• The Journal of Asian Finance, Economics and Business
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• v.7 no.11
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• pp.83-93
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• 2020

This empirical research aims to modeling and improving the forecasting accuracy of the volatility pattern by employing the Saudi Arabia stock market (Tadawul)by studying daily closed price index data from October 2011 to December 2019 with a number of observations being 2048. In order to achieve significant results, this study employs many mathematical functions which are non-linear spectral model Maximum overlapping Discrete Wavelet Transform (MODWT) based on the best localized function (Bl14), autoregressive integrated moving average (ARIMA) model and generalized autoregressive conditional heteroskedasticity (GARCH) models. Therefore, the major findings of this study show that all the previous events during the mentioned period of time will be explained and a new forecasting model will be suggested by combining the best MODWT function (Bl14 function) and the fitted GARCH model. Therefore, the results show that the ability of MODWT in decomposition the stock market data, highlighting the significant events which have the most highly volatile data and improving the forecasting accuracy will be showed based on some mathematical criteria such as Mean Absolute Percentage Error (MAPE), Mean Absolute Scaled Error (MASE), Root Means Squared Error (RMSE), Akaike information criterion. These results will be implemented using MATLAB software and R- software.

• The KSFM Journal of Fluid Machinery
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• v.15 no.5
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• pp.37-41
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• 2012

High-efficiency and low-noise axial flow fan is developed by combining the FanDAS, a computerized axial fan design/performance analysis system, and CFD software(CFX). Based on fan design requirements, FanDAS conducts 3-D blade geometry design, quasi-3D flow/ performance analyses and noise evaluation by using through-flow analysis method and noise models for discrete frequency and broadband noise sources. Through the parametric studies of fan design variables using FandDAS, preliminary and baseline design is achieved for high efficiency and low noise fan, and then can be coupled with a CFD technique such as the CFX code for constructing final and optimized fan design. The FanDAS-CFX coupled system and its design procedure are applied to actual fan development practice. The FanDAS provides an optimized 3-D fan blade geometry, and its predictions on the performance and the noise level of designed fan are well agreed with actual test results.

• Proceedings of the IEEK Conference
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• summer
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• pp.92-96
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• 2004

The researches of the emotions are currently great interest in speech processing as well as in human-machine interaction domain. In the recent years, more and more of researches relating to emotion synthesis or emotion recognition are developed for the different purposes. Each approach uses its methods and its various parameters measured on the speech signal. In this paper, we proposed using a short-time parameter: MFCC coefficients (Mel­Frequency Cepstrum Coefficients) and a simple but efficient classifying method: Vector Quantification (VQ) for speaker-dependent emotion recognition. Many other features: energy, pitch, zero crossing, phonetic rate, LPC... and their derivatives are also tested and combined with MFCC coefficients in order to find the best combination. The other models: GMM and HMM (Discrete and Continuous Hidden Markov Model) are studied as well in the hope that the usage of continuous distribution and the temporal behaviour of this set of features will improve the quality of emotion recognition. The maximum accuracy recognizing five different emotions exceeds $88\%$ by using only MFCC coefficients with VQ model. This is a simple but efficient approach, the result is even much better than those obtained with the same database in human evaluation by listening and judging without returning permission nor comparison between sentences [8]; And this result is positively comparable with the other approaches.

• ETRI Journal
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• v.28 no.3
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• pp.301-310
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• 2006

In mobile communications, a class of variable-complexity algorithms for convolutional decoding known as sequential decoding algorithms is of interest since they have a computational time that could vary with changing channel conditions. The Fano algorithm is one well-known version of a sequential decoding algorithm. Since the decoding time of a Fano decoder follows the Pareto distribution, which is a heavy-tailed distribution parameterized by the channel signal-to-noise ratio (SNR), buffers are required to absorb the variable decoding delays of Fano decoders. Furthermore, since the decoding time drawn by a certain Pareto distribution can become unbounded, a maximum limit is often employed by a practical decoder to limit the worst-case decoding time. In this paper, we investigate the relations between buffer occupancy, decoding time, and channel conditions in a system where the Fano decoder is not allowed to run with unbounded decoding time. A timeout limit is thus imposed so that the decoding will be terminated if the decoding time reaches the limit. We use discrete-time semi-Markov models to describe such a Fano decoding system with timeout limits. Our queuing analysis provides expressions characterizing the average buffer occupancy as a function of channel conditions and timeout limits. Both numerical and simulation results are provided to validate the analytical results.

• Proceedings of the KSR Conference
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• 2003.05a
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• pp.337-342
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• 2003

The dynamic load effects are conveyed to the railway bridges through tracks which are generated by moving trains The dynamic load effects may vary due to the dynamic characteristics of the applied vehicle loads and the railway bridges containing the track system. However, the track effects have been neglected or simplified by spring elements in the most studies since it is quite complex to consider the track systems in the dynamic analysis models of railway bridges. In this study, track system on railway bridges is modeled using a three-dimensional discrete-support model that can simulate the load carrying behavior of tracks. In addition, this program is developed with the precise 20-car model and a continuous PSC(prestressed concrete) box girder bridge, which is the main bridge type of Korea Train express(KTX). Three-dimensional elements are used for both. The dynamic response of railway bridges is found to be affected depending on whether the track model is considered or not. The influencing rate depends on the traveling speed and different wheel-axle distance. The dynamic bridge response is decreased remarkably by the track systems around the resonant frequency. Therefore, the resonance effect can be reduced by modifying the track properties in the railway bridge.

• Steel and Composite Structures
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• v.20 no.3
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• pp.501-512
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• 2016

High-strength structural bolts have been utilized for beam-to-column connections in steel-framed structural buildings. Failure of these components may be caused by the bolt shank fracture or threads stripping-off, documented in the literature. Furthermore, these structural bolts are galvanized for corrosion resistance or quenched-and-tempered in the manufacturing process. This paper adopted the finite element simulation to demonstrate discrete mechanical performance for these bolts under tensile loading conditions, the coated and uncoated numerical model has been built up for two numerical integration methods: explicit and implicit. Experimental testing and numerical methods can fully approach the failure mechanism of these bolts and their ultimate load capacities. Comparison has also been conducted for two numerical integration methods, demonstrating that the explicit integration procedure is also suitable for solving quasi-static problems. Furthermore, by using precise bolt models in T-Stub, more accurately simulate the mechanical behavior of T-Stub, which will lay the foundation of the mechanical properties of steel bolted joints.

• Journal of Korean Society of Industrial and Systems Engineering
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• v.37 no.1
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• pp.60-67
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• 2014

This paper considers an inbound ordering and outbound dispatching problem for multi-products and multi-vehicles in a third-party distribution center. The demands are dynamic over a discrete and finite time horizon, and replenishing orders are shipped in various transportation modes and the freight cost is proportional to the number of vehicles used. Any mixture of products is loaded onto any type of vehicles. The objective of the study is to simultaneously determine the inbound lot-sizes, the outbound dispatching sizes, and the types and numbers of vehicles used to minimize total costs, which consist of inventory holding cost and freight cost. Delivery time window is one of the general dispatching policies between a third-party distribution center and customers in practice. In the policy, each demand of product for a customer must be delivered within the time window without penalty cost. We derive mixed integer programming models for the dispatching policy with delivery time windows and on-time delivery dispatching policy, respectively and analyze the effect on a dispatching policy with delivery time windows by comparing with on-time delivery dispatching policy using various computational experiments.

• Korean Institute of Interior Design Journal
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• no.29
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• pp.273-280
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• 2001

In architecture, each project participant must maintain organic relationship with others. However, current practices are rather procedural and discrete than organic, which result in considerable inefficiencies. The cool-downs of Korean construction market also force the architects to be familiar with the new construction methods and systems. This research mainly focuses on the pre-development stage of such systems, analysing relationships between the information of architectural design and other parts of construction information like structure, construction, environment, and so forth. The result of analysis can be organized into attributes of members in a physical building, which can be modeled in a 3D system. The resulting model can be used for automated generation of drawing, Bill of Materials, finite element meshes for structural analysis and energy analysis, etc. by extracting meaningful information from it. Hence, the purpose of this research is to analysis the relationship among domain-specific information (e.g. structural engineering, construction detail, energy evaluation) that are represented in drawings, and to represent the attributes of the information relevantly so that they can be applied to each unit task that forms the whole project. Therefore, an object oriented methodology is introduced to compose design informations in three dimension, and expressing properties of building factors and materials, and to construct a database for computers to recognize architecture informations.

• Proceedings of the Korean Information Science Society Conference
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• 2007.06b
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• pp.513-518
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• 2007

시뮬레이션 방법론에 있어서 모델기반 시뮬레이션과 프로세스기반 시뮬레이션으로 나눌 수 있는데, 재사용성, 확장성, 시뮬레이터 기술 용이성 등의 장점으로 모델기반 시뮬레이션이 많이 사용되고 있다. 이러한 이유로 근래에는 컴퓨터 시스템, 항공, 자동차 등에서 모델 기반 시뮬레이션 방법이 사용되고 있다. 모델기반 시뮬레이션 방법으로 수학적 이론을 기반으로 모델을 정의하는 DEVS(Discrete Event System Specification) 형식론은 계층적이고 모듈화 된 형태로 이산사건 시스템을 기술한다. 대규모의 복잡한 시뮬레이션 모델을 검증 할 목적으로 분산 시뮬레이션 방법론이 있는데, 이들은 크게 동기적인 방법과 비동기적인 방법이 있다. 동기적 방식보다 빠른 수행을 위해 비동기적 방법은 전체 Time-order 순이 아닌 로컬 Time-order를 가진다. 그러나 비동기적 방식에는 분산된 시뮬레이터들 간의 전체 Time-order를 유지하기 위해 전 처리된 시뮬레이터 결과들을 저장하는데, Time-order 상으로 현재의 시뮬레이션 시간보다 과거의 사건이 왔을 때 그 이벤트를 처리해주어야 되기 때문이다. 이러한 비동기적 분산 시뮬레이션 방법론에서는 전체 Time-order를 유지하기 위해 과거의 Time-order를 가지는 이벤트가 왔을 때 rollback operation을 수행한다. 그러나 rollback operation은 분산 시뮬레이션 방법론에서 성능 장애요소 중 하나이다. 본 논문에서는 rollback operation을 최소할 할 수 있는 DEVS 모델 분배 방법을 제안한다.

• 한국신재생에너지학회:학술대회논문집
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• 2006.06a
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• pp.425-428
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• 2006

Natural gas hydrate has been a major problem for its plugging nature in the pipeline. With the demand of deep-water production, the importance of flow assurance technology, preventing hydrate, asphaltene and wax in the pipeline becomes bigger Kinetic models combined with the flow simulator are being developed to explain the nature of hydrate plug formation in the pipeline. To simulate the hydrate plug formation, each stage including the nucleation, growth and agglomeration should be considered. The hydrate nucleation is known to be stochastic and is believed hard to be predicted. Recent publications showed hydrate growth and agglomeration can be observed rigorously using a particle size analyzer. However properties of the hydrate should be investigated to model the growth and agglomeration. The attractive force between hydrate particles, supposed to be the capillary force, was revealed to be stochastic. Alternative way to model the hydrate agglomeration is to simulate by the discrete element method. Those parameters, particle size distribution, attractive force, and growth rate are embedded into the kinetic model which is combined Into the flow simulator. When compared with the flowloop experimental data, hydrate kinetic model combined into a flow simulator showed good results. With the early results, the hydrate kinetic model is promising but needs more efforts to improve it.