• Korean Journal of Remote Sensing
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• v.24 no.1
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• pp.17-24
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• 2008

Rainfall data from three different types of rain gauge system have been collected for the summertime rain event at Mokpo in the Korean peninsula. The rain gauge system considered in this paper is composed of three tipping-bucket rain gauges with 0.1, 0.2, and 0.5 mm measuring resolutions, the Optical Rain Gauge (ORG), and the PARSIVEL (PARticle SIze and VELocity). The PARSIVEL rainfall rate has been considered as the reference for comparison since it gave good resolution and performance on this event. Comparison with the PARSIVEL rainfall rate gives the results that the error and temporal variation of rainfall rate are simultaneously reduced with increasing the averaging interval of rainfall rate or decreasing the size of tipping bucket. This suggests that the estimated rainfall rate must be optimized, differently for the type of tipping-bucket rain gages, by minimizing the averaging interval of rainfall rate under the condition satisfying the given performance of rainfall rate.

• Atmosphere
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• v.24 no.2
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• pp.197-206
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• 2014

The effects of different averaging operators and atmospheric stability on the turbulent fluxes are investigated using the vertical velocity, air temperature, carbon dioxide concentration, and absolute humidity data measured at 10 Hz by a 3-dimensional sonic anemometer and an open-path $CO_2/H_2O$ infrared gas analyzer installed at a height of 18.5 m on the rooftop of the Jungnang KT building located at a typical residential area in Seoul, Korea. For this purpose, 7 different averaging operators including block average, linear regression, and moving averages during 100 s, 300 s, 600 s, 900 s, and 1800 s are considered and the data quality control procedure such as physical limit check and spike removal is also applied. It is found that as the averaging interval becomes shorter, turbulent fluxes computed by the moving average become smaller and the ratios of turbulent fluxes computed by the 100 s moving average to the fluxes by the 1800 s moving average under unstable stability are smaller than those under neutral stability. The turbulent fluxes computed by the linear regression are 85~92% of those computed by the 1800 s moving average and nearly the same as those computed by 900 s moving average, implying that the adequate selection of an averaging operator and its interval will be very important to estimate more accurate turbulent fluxes at urban area.

• Journal of applied mathematics & informatics
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• v.27 no.5_6
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• pp.1165-1176
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• 2009

This paper is concerned with the interval oscillation of the second order nonlinear ordinary differential equation (r(t)|y'(t)|$^{{\alpha}-1}$ y'(t))'+p(t)|y'(t)|$^{{\alpha}-1}$ y'(t)+q(t)f(y(t))g(y'(t))=0. By constructing ageneralized Riccati transformation and using the method of averaging techniques, we establish some interval oscillation criteria when f(y) is not differetiable but satisfies the condition $\frac{f(y)}{|y|^{{\alpha}-1}y}$ ${\geq}{\mu}_0$ > 0 for $y{\neq}0$.

• Industrial Engineering and Management Systems
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• v.8 no.2
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• pp.93-100
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• 2009

In this paper, we review widely used methods to extract local volatility surfaces (LVSs) from implied volatility surfaces (IVSs) and suggest a model averaging method for constructing implied and local volatility surfaces weighted by trading volumes. It makes use of model averaging method by means of bandwidth priors, and then produces a robust LVS estimation. The method is shown to provide the information about the confidence interval of estimators as well as a rather less variable weighted mean value for the IVS and LVS. To show the merits of our proposed method, we conduct simulations on equity-linked warrants (ELWs) with reasonable and acceptable results.

• Journal of Korean Society of Coastal and Ocean Engineers
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• v.28 no.6
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• pp.319-331
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• 2016

This study explores the signal characteristics for different averaging intervals and defines representative verticies for each observatory by criterion of percent rate and variance. The shorter averaging interval shows the higher frequency variation, though the lower percent rate. In the tidal currents, we could hardly find the differences between 60-minute and 20-minute averaging. The newly defined criterion improves reliability of HF-radar data compared with the present reference which deselects the half by percent rate.

• Proceedings of the Korean Institute of Intelligent Systems Conference
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• 1998.06a
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• pp.579-584
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• 1998

In this work, we present a method to deal with the interval valued decision making systems. First, we propose a new type of equality measure based on the Ordered Weighted Averaging (OWA) operator. The proposed equality measure has a structure to render the extreme values of the measure by choosing a suitable weighting vector of the OWA operator. From this property, we derive a bidirectional fuzzy inference network which can be applied for the decisionmaking systems requiring the inverval valued decisions.

• Kyungpook Mathematical Journal
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• v.56 no.1
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• pp.29-40
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• 2016

In this paper, we consider the nonlinear hyperbolic equations with forcing term. Some suffcient conditions for the oscillation are derived by using integral averaging method and a generalized Riccati technique.

• Journal of the Korean Institute of Telematics and Electronics C
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• v.34C no.10
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• pp.98-105
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• 1997

In this work, we proesent a bidirectional approximate reasoning method and fuzzy inference network for interval valued decision making systems. For this, we propose a new type of similarity measure between two fuzzy vectors based on the Ordered Weighted Averaging (OWA) operator. Since the proposed similarity measure has a structure to give the extreme values by choosing a suitable weighting vector of the OWA operator, it can render an interval valued similarity value. From this property, we derive a bidirectional approximate reasoning method based on the similarity measure and show its fuzzy inference network implementation for the decision making systems requiring the interval valued decisions.

• The Journal of the Acoustical Society of Korea
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• v.24 no.4E
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• pp.152-157
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• 2005

In this paper, a new data-aided joint phase and frequency estimator, which has very low computational complexity, is proposed and its variances of phase and frequency estimates are derived. To estimate the phase and frequency offset, first of all, the overall observation interval is divided into same length sub-intervals, and then phase estimates are independently computed based on symbols of the each sub-intervals. To be continue the sequence of computed phase estimates, proper integer multiples of $2{\pi}$ are added to (or subtracted from) the computed phase estimates, which is called linearized phase estimate. The phase offset of the proposed joint estimator is estimated by averaging the linearized phase estimates and the frequency offset by averaging the differences between consecutive linearized phase estimates. The variance of the proposed phase offset estimate is same to MCRB of phase if there is no frequency offset, but it is smaller than MCRB of phase if there is frequency offset. However, the variance of the proposed frequency offset estimate is bigger by at least 0.5 dB than MCRB of frequency with the same observation interval.

• Industrial Engineering and Management Systems
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• v.10 no.1
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• pp.84-94
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• 2011

In this paper, we propose a method to provide the distribution of option price under local volatility model when market-provided implied volatility data are given. The local volatility model is one of the most widely used smile-consistent models. In local volatility model, the volatility is a deterministic function of the random stock price. Before estimating local volatility surface (LVS), we need to estimate implied volatility surfaces (IVS) from market data. To do this we use local polynomial smoothing method. Then we apply the Dupire formula to estimate the resulting LVS. However, the result is dependent on the bandwidth of kernel function employed in local polynomial smoothing method and to solve this problem, the proposed method in this paper makes use of model averaging approach by means of bandwidth priors, and then produces a robust local volatility surface estimation with a confidence interval. After constructing LVS, we price barrier option with the LVS estimation through Monte Carlo simulation. To show the merits of our proposed method, we have conducted experiments on simulated and market data which are relevant to KOSPI200 call equity linked warrants (ELWs.) We could show by these experiments that the results of the proposed method are quite reasonable and acceptable when compared to the previous works.