• Korean Journal of Environment and Ecology
• /
• v.27 no.1
• /
• pp.11-21
• /
• 2013

We tried to find out the core feeding site of the Red-crowned Crane(Grus japonensis) in Cheorwon, Korea by using analysis techniques which are MCP(minimum convex polygon), KDE(kernel density estimation), LoCoH(local nearest-neighbor convex-hull). And, We discussed the difference and meaning of result among analysis methods. We choose the data of utilization distribution from distribution map of Red-crowned Crane in Cheorwon, Korea at $17^{th}$ February 2012. Extent of the distribution area was $140km^2$ by MCP analysis. Extents of core feeding area of the Red-crowned Crane were $33.3km^2$($KDE_{1000m}$), $25.7km^2$($KDE_{CVh}$), $19.7km^2$($KDE_{LSCVh}$), according to the 1000m, CVh, LSCVh in value of bandwidth. Extent, number and shape complexity of the core area has decreased, and size of each core area have decreased as small as the bandwidth size(default:1000m, CVh: 554.6m, LSCVh: 329.9). We would suggest the CVh value in KDE analysis as a proper bandwidth value for the Red-crowned crane's core area zoning. Extent of the distribution range and core area have increased and merged into the large core area as a increasing of k value in LoCoH analysis. Proper value for the selecting core area of Red-crowned Crane's distribution was k=24, and extent of the core area was $18.2km^2$, 16.5% area of total distribution area. Finally, the result of LoCoH analysis, we selected two core area, and number of selected core area was smaller than selected area of KDE analysis. Exact value of bandwidth have not been used in studies using KDE analysis in most articles and presentations of the Korea. As a result, it is needed to clarify the exact using bandwidth value in KDE studies.

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

• Journal of Korea Multimedia Society
• /
• v.19 no.3
• /
• pp.633-641
• /
• 2016

Automatic defect inspection system is composed of the step in the pre-processing, defect candidate detection, and classification. Polarizing films containing various defects should be minimized over-detection for classifying defect blobs. In this paper, we propose a defect detection algorithm using a skewness of histogram for minimizing over-detection. In order to detect up defects with similar to background pixel, we are used the characteristics of the local region. And the real defect pixels are distinguished from the noise using the probability density function. Experimental results demonstrated the minimized over-detection by utilizing the artificial images and real polarizing film images.

• Journal for History of Mathematics
• /
• v.35 no.1
• /
• pp.1-18
• /
• 2022

This paper presents a statistical machine learning method that generates the implied volatility surface under the rareness of the market data. We apply the practitioner's Black-Scholes model and Gaussian process regression method to construct a Bayesian inference system with observed volatilities as a prior information and estimate the posterior distribution of the unobserved volatilities. The variance instead of the volatility is the target of the estimation, and the radial basis function is applied to the mean and kernel function of the Gaussian process regression. We present two types of Gaussian process regression methods and empirically analyze them.

• KSCE Journal of Civil and Environmental Engineering Research
• /
• v.28 no.2B
• /
• pp.225-236
• /
• 2008

The techniques to calculate the probability precipitation for the design of hydrological projects can be determined by the point frequency analysis and the regional frequency analysis. Probability precipitation usually calculated by point frequency analysis using rainfall data that is observed in rainfall observatory which is situated in the basin. Therefore, Probability precipitation through point frequency analysis need observed rainfall data for enough periods. But, lacking precipitation data can be calculated to wrong parameters. Consequently, the regional frequency analysis can supplement the lacking precipitation data. Therefore, the regional frequency analysis has weaknesses compared to point frequency analysis because of suppositions about probability distributions. In this paper, rainfall observatory in Korea did grouping by cluster analysis using position of timely precipitation observatory and characteristic time rainfall. Discordancy and heterogeneity measures verified the grouping precipitation observatory by the cluster analysis. So, there divided rainfall observatory in Korea to 6 areas, and the regional frequency analysis applies index-flood techniques and L-moment techniques. Also, the probability precipitation was calculated by the regional frequency analysis using variable kernel density function. At the results, the regional frequency analysis of the variable kernel function can utilize for decision difficulty of suitable probability distribution in other methods.

• Nuclear Engineering and Technology
• /
• v.54 no.12
• /
• pp.4636-4643
• /
• 2022

A time-of-flight and energy (TOF-E) detection system for the measurement of ²³⁶U accelerator mass spectrometry (AMS) has been developed to improve the ²³⁶U/²³⁸U sensitivity at Micro Analysis Laboratory, Tandem accelerator (MALT), The University of Tokyo. With observing TOF distribution of ²³⁵U, ²³⁶U and ²³⁸U, this TOF-E detection system has clearly separated ²³⁶U from the interference of ²³⁵U and ²³⁸U when measuring three kinds of uranium standards. In addition, we have developed a novel method combining kernel-based density estimation method and multi-Gaussian fitting method to estimate the ²³⁶U/²³⁸U sensitivity of the TOF-E detection system. Using this new estimation method, 3.4 × 10^-12 of ²³⁶U/²³⁸U sensitivity and 1.9 ns of time resolution are obtained. ²³⁶U/²³⁸U sensitivity of TOF-E detection system has improved two orders of magnitude better than that of previous gas ionization chamber. Moreover, unknown species other than uranium isotopes were also observed in the measurement of a surface soil sample, which has demonstrated that TOF-E detection system has a higher sensitivity in particle identification. With its high sensibility in mass determination, this TOF-E detection system could also be used in other heavy isotope AMS.

• The Korean Journal of Financial Management
• /
• v.20 no.2
• /
• pp.73-94
• /
• 2003

In general, the interest rate is forecasted by the parametric method which assumes the interest rate follows a certain distribution. However the method has a shortcoming that forecasting ability would decline when the interest rate does not follow the assumed distribution for the stochastic behavior of interest rate. Therefore, the nonparametric method which assumes no particular distribution is regarded as a superior one. This paper compares the interest rate forecasting ability between the two method for the Monetary Stabilization Bond (MSB) market in Korea. The daily and weekly data of the MSB are used during the period of August 9th 1999 to February 7th 2003. In the parametric method, the drift term of the interest rate process shows the linearity while the diffusion term presents non-linear decline. Meanwhile in the nonparametric method, both drift and diffusion terms show the radical change with nonlinearity. The parametric and nonparametric methods present a significant difference in the market price of interest rate risk. This means in forecasting the interest rate and the market price of interest rate risk, the nonparametric method is more appropriate than the parametric method.

• Journal of the Economic Geographical Society of Korea
• /
• v.23 no.4
• /
• pp.408-424
• /
• 2020

This study attempts to analyze the spatial clustering of survived and closed coffee shops based on the land price and land use for each coffee shop location. The locational characteristics of survived and closed coffee shops for each cluster type are identified through various locational properties such as transport factors (physical accessibility), shop properties (franchise information, newly open/closed business experience), and spatial density (kernel density estimation). To this end, we categorize the clusters of survived and closed coffee shops into three types (general locational distribution type, commercialization type of residential area and location type of commercial center), and then analyze their locational characteristics. As the result, we found that the locations of newly open and closed coffee shops show different distribution characteristics, even though they are classified into the same type due to the double sidedness of new open and closed locations. The results of this study can be provided as basic data for planning the location of coffee shop as well as regional commercial district.

• Proceedings of the Korea Water Resources Association Conference
• /
• 2019.05a
• /
• pp.361-361
• /
• 2019

기존의 Markov Chain 모형으로 일강우량 모의시에 강우의 발생여부를 모의하고 강우일의 강우량은 Monte Carlo 시뮬레이션을 통해 일강우 분포 특성에 맞는 분포형에서 랜덤으로 강우량을 추정하는 것이 일반적이다. 이때 강우 지속기간에 따른 강도 및 강우의 시간별 분포 등의 강우 사상의 특성을 반영할 수 없다는 한계가 있다. 본 연구에서는 이를 개선하기 위해 강우 사상을 지속기간에 따라 강우량을 추정하였다. 즉 강우 사상의 강우 지속일별로 총강우량의 분포형을 비매개변수 추정이 가능한 핵밀도추정(Kernel Density Estimation, KDE)를 적용하여 각각 추정하고, 강우가 지속될 경우에 지속일별로 해당하는 분포형에서 강우량을 구하였다. 각 강우사상에 대해 추정된 총 강우량은 k-최근접 이웃 알고리즘(k-Nearest Neighbor algorithm, KNN)을 통해 관측 강우자료에서 가장 유사한 강우량을 가지는 강우사상의 강우량 일분포 형태에 따라 각 일강우량으로 분배하였다. 본 연구는 기존의 강우량 추정 방법의 한계점을 개선하고자 하였으며, 연구 결과는 미래 강우에 대한 예측에도 활용될 수 있으며 수자원 설계에 있어서 기초자료로 활용될 수 있을 것으로 기대된다.

• Journal of the Korean Association of Geographic Information Studies
• /
• v.24 no.1
• /
• pp.112-125
• /
• 2021

Marine spatial planning(MSP) designates the marine as nine kinds of use zones for the systematic and rational management of marine spaces. One of them is the fishery protection zone, which is necessary for the sustainable production of fishery products, including the protection and fosterage of fishing activities. This study intends to quantitatively identify the fishing activity space, one of the elements necessary for the designation of fisheries protection zones, by mapping of fishery activities using V-Pass data and deriving the fishery activity concentrated zone. To this end, pre-processing of V-Pass data was performed, such as constructing a dataset that combines static and dynamic information, calculating the speed of fishing vessels, extracting fishing activity points, and removing data in non-fishing activity zone. Finally, using the selected V-Pass point data, a fishery activity map was made by kernel density estimation, and the concentrated space of fishery activity was analyzed. In addition, it was confirmed that there is a difference in the spatial distribution of fishing activities according to the type of fishing vessel and the season. The pre-processing technique of large volume V-Pass data and the mapping method of fishing activities performed through this study are expected to contribute to the study of spatial characteristics evaluation of fishing activities in the future.