• Journal of Korean Society for Geospatial Information Science
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• v.13 no.2 s.32
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• pp.79-84
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• 2005

Recent researches about the accuracy assessment of the satellite sensor modeling usually focused on the quantitative analysis of errors. Quantitative error analysis contains its limitation that the distribution property of error can not be analyzed. The numerical evaluation of result of the satellite sensor modeling drop its confidence because of the absence of the distribution property of error. This study can be presented the distribution property of error to calculate RMSE and direction-coefficient of error. Moreover, Direction-coefficient which is closed to 1 s contains systematic errors. On the contrary, direction-coefficient which is closed to the zero contains random errors. To analyse the direction of errors, we will indicate that a formula is reduced the error.

• Journal of the Korean Data and Information Science Society
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• v.28 no.2
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• pp.251-260
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• 2017

The option pricing of Black와 Scholes (1973) and Merton (1973) has been widely reported to fail to reflect the time varying volatility of financial time series in many real applications. For example, Duan (1995) proposed GARCH option pricing method through Monte Carlo simulation. However, financial time series is known to follow a fat-tailed and leptokurtic probability distribution, which is not explained by Duan (1995). In this paper, in order to overcome such defects, we proposed the option pricing method based on GARCH models with normal mixture errors. According to the analysis of KOSPI200 option price data, the option pricing based on GARCH models with normal mixture errors outperformed the option pricing based on GARCH models with normal errors in the unstable period with high volatility.

• Proceedings of the Korea Water Resources Association Conference
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• 2019.05a
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• pp.147-147
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• 2019

The Numerical Weather Prediction (NWP) models determine the future state of the weather by forcing current weather conditions into the atmospheric models. The NWP models approximate mathematically the physical dynamics by nonlinear differential equations; however these approximations include uncertainties. The errors of the NWP estimations can be related to the initial and boundary conditions and model parameterization. Development in the meteorological forecast models did not solve the issues related to the inevitable biases. In spite of the efforts to incorporate all sources of uncertainty into the forecast, and regardless of the methodologies applied to generate the forecast ensembles, they are still subject to errors and systematic biases. The statistical post-processing increases the accuracy of the forecast data by decreasing the errors. Error prediction of the NWP models which is updating the NWP model outputs or model output statistics is one of the ways to improve the model forecast. The regression methods (including linear, polynomial and scaling regression) are applied to the present study to improve the real time forecast skill. Such post-processing consists of two main steps. Firstly, regression is built between forecast and measurement, available during a certain training period, and secondly, the regression is applied to new forecasts. In this study, the WRF real-time forecast data, in comparison with the observed data, had systematic biases; the errors related to the NWP model forecasts were reflected in the underestimation of the meteorological data forecast by the WRF model. The promising results will indicate that the post-processing techniques applied in this study improved the meteorological forecast data provided by WRF model. A comparison between various bias correction methods will show the strength and weakness of the each methods.

• International Journal of Highway Engineering
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• v.2 no.1
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• pp.135-145
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• 2000

A new procedure needs to be developed to predict the dynamic layer properties under moving truck loads. In this study, a computer code to evaluate layer moduli of asphalt concrete pavement from measured interior deflections at various depths were developed and verified from numerical model tests. Interior deflections of the pavement are measured from Multi-Depth Deflectometer(MDD). It was found that errors between the given and backcalculated moduli in numerical analysis were less than 0.32% for several numerical models tested. When impact loads were used, a technique to determine the depth to virtual rigid base was proposed through the analysis of compressive wave velocity and impulse loading durations. It was found that errors between the given and backcalculated moduli in numerical analysis were less than 0.114% when virtual rigid base was considered in numerical analysis. The pavement behavior must be evaluated under various vehicle speeds when determining the dynamic interaction between the loading vehicle and pavement system. To evaluate the dynamic behavior on asphalt concrete pavement under various vehicle speeds, truck moving tests were carried out. From the test results with respect to vehicle speed, it was found that the vehicle speed had significant effect on actual response of the pavement system. The lower vehicle speed generates the higher interior deflections, and the lower dynamic modulus.

• The Journal of Engineering Geology
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• v.25 no.3
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• pp.369-376
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• 2015

Numerical models simulating groundwater flow are often used to estimate groundwater discharge into a tunnel. In designing numerical models, the grid size should be carefully considered to ensure that groundwater discharge is accurately predicted. However, several recent studies have employed various grid sizes without providing an adequate explanation for their choice. This paper suggests the optimal grid size based on a comparison of numerical models with analytical solutions. Discrepancies between numerical and analytical solutions result from the effect of model boundaries as well as the grid size. By nullifying boundary effects, the errors solely associated with the grid size could be analyzed. The optimal grid size yielding accurate numerical solutions was thus derived. The suggested relationship between tunnel radius and optimal grid size is analogous to the relationship between the equivalent well block radius and grid size.

• Transactions of the Korean Society of Mechanical Engineers A
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• v.20 no.3
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• pp.945-959
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• 1996

In this paper, a comprehensive computer model is described which can be used to generate the volumetric error map combining the machine parametric errors and the measurement prove error, for most types of CMMs and axis configurations currently in use.

• Journal of Korean Institute of Industrial Engineers
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• v.23 no.4
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• pp.793-802
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• 1997

A sampling plan is presented for situations where sampling inspection is based on the quality characteristic of interest and items in rejected lots are screened based on a correlated variable. A cost model is constructed which involves the costs of misclassification errors, sampling and screening inspections. A method of finding optimal values of sample size, acceptance number and cutoff value on the correlated variable is presented, and numerical studies are given.

• Journal of the Korean Institute of Telematics and Electronics B
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• v.30B no.9
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• pp.18-26
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• 1993

This paper presents a multiplier free technique for the complex DFT by rotations and additions based on the complex approximation of the ring of algebraic integers. Speeding-up the computation time and reducing the dynamic range growth has been achieved by the elimination of multiplication. Moreover the DFT of no twiddle factor quantization errors is possible. Numerical examples are given to prove the algorithm and the applicable size of the DFT is 16 has been concluded.

• 제어로봇시스템학회:학술대회논문집
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• 1991.10b
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• pp.1617-1622
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• 1991

Plane sweep is a general method in computational geometry. There are many efficient theoretical algorithms designed using plane sweep technique. However, their practical implementations are still suffering from the topological inconsistencies resulting from the numerical errors in geometric computations with finite-precision arithmetic. In this paper, we suggest new implementation techniques for the plane sweep algorithms to resolve the topological inconsistencies and construct the planar object boundaries from given input curve segments.

• 전기의세계
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• v.29 no.9
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• pp.599-603
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• 1980

Mathematically, the Electromagnetic phenomena can be represented by the Maxwell's equations, but it is very difficult to solve these equations, especially, having complex structural boundaries. By the way, the development of a computer system made us easy to solve these kind of partial differential equations. The Finite Element Method, one of the numerical methods, is very this. This paper shows the power of F.E.M. by examining, with an example of a hollow cylinder in a uniform magnetic field which is analytically solvable, the errors and the tendency of magnetic flux lines.