• Communications for Statistical Applications and Methods
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• v.15 no.6
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• pp.825-835
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• 2008

Multivariate GARCH(MGARCH) has been useful in financial studies and econometrics for modeling volatilities and correlations between components of multivariate time series. An obvious drawback lies in that the number of parameters increases rapidly with the number of variables involved. This thesis tries to resolve the problem by using dimension reduction technique. We briefly review both factor models for dimension reduction and the MGARCH models including EWMA (Exponentially weighted moving-average model), DVEC(Diagonal VEC model), BEKK and CCC(Constant conditional correlation model). We create meaningful portfolios obtained after reducing dimension through statistical factor models and fundamental factor models and in turn these portfolios are applied to MGARCH. In addition, we compare portfolios by assessing MSE, MAD(Mean absolute deviation) and VaR(Value at Risk). Various financial time series are analyzed for illustration.

• Korean Journal of Air-Conditioning and Refrigeration Engineering
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• v.13 no.3
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• pp.200-208
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• 2001

In indoor temperature control of a heat pump, a reduction in energy consumption is very important. However, most control schemes for heat pumps have focused only on control performance such s settling time and steady-state error. In this paper, the model predictive control (MPC) which includes the energy-related variable in this cost function is proposed. By computing the control signal minimizing this cost function, the trade-off between energy reduction and temperature control performance can be obtained. Since the MPC required the process model, the dynamic mode of a heat pump is also obtained by the system identification technique. Performance of the proposed MPC considering energy efficiency is compared with the two other control schemes. It si shown that the proposed scheme can consume less energy thant hte others in achieving similar control performance.

• Journal of Korean Society of Water and Wastewater
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• v.19 no.6
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• pp.728-737
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• 2005

Water quality of the Hwanggujicheon is poor because of the rapid housing and development in the large area of the basin. Establishment of water quality management strategy, based on the pollution sources survey and pollutant loads estimation, has to be established for the preservation of the stream water quality of the region. In this study, waste load allocation model to achieve the water quality goal of the stream and the optimization of pollutant load reduction, was developed. Nonpoint pollutant loads calculated by runoff model in the previous study are utilized for pollutant loads estimation of the drainage areas in this study. From the application result of the allocation model, water quality goals of the Hwanggujicheon that can be achieved as a matter of fact are BOD 8 mg/L. To achieve these goals, 23% of effluent BOD loads have to be reduced in the basin.

• Proceedings of the KSR Conference
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• 2004.06a
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• pp.1142-1147
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• 2004

In this study, two damage detection techniques are applied to the railway tunnel liner based on the static deformation data. Models based on uniform reduction of stiffness and smeared crack concept are both employed, and the efficiency and relative advantage are compared with each other. Numerical analyses are performed on the idealized tunnel structure and the effect of white noise, common in most measurement data, is also investigated to better understand the suitability of the proposed models. As a result, model 1 based on uniform stiffness reduction method is shown to be relatively insensitive to the noise, while model 2 with the smeared crack concept is proven to be easily applied to the field situation since the effect of stiffness reduction is rather small. Finally, real deformation data of a rail tunnel in which health monitoring system is in operation are introduced to find the possible damage and it is shown that the prediction shows quite satisfactory result.

• Proceedings of the Korean Society of Precision Engineering Conference
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• 1994.10a
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• pp.831-836
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• 1994

This paper presents rational modeling and analysis method for complex structures with various structural joints. For modeling of structural joint, a general modeling technique is newly proposed by flexibility influence coefficient and inverse of flexibility matrix and static reduction concept which is applied to the retained DOFs(degrees of freedom) of detailed finite element model of struction joints. By this method,joint model with contact surface. which can not be reduced by the general reduction theory such as Guyan reduction theory ,can be reduced effectively. And in this method, the nonlinearity of the contact surface can be linearized within a proper range and the boundary effects of joint region can be excluded. Using the proposed method, screwed joint,glued joint and bolted joint are analyzed. And the effectiveness of the proposed method is verified by experiments.

• Journal of the Korea Society for Simulation
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• v.14 no.3
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• pp.129-136
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• 2005

We develop a variance reduction technique applicable in one simulation experiment whose purpose is to estimate the parameters of a first order linear model. This method utilizes the control variates obtained during the course of simulation run under Schruben and Margolin's method (S-M method). The performance of this method is shown to be similar in estimating the main effects, and to be superior to S-M method in estimating the overall mean response in a given model. We consider that a proposed method may yield a better result than S-M method if selected control variates are highly correlated with the response at each design point.

• Proceedings of the Korean Society of Precision Engineering Conference
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• 2003.06a
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• pp.701-704
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• 2003

Scoliosis is a complex musculoskeletal dieses requiring 3-D treatment with surgical instrumentation. Conventional corrective surgery for scoliosis was done based on empirical knowledge without information of the optimum position and operative procedure. Frequently, post operative change of rib hump increase and shoulder level imbalance caused serious problems in the view of cosmetics. To investigate the effect of correction surgery, a reconstructed 3-D finite element model for King-Moe type V was developed. Vertebrae, clavicle and other bony element were represented using rigid bodies. Kinematic joints and nonlinear bar elements used to represent the intervertebral disc and ligaments according to reported experimental data. With this model, optimization technique was also applied in order to define the optimal magnitudes of correction. The optimization procedure corrected the scoliotic deformities by reducing the objective function by more than 94%. with an associated reduction of the scoliotic descriptors mainly on the frontal thoracic curve.

• MALSORI
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• no.63
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• pp.125-137
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• 2007

Recently, many techniques have been proposed to improve the noise robustness for speaker verification. In this paper, we consider the feature recombination technique in multi-band approach. In the conventional feature recombination for speaker verification, to compute the likelihoods of speaker models or universal background model, whole feature components are used. This computation method is not effective in a view point of multi-band approach. To deal with non-effectiveness of the conventional feature recombination technique, we introduce a subband likelihood computation, and propose a modified feature recombination using subband likelihoods. In decision step of speaker verification system in noise environments, a few very low likelihood scores of a speaker model or universal background model cause speaker verification system to make wrong decision. To overcome this problem, a reliable feature selection method is proposed. The low likelihood scores of unreliable feature are substituted by likelihood scores of the adaptive noise model. In here, this adaptive noise model is estimated by maximum a posteriori adaptation technique using noise features directly obtained from noisy test speech. The proposed method using subband-based reliable feature selection obtains better performance than conventional feature recombination system. The error reduction rate is more than 31 % compared with the feature recombination-based speaker verification system.

• Journal of the Society of Naval Architects of Korea
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• v.56 no.4
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• pp.361-372
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• 2019

The flow pattern of air layers and skin-friction drag reduction by air injection are investigated to find the suitable multiphase flow model using unstructured finite-volume CFD solver for the Reynolds-averaged Navier-Stokes equations. In the present computations, two different multiphase flow modeling approaches, such as the Volume of Fluid (VOF) and the Eulerian Multi-Phase (EMP), are adopted to investigate their performances in resolving the two-phase flow pattern and in estimating the frictional drag reduction. First of all, the formation pattern of air layers generated by air injection through a circular opening on the bottom of a flat plate are investigated. These results are then compared with those of MMkiharju's experimental results. Subsequently, the quantitative ratios of skin-friction drag reduction including the behavior of air layers, within turbulent boundary layers in large scale and at high Reynolds number conditions, are investigated under the same conditions as the model test that has been conducted in the US Navy's William B. Morgan Large Cavitation Channel (LCC). From these results, it is found that both VOF and EMP models have similar capability and accuracy in capturing the topology of ventilated air cavities so called'air pockets and branches'. However, EMP model is more favorable in predicting quantitatively the percentage of frictional drag reduction by air injection.

• Transactions of the Korean Society of Automotive Engineers
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• v.19 no.2
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• pp.98-104
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• 2011

The introduction of a diesel engine into the passenger car and light duty applications in the United States involves significant technical challenges for the automotive makers. This paper describes the SCR System optimization procedure for such a diesel engine application to meet Tier2 Bin5 emission regulation. A urea SCR system, a representative $NO_x$ reduction after-treatment technique, is applied to a 3.0 liter diesel engine. To achieve the maximum $NO_x$ reduction performance, the exhaust system layout was optimized using series of the computational fluid dynamics and the urea distribution uniformity test. Furthermore a comprehensive simulation model for the key factors influencing $NO_x$ reduction performance was developed and embedded in the Simulink/Matlab environment. This model was then applied to the urea SCR system and played a key role to shorten the time needed for SCR control parameter calibration. The potential of a urea SCR system for reducing diesel $NO_x$ emission is shown for FTP75 and US06 emission standard test cycle.