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

• The Journal of Asian Finance, Economics and Business
• /
• v.7 no.5
• /
• pp.225-236
• /
• 2020

This paper examines empirically the net impact of residual state ownership on privatized firm efficiency in the transitional context of Vietnam. Vietnamese privatization has its own characteristics. Instead of mass and full privatization, Vietnam has chosen a partial and gradual path. Thus, it is important to assess the net impact of residual state ownership on privatized firms during the post-privatization period. This study employs stochastic frontier analysis to investigate the association between residual state ownership and the efficiency of privatized firms, using a sample of all privatized firms that are listed on the Vietnamese stock exchanges over the period from 2007 to 2017. Also, two-stage least squares regression is incorporated into the model to deal with potential endogeneity issues. Our study provides evidence that state ownership should not be considered as a pure source of agency problems. Indeed, the net impact of residual state ownership on privatized firm efficiency is non-monotonic, and the relationship between residual state ownership and privatized firm efficiency is under an inverted U-shape. A moderate level (less than 50%) of residual state ownership might be beneficial to privatized firm efficiency whereas too much state ownership is detrimental to the efficiency of privatized firms.

• Water for future
• /
• v.27 no.2
• /
• pp.129-137
• /
• 1994

The surface hydrology of large land areas is susceptible to several preferred stable states with transitions between stable states induced y stochastic fluctuation. This comes about due to the close coupling of land surface and atmospheric interaction. An interesting and important issue is the duration of residence in each mode. Mean transtion times between the stable modes are analyzed for different model parameters or climatic types. In an example situation of this differential equation exhibits a bimodal probability distribution of soil moisture states. Uncertainty analysis regarding the model parameters is performed using a Monte-Carlo simulation method. The method developed in this research may reveal some important characteristics of soil moisture or precipitation over a large area, in particular, those relating to abrupt changes in soil moisture or precipitation having extremely variable duration.

• Journal of Korea Water Resources Association
• /
• v.31 no.1
• /
• pp.59-69
• /
• 1998

A regression model with basin physiographic characteristics as independent variables was calibrated for regional flood frequency analysis. In case that high correlations existing among the independent variables the ridge regression has been known to have capability of overcoming the problems of multicollinearity. To optimize the ridge regression model the cost function including regularization parameter must be minimized. In this research the genetic algorithm was applied on this optimization problem. The genetic algorithm is a stochastic search method that mimic the metaphor of natural biological heredity. Using this method the regression model could have optimized and stable weights of variables.

• Journal of Korean Society of Coastal and Ocean Engineers
• /
• v.2 no.3
• /
• pp.143-151
• /
• 1990

The sediment transport in shallow water regions has been studied in various ways and, accordingly, many formulas have been proposed. However, when these formulas are applied practically in the field, they are not sufficient to fully estimate the sediment transport rate yet. The primary reason is how to take into account the effect of irregularities of field waves : wave heights, periods and directions. Therefore, it is necessary to investigate stochastic and kinematic characteristics of waves in three dimensional random seas in order to more accurately estimate it. In particular, the asymmetrical properties of directional spectrum become significant and play an important role in various phenomena in a shallow water region. In this study, their effects of incident waves the joint distribution of wave heights, periods and directions are investigated through field measurements.

• Journal of Korean Society of Coastal and Ocean Engineers
• /
• v.2 no.2
• /
• pp.75-82
• /
• 1990

A Wave transformation including wave breaking in shallow water region is a non-linear and discontinuous Phenomenon. Therefore, a so-called individual wave analysis (or a wave by wave analysis) rather than spectral approach seems to be adequate to investigate the wave transformation in such regions. In this study, a theoretical joint distribution of wave height, period and wave direction of zero-down crossing waves, which is required in the individual wave analysis in the shallow water region, is derived based on the hypothesis that sea surface is a Gaussian stochastic process and that a band-width of energy spectra is sufficiently narrow. The derived i oint distribution is found to be an effective measure to investigate characteristics of three-dimensional random wave field in shallow water through field measurements.

• Journal of electromagnetic engineering and science
• /
• v.10 no.4
• /
• pp.290-295
• /
• 2010

In this paper, an interference analysis method with a site-specific path loss model for a wireless personal area network (WPAN) is proposed. The site-specific path loss model is based on geometrical optics and geometric probability to consider both site-specific radio propagation characteristics and a closed-form expression to obtain the mean interference from which the uniformly distributed multiple interferers are derived. Therefore, the proposed interference analysis method can achieve more computational simplicity than the Monte-Carlo (MC) simulation, which uses the ray-tracing (RT) technique. In addition, better accuracy than the conventional interference analysis model that uses stochastic method can also be achieved. To evaluate the proposed method, a signal to the interference-noise ratio with a mean interference concept for uniformly distributed interferers is calculated and compared in two simulation scenarios. As a result, the proposed method produces not only better matched results with the MC simulation using the RT technique than the conventional interference analysis model, but also simpler and faster calculation, which is due to the site-specific path loss model and closed-form expression for interference calculation.

• KDI Journal of Economic Policy
• /
• v.36 no.3
• /
• pp.95-120
• /
• 2014

This paper attempts to demonstrate the critical role of expectation horizons in economic agents building their expectations for the future. It starts with the analysis of what constraints the economics-based assumption related to information efficiency could impose in the stochastic process, and then suggests a new concept, random revision of expectation, to refer to the case when the adjustment process of expected variables employs newly generated information only. According to the inflation dynamics formula drawn under this condition, the demand pressure measured by output gap is found to cause different impacts on inflation according to different expectation horizons. The empirical analysis of this model using the data on Korea reveals that a short expectation horizon causes coefficient estimates to become small and statistically less significant.

• Wind and Structures
• /
• v.23 no.1
• /
• pp.19-43
• /
• 2016

In the present study, a new methodology is presented to study the ride comfort and bridge responses of a long-span bridge-traffic-wind coupled vibration system considering stochastic characteristics of traffic flow and bridge surface progressive deterioration. A three-dimensional vehicle model with 24 degrees-of-freedoms (DOFs) including a three-dimensional non-linear suspension seat model and the longitudinal vibration of the vehicle is firstly presented to study the ride comfort. An improved cellular automaton (CA) model considering the influence of the next-nearest neighbor vehicles and a progressive deterioration model for bridge surface roughness are firstly introduced. Based on the equivalent dynamic vehicle model approach, the bridge-traffic-wind coupled equations are established by combining the equations of motion of both the bridge and vehicles in traffic using the displacement relationship and interaction force relationship at the patch contact. The numerical simulations show that the proposed method can simulate rationally the ride comfort and bridge responses of the bridge-traffic-wind coupled system; and the vertical, lateral, and longitudinal vibrations of the driver seat model can affect significantly the driver's comfort, as expected.

• Korean Journal of Human Ecology
• /
• v.10 no.1
• /
• pp.49-58
• /
• 2007

The purpose of this study was to investigate to relation between body satisfaction, attitude toward appearance and clothing of high school students. Method of posing a questionnaire is adopted to obtain stochastic data required for pertinent analysis. This is the investigation of which 356(male 169, female 187) high school students located in Choongnam and Junrabookdo province. In this statistical analysis, SPSS 11.5 for Windows Program was utilized to calculate percentage, mean and standard deviation, Factor analysis, Cluster analysis, t-test, One-way Anova, Duncan' multiple range, Pearson's correlation coefficient. The results of this research were as follows: The results of analysing the factors to the response body satisfaction, attitude toward appearance emerged three dimensions(Waist & hip, face, stature & figure part), three dimensions(needs value conformity toward appearance). Sex have significant effects on the body satisfaction, attitude toward appearance and clothing of high school students. Body satisfaction of high school students had an effects on attitude toward appearance and clothing attitude i. e. sexual attractiveness, fashion pursuit, modesty. Body satisfaction had negative correlations with attitude toward appearance and modesty of clothing. However, body satisfaction had positive correlations with sexual attractiveness and self-expression of clothing. As a conclusion, high school students' body satisfaction and attitude toward appearance constituted important characteristics which could affect clothing attitude directly.