• Journal of the Korean Society of Marine Environment & Safety
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• v.19 no.4
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• pp.382-390
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• 2013

The efforts for improving 'Maritime Traffic Safety Assessment Scheme(MTSA scheme)' have continued to the present. At this point, it needs to establish sound MTSA scheme to proceed acceleration step through the comprehensive review and systematic approach. In this study, it aimed to design of Metaevaluation Model for the comprehensive analysis of MTSA scheme with applying theory of the Metaevaluation, that is the evaluation of evaluation. To put it concretely, This research draw a basic model by using Metaevaluation methods like as literature studies, expert reviews, surveys and etc. and proposed a available 'PIP'OU' Metaevaluation Model through verified validity and reliability. This PIP'OU Model is the first proposed Metaevaluation Model in maritime field and it is expected to be used as framework to draw up improvement measure with deriving problem for the MTSA scheme.

• The Korean Journal of Applied Statistics
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• v.31 no.6
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• pp.801-810
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• 2018

Diffusion is a random process used to model financial and physical phenomena. When we construct statistical models for repeatedly observed diffusion processes, the idea of random effects needs to be considered. In this research, we introduce random parameters for an Ornstein-Uhlenbeck diffusion model and geometric Brownian motion diffusion model. In order to apply the maximum likelihood estimation method, we tried to build likelihoods in closed-forms, by assuming appropriate distributions for random effects. We applied the random effect models to data consisting of Dow Jones Industrial Average indices recorded daily over 27 years from 1991 to 2017.

• Journal of Navigation and Port Research
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• v.37 no.4
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• pp.383-390
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• 2013

After forming a institutional framework with specified in Maritime Safety Law(ex. Maritime Traffic Safety Law) on May 27th, 2009, The efforts for improving 'Maritime Traffic Safety Assessment Scheme(MTSA scheme)' have continued to the present. But there's no review with the comprehensive and systematic approach for proceeding acceleration step of MTSA scheme. At this point, this study analyzed current status and derived improvement measures using by 'PIP'OU model' which was designed for the comprehensive analysis in accordance with metaevaluation theory, like as question investigation and etc. Consequently, it mainly needs to improve 'Assessment Plan' domain and minimized the difference in views between concerned parties. This study is expected to be used to develop systematic maritime policy by proposing the order of priority in improvement matters.

• Communications for Statistical Applications and Methods
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• v.17 no.3
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• pp.367-376
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• 2010

Recently various methods were suggested and reviewed for estimating diffusion processes. Out of suggested estimation method, we mainly concerns on the estimation method using saddlepoint approximation method, and we suggest a term saddlepoint approximation(ASP) method which is the simplest saddlepoint approximation method. We will show that ASP method provides fast estimator as much as Euler approximation method(EAM) in computing, and the estimator also has good statistical properties comparable to the maximum likelihood estimator(MLE). By simulation study we compare the properties of ASP estimator with MLE and EAM, for Ornstein-Uhlenbeck diffusion processes.

• The Korean Journal of Applied Statistics
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• v.21 no.5
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• pp.801-811
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• 2008

Modeling financial phenomena with diffusion processes is a commonly used methodology in the area of modern finance. Recently, various types of diffusion models have been suggested to explain the specific financial processes, and their related inference methodology have been also developed. In particular, likelihood methods for the efficient and accurate inference have been explored in various ways. In this paper, we review the mathematical properties of an approximated likelihood method, which is obtained by linearizing the drift coefficient of a diffusion process.

• Journal of Korean Institute of Industrial Engineers
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• v.34 no.1
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• pp.98-107
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• 2008

The purpose of this paper is to present an optimization scheme that aims at minimizing the expected cost per unittime. This study considers a linear connected-(r, s)-ouI-of-(m, n):f lattice system whose components are orderedlike the elements of a linear (m, n)-matrix. We assume that all components are in the state 1 (operating) or 0(failed) and identical and s-independent. The system fails whenever at least one connected (r, s)-submatrix offailed components occurs. To find the optimal threshold of maintenance intervention, we use a simulatedannealing(SA) algorithm for the cost optimization procedure. The expected cost per unit time is obtained byMonte Carlo simulation. We also has made sensitivity analysis to the different cost parameters. In this study,utility maintenance model is constructed so that minimize the expense under full equipment policy throughcomparison for the full equipment policy and preventive maintenance policy. The full equipment cycle and unitcost rate are acquired by simulated annealing algorithm. The SA algorithm is appeared to converge fast inmulti-component system that is suitable to optimization decision problem.

• Journal of the Korean Society of Hazard Mitigation
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• v.3 no.2 s.9
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• pp.139-145
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• 2003

This study is to propose reduction effect of scour depth and a optimum size of circular collar through experimental analyses with various collar sizes. To do so, we carried out hydraulic model experiments. In the case of with considering the collar, the effect of reduction of scour depth increased according to the increase of collar size. When size of collar is 2 as the ratio of collar diameter(W) to pier diameter(D), scour depth is decreased about 67% and deposition height is increased about 70%. The optimal size of collar proposed in this study is W/D=2 by analyzing reduction effect of scour depth, size of scour hole, and deposition height.

• Journal of Korean Society of Coastal and Ocean Engineers
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• v.9 no.3
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• pp.105-114
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• 1997

Wind is one of the main forcing contributing the circulation of the East Sea. By using 1.5-layer and 2.5-layer reduced gravity models, circulation in the East Sea is simulated. The bifurcation of the Tsushima Warm Current (TWC), the separation of East Korea Warm Current (EKWC) from the east coast of Korea, the Nearshore Branch of TWC, and the cyclonic gyres stretched from the East Korea Bay to the northern half of the East Sea are compared well with the schematic map. The features of the upper and the lower layer are very similar except for those of the central region. The Polar Front is the separating line of two different features. The main feature of northern part of the East Sea, north of the Polar Front is cyclonic gyres, which are composed of three cyclonic gyres in most seasons. North Korean Cold Current (NKCC) and Liman Cold Current (LCC) are the nearshore part of these cyclonic gyres. In the south of the Polar Front the current systems of both layers are anticyclonic in most seasons, except that those of the upper layer in winter and spring are not anticyclonic. Along the coast of Korea and Russia, the velocity structure is barotropic, while that of the central region is baroclinic. The effects due to the seasonal variations of wind stress and local Ekman suction/pumping are studied by imposing the domain with modified wind stress. which is spatial mean with temporal variations and temporal mean with spatial variations. It is found that the local Ekman suction/pumping due to wind stress curl is important to the formation of the cyclonic gyres in the western and the northwestern region of the East Sea.

• Journal of the Korean Society of Hazard Mitigation
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• v.3 no.2 s.9
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• pp.147-154
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• 2003

In this study, hydraulic characteristics around bridge piers were analyzed with and without collar through a hydraulic model experiment. The analysis of stage variation in front and back side of pier showed that collar installation did not function as obstacle to the stream flow. Little variation of water level between front and back sides of pier was observed before and after collar installation(0.2cm in front side and 0.1cm in back side of pier). Also, result that analyze velocity variation in front and back side of pier, lateral velocity(u) and transverse(v) before and after collar installation exhibited no alteration in the front and back side of pier. About 16.72% and 15.83% of vertical velocities(w) were reduced for the condition of y/d=0.33 in the front side of pier and y/d=0.67 in the back side of pier, respectively. This experimental results suggest that the collar installation around pier can minimize the local scouring depth by preventing the downflow that cause the pier scour.

• Journal of Korean Society of Coastal and Ocean Engineers
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• v.25 no.2
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• pp.63-75
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• 2013

The Inner Port Phase 2 area of the Pyeongtaek-Dangjin Port is enclosed by a total of three permeable sea-walls, and the disposal site to the east of the Inner Port Phase 2 is also enclosed by two permeable sea-walls. The maximum tidal range measured in the Inner Port Phase 2 and in the disposal site in May 2010 is 4.70 and 2.32 m, respectively. It reaches up to 54 and 27%, respectively of 8.74 m measured simultaneously in the exterior. Regression formulas between the difference of hydraulic head and the rate of interior water volume change, are induced. A three-dimensional numerical hydrodynamic model for the Asan Bay is constructed incorporating a module to compute water discharge through the permeable sea-walls at each computation time step by employing the formulas. Hydrodynamics for the period from 13th to 27th May, 2010 is simulated by driving forces of real-time reconstructed tide with major five constituents($M_2$, $S_2$, $K_1$, $O_1$ and $N_2$) and freshwater discharges from Asan, Sapkyo, Namyang and Seokmoon Sea dikes. The skill scores of modeled mean high waters, mean sea levels and mean low waters are excellent to be 96 to 100% in the interior of permeable sea-walls. Compared with the results of simulation to obstruct the flow through the permeable sea-walls, the maximum current speed increases by 0.05 to 0.10 m/s along the main channel and by 0.1 to 0.2 m/s locally in the exterior of the Outer Sea-wall of Inner Port. The maximum bottom shear stress is also intensified by 0.1 to 0.4 $N/m^2$ in the main channel and by more than 0.4 $N/m^2$ locally around the arched Outer Sea-wall. The module developed to compute the flow through impermeable seawalls can be practically applied to simulate and predict the advection and dispersion of materials, the erosion or deposion of sediments, and the local scouring around coastal structures where large-scale permeable sea-walls are maintained.