• The Journal of Korean Institute of Communications and Information Sciences
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• v.41 no.4
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• pp.467-478
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• 2016

In this paper, we try to find the optimal locations of NeNB(Nomadic evolved NodeB)s for maximizing the overall throughput of the PS-LTE networks. Since finding optimal locations of all NeNBs in a given area is NP-hard(Non-deterministic Polynomial time-hard) problem, we proposed a PSO-based heuristic approach. In order to evaluate the performance, we conducted two experiments. We compared performance with other schemes such as Exhaustive Search, Random Walk Search, and locating neighboring NeNBs with the same NeNB-to-NeNB distance. The proposed method showed the similar results to the exhaustive search method in terms of locating optimal position and user's data throughput. The proposed method, however, has the fast and consistent convergence time.

• International Area Studies Review
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• v.21 no.4
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• pp.159-172
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• 2017

In a typical trend-cycle decomposition of GDP, the trend component is usually assumed to follow a random walk process. This paper considers an ARIMA trend and assesses the validity of the ARIMA trend model. I construct univariate and bivariate unobserved-components(UC) models, allowing the ARIMA trend. Estimation results using U.S. data are favorable to the ARIMA trend models. I, also, compare the forecasting performance of the UC models. Dynamic pseudo-out-of-sample forecasting exercises are implemented with recursive estimations. I find that the bivariate model outperforms the univariate model, the smoothed estimates of trend and cycle components deliver smaller forecasting errors compared to the filtered estimates, and, most importantly, allowing for the ARIMA trend can lead to statistically significant gains in forecast accuracy, providing support for the ARIMA trend model. It is worthy of notice that trend shocks play the main source of the output fluctuation if the ARIMA trend is allowed in the UC model.

• The Korean Journal of Applied Statistics
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• v.35 no.3
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• pp.385-393
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• 2022

In this paper, we consider univariate time series models that are well known in the field of forecasting and we study on forecasting performance for their simple combinations. The univariate time series models include exponential smoothing methods and ARIMA (autoregressive integrated moving average) models, their extended models, and non-seasonal and seasonal random walk models, which is frequently used as benchmark models for forecasting. The median and mean are simply used for the combination method, and the data set used for performance evaluation is M3-competition data composed of 3,003 various time series data. As results of evaluating the performance by sMAPE (symmetric mean absolute percentage error) and MASE (mean absolute scaled error), we assure that the simple combinations of the univariate models perform very well in the M3-competition dataset.

• Journal of the Korean Operations Research and Management Science Society
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• v.28 no.3
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• pp.67-79
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• 2003

An efficient mobility management for mobile stations plays an important role in mobile communication networks. Even though many a mobility management schemes have been proposed, most of mobile communication networks adopt the mobility scheme based on zone-based registration. This paper studies the mobility management scheme that combines zone-based registration and 2-step selective paging. We assume cell by cell registration area, not ring by ring registration area of previous studies, and set up a new mobility model based on 2-dimensional random walk model considering the characteristic of zone-based registration to evaluate its performance exactly. We provide numerical results using proposed model to demonstrate the performance of zone-based registration and 2-step selective paging under various circumstances.

• Journal of the Korean Data and Information Science Society
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• v.26 no.4
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• pp.791-799
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• 2015

In random walk hypothesis, we assume that current change of financial time series is independent of past values. It is interpreted as an existency of a unit root in ARMA models and many researches have been focused on whether ${\rho}$ < 1 or not. If some financial data are generated from an explosive autoregressive model, the chance of a bubble economy increases. We have to find the symptoms of it in advance. Since some well-known parameter estimators contain the parameter itself and other statistic is constructed under a specific parameter structure assumption, those are difficut to be adopted. In this paper we investigate a test for explosive autoregressive models using slope signs. We found the properties of the slope sign test statistic under both independent error and correlated error conditions, mainly by simulations.

• KSCE Journal of Civil and Environmental Engineering Research
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• v.26 no.5B
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• pp.557-562
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• 2006

In order to predict the dispersion of suspended sediment arising from dredging operation in port and navigation channel, a hybrid model for dispersive transport of turbidity plume was developed using Lee's(1998) hybrid method. Using hybrid modeling scheme advection-diffusion equation was solved by the forward particle-tracking method for advection process and by the fixed Eulerian grid method for diffusion process. To examine numerical model simulation in accuracy, the simulated results for 1-D, 2-D, and 3-D cases were compared with the analytical solutions including Kuo, et al's (1985) 3-D mathematical model. The model results were in a good agreement with the analytical solutions and mathematical model for the dispersion of turbidity plume.

• Journal of Korean Society of Coastal and Ocean Engineers
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• v.23 no.1
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• pp.70-78
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• 2011

At Haeundae Beach in Busan, people were swept away by the fast-moving rip current and rescued, on August 13th and 15th, 2009 & July 29th and 30th, 2010. In predicting the wave-induced current and consequent tube movement for public safety, the coastal flows and waves are calculated at each time step and grid point by means of systematic interfacing of hydrodynamic and wave models (Lee, 2001). To provide a user-friendly simulation tool for end-users, the forecasting system has been built in a software package called HAECUM. Outputs from the system are viewed as graphs of tube positions with combined current vectors for easy decision of emergency management officials. The tube-wave interaction is taken into account and the traces of swim tube are simulated by using a Lagrangian random walk (Chorin, 1978; Lee, 1994). In this study, we use the Lee's approach (Lee, 1993) in estimating the surface onshore currents due to wave breaking.

• Journal of the Korea Society for Simulation
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• v.17 no.4
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• pp.41-50
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• 2008

In this study, an improved scheme for distance-based registration (DBR) is proposed and its performance is analyzed. In the DBR, when a mobile station (MS) enters a new cell, it calculates the distance between last registered cell and current cell and registers its location if the distance reaches reference distance D. In this study, two-location DBR (TDBR) is proposed to improve the performance of the DBR. In the TDBR, an MS stores not only last registered location area (LA) but also previously registered LA, and then no registration is needed when the MS crosses two LAs stored already. However, since the TDBR may increase paging cost, trade-off is necessary between decreased registration cost and increased paging cost. In this study, the performances of two schemes are analyzed and compared using 2-dimensional random walk mobility model in hexagonal cell configuration. We show that our mathematical analysis is accurate by comparing with simulation. From the numerical results for various circumstances, it is shown that our proposed TDBR outperforms current DBR in most cases.

• The Korean Journal of Applied Statistics
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• v.18 no.3
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• pp.503-519
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• 2005

Cointegration test is usually performed under the assumption that the cointegrating vector is constant for the whole sample period. Most previous studies have used conventional cointegration methods in testing for a stable long-run equilibrium relation among related variables. However they have overlooked that the long-run equilibrium may not the unique and the stable relation may not be guaranteed. This study develops the additional statistical tests for the stability of the estimated cointegrating vector. Three tests for the parameter stability of a cointegrated regression model are utilized and applied to identify the types of variations in the long-run relation between the domestic unemployment and the rotated macroeconomic variables of interest. The present paper finds that, there exists a stable but, time-varying long-run relation between those. The observed variation in cointegrating relations is generally characterized by a discrete one-time shift, rather than a gradually evolving random walk process which is attributable to the IMF financial and economic crisis.

• Proceedings of the Korea Water Resources Association Conference
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• 2023.05a
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• pp.518-518
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• 2023

자연하천에서 오염물질의 혼합 거동은 비균일한 지형학적 요인으로 인해 매우 복잡한 특성을 나타낸다. 일반적으로 오염물질 거동 모델링에서는 수체에서의 혼합을 Fick의 법칙에 따라 유속에 의한 이송과 난류에 의한 확산으로 계산하고, 국부적인 정체현상 등에 의한 non-Fickian 혼합을 야기하는 하천의 특성을 기하학적 지형 형상으로 구현하여 실제 현상에 근접한 혼합 거동을 재현한다. 하지만 계산의 효율성을 위하여 모델링의 차원을 낮추는 경우, 하천의 지형을 경계조건으로 고려할 수 없게 된다. 특히, 1차원 모델링의 경우 하천의 비균일성을 무시하고 1개의 유선으로 간주하며, 이 경우 non-Fickian 물질이동 해석을 위한 추가적인 현상학적 해석이 필요하다. 지난 50년간, non-Fickian 물질이동 해석을 위한 다양한 현상학적 모형이 제시되어 왔다. 하천을 흐름영역과 정체영역으로 구분하고 두 개의 영역 사이의 물질교환 속도를 모델링하거나, Random walk 개념으로 물질이 이동하는 경우와 이동하지 않는 경우를 확률론적으로 모델링하거나, 물질이 정체되었을 때 다시 빠져나오는 시간을 모델링하는 경우가 그 예이다. 본 연구에서는 선행연구에서 제시한 음함수 형태의 현상학적 모형을 기반으로, 수치적 반복계산 없이 상류 경계에서 임의의 형태의 농도곡선(shape-free breakthrough curve)을 갖는 오염물질운(cloud)이 일정 거리를 유하하며 발생하는 변화를 예측할 수 있는 해를 제시한다. 본 연구의 방법론은 추적법(routing procedure)을 활용한 Fickian 혼합 해석, 전달함수(transfer function) 형태의 정체시간분포 해석, 그리고 라플라스 도메인에서의 해석해 유도를 포함한다. 본 연구에서 제시된 해는 2020년 경상북도 김천시에 위치한 감천의 4.5 km 구간에서 수행한 추적자 실험의 현장 자료를 통해 정확도를 검증하여 타당성을 입증하였다.