticity (GARCH) models. Therefore, the major findings of this study show that all the previous events during the mentioned period of time will be explained and a new forecasting model will be suggested by combining the best MODWT function (Bl14 function) and the fitted GARCH model. Therefore, the results show that the ability of MODWT in decomposition the stock market data, highlighting the significant events which have the most highly volatile data and improving the forecasting accuracy will be showed based on some mathematical criteria such as Mean Absolute Percentage Error (MAPE), Mean Absolute Scaled Error (MASE), Root Means Squared Error (RMSE), Akaike information criterion. These results will be implemented using MATLAB software and R- software.

• Proceedings of the Korean Institute of Information and Commucation Sciences Conference
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• 2002.05a
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• pp.104-107
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• 2002

Traditional queueing analyses are very useful for designing a network's capacity and predicting there performances, however most of the predicted results from the queueing analyses are quite different from the realistic measured performance. And recent empirical studies on LAN, WAN and VBR traffic characteristics have indicated that the models used in the traditional Poisson assumption can't properly predict the real traffic properties due to under estimation of the long range dependence of network traffic and self-similarity. In this paper self-similar characteristics over statistical approaches and real time network traffic measurements are estimated. It is also shown that the self-similar traffic reflects network traffic characteristics by comparing source model.

• Computers and Concrete
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• v.11 no.6
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• pp.587-602
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• 2013

In the current study, a method for concrete compressive strength prediction (based on cement strength class), incorporated in a software package developed by the authors for the estimation of concrete service life under harmful environments, is presented and validated. Prediction of concrete compressive strength, prior to real experimentation, can be a very useful tool for a first mix screening. Given the fact that lower limitations in strength have been set in standards, to attain a minimum of service life, a strength approach is a necessity. Furthermore, considering the number of theoretical attempts on strength predictions so far, it can be seen that although they lack widespread accepted validity, certain empirical expressions are still widely used. The method elaborated in this study, it offers a simple and accurate, compressive strength estimation, in very good agreement with experimental results. A modified version of the Feret's formula is used, since it contains only one adjustable parameter, predicted by knowing the cement strength class. The approach presented in this study can be applied on any cement type, including active additions (fly ash, silica fume) and age.

• Proceedings of the Korean Society of Machine Tool Engineers Conference
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• 1999.05a
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• pp.75-80
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• 1999

As current manufacturing processes require high spindle speed and precise machining, increasing accuracy by reducing volumetric errors of the machine itself, particularly thermal errors, is very important. Thermal errors can be estimated by many empirical models, for example, an FEM model, a neural network model, a linear regression model, an engineering judgment model etc. This paper discusses to make a modeling of thermal errors efficiently through backward elimination and fuzzy logic strategy. The model of a thermal error using fuzzy logic strategy overcome limitation of accuracy in the linear regression model or the engineering judgment model. And this model is compared with the engineering judgment model. It is not necessary complex process such like multi-regression analysis of the engineering judgment model. A fuzzy model does not need to know the characteristics of the plant, and the parameters of the model can be mathematically calculated. Like a regression model, this model can be applied to any machine, but it delivers greater accuracy and robustness.

• Journal of the Korea Society for Simulation
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• v.14 no.3
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• pp.91-100
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• 2005

Grid computing is widely applicable to various fields of industry including process control and manufacturing, military command and control, transportation management, and so on. In a viewpoint of application area, grid computing can be classified to three aspects that are computational grid, data grid and access grid. This paper focuses on computational grid which handles complex and large-scale computing problems. Computational grid is characterized by system dynamics which handles a variety of processors and jobs on continuous time. To solve problems of system complexity and reliability due to complex system dynamics, computational grid needs scheduling policies that allocate various jobs to proper processors and decide processing orders of allocated jobs. This paper proposes a service prediction-based job scheduling model and present its scheduling algorithm that is applicable for computational grid. The service prediction-based job scheduling model can minimize overall system execution time since the model predicts the next processing time of each processing component and distributes a job to a processing component with minimum processing time. This paper implements the job scheduling model on the DEVS modeling and simulation environment and evaluates its efficiency and reliability. Empirical results, which are compared to conventional scheduling policies, show the usefulness of service prediction-based job scheduling.

• The Journal of Information Systems
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• v.15 no.4
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• pp.125-147
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• 2006

Internet shopping mall has dual nature of information technology features defined by the web-based application system and marketing features explained by the shopping marketplaces. The purpose of this study aims at analyzing the consumer's attempt to purchase and re-purchase intention to the internet shopping mall to combine the IT perspective and the marketing perspective. This paper develop the integrated research model with the acceptance behaviors of customers through consumer's purchase decision process(pre-purchase stage and post-purchase stage). The results from an empirical survey as follows: First, the integrated model is valid in predicting the acceptance of the internet shopping malls by using structured equation modeling. Second, there are the differences between pre-purchase stage and post-purchase stage by each conceptual constructs. Finally, the results of MSEM(Multi-group Structured Equation Modeling) indicate the perceived ease of use and perceived trust to the attitude to the internet shopping mall is more effectively predicted at the pre-purchase stage. Vice versa, the perceived usefulness to the intention to the purchase intention of internet shopping mall is more effectively predicted at the post-purchase stage. This study provides an integrative approach to develop the effective and successful internet shopping mall strategy.

• Proceedings of the Korean Society of Propulsion Engineers Conference
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• 2010.05a
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• pp.150-155
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• 2010

Liquid rocket injectors play crucial roles on propulsive performance, combustion stability, and heat transfer characteristics. Nevertheless, their developments have mainly relied on empirical methods and expensive hot-firing tests due to lack of fundamental understanding of high pressure combustion phenomena in the near-injector regions. The present study was motivated by recent efforts to develop reliable modeling of liquid rocket combustion. The turbulent combustion model based on the flamelet concept has been extended to take into account real-fluid behaviors occurred at supercritical pressures, and validated against measurements for a cryogenic nitrogen injection, a non-premixed turbulent jet flame at atmospheric pressure, and a LOx/$GH_2$ coaxial shear injector at a supercritical pressure.

• Proceedings of the Korea Society for Simulation Conference
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• 2005.05a
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• pp.29-33
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• 2005

Grid computing is widely applicable to various fields of industry including process control and manufacturing, military command and control, transportation management, and so on. In a viewpoint of application area, grid computing can be classified to three aspects that are computational grid, data grid and access grid. This paper focuses on computational grid which handles complex and large-scale computing problems. Computational grid is characterized by system dynamics which handles a variety of processors and jobs on continuous time. To solve problems of system complexity and reliability due to complex system dynamics, computational grid needs scheduling policies that allocate various jobs to proper processors and decide processing orders of allocated jobs. This paper proposes the service prediction-based job scheduling model and present its algorithm that is applicable for computational grid. The service prediction-based job scheduling model can minimize overall system execution time since the model predicts a processing time of each processing component and distributes a job to processing component with minimum processing time. This paper implements the job scheduling model on the DEVSJAVA modeling and simulation environment and simulates with a case study to evaluate its efficiency and reliability Empirical results, which are compared to the conventional scheduling policies such as the random scheduling and the round-robin scheduling, show the usefulness of service prediction-based job scheduling.

• Wind and Structures
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• v.18 no.4
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• pp.391-422
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• 2014

The high frequency force balance (HFFB) technique provides convenient measurements of integrated forces on rigid building models in terms of base bending moments and torque and/or base shear forces. These base moments or forces are then used to approximately estimate the generalized forces of building fundamental modes with mode shape corrections. This paper presents an analysis framework for coupled dynamic response of tall buildings with HFFB technique. The empirical mode shape corrections for generalized forces with coupled mode shapes are validated using measurements of synchronous pressures on a square building surface from a wind tunnel. An alternative approach for estimating the mean and background response components directly using HFFB measurements without mode shape corrections is introduced with a discussion on higher mode contributions. The uncertainty in the mode shape corrections and its influence on predicted responses of buildings with both uncoupled and coupled modal shapes are examined. Furthermore, this paper presents a comparison of aerodynamic base moment spectra with available data sets for various tall building configurations. Finally, e-technology aspects in conjunction with HFFB technique such as web-based on-line analysis framework for buildings with uncoupled mode shapes used in NALD (NatHaz Aerodynamic Loads Database) is discussed, which facilitates the use of HFFB data for preliminary design stages of tall buildings subject to wind loads.

• 한국지구물리탐사학회:학술대회논문집
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• 2010.10a
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• pp.27-27
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• 2010

There have been several studies about empirical relation between seismic source parameters(e.g., focal mechanisms, depths, magnitudes, etc.) and T-wave observation. In order to delineate the relation, numerical and theoretical approaches to figure out T-wave excitation mechanism are required. In an attempt to investigate source radiation and wave scattering effects in the oceanic crust on T-wave envelopes, we perform three-dimensional numerical modeling to synthesize T-wave envelopes. We first calculate seismic P- and SV-wave energy on the seafloor using the Direct Simulation Monte Carlo based on the Radiative Transfer Theory, which enables us to take into account both realistic seismic source parameters and wave scattering in heterogeneous media, and then estimate excited T-wave energy by normal mode computation. The numerical simulation has been carried out considering the following different conditions: source types (strike and normal faults), source depths (shallow and deep), and wave propagation through homogeneous and heterogeneous Earth media. From the results of numerical modeling, we confirmed that T-wave envelopes vary according to spatial seismic energy distributions on the seafloor for the various input parameters. Furthermore, the synthesized T-wave envelopes show directional patterns due to anisotropic source radiation, and the slope change of T-wave envelopes caused by focal depth. Seismic wave scattering in the oceanic crust is likely to control the shape of envelopes.