• Journal of the Korean Data and Information Science Society
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• v.16 no.2
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• pp.271-281
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• 2005

Zokian(1993) and Li and Li(1996) developed TARCH(Threshold ARCH) model, considering the asymmetries in volatility. The models are based on Engle(1982)'s ARCH model and Bollerslev(1986)'s GARCH model. However, two TARCH models can be expressed a common model through Box Cox Power transformation, which was used by Higgins and Bera(1992) for developing NARCH(nonlinear ARCH) model. This article shows the PTARCH(Power transformation TARCH) model is necessary in some condition, and it checks the fact that PTARCH model has better performance comparing estimates and RMSE(Root Mean Square Error) with those of Zakoian's TARCH model and Li and Li's TARCH model. PTARCH model would give contribution in asymmetric study as well as heteroscedastic study.

• Proceedings of the KSME Conference
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• 2001.06e
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• pp.436-443
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• 2001

In order to investigate the mixing of dissimilar grades during the arbitrary grade transition in bloom caster, a computational model has been developed. The model is fully transient and consists of two sub models, which account for mixing in the bloom tundish, mixing in the strand. The developed model was verified using concentration histories measured on 1 : 1 scale bloom tundish water model. The result of numerical model showed good agreement with the experimental results of water model. By using this numerical model, the mixing of dissimilar grades in bloom caster has been simulated. As that result, the characteristics of the steel mixing in the bloom tundish and strand was showed and the amount of the intermixed grade bloom was predicted.

• Proceedings of the Korean Society of Precision Engineering Conference
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• 2013.05a
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• pp.21-22
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• 2013

• Proceedings of the Korean Institute of Intelligent Systems Conference
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• 2003.09a
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• pp.664-667
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• 2003

We propose a frizzy traffic controller of Sugeno's fuzzy model so as to model the nonlinear characteristics of controlling the traffic light. It uses a degree of the traffic congestion of the preceding roads as an input so that it can cope with traffic congestion appropriately, which causes the loss of fuel and our discomfort. In order to construct fuzzy traffic controller of Sugeno's fuzzy model we first model the control process of the traffic light by using Mamdani's fuzzy model, which has the uniform membership functions of the same size and shape. Next we make Mamdani's fuzzy model with the non-uniform membership functions so that it can exactly reflect the knowledge of experts and operators. Lastly, we construct the fuzzy traffic controller of Sugeno's fuzzy model by learning from the input/output data, which is retrieved from Mamdani's fuzzy model with the non-uniform membership functions. We compared and analyzed the service level of the traffic light controllers by using the delay time. As a result of comparison, the fuzzy traffic controller of Sugeno's fuzzy model shows the best service level of them.

• Transactions of the Korean Society of Automotive Engineers
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• v.3 no.3
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• pp.119-128
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• 1995

A driver-vehicle model means the integrated dynamic model that is able to estimate the steering wheel angle from the driver's desired path based on the dynamic characteristics of the driver and vehicle. In this paper, the dynamic characteristics of several four-wheel steering systems with the simultaneously steerable front and rear wheels are investigated and compared by means of the driver-vehicle model. Especially, the presented analysis results are obtained by using the ISO test codes such as lane change, double lane change and slalom, and the effects of the driver's steering response time and vehicle speed are examined on the responsiveness and stability of vehicle.

• Proceedings of the Korean Society of Precision Engineering Conference
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• 2013.05a
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• pp.791-792
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• 2013

• East Asian mathematical journal
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• v.33 no.1
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• pp.23-36
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• 2017

We study an optimization problem for HARA utility function under a multi-scale Heston's stochastic volatility model. We investigate a practical strategy that do not depend on the incorporated factor which is unobservable in the market.

• Journal of the Earthquake Engineering Society of Korea
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• v.28 no.4
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• pp.165-170
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• 2024

This study investigated the impact of soil-structure interaction on multi-degree-of-freedom structures using the shallow-foundation Winkler model, known as the BNWF model. The model's period was determined through eigenvalue analysis and compared to results obtained from FEMA's formula. Results indicated that considering the soil, the structure's period increased by up to 8.7% compared to the fixed-base model, aligning with FEMA's calculations. Furthermore, with adequate ground acceleration, roof displacement increased by 3.4% to 3.8%, while base shear decreased by 4% to 10%. However, roof displacement and base shear increased in some earthquake scenarios due to spectral shape effects in regions with extended structural periods. Foundation damping effects, determined through the foundation's moment-rotation history, grew with higher ground acceleration. This suggests that accounting for period elongation and foundation damping can enhance the seismic design of multi-degree-of-freedom structures.

• Journal of the Korean Statistical Society
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• v.19 no.1
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• pp.1-14
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• 1990

This paper proposes an approach to the identification of trnasfer function models. A strategy for the identification of the model structure is based on R and S arrays constructed by the impulse response function of the model. Theoretical patterns of the arrays associated with the model are investigated, and the practical implementation method of the suggested approach is also discussed. Finally two published samples are employed to demonstrate the practicability of the approach.

• Journal of the Korea Society for Simulation
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• v.19 no.4
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• pp.301-308
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• 2010

As a new paradigm called modeling and simulation(M&S) or simulation based acquisition(SBA) has arisen, necessity of applying it to Korea has been increased. Not only rational construction of SBA but development of model which can evaluate driving results and improve relating processes to SBA is needed. Therefore we suggests the framework of capability maturity model for M&S development and SBA. The ultimate purpose of our model is improving processes relating to M&S development and SBA. The last section include detailed model which has practices for improving some SBA processes.