• Proceedings of the Korean Operations and Management Science Society Conference
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• 2006.11a
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• pp.173-179
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• 2006

In order to explain a U-shape pattern of stock returns, Fama and French(1988) suggested the state-space model consisting of I(1) permanent component and AR(1) stationary component. They concluded the autoregression coefficient induced from the state-space model follow the U-shape pattern and the U-shape pattern of stock returns was due to both negative autocorrelation in returns beyond a year and substantial mean-reversion in stock market prices. However, we found negative autocorrelation is induced under the assumption that permanent and stationary noise component are independent in the state-space model. In this paper, we derive the autoregression coefficient based on ARIMA process equivalent to the state-space model without the assumption of independency. Based on the estimated parameters, we investigate the pattern of the time-varying autoregression coefficient and conclude the autoregression coefficient from the state-space model of ARIMA(1,1,1) process does not follow a U-shape pattern, but has always positive sign. We applied this result on the data of 1 month retums for all NYSE stocks for the 1926-85 period from the Center for Research in Security Prices.

• The Bulletin of The Korean Astronomical Society
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• v.37 no.1
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• pp.95.1-95.1
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• 2012

Halo coronal mass ejections (HCMEs) are major cause of geomagnetic storms and their three dimensional structures are important for space weather. In this study, we compare three cone models: an elliptical cone model, an ice-cream cone model, and an asymmetric cone model. These models allow us to determine the three dimensional parameters of HCMEs such as radial speed, angular width, and the angle (${\gamma}$) between sky plane and cone axis. We compare these parameters obtained from three models using 62 well-observed HCMEs from 2001 to 2002. Then we obtain the root mean square error (RMS error) between maximum measured projection speeds and their calculated projection speeds from the cone models. As a result, we find that the radial speeds obtained from the models are well correlated with one another (R > 0.84). The correlation coefficients between angular widths are less than 0.53 and those between ${\gamma}$ values are less than 0.47, which are much smaller than expected. The reason may be due to different assumptions and methods. The RMS errors of the elliptical cone model, the ice-cream cone model, and the asymmetric cone model are 213 km/s, 254 km/s, and 267 km/s, respectively. Finally, we discuss their strengths and weaknesses in terms of space weather application.

• Proceedings of the Computational Structural Engineering Institute Conference
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• 1998.04a
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• pp.210-215
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• 1998

To design a space frame structure by the conventional method is not easy in practical sense since it is generally a three-dimensional complicated form, and stability and nonlinear problems are not easily checked in the design process. This paper describes two modules, the Model Generator which is based on PATRAN user interface that enables users to generate a complicated finite element model; the Optimum Design Module which analyzes output results of analysis program, and designs members of a space frame. The Model Generator is based on PCL while C++ language is used in the Optimum Design Module. Structural analysis is performed by using ABAQUS. All of these modules constitute Space Frame Integrated Design System. The Core of the system is PATRAN database, in which the Model Generator creates information of a finite element model. Then, PATRAN creates input files needed for the analysis program from the information of the finite element model in the database, and in turn, imports output results of analysis program to the database. Finally, the Optimum Design Module processes member grouping of a space frame based on the output results, and performs optimal member selection of a space frame. This process is repeated until the desired optimum structural members are obtained.

• Journal of Korea Water Resources Association
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• v.33 no.2
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• pp.159-167
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• 2000

The purpose of this study is to estimate the stochastic monthly runoff model for the Kunwi south station of Wi-stream basin in Nakdong river system. This model was based on the theory of Box-Jenkins multiplicative ARlMA and the state-space model to simulate changes of monthly runoff. The forecasting monthly runoff from the pair of estimated effective rainfall and observed value of runoff in the uniform interval was given less standard error then the analysis only by runoff, so this study was more rational forecasting by the use of effective rainfall and runoff. This paper analyzed the records of monthly runoff and effective rainfall, and applied the multiplicative ARlMA model and state-space model. For the P value of V AR(P) model to establish state-space theory, it used Ale value by lag time and VARMA model were established that it was findings to the constituent unit of state-space model using canonical correction coefficients. Therefore this paper confirms that state space model is very significant related with optimization factors of VARMA model.

• Korean Institute of Interior Design Journal
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• v.26 no.3
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• pp.45-54
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• 2017

A social phenomenon that occurs in a physical space is said to be a complex system. However, space syntax, which is commonly employed by researchers to identify such social phenomena, has various limitations in interpreting their complexity. On the other hand, agent-based modeling considers a variety of factors including the personality of the agent, objective-oriented work flows, estimation according to time flows and better prediction of space use through diverse parameters depending the situation, as well as the characteristics of the space. The agent-based method thus has the potentials to be developed as an alternative to space syntax techniques. In particular, discrete event driven simulation(DEVS), which is part of the agent-based modeling method, embraces the concept of networks just like space syntax, which allows a possible theoretical linkage in the future. This study suggests a procedural model of agent-based DEVS reflecting two different connection methods, i.e. connections between adjacent areas and those of the entire space, and attempts to identify the relationship between the local and regional indices of space syntax. A number of spaces were selected as examples-one for a preliminary experiment and eight modified for the main experiment-and space syntax and DEVS were applied to each of them. The comparative analysis of the results led to the conclusions as follows: 1) Adjacent connections were closely related to local indices, while the whole-space approach to regional indices. Local integration shows both characteristics. 2) Observation of the time flow model indicated a faster convergence with the range of 1 to 3-fold of the total time of one lap, with the error of less than 10%. 3) The heat map analysis showed more obvious characteristics of using the space for the entire space rather than adjacent connections. 4) Space syntax shows higher eligibility than ABM.

• Journal of the Korean Society of Surveying, Geodesy, Photogrammetry and Cartography
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• v.39 no.5
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• pp.297-311
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• 2021

Around the world, there is an increasing interest in Digital Twin cities. Although geospatial data is critical for building a digital twin city, currently-established spatial data cannot be used directly for its implementation. Integration of geospatial data is vital in order to construct and simulate the virtual space. Existing studies for data integration have focused on data transformation. The conversion method is fundamental and convenient, but the information loss during this process remains a limitation. With this, standardization of the data model is an approach to solve the integration problem while hurdling conversion limitations. However, the standardization within indoor space data models is still insufficient compared to 3D building and city models. Therefore, in this study, we present a comparative analysis of data models commonly used in indoor space modeling as a basis for establishing a generic indoor space feature model. By comparing five models of IFC (Industry Foundation Classes), CityGML (City Geographic Markup Language), AIIM (ArcGIS Indoors Information Model), IMDF (Indoor Mapping Data Format), and OmniClass, we identify essential elements for modeling indoor space and the feature classes commonly included in the models. The proposed generic model can serve as a basis for developing further indoor feature models through specifying minimum required structure and feature classes.

• Journal of the Architectural Institute of Korea Planning & Design
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• v.34 no.11
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• pp.23-32
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• 2018

The purpose of this study is to establish a walking energy weighted ERAM model that can predict the pedestrian volume by the connection structure of the vertical and horizontal spaces within a three-dimensional building. The process of building a walking-energy weighted ERAM model is as follows. First, the spatial graph was used to reproduce three-dimensional buildings with vertical and horizontal spatial connection structures. Second, the walking energy was measured on the spatial graph. Third, ERAM model was used to apply weights with spatial connection properties in random walking environment, and the walking energy weights were applied to the ERAM model to calculate the walk energy weighted ERAM values and visualize the distribution of pedestrian flow. To verify the validation of the established model, existing and proposed spatial analysis models were compared to real space. The results of this study are as follows : The model proposed in this study showed as much elaborated estimation of pedestrian traffic flow in real space as in traditional spatial analysis models, and also it showed much higher level of forecasting pedestrian traffic flow in real space than existing models.

• The Korean Journal of Air & Space Law and Policy
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• v.14
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• pp.87-110
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• 2001

This Article examines a structure of two Conventions of Space Station, compares 1988 Convention and 1998 Convention, and tries to apply "model" to it. The structure of 1988 Convention shows us three phases: the Convention as a framework, the bilateral memorandum of understanding and the legislation by domestic process of United States. There were many advantageous provisions for United States. In 1998 Convention, however, those provisions are dampened and provisions become impartial, for example, the criminal jurisdiction, the right of intellectual property and the codes of conducts in Space Station. On the other hand, we sets the "model" up, that is "input of national benefits and ideas ${\Rightarrow}$ process of law-making ${\Rightarrow}$ output of common benefits, universal ideas and wastes." In the case of applying this "model" to 1988 and 1998 Conventions, we are convinced of enough possibility to understand and explain the legal system of Space Station by this "model." This result awakes us that study of legal system of Space Station according to the "model" influences the fundamental theory of International Law Study: the relation between international law and domestic law. This "model" has possibility to change the theory of relation between from "international law and domestic law" to "domestic law and domestic law through international legal system." In the end, we should reconsider on "policy-oriented jurisprudence" by professor McDougal to use his key words for explanation of concepts in the "model," because his theory contains important suggestions to the study of law-making process and legal system for outer space activities in the near future.

• Proceedings of the Korean Institute of Intelligent Systems Conference
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• 1997.11a
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• pp.252-255
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• 1997

In this paper, we will propose the methodology of data analysis using the fuzzy property set model. In real world, the data can be represented with the object. $\theta$. and the property, $\pi$, and its has-property relation, P. Then, the conceptual space can be defined with the chosen properties. Each object has a unique location in the conceptual space. In Fuzzy mode, the fuzzy property, and fuzzy conceptual space can be redefined. To analyze data using the fuzzy property set model, the rough set need to be defined in the fuzzy conceptual space.

• The Journal of the Acoustical Society of Korea
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• v.22 no.7
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• pp.579-584
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• 2003

All of propagation path loss prediction models, which have been presented up to date, are oかy for ground living space. In reality, sea surface free space is different from ground living space in physical hierarchical structure. If the propagation path prediction model for ground living space is applied to the sea surface free space, propagation path loss will be smaller than actual value, while the maximum service straight line will become shorter. Thus this paper proposed and simulated the propagation path loss prediction model for predicting propagation path loss more accurately in sea surface free space, with its focus on CDMA mobile communication frequency band. Then the simulation results were compared to actual survey to verify its practicality.