• Industrial Engineering and Management Systems
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• v.16 no.1
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• pp.118-128
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• 2017

Uncertain factors in finical markets make the prediction of future returns and risk of asset much difficult. In this paper, a model,assuming the admissible errors on expected returns and risks of assets, assisted in the multiperiod mean variance portfolio selection problem is built. The model considers transaction costs, upper bound on borrowing risk-free asset constraints, cardinality constraints and threshold constraints. Cardinality constraints limit the number of assets to be held in an efficient portfolio. At the same time, threshold constraints limit the amount of capital to be invested in each stock and prevent very small investments in any stock. Because of these limitations, the proposed model is a mix integer dynamic optimization problem with path dependence. The forward dynamic programming method is designed to obtain the optimal portfolio strategy. Finally, to evaluate the model, our result of a meaning example is compared to the terminal wealth under different constraints.

• The Journal of the Acoustical Society of Korea
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• v.16 no.2E
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• pp.14-20
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• 1997

The future teleconferencing systems will need an appropriate system which controls properly the acoustic echo for the convenient communication. The conventional acoustic echo cancellation algorithms involve large adaptive filters identifying the impulse response of the echo path. The use of adaptive IIR filters appears to be a reasonable way to reduce computational complexity. Effective cancellation of acoustic echo presented in teleconferencing system requires that adaptive filters have a rapid convergence speed. One of the main problems of acoustic echo cancellation techniques is that the convergence properties degrade for an highly correlated signal input such as speech signals. By the way, the introduction of linear prediction filers onto the structure of the acoustic echo cancellation represents one approach to decorrelate the speech signal. And variable step-size LMS algorithm improves the convergence speed through a little increasing of computational complexity. In this paper, we applied these two methods to the acoustic echo canceller(AEC) and showed that these methods have better performances than the conventional AEC.

• Knowledge Management Research
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• v.10 no.2
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• pp.35-48
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• 2009

The paper proposes a quantitative causal ordering map (QCOM) to combine qualitative and quantitative methods in a framework. The procedures for developing QCOM consist of three phases. The first phase is to collect partially known causal dependencies from experts and to convert them into relations and causal nodes of a model graph. The second phase is to find the global causal structure by tracing causality among relation and causal nodes and to represent it in causal ordering graph with signed coefficient. Causal ordering graph is converted into QCOM by assigning regression coefficient estimated from path analysis in the third phase. Experiments with the prediction model of Korea stock price show results as following; First, the QCOM can support the design of qualitative and quantitative model by finding the global causal structure from partially known causal dependencies. Second, the QCOM can be used as an integration tool of qualitative and quantitative model to offerhigher explanatory capability and quantitative measurability. The QCOM with static and dynamic analysis is applied to investigate the changes in factors involved in the model at present as well discrete times in the future.

• Proceedings of the Korea Electromagnetic Engineering Society Conference
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• 2000.11a
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• pp.302-305
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• 2000

최근에 ITU-R에서 30～3,000MHz 주파수 범위에서 사용할 수 있는 포괄적인 전계 강도 커브를 제시하고 있다. ITU-R Question 중의 하나인 의제 210/3에서 요구하는 내용은 '30MHz～3GHz 대역의 육상이동과 지상방송 업무를 위한 전파전파 예측절차'이다. 이러한 의제를 WP SG3에서 연구하여 부속서 3K/TEMP/4에 정리하였다. 본 논문에서는 위 부속서 3K/TEMP/4에 나와있는 전송손실 예측 그래프의 적용범위와 적용환경을 알아보기 위해 일반적인 실험적 경로손실 예측식인 Okumura-Hata 모델 그리고 Cost231-Hata 모델과 비교 분석하였다.

• Journal of the Korean Society for Precision Engineering
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• v.28 no.2
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• pp.168-175
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• 2011

Contouring accuracy of CNC machine tools is very important for high-speed and high-precision machining. In particular, large contour error may occur during corner tracking. In order to reduce the corner contouring error, acceleration and deceleration control or tool-path planning methods have been suggested. However, they do not directly control the corner contouring error. In the meantime, network servo systems are widely used because of their easiness of building and cost effectiveness. Communication latency between the master controller and servo drives, however, may deteriorate contouring accuracy especially during corner tracking. This paper proposes a control strategy that can accurately calculate and directly control the corner contouring error. A prediction control is combined with the above control to cope with communication latency. The proposed control method is evaluated through computer simulation and experiments. The results show its validity and usefulness.

• International Journal of CAD/CAM
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• v.3 no.1_2
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• pp.1-12
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• 2003

When milling concave corners, cutter load increases momentarily and fluctuates severely due to concentration and uneven distribution of material stock. This abrupt change of cutter load produces undesirable machining results such as wavy machined surface and cutter breakage. An important factor for studying cutter load in 2.5D pocket milling is the instantaneous Radial Depth of Cut (RDC). However, previous work on RDC under different corner-cutting conditions is lacking. In this different corner shapes. In our work, we express RDC mathematically in terms of the instantaneous cutter engage angle which is defined as Cutter Swept Angle (CSA). An analytical approach for modeling CSA is explained. Finally, examples are shown to demonstrate that the proposed CSA modeling method can give an accurate prediction of cutter load pattern at cornering cut.

• Proceedings of the IEEK Conference
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• 1999.11a
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• pp.809-812
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• 1999

This paper presents the radio propagation effects in the shadow region due to the presence of obstacle, like building and tree, along the path at the B-WLL band. Using the Uniform Theory of Diffraction(UTD), the total field was obtained as the sum of contributions with diffraction ray from the each obstacle's edge, the direct ray, and the reflected rays from ground. The normalized signal level(in ㏈) is calculated with the parameters of the base station elevation and the distance between obstacle and receiver. This results are used to provide the suitable radio cell planning and coverage prediction in the area of shadow region.

• 한국전산유체공학회:학술대회논문집
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• 2008.03b
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• pp.341-344
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• 2008

The complicated helical flow formed in the regenerative turbomachines is usually decomposed into a peripheral component and a circulatory component. On the basis of the momentum exchange theory, the circulatory flow plays a critical role of imparting angular momentum to the peripheral flow. Therefore, the accuracy of performance prediction is dominated by the circulatory flow modeling. Until now the circulatory flow has been accounted of a standstill flow normal to the peripheral flow. However, the circulatory path from the impeller exit to the re-entrance inlet is exposed to the adverse pressure gradient, so it would be more realistic to describe that the circulatory flow is formed on the skewed plane not perpendicular to the peripheral flow. Present study suggests new circulatory flow loss model including the effect of adverse pressure gradient and modifies the effective circulatory flow rate and circulatory pivot which were previously published.

• 연구논문집
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• s.25
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• pp.67-76
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• 1995

A grid generation algorithm associated with turbomachinery cascade flow fields has been developed. The present grid generation system consists of four separate modules. The system input is made of the results of the preliminary design, i.e., flow-path, aerodynamic conditions along the spanwise direction, and the blade profile data. The grid generation method generates a series of two-dimensional grids in the blade-to-blade passage to build up the three-¬dimensional grid, The numerical algorithm adopts the combination of the algebraic and elliptic method to create the internal grids efficiently and quickly. The resultant grids generated from each module of the system are used as the preprocessor for the performance prediction of the turbomachinery blade using Naveir-Stokes method in addition to the blade surface modelling for CAD data. For purposes of illustration, the grid generation system is applied to several complex geometries inculding a turbine rotor with and without a tip flow grid. Application to the blade design of the LP compressor was demonstrated to be very reliable and practical in support of design activities. This customized system are coupled strongly with the design procedure and reduces the man-hours required to predict the aerodynamic performance of the turbomachinery cascades using the CFD technique.

• 한국전산유체공학회:학술대회논문집
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• 1997.10a
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• pp.38-42
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• 1997

A multiblock grid generation has been applied to a Navier-Stokes design procedure of a axial-flow compressors. A multiblock structure simplifies the creation of structured H-grids about complex turbomachinery geometries and facilitate the creation of a grid in the tip flow region. The numerical algorithm adopts the combination of the algebraic and elliptic method to create the internal grids efficiently and quickly. The input module is made of the results of the preliminary design, i.e., flow-path, aerodynamic conditions along the spanwise direction, and the blade profile data. The final grids generated from each module of the system are used as the preprocessor for the performance prediction of the sectional blade, the blade-stacking process and the three-dimensional flow simulation inside the blade passage. Application to the blade design of the LP compressor was demonstrated to be very reliable and practical in support of design activities. This customized system are coupled strongly with the design procedure of the turbomachinery cascades using the Navier-Stokes technique.