• Journal of the Korean Data and Information Science Society
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• v.18 no.4
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• pp.915-925
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• 2007

Multivariate GARCH has been useful to model dynamic relationships between volatilities arising from each component series of multivariate time series. Methodologies including EWMA(Exponentially weighted moving-average model), DVEC(Diagonal VEC model), BEKK and CCC(Constant conditional correlation model) models are comparatively reviewed for bivariate time series. In addition, these models are applied to evaluate VaR(Value at Risk) and to construct joint prediction region. To illustrate, bivariate stock prices data consisting of Samsung Electronics and LG Electronics are analysed.

• Journal of the Korean Institute of Telematics and Electronics A
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• v.28A no.1
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• pp.52-59
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• 1991

An effective and accurate delay time model is the key problem in the simulation and timing verification of CMOS logic circuits. We propose a semi-analytic CMOW delay time model taking into account the configuration ratio, the input waveform slope and the load capacitance. This model is based on the Schichman Hodges's DC equations and derived on the optimally weighted switching peak current. The parameters necessary for the model calculation are automatically determined from the program. The proposed model is computationally effective and the error is typically within 10% of the SPICEA results. Compared to the table RC model, the accuracy is inproved over two times in average.

• ETRI Journal
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• v.29 no.3
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• pp.270-280
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• 2007

In Linux, real-time tasks are supported by separating real-time task priorities from non-real-time task priorities. However, this separation of priority ranges may not be effective when real-time tasks make the system calls that are taken care of by the kernel threads. Thus, Linux is considered a soft real-time system. Moreover, kernel threads are configured to have static priorities for throughputs. The static assignment of priorities to kernel threads causes trouble for real-time tasks when real-time tasks require kernel threads to be invoked to handle the system calls because kernel threads do not discriminate between real-time and non-real-time tasks. We present a dynamic kernel thread scheduling mechanism with weighted average priority inheritance protocol (PIP), a variation of the PIP. The scheduling algorithm assigns proper priorities to kernel threads at runtime by monitoring the activities of user-level real-time tasks. Experimental results show that the algorithms can greatly improve the unexpected execution latency of real-time tasks.

• Convergence Security Journal
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• v.11 no.3
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• pp.19-24
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• 2011

Software failure time presented in the literature exhibit either constant monotonic increasing or monotonic decreasing, For data analysis of software reliability model, data scale tools of trend analysis are developed. The methods of trend analysis are arithmetic mean test and Laplace trend test. Trend analysis only offer information of outline content. In this paper, we discuss forecasting failure time case of failure time censoring. In this study, time series analys is used in the simple moving average and weighted moving averages, exponential smoothing method for predict the future failure times, Empirical analysis used interval failure time for the prediction of this model. Model selection using the mean square error was presented for effective comparison.

• Industrial Engineering and Management Systems
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• v.4 no.1
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• pp.23-35
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• 2005

This paper aims to develop a practical finite capacity MRP (FCMRP) system based on the needs of an automotive parts manufacturing company in Thailand. The approach includes a linear goal programming model to determine the optimal start time of each operation to minimize the sum of penalty points incurred by exceeding the goals of total earliness, total tardiness, and average flow-time considering the finite capacity of all work centers and precedence of operations. Important factors of the proposed FCMRP system are penalty weights and dispatching rules. Effects of these factors on the performance measures are statistically analyzed based on a real situation of an auto-part factory. Statistical results show that the dispatching rules and penalty weights have significant effects on the performance measures. The proposed FCMRP system offers a good tradeoff between conflicting performance measures and results in the best weighted average performance measures when compared to conventional forward and forward-backward finite capacity scheduling systems.

• KSII Transactions on Internet and Information Systems (TIIS)
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• v.16 no.3
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• pp.894-907
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• 2022

The features extracted by convolutional neural networks are more descriptive of images than traditional features, and their convolutional layers are more suitable for retrieving images than are fully connected layers. The convolutional layer features will consume considerable time and memory if used directly to match an image. Therefore, this paper proposes a feature weighting and region integration method for convolutional layer features to form global feature vectors and subsequently use them for image matching. First, the 3D feature of the last convolutional layer is extracted, and the convolutional feature is subsequently weighted again to highlight the edge information and position information of the image. Next, we integrate several regional eigenvectors that are processed by sliding windows into a global eigenvector. Finally, the initial ranking of the retrieval is obtained by measuring the similarity of the query image and the test image using the cosine distance, and the final mean Average Precision (mAP) is obtained by using the extended query method for rearrangement. We conduct experiments using the Oxford5k and Paris6k datasets and their extended datasets, Paris106k and Oxford105k. These experimental results indicate that the global feature extracted by the new method can better describe an image.

• International Journal of Computer Science & Network Security
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• v.22 no.1
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• pp.139-148
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• 2022

Research into wireless sensor networks (WSNs) is a trendy issue with a wide range of applications. With hundreds to thousands of nodes, most wireless sensor networks interact with each other through radio waves. Limited computational power, storage, battery, and transmission bandwidth are some of the obstacles in designing WSNs. Clustering and routing procedures have been proposed to address these concerns. The wireless sensor network's most complex and vital duty is routing. With the Greedy Perimeter Stateless Routing method (GPSR), an efficient and responsive routing protocol is built. In packet forwarding, the nodes' locations are taken into account while making choices. In order to send a message, the GPSR always takes the shortest route between the source and destination nodes. Weighted directed graphs may be constructed utilising four distinct distance metrics, such as Euclidean, city block, cosine, and correlation distances, in this study. NS-2 has been used for a thorough simulation. Additionally, the GPSR's performance with various distance metrics is evaluated and verified. When compared to alternative distance measures, the proposed GPSR with correlation distance performs better in terms of packet delivery ratio, throughput, routing overhead and average stability time of the cluster head.

• Journal of the Korea Society of Computer and Information
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• v.14 no.2
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• pp.191-199
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• 2009

In this paper we present a light weighted robust Korean morphological analyzer for mobile devices such as mobile phones, smart phones, and PDA phones. Such mobile devices are not suitable for natural language interfaces for their low CPU performance and memory restriction. In order to overcome the difficulties we propose 1) an online analysis by using Key Event Handler mechanism, 2) and a robust analysis of the Korean sentences with spacing errors without its correction pre-processing. We adapt the proposed Korean analyzer to a Korean-English mobile translator, which shows 5.8% memory usage reduction and 19.0% enhancement of average response time.

• Water for future
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• v.28 no.1
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• pp.133-144
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• 1995

The subject of the paper is the selection of the number and location of rainguage stations among existing ones, which will be part of real-time data collection system, for the computation of mean areal precipitation and for use as input of real-time flow forecasting models. The weighted average method developed by National Weather Service was used to compute MAP. Two different searching methods were used to find local optimal solutions as a function of the number of rainguages. An operational rainfall-runoff model was used to determine the optimal location and number of stations for flow prediction.

• Communications for Statistical Applications and Methods
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• v.14 no.1
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• pp.155-167
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• 2007

Knowing the time of the process change could lead to quicker identification of the responsible special cause and less process down time, and it could help to reduce the probability of incorrectly identifying the special cause. In this paper, we propose the maximum likelihood estimator (MLE) for the process change point when a control chart is used in monitoring the mean of a process in which the observations can be modeled as an AR(1) process plus an additional random error. The performance of the proposed MLE is compared to the performance of the built-in estimator when they are used in EWMA charts based on the residuals. The results show that the proposed MLE provides good performance in terms of both accuracy and precision of the estimator.