• Journal of Korean Society of Coastal and Ocean Engineers
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• v.16 no.1
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• pp.47-55
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• 2004

A SS prediction system using GUI in coastal region has been developed to predict the dispersion of the suspended sediments occurred by dredging. The prediction system uses a finite element hydrodynamic model to calculate water level and velocities and a random-walk particle tracking model to simulate SS dispersion. The system was applied to hindcast the tidal currents and SS concentrations in the Kunsan coastal waters. The simulated tidal currents showed good agreements with the observed currents. The transport model was verified for analytic solutions and field observation showing good agreements.

• The Korean Journal of Financial Management
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• v.12 no.2
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• pp.221-237
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• 1995

When we apply parametric models to the movement of stock prices, we don't know whether they are really correct specifications. In the paper, any prior conditional mean structure is not assumed. By applying the nonparametric model, we see if it better performs (than the random walk model) in terms of out-of-sample prediction. An interesting finding is that the random walk model is still the best. There doesn't seem to exist any form of nonlinearity (not to mention linearity) in stock prices that can be exploitable in terms of point prediction.

• Proceedings of the Korea Water Resources Association Conference
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• 1995.05a
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• pp.176-184
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• 1995

• Proceedings of the Korea Water Resources Association Conference
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• 1996.05a
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• pp.571-576
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• 1996

• Korean Journal of Cognitive Science
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• v.31 no.1
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• pp.1-23
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• 2020

This paper introduces SNUDM, an analysis program for Ratcliff's diffusion model, which has been one of the most important models in cognitive psychology over the past 35 years and which has come to occupy an important place in cognitive neuroscience in recent years. The analysis tool is designed with the basic principles of easy comprehension and simplicity in use. A diffusion process was programmed as the limit of a simple random walk in a manner resembling Ratcliff & Tuerlinckx(2002). The response time distribution of the model was constructed by simulating the time taken by a random walk until it reaches a threshold with small steps. The optimal parameter values in the model are found to be the smallest value of the chi-square values obtained by comparing the resulting distribution and the experimental data using Simplex method. For simplicity and ease of use, the input file used here is created as a file containing the quantile of the reaction time, the trials and other information. The number of participants and the number of conditions required for such work programs are given in a way that answers the question. Using this analysis tool, the experimental data of Ratcliff, Gomez, & McKoon(2004) were analyzed. We found the very similar pattern of parameter values to Ratcliff et al.(2004) found. When comparing DMAT, fast-dm and SNUDM with the generated data, we found that when the number of trials is small, SNUDM estimates the boundary parameter to a value similar to fast-dm and less than the DMAT. In addition, when the number of trials was large, it was confirmed that all three tools estimate parameters similarly.

• Journal of the Korean Society for Marine Environment & Energy
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• v.7 no.2
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• pp.82-88
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• 2004

To evaluate the tidal flow around the transmission type harbour structures, the numerical models considering hydraulic resistance are used. The traditional governing equations of depth-integratef hydrodynamics are modified by using of the drag force term. As a numerical model to evaluate the rate of tidal exchange, the Random-walk method is used. The models are applied in a design of the pile-supported pier structures in Busan harbour site, Korea, where the flow speed and the tidal exchange are more promotive than the case of non-transmission structure. The developed model will be applied usefully to design the transmission type structure in the ocean space.

• Proceedings of the Korea Water Resources Association Conference
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• 2003.05b
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• pp.759-762
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• 2003

• Journal of the Korean Society for Marine Environment & Energy
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• v.12 no.3
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• pp.124-132
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• 2009

The optimal type and discharging position of ocean outfall of wastewater have been determined by hydrodynamic modeling, near-field dilution modeling, and far-field dispersion modeling. Tide and tidal currents have been simulated by a finite element hydrodynamic model showing good agreements with field observations. Based on the hydrodynamic simulation results candidates of ocean outfall position were preliminary determined. Submerged single port and submerged multi-port diffuser were selected as discharging system alternatives and finally designed by considering tide, tidal currents and water depth. Initial dilution of wastewater discharged from the designed ports has been estimated by CORMIX system. A 2-dimensional random-walk dispersion model has been employed to simulate far-field dispersion of discharged wastewater.

• Journal of the Korean GEO-environmental Society
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• v.4 no.3
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• pp.79-88
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• 2003

This paper presents a numerical study of the spatial behavior of a linear absorbing solute in a heterogeneous porous medium. The spatially correlated log-normal hydraulic conductivity field is generated in a given two-dimensional domain by using the geostatistical method (Turning Bands algorithm). The velocity vector field is calculated by applying the two-dimensional saturated groundwater flow equation to the Galerkin finite element method. The simulation of solute transport is carried out by using the random walk particle tracking model with CD(constant displacement) scheme in which the time interval is automatically adjusted. In this study, the spatial behavior of a solute is analyzed by the longitudinal center-of-mass displacement, longitudinal spatial spread moment and longitudinal plume skewness.

• Journal of Korea Port Economic Association
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• v.29 no.1
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• pp.67-76
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• 2013

It has been more than four years since the outbreak of global financial crisis. However, the world economy continues to be challenged with new crisis such as the European debt crisis and the fiscal cliff issue of the U.S. The global economic environment remains fragile and prone to further disappointment, although the balance of risks is now less skewed to the downside than it has been in recent years. It's no wonder that maritime business will be bearish since the global business affects the maritime business directly as well as indirectly. This paper, hence, aims to predict the Baltic Dry Index representing the shipping business using the ARIMA-type models and Hodrick-Prescott filtering technique. The monthly data cover the period January 2000 through January 2013. The out-of-sample forecasting performance is measured by three summary statistics: root mean squared percent error, mean absolute percent error and mean percent error. These forecasting performances are also compared with those of the random walk model. This study shows that the ARIMA models including Intervention-ARIMA have lower rmse than random walk model. This means that it's appropriate to forecast BDI using the ARIMA models. This paper predicts that the shipping market will be more bearish in 2013 than the year 2012. These pessimistic ex-ante forecasts are supported by the Hodrick-Prescott filtering technique.