• Journal of Korea Trade
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• v.27 no.2
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• pp.96-114
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• 2023

Purpose - This paper elucidates a nexus between the occurrence of rare disaster events and the volatility of economic growth by distinguishing the likelihood of rare events from stochastic volatility. We provide new empirical facts based on a quarterly time series. In particular, we focus on the role of financial liberalization in spreading the economic crisis in developing countries. Design/methodology - We use quarterly data on consumption expenditure (real per capita consumption) from 44 countries, including advanced and developing countries, ending in the fourth quarter of 2020. We estimate the likelihood of rare event occurrences and stochastic volatility for countries using the Bayesian Markov chain Monte Carlo (MCMC) method developed by Barro and Jin (2021). We present our estimation results for the relationship between rare disaster events, stochastic volatility, and growth volatility. Findings - We find the global common disaster event, the COVID-19 pandemic, and thirteen country-specific disaster events. Consumption falls by about 7% on average in the first quarter of a disaster and by 4% in the long run. The occurrence of rare disaster events and the volatility of gross domestic product (GDP) growth are positively correlated (4.8%), whereas the rare events and GDP growth rate are negatively correlated (-12.1%). In particular, financial liberalization has played an important role in exacerbating the adverse impact of both rare disasters and financial market instability on growth volatility. Several case studies, including the case of South Korea, provide insights into the cause of major financial crises in small open developing countries, including the Asian currency crisis of 1998. Originality/value - This paper presents new empirical facts on the relationship between the occurrence of rare disaster events (or stochastic volatility) and growth volatility. Increasing data frequency allows for greater accuracy in assessing a country's specific risk. Our findings suggest that financial market and institutional stability can be vital for buffering against rare disaster shocks. It is necessary to preemptively strengthen the foundation for financial stability in developing countries and increase the quality of the information provided to markets.

• KSCE Journal of Civil and Environmental Engineering Research
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• v.28 no.1A
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• pp.135-146
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• 2008

In this paper, a hybrid damage monitoring scheme for prestressed concrete (PSC) girder bridges by using sequential acceleration and impedance signatures is newly proposed. Damage types of interest include prestress-loss in tendon and flexural stiffness-loss in a concrete girder. The hybrid scheme mainly consists of three sequential phases: damage alarming, damage classification, and damage estimation. In the first phase, the global occurrence of damage is alarmed by monitoring changes in acceleration features. In the second phase, the type of damage is classified into either prestress-loss or flexural stiffness-loss by recognizing patterns of impedance features. In the third phase, the location and the extent of damage are estimated by using two different ways: a mode shape-based damage detection to detect flexural stiffness-loss and a natural frequency-based prestress prediction to identify prestress-loss. The feasibility of the proposed scheme is evaluated on a laboratory-scaled PSC girder model for which hybrid vibration-impedance signatures were measured for several damage scenarios of prestress-loss and flexural stiffness-loss.

• KSCE Journal of Civil and Environmental Engineering Research
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• v.28 no.2A
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• pp.197-205
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• 2008

In order to estimate mean wind speed in the Gwangyang-Myodo Region, the probability distribution model of extreme values has been used in the statistical analysis of joint distribution probability of daily maximum wind speed and corresponding direction in this paper. For this purpose frequency of daily maximum records at respective stations is inquired into and sample of largest yearly wind speed of sixteen compass direction and non-direction is extracted from daily data of maximum wind speed and appropriate direction of the meteorological observing stations nearby the bridge construction site. These extreme speed records are applied to Gumbel and Weibull distribution model and parameters are estimated through method of moment and method of least squares etc. And also, distribution and parameters are inquired into whether it is fitted through the probability plot correlation coefficient examination. From fitted parameters the largest yearly wind speed of sixteen compass direction and non-direction is extrapolated taking into account factors regarding sample size of data and distance from the bridge construction site according to the appropriate stations.

• KSCE Journal of Civil and Environmental Engineering Research
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• v.28 no.5B
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• pp.515-524
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• 2008

An estimation of reliable probability precipitation is one of the most important processes for reasonable hydrologic structure design. A probability precipitation has been calculated by frequency analysis using annual maximum rainfall series on the each duration among the observed rainfall data. Annual maximum rainfall series have abstracted on hourly rainfall data or daily rainfall data. So, there is necessary to proper conversion factor between the fixed and sliding durations. Therefore, in this study, conversion factors on the each duration between fixed and sliding durations have calculated using minutely data compared to hourly and daily data of 37 stations observed by Meteorological Administration in Korea. Also, regression equations were computed by regression analysis of conversion factors on the each duration. Consequently, conversion factors were used basis data for calculations of stable probability precipitation.

• International Journal of Computer Science & Network Security
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• v.23 no.7
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• pp.1-8
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• 2023

An Orthogonal Frequency Division Multiplexing (OFDM) based wireless communication system has drawn wide attention for its high transmission rate and high spectrum efficiency in not only radio but also Underwater Acoustic (UWA) applications. Because of the narrow sub-carrier spacing of OFDM, orthogonality between sub-carriers is easily affected by Doppler effect caused by the movement of transmitter or receiver. Previously, Doppler compensation signal processing algorithm for Desired propagation path was proposed. However, other Doppler shifts caused by delayed Undesired signal arriving from different directions cannot be perfectly compensated. Then Receiver Bit Error Rate (BER) is degraded by Inter-Carrier-Interference (ICI) caused in the case of Multi-path Doppler channel. To mitigate the ICI effect, a modified Delay and Doppler Profiler (mDDP), which estimates not only attenuation, relative delay and Doppler shift but also sampling clock shift of each multi-path component, is proposed. Based on the outputs of mDDP, an ICI canceling multi-tap equalizer is also proposed. Computer simulated performances of one-tap equalizer with the conventional Time domain linear interpolated Channel Transfer Function (CTF) estimator, multi-tap equalizer based on mDDP are compared. According to the simulation results, BER improvement has been observed. Especially, in the condition of 16QAM modulation, transmitting vessel speed of 6m/s, two-path multipath channel with direct path and ocean surface reflection path; more than one order of magnitude BER reduction has been observed at CNR=30dB.

• Proceedings of the Korea Water Resources Association Conference
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• 2022.05a
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• pp.208-208
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• 2022

Recently, the frequency of abnormal weather due to complex factors such as global warming is increasing frequently. From the past rainfall patterns, it is evident that climate change is causing irregular rainfall patterns. This phenomenon causes difficulty in predicting rainfall and makes it difficult to prevent and cope with natural disasters, casuing human and property damages. Therefore, accurate rainfall estimation and rainfall occurrence time prediction could be one of the ways to prevent and mitigate damage caused by flood and drought disasters. However, rainfall prediction has a lot of uncertainty, so it is necessary to understand and reduce this uncertainty. In addition, when accurate rainfall prediction is applied to the rainfall-runoff model, the accuracy of the runoff prediction can be improved. In this regard, this study aims to increase the reliability of rainfall prediction by analyzing the uncertainty of the Korean rainfall ensemble prediction data and the outflow analysis model using the Limited Area ENsemble (LENS) and the Grid based Rainfall-runoff Model (GRM) models. First, the possibility of improving rainfall prediction ability is reviewed using the QM (Quantile Mapping) technique among the bias correction techniques. Then, the GRM parameter calibration was performed twice, and the likelihood-parameter applicability evaluation and uncertainty analysis were performed using R², NSE, PBIAS, and Log-normal. The rainfall prediction data were applied to the rainfall-runoff model and evaluated before and after calibration. It is expected that more reliable flood prediction will be possible by reducing uncertainty in rainfall ensemble data when applying to the runoff model in selecting behavioral models for user uncertainty analysis. Also, it can be used as a basis of flood prediction research by integrating other parameters such as geological characteristics and rainfall events.

• Proceedings of the Korea Water Resources Association Conference
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• 2022.05a
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• pp.152-152
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• 2022

Only employing historical data limits the estimation of the full distribution of probable Tropical Cyclone (TC) risk due to the insufficiency of samples. Addressing this limitation, this study introduces a semi-physical TC rainfall model that produces spatially and temporally resolved TC rainfall data to improve TC risk assessments. The model combines a statistical-based track model based on the Markov renewal process to produce synthetic TC tracks, with a physics-based model that considers the interaction between TC and the atmospheric environment to estimate TC rainfall. The simulated data from the combined model are then fitted to a probability distribution function to compute the spatially heterogeneous risk brought by landfalling TCs. The methodology is employed in South Korea as a case study to be able to implement a country-scale-based vulnerability inspection from damaging TC impacts. Results show that the proposed model can produce TC tracks that do not only follow the spatial distribution of past TCs but also reveal new paths that could be utilized to consider events outside of what has been historically observed. The model is also found to be suitable for properly estimating the total rainfall induced by landfalling TCs across various points of interest within the study area. The simulated TC rainfall data enable us to reliably estimate extreme rainfall from higher return periods that are often overlooked when only the historical data is employed. In addition, the model can properly describe the distribution of rainfall extremes that show a heterogeneous pattern throughout the study area and that vary per return period. Overall, results show that the proposed approach can be a valuable tool in providing sufficient TC rainfall samples that could be an aid in improving TC risk assessment.

• Journal of the Korean Society of Marine Environment & Safety
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• v.29 no.7
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• pp.958-963
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• 2023

Lately, there has been increasing research on the prediction of motion performance using artificial intelligence for the safe design and operation of ships. However, compared to conventional ships, research on small fishing boats is insufficient. In this paper, we propose a model that estimates the motion response essential for calculating the motion performance of small fishing boats using a deep neural network. Hydrodynamic analysis was conducted on 15 small fishing boats, and a database was established. Environmental conditions and main particulars were applied as input data, and the response amplitude operators were utilized as the output data. The motion response predicted by the trained deep neural network model showed similar trends to the hydrodynamic analysis results. The results showed that the high-frequency motion responses were predicted well with a low error. Based on this study, we plan to extend existing research by incorporating the hull shape characteristics of fishing boats into a deep neural network model.

• Journal of Korean Society of Disaster and Security
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• v.16 no.2
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• pp.99-104
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• 2023

In recent years, the occurrence of abnormal weather has increased rapidly, increasing the frequency of torrential rain. As a result, stable water resource management is difficult, and human and material damage is increasing. Various measures are being established to reduce damage caused by torrential rains, but small-scale mountain catchments are relatively difficult to manage due to lack of basic plan. In this study, the risk of flooding was evaluated using the rainfall-flow model in the Yeonhwa-dong catchment national park among national parks in Korea. The Yeonhwa-dong catchment of Mt. Sobaeksan was simulated to cause flooding when rainfall of more than 50 years occurred, and it was confirmed that there was a high risk of water resource structures, safety facilities, and trails.

• The Journal of the Acoustical Society of Korea
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• v.27 no.5
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• pp.256-261
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• 2008

In this paper, we propose a novel approach to improve the performance of minima controlled recursive averaging (MCRA) which is based on the conditional maximum a posteriori criterion. A crucial component of a practical speech enhancement system is the estimation of the noise power spectrum. One state-of-the-art approach is the minima controlled recursive averaging (MCRA) technique. The noise estimate in the MCRA technique is obtained by averaging past spectral power values based on a smoothing parameter that is adjusted by the signal presence probability in frequency subbands. We improve the MCRA using the speech presence probability which is the a posteriori probability conditioned on both the current observation the speech presence or absence of the previous frame. With the performance criteria of the ITU-T P.862 perceptual evaluation of speech quality (PESQ) and subjective evaluation of speech quality, we show that the proposed algorithm yields better results compared to the conventional MCRA-based scheme.