• 한국컴퓨터그래픽스학회논문지
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• 제2권2호
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• pp.61-68
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• 1996

본 논문에서는 대용량의 DNA 염기 배열의 정성 정보를 특징짓기 위한 새로운 가시화 방법을 제안한다. DNA 배열은 배열 자체가 방대한 양의 정보를 포함하고 있기 때문에 분석에 많은 어려움이 있다. 우리는 DNA 염기 배열들사이의 상사성 비교를 위해 DNA 염기 배열을 하나의 이미지 도메인으로 변환한다. 프로그램은 random walk plot으로 DNA 염기 배열을 가시화한 후에 k-convex hull로 단순화 시킨다. Random Walk plot은 염기배열을 평면상에 하나의 커브로 표현한다. k-convex hull은 walk plot으로부터 무의미한 부분을 제거함으로서 walk plot을 단순화한다. 이러한 방법은 유전공학자들에게 쉽게 DNA 배열의 특징을 인식하고 분류할 수 있는 직관을 제공한다. 실제 게놈 데이터로 실험한 결과는 논문에서 제안하는 방법이 긴 DNA 염기배열들 사이의 유사성 분석을 위해 좋은 가시화 도구임을 보여준다.

• 천문학논총
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• 제30권2호
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• pp.433-437
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• 2015

We show the results of a time series analysis of the long-term light curves of four blazars. 3C 279, 3C 345, 3C 446, and BL Lacertae. We used densely sampled light curves spanning 32 years at three frequency bands (4.8, 8, 14.5 GHz), provided by the University of Michigan Radio Astronomy Observatory monitoring program. The spectral indices of our sources are mostly flat or inverted (-0.5 < ${\alpha}$ < 0), which is consistent with optically thick emission. Strong variability was seen in all light curves on various time scales. From the analyses of time lags between the light curves from different frequency bands and the evolution of the spectral indices with time, we find that we can distinguish high-peaking flares and low-peaking flares according to the Valtaoja et al. classification. The periodograms (temporal power spectra) of the light curves are in good agreement with random-walk power-law noise without any indication of (quasi-)periodic variability. We note that random-walk noise light curves can originate from multiple shocks in jets. The fact that all our sources are in agreement with being random-walk noise emitters at radio wavelengths suggests that such behavior is a general property of blazars. We are going to generalize our approach by applying our methodology to a much larger blazar sample in the near future.

• East Asian Economic Review
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• 제19권1호
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• pp.3-38
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• 2015

Fama's (1984) volatility relations show that the risk premium in foreign exchange markets is more volatile than, and is negatively correlated with the expected rate of depreciation. This paper studies these relations from the perspective of goods markets frictions. Using a sticky-price general equilibrium model, we show that near-random walk behaviors of both exchange rates and consumption, in response to monetary shocks, can be derived endogenously. Based on this approach, the paper provides quantitative results on Fama's volatility relations.

• Bulletin of the Korean Chemical Society
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• 제26권11호
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• pp.1723-1727
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• 2005

A generalized fractional diffusion equation (FDE) is presented, which describes the time-evolution of the spatial distribution of a particle performing continuous time random walk (CTRW) on a fractal lattice. For a case corresponding to the CTRW with waiting time distribution that behaves as $\psi(t) \sim (t) ^{-(\alpha+1)}$, the FDE is solved to give analytic expressions for the Green’s function and the mean squared displacement (MSD). In agreement with the previous work of Blumen et al. [Phys. Rev. Lett. 1984, 53, 1301], the time-dependence of MSD is found to be given as < $r^2(t)$ > ~ $t ^{2\alpha/dw}$, where $d_w$ is the walk dimension of the given fractal. A Monte-Carlo simulation is also performed to evaluate the range of applicability of the proposed FDE.

• 한국전산유체공학회:학술대회논문집
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• 한국전산유체공학회 1995년도 추계 학술대회논문집
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• pp.246-252
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• 1995

The transient incompressible flow behind the bluffbody is numerically simulated using the random vortex method(RVM). Based on the vorticity formulation of the unsteady Navier-Stokes equations, the Lagrangian approach with the random walk technique is employed to account for the transport processes of the vortex elements. The random walk procedure for the diffusion process has been validated against the exact solutions. The present simulation focuses on the transition flow regime where the recirculation zone behind the bluffbody becomes highly unsteady and large-scale vortex eddies are shed from the bluffbody wake. The unsteady flow structures and the mixing characteristics behind the bluffbody are discussed in details.

• 한국해안해양공학회지
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• 제10권1호
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• pp.37-44
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• 1998

본 연구에서 제안하는 혼합 방법(hybrid method)은 흐름이 우세한 영역에서의 전송 문제를 정확하고 효과적으로 해결하기 위하여 개발된 것으로 오일러-라그란쥐적 방법과는 달리 전방추적에 의하여 이송 과정이 수행되므로 보간 기법이 불필요하고 무작위 행보에 의한 라그란쥐적 방법과 달리 유한 차분법에 의하여 확산 과정이 수행되므로 많은 입자가 요구되지도 않는다. 한 점에 순간적으로 부하되는 오염원과 연속적으로 부하되는 오염원에 대한 이론적인 해와 비교하여 확산 계수와 무관하게 상당히 만족할 만한 결과를 얻었다. 현 방법은 또한 2차원 상에서 주변 5격자로부터 보간하는 오일러-라그란쥐적 방법과 무작위 행보로 입자 추적하는 순수 라그란쥐적 방법과 비교하여 정확성은 물론 계산 시간에 있어서도 상당히 월등한 방법임이 입증되었다.

• 응용통계연구
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• 제24권1호
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• pp.35-43
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• 2011

이 논문에서는 이산코사인변환(discrete cosine transform) 계수를 이용하여 AR(1) 과정에서 단위근을 검정하는 방법을 소개한다. 제안하고자 하는 방법의 이론적 타당성을 보이기 위해 정상 AR(1) 과정과 확률보행과정 하에서의 이산코사인변환 계수의 통계적 성질을 비교한다. 비교 결과를 이용하여 단위근 여부를 확인할 수 있는 검정통계량을 제안하고 붓스트랩을 활용하여 검정통계량의 분포를 유도한다. 모의실험을 통해 기존 Dickey-Fuller 검정과 검정력 비교를 실시하였다.

• 한국시뮬레이션학회논문지
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• 제13권1호
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• pp.1-9
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• 2004

In this paper some models for obtaining the distribution of a sojourn time in CDMA cellular systems are proposed. Knowledge on this is essential for reliable modeling of the soft handoff and for solving other related problems in the analysis of cellular system. The proposed model is based on random walk and can be adopted to different conditions. Analytical results can be obtained that lead to a quite complicated numerical scheme so simulation models are used for Monte Carlo experiments. Main assumptions include different kinds of mobile carriers (pedestrians and transport passengers) and round shape of a cell. The scheme for simulation experiments is presented along with the discussion of simulation results.

• International Journal of Advanced Culture Technology
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• 제2권1호
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• pp.1-13
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• 2014

In next-generation wireless networks, provisioning of IP-based network architecture and seamless transmission services are very important issues for mobile nodes. For this reason, a mobility management mechanism to support global roaming is highly regarded. These technologies bring a broader life by using a global roaming account through the connection of multiple devices or technology to mobile users; they also provide real-time multimedia services. This paper presents a comprehensive performance analysis of fast handover for hierarchical mobile IPv6 (F-HMIPv6), hierarchical mobile IPv6 (HMIPv6), Proxy Mobile IPv6 (PMIPv6), and fast Proxy Mobile IPv6 (FPMIPv6) using the fluid-flow model and random-walk model. As a result, the location update cost of the PMIPv6 and FPMIPv6 is better than that of HMIPv6 and F-HMIPv6. These results suggest that the network-based mobility management technology is superior to the hierarchical mobility management technology in the mobility environment.

• 아태비즈니스연구
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• 제11권1호
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• pp.61-75
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• 2020

Purpose - The purpose of this study was to examine the efficiency of the foreign exchange markets in Korea, Japan and China. Design/methodology/approach - This study collected 1327 observations each of the daily closing exchange rates of the three currencies against the US dollar for the sample period from January 1, 2015 to January 31, 2020, based on the tests for autocorrelation, unit root tests and GARCH-M(1,1) model estimation. Findings - We have found that the autocorrelation test indicates the lack of autocorrelation and unit root test confirms the existence of unit roots in all times series of the three currencies, respectively. The GARCH-M(1,1) test results, however, suggest that the exchange rates do not follow a random walk process. In conclusion, the recent spot foreign exchange markets in Korea, Japan and China are believed to be informationally inefficient. Research implications or Originality - These findings have practical implications for both individual and institutional investors to be able to obtain excess returns on their investments in the foreign exchange markets in three countries by using appropriate risk management, portfolio strategy, technical analysis, etc. This study provides the first empirical examination on the foreign exchange market efficiency in the three biggest economies in Asia including China, which has been excluded from research due to its exchange rate regime.