• Economic and Environmental Geology
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• v.42 no.4
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• pp.357-366
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• 2009

Since weathering weakens the rock fabric and exaggerates any structural weakness, it affects mechanical properties as well as physical and chemical properties of rock. Weathering leads to a decrease in density, strength, friction angle and cohesion, and subsequently it affects negatively on the stability of rock slope. The purpose of the study is to investigate the changes of the rock slope stability caused by discontinuities which have different weathering grades. For that, the discontinuity samples which are divided into two different weathering grades are obtained from the field and tested their mechanical properties such as JCS, JRC and residual friction angle. In order to evaluate the effects on the stability of slope due to weathering, the deterministic analysis is carried out. That is, the factors of safety for planar failure are calculated for rock masses which have two different weathering grades, such as fresh and weathered rock mass. However, since the JRC and friction angle values are widely scattered and the deterministic analysis cannot consider the variation, the factors of safety cannot represent properly the stability of the rock slope. Therefore, the probabilistic analysis has been used to consider the scattered values. In the deterministic analysis, the factors of safety for the fresh discontinuity and weathered discontinuity are 1.25 and 1.0, respectively. The results indicate the fresh discontinuities are stable for planar failure and the weathered discontinuities are marginally stable. However, the probabilities of failure for the fresh discontinuity and weathered discontinuity are 25.6% and 45.9%, respectively. This shows that both discontinuities are analyzed as unstable in the probabilistic analysis.

• Journal of the Korea Society for Simulation
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• v.22 no.2
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• pp.101-107
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• 2013

Because forest fires are predicted to increase in severity and frequency under global climate change with important environmental implications, an understanding of fire dynamics is critical for mitigation of these negative effects. For the reason, researchers with different background, such as ecologists, physicists, and mathematical biologists, have developed the simulation models to mimic the forest fire spread patterns. In this study, we suggested a novel model considering the wind effect. Our theoretical forest was comprised of two different tree species with varying probabilities of transferring fire that were randomly distributed in space at densities ranging from 0.0 (low) to 1.0 (high). We then studied the distributional patterns of burnt trees using a two-dimensional stochastic cellular automata model with minimized local rules. We investigated the time, T, that the number of burnt trees reaches 25% of the whole trees for different values of the initial tree density, fire transition probability, and the degree of wind strength. Simulation results showed that the values of T decreased with the increase of tree density, and the wind effect decreased in the case of too high or low tree density. We believe that our model can be a useful tool to explore forest fire spreading patterns.

• Journal of the Korean Society of Food Culture
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• v.22 no.1
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• pp.127-139
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• 2007

This research was peformed to investigate the anthropometric data, blood profiles, and nutrient intakes of elderly persons living in a rural area. The subjects were 67 undernourished people who participated in follow-up nutrition intervention programs for9 weeks. Anthropometric data showed that the mean heights and weights in the management group were 157.6 cm and 59.1 kg, respectively, for the males and 152.6 cm and 51.0 kg, respectively, for the females. The mean BMIs of the management group were 23.8 kg/m$^2$ in the males and 22.4 kg/m$^2$ in the females. The total cholesterol, HDL-cholesterol, and albumin levels of the subjects were 181.7-191.4mg/dL, 48.3-53.0mg/dL, and 3.85-4.00g/dL, respectively. Energy, ash, P, Na, vitamin B$_1$, vitamin B$_2$, vitamin B$_6$, and niacin increased significantly after intervention for the management group. The mINQ, however, did not significantly increase after intervention. Also after intervention, there was no significant difference in mINQ between the management group and the comparison group. MAR (14) in the management group was significantly increased from 0.62${\pm}$0.2 before intervention to 0.68${\pm}$0.2 after intervention (p=0.022), and it was significantly different between the management group and the comparison group (p=0.017). MAR (8) in the management group was not significantly different (p=0.915) before and after intervention. However, MAR (8) between the management group and the comparison group did show a significant difference (p=0.031). MAR (3) in the management group was significantly increased from 0.48${\pm}$0.2 before intervention to 0.55${\pm}$0.2 after intervention (p=0.045), however, MAR (3) was not significantly different between the management group and the comparison group (p=0.093). For the probability of nutrient insufficiency, in the management group the probability of nutrient values below the EAR (except for Fe) decreased after intervention compared to before intervention. On the other hand, the probabilities of values above the RI, or EAR${\sim}$RI, were increased

• Economic and Environmental Geology
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• v.38 no.6 s.175
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• pp.663-673
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• 2005

This study investigates the relationship between the geochemical maps and the gold-silver deposit locations. Geochemical maps of 21 elements, which are published by KIGAM, locations of gold-silver deposits, and 1:1,000,000 scale geological map of Korea are utilized far this investigation. Pixel size of the basic geochemical maps is 250m and these data are resampled in 1km spacing for the statistical analyses. Relationship between the mine location and the geochemical data are investigated using bayesian statistics and decision tree algorithms. For the bayesian statistics, each geochemical maps are reclassified by percentile divisions which divides the data by 5, 25, 50, 75, 95, and $100\%$ data groups. Number of mine locations in these divisions are counted and the probabilities are calculated. Posterior probabilities of each pixel are calculated using the probability of 21 geochemical maps and the geological map. A prediction map of the mining locations is made by plotting the posterior probability. The input parameters for the decision tree construction are 21 geochemical elements and lithology, and the output parameters are 5 types of mines (Ag/Au, Cu, Fe, Pb/Zn, W) and absence of the mine. The locations for the absence of the mine are selected by resampling the overall area by 1 km spacing and eliminating my resampled points, which is in 750m distance from mine locations. A prediction map of each mine area is produced by applying the decision tree to every pixels. The prediction by Bayesian method is slightly better than the decision tree. However both prediction maps show reasonable match with the input mine locations. We interpret that such match indicate the rules produced by both methods are reasonable and therefore the geochemical data has strong relations with the mine locations. This implies that the geochemical rules could be used as background values oi mine locations, therefore could be used for evaluation of mine contamination. Bayesian statistics indicated that the probability of Au/Ag deposit increases as CaO, Cu, MgO, MnO, Pb and Li increases, and Zr decreases.

• Journal of the Korean earth science society
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• v.26 no.5
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• pp.395-403
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• 2005

This study is focused on the relationship between snowfall and the Bowen’s Ratio (sensible heat flux/latent heat flux) through calculation of heat exchange between air and sea for snowfall events in Jeju Island from 1993 to 2003. The four weather stations for this study are located at Jeju, Seoguipo, Seongsanpo and Gosan in Jeju Island. In order to improve the reliability of snowfall forecast, the Bowen’s Ratio for snowfall, which includes influences from the atmosphere such as wind, is compared with the temperature difference between air and sea for snowfall. As a results, in the case for fresh snowfall, the minimum temperature differences between air and sea were 10, 12.3, 11.5, and $14.3^{\circ}C$ at Jeju, Seoguipo, Seongsanpo and Gosan, respectively. The probabilities of fresh snowfall were 26, 29, 13, and $23\%$, respectively, when the temperature differences were higher than the previous values. On the other hand, the minimum Bowen ratios were 0.59, 0.60, 0.65 and 0.65 at Jeju, Seoguipo, Seongsanpo and Gosan, respectively. The probabilities of fresh snowfall were 33, 70, 31 and $58\%$ respectively, when the Bowen ratio is higher than those. The reason for this is because the probability of fresh snowfall with the Bowen ratio was higher than the probability with temperature difference between air and sea. This result occurred because heat exchange by wind increased the probability of snowfall, along with the temperature difference between air and sea, and the Bowen ratio. Therefore, snowfall forecast of Jeju Island is significantly influenced by the sea, whereas forecast with Bowen ratio seems to have higher reliability than that with the temperature difference between air and sea. The data analysis for the ten-year period $(1993\~2002)$ showed that when each fresh snowfall was within 0.0 to 0.9cm, the average Bowen’s ratio was 0.63 to 0.67, and when each fresh snowfall was 1.0 to 4.9 cm, the average Bowen’s ratio was over 0.72. Therefore, fresh snowfall shows a proportional relationship with the Bowen’s ratio during snowfall.

• Radiation Oncology Journal
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• v.20 no.1
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• pp.1-16
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• 2002

Purpose : Three dimensional conformal radiotherapy planning is being used widely for the treatment of patients with brain tumor. However, it takes much time to develop an optimal treatment plan, therefore, it is difficult to apply this technique to all patients. To increase the efficiency of this technique, we need to develop standard radiotherapy plant for each site of the brain. Therefore we developed several 3 dimensional conformal radiotherapy plans (3D plans) for tumors at each site of brain, compared them with each other, and with 2 dimensional radiotherapy plans. Finally model plans for each site of the brain were decide. Materials and Methods : Imaginary tumors, with sizes commonly observed in the clinic, were designed for each site of the brain and drawn on CT images. The planning target volumes (PTVs) were as follows; temporal $tumor-5.7\times8.2\times7.6\;cm$, suprasellar $tumor-3\times4\times4.1\;cm$, thalamic $tumor-3.1\times5.9\times3.7\;cm$, frontoparietal $tumor-5.5\times7\times5.5\;cm$, and occipitoparietal $tumor-5\times5.5\times5\;cm$. Plans using paralled opposed 2 portals and/or 3 portals including fronto-vertex and 2 lateral fields were developed manually as the conventional 2D plans, and 3D noncoplanar conformal plans were developed using beam's eye view and the automatic block drawing tool. Total tumor dose was 54 Gy for a suprasellar tumor, 59.4 Gy and 72 Gy for the other tumors. All dose plans (including 2D plans) were calculated using 3D plan software. Developed plans were compared with each other using dose-volume histograms (DVH), normal tissue complication probabilities (NTCP) and variable dose statistic values (minimum, maximum and mean dose, D5, V83, V85 and V95). Finally a best radiotherapy plan for each site of brain was selected. Results : 1) Temporal tumor; NTCPs and DVHs of the normal tissue of all 3D plans were superior to 2D plans and this trend was more definite when total dose was escalated to 72 Gy (NTCPs of normal brain 2D $plans:27\%,\;8\%\rightarrow\;3D\;plans:1\%,\;1\%$). Various dose statistic values did not show any consistent trend. A 3D plan using 3 noncoplanar portals was selected as a model radiotherapy plan. 2) Suprasellar tumor; NTCPs of all 3D plans and 2D plans did not show significant difference because the total dose of this tumor was only 54 Gy. DVHs of normal brain and brainstem were significantly different for different plans. D5, V85, V95 and mean values showed some consistent trend that was compatible with DVH. All 3D plans were superior to 2D plans even when 3 portals (fronto-vertex and 2 lateral fields) were used for 2D plans. A 3D plan using 7 portals was worse than plans using fewer portals. A 3D plan using 5 noncoplanar portals was selected as a model plan. 3) Thalamic tumor; NTCPs of all 3D plans were lower than the 2D plans when the total dose was elevated to 72 Gy. DVHs of normal tissues showed similar results. V83, V85, V95 showed some consistent differences between plans but not between 3D plans. 3D plans using 5 noncoplanar portals were selected as a model plan. 4) Parietal (fronto- and occipito-) tumors; all NTCPs of the normal brain in 3D plans were lower than in 2D plans. DVH also showed the same results. V83, V85, V95 showed consistent trends with NTCP and DVH. 3D plans using 5 portals for frontoparietal tumor and 6 portals for occipitoparietal tumor were selected as model plans. Conclusion : NTCP and DVH showed reasonable differences between plans and were through to be useful for comparing plans. All 3D plans were superior to 2D plans. Best 3D plans were selected for tumors in each site of brain using NTCP, DVH and finally by the planner's decision.

• Journal of Intelligence and Information Systems
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• v.17 no.3
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• pp.187-201
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• 2011

KOSPI200 index is the Korean stock price index consisting of actively traded 200 stocks in the Korean stock market. Its base value of 100 was set on January 3, 1990. The Korea Exchange (KRX) developed derivatives markets on the KOSPI200 index. KOSPI200 index futures market, introduced in 1996, has become one of the most actively traded indexes markets in the world. Traders can make profit by entering a long position on the KOSPI200 index futures contract if the KOSPI200 index will rise in the future. Likewise, they can make profit by entering a short position if the KOSPI200 index will decline in the future. Basically, KOSPI200 index futures trading is a short-term zero-sum game and therefore most futures traders are using technical indicators. Advanced traders make stable profits by using system trading technique, also known as algorithm trading. Algorithm trading uses computer programs for receiving real-time stock market data, analyzing stock price movements with various technical indicators and automatically entering trading orders such as timing, price or quantity of the order without any human intervention. Recent studies have shown the usefulness of artificial intelligent systems in forecasting stock prices or investment risk. KOSPI200 index data is numerical time-series data which is a sequence of data points measured at successive uniform time intervals such as minute, day, week or month. KOSPI200 index futures traders use technical analysis to find out some patterns on the time-series chart. Although there are many technical indicators, their results indicate the market states among bull, bear and flat. Most strategies based on technical analysis are divided into trend following strategy and non-trend following strategy. Both strategies decide the market states based on the patterns of the KOSPI200 index time-series data. This goes well with Markov model (MM). Everybody knows that the next price is upper or lower than the last price or similar to the last price, and knows that the next price is influenced by the last price. However, nobody knows the exact status of the next price whether it goes up or down or flat. So, hidden Markov model (HMM) is better fitted than MM. HMM is divided into discrete HMM (DHMM) and continuous HMM (CHMM). The only difference between DHMM and CHMM is in their representation of state probabilities. DHMM uses discrete probability density function and CHMM uses continuous probability density function such as Gaussian Mixture Model. KOSPI200 index values are real number and these follow a continuous probability density function, so CHMM is proper than DHMM for the KOSPI200 index. In this paper, we present an artificial intelligent trading system based on CHMM for the KOSPI200 index futures system traders. Traders have experienced on technical trading for the KOSPI200 index futures market ever since the introduction of the KOSPI200 index futures market. They have applied many strategies to make profit in trading the KOSPI200 index futures. Some strategies are based on technical indicators such as moving averages or stochastics, and others are based on candlestick patterns such as three outside up, three outside down, harami or doji star. We show a trading system of moving average cross strategy based on CHMM, and we compare it to a traditional algorithmic trading system. We set the parameter values of moving averages at common values used by market practitioners. Empirical results are presented to compare the simulation performance with the traditional algorithmic trading system using long-term daily KOSPI200 index data of more than 20 years. Our suggested trading system shows higher trading performance than naive system trading.

• Fire Science and Engineering
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• v.31 no.1
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• pp.26-35
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• 2017

Since the Northridge earthquake (1994) and Kobe earthquake (1995), the concept of performance-based design has been actively introduced to design major structures and buildings. Recently, the seismic design code was established for fire protection facilities. Therefore, the important fire protection facilities should be designed and constructed according to the seismic design code. Accordingly, uniform hazard spectra (UHS), with annual exceedance probabilities, corresponding to the performance level, such as operational, immediate occupancy, life safety, and collapse prevention, are required for performance-based design. Using the method of probabilistic seismic hazard analysis (PSHA), the uniform hazard spectra for 5 major cities in Korea with a recurrence period of 500, 1,000, and 2,500 years corresponding to frequencies of (0.5, 1.0, 2.0, 5.0, 10.0)Hz and PGA, were analyzed. The expert panel was comprised of 10 members in seismology and tectonics. The ground motion prediction equations and several seismo tectonic models suggested by 10 expert panel members in seismology and tectonics were used as the input data for uniform hazard spectrum analysis. According to sensitivity analysis, the parameter of spectral ground motion prediction equations has a greater impact on the seismic hazard than seismotectonic models. The resulting uniform hazard spectra showed maximum values of the seismic hazard at a frequency of 10Hz and also showed the shape characteristics, which are similar to previous studies and related technical guides for nuclear facilities.

• The Korean Journal of Financial Management
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• v.23 no.2
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• pp.209-237
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• 2006

Since previous default forecasting models for the firms evaluate the probability of default based upon the accounting data from book values, they cannot reflect the changes in markets sensitively and they seem to lack theoretical background. The market-information based models, however, not only make use of market data for the default prediction, but also have strong theoretical background like Black-Scholes (1973) option theory. So, many firms recently use such market based model as KMV to forecast their default probabilities and to manage their credit risks. Korean firms also widely use the KMV model in which default point is defined by liquid debt plus 50% of fixed debt. Since the debt structures between Korean and American firms are significantly different, Korean firms should carefully use KMV model. In this study, we empirically investigate the importance of debt structure. In particular, we find the following facts: First, in Korea, fixed debts are more important than liquid debts in accurate prediction of default. Second, the percentage of fixed debt must be less than 20% when default point is calculated for Korean firms, which is different from the KMV. These facts give Korean firms some valuable implication about default forecasting and management of credit risk.

• Journal of Korea Water Resources Association
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• v.41 no.2
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• pp.229-239
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• 2008

This study is to derive the fourth-order Geomorphologic Instantaneous Unit Hydrograph (GIUH), driven for only third-order basin, for the application of GIUH to various types of basin. The second, third, and fourth order GIUHs were compared for various topographical conditions. The results showed lower peak runoff and later peak time in GIUH with higher stream order. Initial state probability was estimated from a function of geomorphologic parameters such as area ratio and bifurcation ratio for the application of GIUH. However, initial state probabilities and early parts of the GIUHs have negative values for many basins due to the inherent errors in the parameters. Initial state probability was calculated by area ratio of direct drainage using ArcView GIS 3.2 model to solve the problem. GIUHs were estimated for three basins, Sanganmi, Byeongcheon, and Sangye, using the above suggested method, and the results showed that the method is free of the problem.