• Journal of Communications and Networks
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• v.18 no.1
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• pp.105-111
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• 2016

Trust models in the literature of MANETs commonly assume that packets have different security requirements. Before a node forwards a packet, if the recipient's trust level does not meet the packet's requirement level, then the recipient must perform certain security association procedures, such as re-authentication. We present in this paper an analysis of the epidemic broadcast delay in such context. The network, mobility and trust models presented in this paper are quite generic and allow us to obtain the delay component induced only by the security associations along a path. Numerical results obtained by simulations also confirm the accuracy of the analysis. In particular, we can observe from both simulation's and analysis results that, for large and sparsely connected networks, the delay caused by security associations is very small compared to the total delay of a packet. This also means that parameters like network density and nodes' velocity, rather than any trust model parameter, have more impact on the overall delay.

• Journal of the Korean Data and Information Science Society
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• v.25 no.2
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• pp.271-280
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• 2014

Foot-and-mouth Disease (FMD) is a highly infectious and fatal viral livestock disease that affects cloven-hoofed animals domestic and wild and the FMD outbreak in Korea in 2010/2011 was a disastrous incident for the country and the economy. Thus, efforts at the national level are put to prevent foot-and-mouth disease and to reduce the damage in the case of outbreak. As one of these efforts, it is useful to study the spread of the disease by using probabilistic model. In fact, after the FMD epidemic in the UK occurred in 2001, many studies have been carried on the spread of the disease using a variety of stochastic models as an effort to prepare future outbreak of FMD. However, for the FMD outbreak in Korea occurred in 2010/2011, there are few study by utilizing probabilistic model. This paper assumes a stochastic spatial-temporal susceptible-infectious-removed (SIR) epidemic model for the 2010/2011 FMD outbreak to understand spread of the disease. Since data on infections of FMD disease during 2010/2011 outbreak of Aniaml and Plant Quarantine Agency and on the livestock farms from the nationwide census in 2011 of Statistics Korea do not have detail informations on address or missing values, we generate detail information on address by randomly allocating farms within corresponding Si/Gun area. The kernel function is estimated using the infection data and by using simulations, the susceptibility and transmission of the spatial-temporal stochastic SIR models are determined.

• Korea Trade Review
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• v.47 no.3
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• pp.211-232
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• 2022

Due to the impact of the public health event COVID-19 epidemic, the Chinese futures market showed "Black Swan". This has brought the unpredictable into the economic environment with many commodities falling by the daily limit, while gold performed well and closed in the sunshine(Yan-Li and Rui Qian-Wang, 2020). Volatility is integral part of financial market. As an emerging market and a special precious metal, it is important to forecast return of gold futures price. This study selected data of the SHFE gold futures returns and conducted an empirical analysis based on the generalised autoregressive conditional heteroskedasticity (GARCH)-type model. Comparing the statistics of AIC, SC and H-QC, ARMA (12,9) model was selected as the best model. But serial correlation in the squared returns suggests conditional heteroskedasticity. Next part we established the autoregressive moving average ARMA-GARCH-type model to analysis whether Volatility Clustering and the leverage effect exist in the Chinese gold futures market. we consider three different distributions of innovation to explain fat-tailed features of financial returns. Additionally, the error degree and prediction results of different models were evaluated in terms of mean squared error (MSE), mean absolute error (MAE), Theil inequality coefficient(TIC) and root mean-squared error (RMSE). The results show that the ARMA(12,9)-TGARCH(2,2) model under Student's t-distribution outperforms other models when predicting the Chinese gold futures return series.

• Genomics & Informatics
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• v.19 no.1
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• pp.11.1-11.8
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• 2021

For the novel coronavirus disease 2019 (COVID-19), predictive modeling, in the literature, uses broadly susceptible exposed infected recoverd (SEIR)/SIR, agent-based, curve-fitting models. Governments and legislative bodies rely on insights from prediction models to suggest new policies and to assess the effectiveness of enforced policies. Therefore, access to accurate outbreak prediction models is essential to obtain insights into the likely spread and consequences of infectious diseases. The objective of this study is to predict the future COVID-19 situation of Korea. Here, we employed 5 models for this analysis; SEIR, local linear regression (LLR), negative binomial (NB) regression, segment Poisson, deep-learning based long short-term memory models (LSTM) and tree based gradient boosting machine (GBM). After prediction, model performance comparison was evelauated using relative mean squared errors (RMSE) for two sets of train (January 20, 2020-December 31, 2020 and January 20, 2020-January 31, 2021) and testing data (January 1, 2021-February 28, 2021 and February 1, 2021-February 28, 2021) . Except for segmented Poisson model, the other models predicted a decline in the daily confirmed cases in the country for the coming future. RMSE values' comparison showed that LLR, GBM, SEIR, NB, and LSTM respectively, performed well in the forecasting of the pandemic situation of the country. A good understanding of the epidemic dynamics would greatly enhance the control and prevention of COVID-19 and other infectious diseases. Therefore, with increasing daily confirmed cases since this year, these results could help in the pandemic response by informing decisions about planning, resource allocation, and decision concerning social distancing policies.

• The Journal of Asian Finance, Economics and Business
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• v.9 no.10
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• pp.159-168
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• 2022

The time series of foreign trade turnover is complex and variable and contains linear and nonlinear information. This paper proposes preprocessing the dataset by the EMD algorithm and combining the linear prediction advantage of the SARIMA model with the nonlinear prediction advantage of the EMD-LSTM model to construct the SARIMA-EMD-LSTM hybrid model by the weight assignment method. The forecast performance of the single models is compared with that of the hybrid models by using MAPE and RMSE metrics. Furthermore, it is confirmed that the weight assignment approach can benefit from the hybrid models. The results show that the SARIMA model can capture the fluctuation pattern of the time series, but it cannot effectively predict the sudden drop in foreign trade turnover caused by special reasons and has the lowest accuracy in long-term forecasting. The EMD-LSTM model successfully resolves the hysteresis phenomenon and has the highest forecast accuracy of all models, with a MAPE of 7.4304%. Therefore, it can be effectively used to forecast the Sino-Russia foreign trade turnover time series post-epidemic. Hybrid models cannot take advantage of SARIMA linear and LSTM nonlinear forecasting, so weight assignment is not the best method to construct hybrid models.

• The Plant Pathology Journal
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• v.33 no.2
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• pp.206-211
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• 2017

The effect of temperature on the rate of systemic infection of potatoes (Solanum tuberosum L. cv. Chu-Baek) by Potato virus Y (PVY) was studied in growth chambers. Systemic infection of PVY was observed only within the temperature range of $16^{\circ}C$ to $32^{\circ}C$. Within this temperature range, the time required for a plant to become infected systemically decreased from 14 days at $20^{\circ}C$ to 5.7 days at $28^{\circ}C$. The estimated lower thermal threshold was $15.6^{\circ}C$ and the thermal constant was 65.6 degree days. A systemic infection model was constructed based on experimental data, using the infection rate (Lactin-2 model) and the infection distribution (three-parameter Weibull function) models, which accurately described the completion rate curves to systemic infection and the cumulative distributions obtained in the PVY-potato system, respectively. Therefore, this model was useful to predict the progress of systemic infections by PVY in potato plants, and to construct the epidemic models.

• The Journal of Korean Institute of Communications and Information Sciences
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• v.37 no.3B
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• pp.212-218
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• 2012

An Internet worm is a self-replicating malware program which uses a computer network. As the network connectivity among computers increases, Internet worms have become widespread and are still big threats. There are many approaches to model the propagation of Internet worms such as Code Red, Nimda, and Slammer to get the insight of their behaviors and to devise possible defense methods to suppress worms' propagation activities. The influence of the network characteristics on the worm propagation has usually been modeled by medical epidemic model, named SI model, due to its simplicity and the similarity of propagation patterns. So far, SI model is still dominant and new variations of the SI model, called SI-style models, are being proposed for the modeling of new Internet worms. In this paper, we elaborate the problems of SI-style models and then propose a new accurate stochastic model using an occupancy problem.

• Journal of the Korean Data and Information Science Society
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• v.27 no.4
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• pp.1075-1081
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• 2016

The big data analysis has received much attention from the researchers working in various fields because the big data has a great potential in detecting or predicting future events such as epidemic outbreaks and changes in stock prices. Reflecting the current popularity of big data analysis, many authors have proposed methods tracking influenza epidemics based on internet-based information. The recently proposed 'autoregressive model using Google (ARGO) model' (Yang et al., 2015) is one of those influenza tracking models that harness search queries from Google as well as the reports from the Centers for Disease Control (CDC), and appears to outperform the existing method such as 'Google Flu Trends (GFT)'. Although the ARGO predicts well the outbreaks of influenza, this study demonstrates that a classical seasonal autoregressive integrated moving average (SARIMA) model can outperform the ARGO. The SARIMA model incorporates more accurate seasonality of the past influenza activities and takes less input variables into account. Our findings show that the SARIMA model is a functional tool for monitoring influenza epidemics.

• 전기의세계
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• v.26 no.2
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• pp.66-71
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• 1977

A mathematical model, which can be used for the study of an influenza epidemic, was derived. The model of influenza takes into full consideration the incubation period and inapparent infection. That was analysed by means of digital computer under the conditions of changing the infection rate, .betha., from 4 to 5, for three types of communities (First type: the initial distribution of population, x$_{1}$(0)=89% susceptibles, x$_{2}$(0)=3% incubatives, x$_{3}$(0)=0.5% carriers, x$_{4}$(0)=7.5% immunes; Second type: x$_{1}$(0)=79%, x$_{2}$(0)=3%, x$_{3}$(0)=0.5%, x$_{4}$(0)=17.5%; Third type: x$_{1}$(0)=69%, x$_{2}$(0)=3%, x$_{3}$(0)=0.5%, x$_{4}$(0)=27.5%, considering the rate of population increase, in Seoul. In conclusion, the outcomes of this study are summarized as follow. 1) The new model is quite reasonable in representing many phenomena connected with influenza spread. 2) The more influenza does prevail, the smaller the valve of attack rate becomes, while the contagious period becomes slightly longer. 3) The average infection rate, .betha., of influenza is approximately 5 per week time and X$_{4}$(0) is about 27.5 percent of the total population in Seoul spring 1961. 4) The number of carriers of influenza in Seoul spring 1961 becomes maximum within approximately 2.4 weeks after the attack of diseases. 5) About 68 percent of all cases in the contagious period is infected with influenza from 5 to 15 days after the attack of diseases. The auther believes that the method to study the influenza models in this paper will be helpful to study the characteristics of other epidemics. It will also contribute to public healthe management and the preventive policy decision against epidemics.

• Proceedings of the Korea Society of Information Technology Applications Conference
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• 2002.11a
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• pp.490-501
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• 2002

기업의 생산성향상과 이익률에 영향을 줄 수 있는 지식이 경제 전반에 확산되어 나가는 과정은 한 나라의 경제발전속도에 영향을 미치는 중요한 요인이다. 기업 측면에서는 도입하려는 기술이 도입 후에 그 기업의 이익을 높여 줄 수 있다면 도입하지 않을 이유가 없다. 하지만 미래 수요의 불확실성이나 기술발전 방향의 불확실성 등으로 해서 기업으로서는 도입 후의 이익을 정확히 사전적으로 측정하기는 어렵다. 본 논문에서는 학계에서 일반적으로 사용되고 있는 두 가지 지식확산 모델을 설명하고자 한다. 그 하나는 하나의 새로운 기술이나 상품이 시간이 흐름에 따라 어떻게 전체 사용 가능자(population)에게 확산되는 지를 보여주는 1) Epidemic Diffusion Model (흔히 5자형 - Sigmoid - 모델이라고도 한다. )과 어떤 도입자가 어느 시점에서 대상이 된 새로운 기술을 도입할 것인지 아닌지를 결정하는 모델로서 2) Probit Diffusion Model (프로빗 모델)을 중심으로 한다 그리고 이러한 지식확산과정과 속도에 영향을 줄 수 있는 기업 내부적 요인으로서 도입하고자 하는 기업의 누적된 경험이 중요하다는 것과 기업 외부적 요인으로서 네트웍 효과와 같은 요인들을 설명하였다.