• Journal of the Korea Institute of Information and Communication Engineering
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• v.10 no.1
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• pp.7-14
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• 2006

The finite failure NHPP models proposed in the literature exhibit either constant, monotonic increasing or monotonic decreasing failure occurrence rates per fault. In this paper, we propose the Erlang reliability model, which can capture the increasing nature of the failure occurrence rate per fault. Equations to estimate the parameters of the Erlang finite failure NHPP model based on failure data collected in the form of inter-failure times are developed. For the sake of proposing shape parameter of the Erlang distribution, we used to the goodness-of-fit test of distribution. Data set, where the underlying failure process could not be adequately described by the existing models, which motivated the development of the Erlang model. Analysis of the failure data set which led us to the Erlang model, using arithmetic and Laplace trend tests, goodness-of-fit test, bias tests is presented.

• Journal of the Korean Geotechnical Society
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• v.32 no.1
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• pp.45-53
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• 2016

Generally, conventional transport infrastructures consist of compacted granular materials. Their stiffness and response greatly depend on the particle sizes and distributions, and application of loading on the surface over a foundation may induce deformation in both the surface and the underlying foundations. Therefore, a better understanding of the deformation characteristics on granular materials and the prediction are needed. For this reason, an attempt to evaluate and predict deformation of coarse materials based on the discrete element method is presented in this paper. An algorithm for particle distribution curve analysis was formulated and incorporated into the discrete element program. The results show that the discrete element model with particle distribution curve is suitable for estimating stress deformation in a pre-peak response. Unlike conventional uniform or random particle distribution, the response can be obtained by the use of the proper model and approach.

• Journal of the Korea Society of Computer and Information
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• v.10 no.6 s.38
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• pp.27-36
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• 2005

Finite failure NHPP models presented in the literature exhibit either constant, monotonic increasing or monotonic decreasing failure occurrence rates Per fault. This Paper Proposes reliability model using the generalized gamma distribution, which can capture the monotonic increasing(or monotonic decreasing) nature of the failure occurrence rate per fault. Equations to estimate the parameters of the generalized gamma finite failure NHPP model based on failure data collected in the form of interfailure times are developed. For the sake of proposing shape parameter of the generalized gamma distribution, used to the special pattern. Data set, where the underlying failure process could not be adequately described by the knowing models, which motivated the development of the gamma or Weibull model. Analysis of failure data set for the generalized gamma modell, using arithmetic and Laplace trend tests . goodness-of-fit test, bias tests is presented.

• Journal of Korean Society for Atmospheric Environment
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• v.16 no.1
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• pp.49-60
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• 2000

The concentration of atmospheric mercury(Hg0 and relevent environmental parameters that include both meteorological and criteria pollutant data were dtermined at hourly intervals during two field campaigns covering the periods of September 1997 and May/June 1998. The mean concentrations of Hg for the two study periods were computed as 3.94 and 3.43ngm-3, respectively. Through a separation of these data into both daytime and nighttime periods, we further analyzed diurnal variation patterns for Hg between two different seasons. Using our Hg data sets, we were able to recognize two contrasting diurnal variation patterns of Hg between two diffeerent seasons that can be characterized as: (1) the occurrences of peak Hg concentration during daytime(fall0 and (2) slight reductions in daytime Hg concentration relative to nighttiime Hg data(summer). To study the systematic differences in diurnal patterns between two different seasons, we analyzed Hg data in terms of different statistical approaches such as correlation(and linear regression0 and factor analysis. Results of these analyses consistently indicated that different mechanisms were responsible for controlling the daytime distribution patterns of Hg. The variation of boundary layer conditions betwen day/night periods may have been important in introducing the relative reduction in daytime Hg levels during summer. However, when the relationship between Hg and concurrently determined O3 is concerned, these differences are unlikely to be an effective sink mechanism within the ranges of ozone concentrations determined concurrently during this study, regardless of season. To further provide the general account for short-term variations in Hg distribution data, we should be able to describe the various factors underlying its sink mechanism.

• Journal of Distribution Science
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• v.15 no.11
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• pp.73-82
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• 2017

Purpose - This paper aims to investigate a profit maximizing incentive of foreign traders in distributing the KOSPI 200 Futures. Such an incentive may induce unsophisticated retail traders to suffer loss from speculative trading. Since Korean government increased the entry barriers of the market to protect unsophisticated traders, the market size has been decreasing while the proportion of the contract held by foreign traders has been increasing. These on going changes make the market imperfectly competitive, where a profit maximization incentives of foreign traders are expected to grow. In this paper, we attempt to find any evidence of such behavior, thereby providing implications regarding market policy and market efficiency. Research design, data, and methodology - According to Kyle(1985), an informed trader exploits his/her monopoly power optimally in a dynamic context so that he/she makes positive profit, where he/she could conceal his/her trading utilizing noise trading as camouflage. We apply the KOSPI 200 Futures market to the Kyle's model: foreign traders who take into account the effect of his/her trading to maximize expected profits as an informed trader, retail investors as noise traders, and financial institutions as market makers. To find any evidence of monopolistic behavior, we test the variants of trading volume and price data of the KOSPI 200 Futures over the period of 2009 and 2017. Results - First, we find that the price of the KOSPI 200 Futures are more volatile than the price of underlying asset. Second, we find that monopolistic foreign trader's trading order flows are consistent with exploiting his/her monopoly power to maximize profit. Finally, we find that retail investors' trading order flows are inversely consistent with maximizing profit, that is, uninformed retail investors suffer loss continuously in speculative trading against informed traders. Conclusions - Our results show that the quantity of strategic order flows may have a large effect on the price, therefore, resulting the market inefficiency. The results also imply that, in implementing regulations, the depth of the market must be considered to maintain market liquidity, and suggesting interesting research topics regarding the market structure.

• The Journal of Korean Institute of Communications and Information Sciences
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• v.29 no.10B
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• pp.831-840
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• 2004

Providing quality of service (QoS) guarantees over wireless link requires thorough understanding and quantification of the interactions among the traffic source, the wireless channel, and the underlying error control mechanisms. In this paper, we account for such interactions in a network-layer model that we use to investigate the delay performance of a wireless channel. We consider a single ON/OFF traffic stream transported over a wireless link. The capacity of this link fluctuates according to a fluid version of Gilbert-Elliot's model. We derive the packet delay distribution via two different approaches: uniformization and Laplace transform. Numerical aspects of both approaches are compared. The delay distribution is further used to quantify the wireless effective bandwidth under a given delay guarantee. Numerical results and simulations are used to verify the adequacy of our analysis and to study the impact of error control and bandwidth allocation on the packet delay performance. Wireless networks, QoS, delay distribution, fluid analysis.

• Journal of the Korean Data and Information Science Society
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• v.27 no.4
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• pp.959-967
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• 2016

Distributional assumptions on equity returns play a key role in valuation theories for derivative securities. Elberlein and Keller (1995) investigated the distributional form of compound returns and found that some of standard assumptions can not be justified. Instead, Generalized Hyperbolic (GH) distribution fit the empirical returns with high accuracy. Hu and Kercheval (2007) also show that the normal distribution leads to VaR (Value at Risk) estimate that significantly underestimate the realized empirical values, while the GH distributions do not. We consider saddlepoint approximations to estimate the VaR and the ES (Expected Shortfall) which frequently encountered in finance and insurance as measures of risk management. We supposed GH distributions instead of normal ones, as underlying distribution of linear portfolios. Simulation results show the saddlepoint approximations are very accurate than normal ones.

• KSCE Journal of Civil and Environmental Engineering Research
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• v.38 no.2
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• pp.249-259
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• 2018

More than half of annual rainfall occurs in summer season in Korea due to its climate condition and geographical location. A frequency analysis is mostly adopted for designing hydraulic structure under the such concentrated rainfall condition. Among the various distributions, univariate Gumbel distribution has been routinely used for rainfall frequency analysis in Korea. However, the distributional changes in extreme rainfall have been globally observed including Korea. More specifically, the univariate Gumbel distribution based rainfall frequency analysis is often fail to describe multimodal behaviors which are mainly influenced by distinct climate conditions during the wet season. In this context, we purposed a Gumbel mixture distribution based rainfall frequency analysis with a Bayesian framework, and further the results were compared to that of the univariate. It was found that the proposed model showed better performance in describing underlying distributions, leading to the lower Bayesian information criterion (BIC) values. The mixed Gumbel distribution was more robust for describing the upper tail of the distribution which playes a crucial role in estimating more reliable estimates of design rainfall uncertainty occurred by peak of upper tail than single Gumbel distribution. Therefore, it can be concluded that the mixed Gumbel distribution is more compatible for extreme frequency analysis rainfall data with two or more peaks on its distribution.

• Proceedings of the Korea Institute of Fire Science and Engineering Conference
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• 2008.11a
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• pp.235-238
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• 2008

High-rise buildings with stack effect caused by the foreclosure, which significantly delayed the spread of a fire in effects of these stack effect driving force said. In this research on the stack effect of the lobby if the pressurization of the stairwell analysis of the pressure distribution of the CONTAMW. Overall, the pressurization of the lobby makes it stairwell amount of pressure(+) to the zone in pressure designed to prevent the spread of smoke control performance and found that, the way a normal state and sub-pressurization in the stairwell with stack effect of the turbulence Such as the formation of the upper flow, but, in the upper atmosphere with pressurization was formed by the underlying trend.

• 한국전산유체공학회:학술대회논문집
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• 2009.11a
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• pp.44-48
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• 2009

In this study, a vortex visualization method based on the vorticity magnitude is developed. One of the simplest models for a vortex is a vortex filament with the maximum vorticity on its center. The proposed method is based on the observation of this ideal distribution of vorticity magnitude. Laplacian and Hessian matrix of vorticity magnitude are tested for detecting the local maximum of vorticity magnitude. These ideas were applied to wake flow past a sphere. It was found that the Laplacian method is not able to distinguish vortices from the underlying shear layer clearly, while the Hessian matrix method does not suffer from this problem.