• KSII Transactions on Internet and Information Systems (TIIS)
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• 제10권4호
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• pp.1643-1660
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• 2016

Connectivity and trust in social networks have been exploited to propose applications on top of these networks, including routing, Sybil defenses, and anonymous communication systems. In these networks, and for such applications, connectivity ensures good performance of applications while trust is assumed to always hold, so as collaboration and good behavior are always guaranteed. In this paper, we study the impact of differential behavior of users on performance in typical social network-enabled routing applications. We classify users into either collaborative or rational (probabilistically collaborative) and study the impact of this classification and the associated behavior of users on the performance of such applications, including random walk-based routing, shortest path based routing, breadth-first-search based routing, and Dijkstra routing. By experimenting with real-world social network traces, we make several interesting observations. First, we show that some of the existing social graphs have high routing costs, demonstrating poor structure that prevents their use in such applications. Second, we study the factors that make probabilistically collaborative nodes important for the performance of the routing protocol within the entire network and demonstrate that the importance of these nodes stems from their topological features rather than their percentage of all the nodes within the network.

• 제어로봇시스템학회:학술대회논문집
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• 제어로봇시스템학회 1996년도 Proceedings of the Korea Automatic Control Conference, 11th (KACC); Pohang, Korea; 24-26 Oct. 1996
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• pp.83-86
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• 1996

We propose a mathematical model which describes the walking behavior of a person and to analyze the effect of the personality on the dynamics of the crowd. The fundamental assumption is that the human behavior is not a random process but a deterministic process with several basic mechanisms and each fundamental mechanism is common and only the parameter is different from person to person. The proposed model is based on the servomechanism which drives a person along the planned path from point to point. This model has been applied to simulate the walks of people in a crowd and the simulated results have a good coincidence with actual measurement.

• 한국정보처리학회:학술대회논문집
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• 한국정보처리학회 2006년도 춘계학술발표대회
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• pp.573-576
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• 2006

기존의 인폼드 검색 모델에서 자원 보유 피어의 검색 결과는 검색 과정에서 선택된 피어들 각각의 라우팅 결정 정보로 저장되는데, 자원 적중률에 따라 다음 피어를 선택할 때 주요 결정 요인으로 작용한다. 이러한 라우팅 결정 정보를 이용하여 검색 트래픽과 검색 성공률 등의 측면에서 기존의 Random Walks 등에 비해 효과적인 성능 평가 결과를 보인 LTO(Leveled The Orienteering) 검색 알고리즘은 검색 과정에서의 라우팅 경로가 편중되어 있어 해당 노드들에 검색 부하 집중 경향을 보인다. 이에 본 논문에서는 검색 적중 빈도에 다라 LTO 검색 알고리즘이 검색 과정상에서 라우트 대상 노드들의 성능을 고려한 적응적 P2P 검색 알고리즘으로 확장 제안한다. 제안한 알고리즘의 성능 평가 결과 노드들의 검색 부하 집중률과 자원 검색 노드의 검색 성공률 측면에서 적절한 타협점에서 동작함을 확인하였다.

• Management Science and Financial Engineering
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• 제17권2호
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• pp.85-97
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• 2011

In this study we examine the long term behavior of stock returns. The analysis reveals that negative autocorrelations of the returns exist for a super-long horizon as long as 10 years. This pattern, however, contrasts to predictions of previous stock price models which include random walks. We suggest the introduction of a fractionally integrated process into a nonstationary component of stock prices, and demonstrate empirically the existence of the process in NYSE stock returns. The predicted values of autocorrelation from our stock price model confirm the super-long term behavior of the returns observed in regression, indicating that inefficiency in the stock market could remain for a long time.

• International Journal of Control, Automation, and Systems
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• 제2권4호
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• pp.536-541
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• 2004

It is important to estimate and calibrate sensor errors in maintaining the performance level of SDINS. In this study, an estimation technique of fixed sensor errors for SDINS calibration is discussed. First, the fixed errors of gyros and accelerometers, excluding gyro biases are estimated by the navigation information of SDINS in multi-position. The SDINS with RLG includes flexure errors. In this study, the gyros flexures are out of consideration, but the proposed procedure selects certain positions and rotations in order to minimize the influence of flexures. Secondly, the influences of random walks, flexures and orientation errors are verified via numerical simulations. Thirdly, applying the previous estimated errors to SDINS, the estimation of gyro biases is conducted via the additional control signals of close-loop self-alignment. Lastly, the experiments illustrate that the extracted calibration parameters are available for the improvement of SDINS.

• 수산경영론집
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• 제32권1호
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• pp.1-14
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• 2001

The research on the price-volume relation in the market is very important because it examines into regular phenomenon revealed by market participants including producers and middlemen. The purpose of this study is to investigate the relationship between price and trading volume in the oyster producing market. In order to accomplish the purpose of this study, the contents of empirical analysis include the time series properties of price and trading volume, the short-term and long-term relationships between price and trading volume, and the determinants of trading volume. The data used in this study correspond to daily price and trading volume covering the time period from January 1998 to April 2001. The empirical results can be summarized as follows : First, price and trading volume follow random walks and they are integrated of order 1. The first difference is necessary for satisfying the stationary conditions. Second, price and trading volume are cointegrated. This long-run relationship is stronger from trading volume to price. Third, error correction model suggests that feedback effect exists in the long-run and that price tends to lead trading volume by about five days in the short run, that is, to be required period by digging, conveying, and peeling oystershell for selling oyster. Fourth, price and price volatility is a determinant of trading volume. In particular, trading volume is a negative function of price. It is believed that the conclusion drawn from this study would provide a useful standard for the policy makers in charge of reducing the oyster price volatility risk caused by trading volume(selling quantities).

• 자원ㆍ환경경제연구
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• 제24권4호
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• pp.709-725
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• 2015

본 연구에서는 벡터오차수정모형을 이용하여 양식 넙치 산지시장의 출하량 조절이 양식 넙치가격에 미치는 영향을 검토하고자 하였다. 이를 위하여 2007년 1월 1일부터 2013년 6월 30일까지의 1kg 크기에서 형성되고 있는 양식 넙치의 위판가격과 출하량 자료를 이용하였으며, 가격과 출하량 시계열의 정상성 검정, 공적분 검정, 벡터오차수정모형(VECM)의 추정결과를 포함하고 있다. 본 연구의 주요 실증결과는 다음과 같이 요약할 수 있다. 첫째, 가격과 출하량은 확률보행과정을 따르고 있으며, 1차 적분 시계열임을 확인하였다. 둘째, 가격과 출하량 간에 공적분관계가 성립하고 있음을 보여주며, 이들 변수가 밀접히 연계되어 있음을 보여주었다. 셋째, 가격과 출하량 간 일시적인 불균형이 발생했을 때, 장기적으로 출하량 조정을 통해 불균형 상황이 72.1% 정도 해소되며, 가격 변화를 통해 불균형상황이 0.5% 정도 해소되고 있음을 보여주고 있어 가격과 출하량 간 일시적인 불균형이 발생했을 때, 피드백효과가 존재하나 출하량 조정에 의해 해소되고 있음을 보여주었다. 마지막으로, 출하량 변화율이 단기적으로 가격 변화율을 선도하며, 출하량의 감소(증가)가 가격의 상승(하락)을 초래하고 있음을 확인할 수 있다.

• 대한원격탐사학회:학술대회논문집
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• 대한원격탐사학회 2007년도 Proceedings of ISRS 2007
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• pp.438-441
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• 2007

Recently, due to molecular biology and engineering technology, DNA microarray makes people watch thousands of genes and the state of variation from the tissue samples of living body. With DNA Microarray, it is possible to construct a genetic group that has similar expression patterns and grasp the progress and variation of gene. This paper practices Cluster Analysis which purposes the discovery of biological subgroup or class by using gene expression information. Hence, the purpose of this paper is to predict a new class which is unknown, open leukaemia data are used for the experiment, and MCL (Markov CLustering) algorithm is applied as an analysis method. The MCL algorithm is based on probability and graph flow theory. MCL simulates random walks on a graph using Markov matrices to determine the transition probabilities among nodes of the graph. If you look at closely to the method, first, MCL algorithm should be applied after getting the distance by using Euclidean distance, then inflation and diagonal factors which are tuning modulus should be tuned, and finally the threshold using the average of each column should be gotten to distinguish one class from another class. Our method has improved the accuracy through using the threshold, namely the average of each column. Our experimental result shows about 70% of accuracy in average compared to the class that is known before. Also, for the comparison evaluation to other algorithm, the proposed method compared to and analyzed SOM (Self-Organizing Map) clustering algorithm which is divided into neural network and hierarchical clustering. The method shows the better result when compared to hierarchical clustering. In further study, it should be studied whether there will be a similar result when the parameter of inflation gotten from our experiment is applied to other gene expression data. We are also trying to make a systematic method to improve the accuracy by regulating the factors mentioned above.

• 한국해안해양공학회지
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• 제9권3호
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• pp.115-124
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• 1997

동일지점에 투하한 여러개 표류부표 사이의 이격거리 관측방법을 사용하여 한국 연안 여러곳에서 와동확산의 분산을 측정하고 ‘확산계수’를 산정하였다. 시간이 경과함에 따라 와동확산의 분산은 ｔ$^{m}$ 에 비례하여 증가 하였는데, 여기서 시간지수승 m은 1.5와 3.5범위의 비정수 값으로 나타났다. 실측된 분산의 시간지수승 관계는 와동확산계수를 상수로 두는 확산모델링 방법에서는 재현되지 않는다. 본 논문에서는 프랙탈 이론을 도입하여 와동확산에 에 따른 분산의 지수승 관계를 시뮬레이트하였다. 본 논문의 프랙탈 확산모델에서는 가우스소음 대신에 프랙탈 가우스소음(fGn)을 와동확산에 따른 임의행보 과정에 적용하였다. 이 모델에서 프랙탈 브라운운동(fBm)으로 표현되는 와동확산의 분산은 시간 ｔ에 대하여 ｔ$^{2H}$와 같이 나타났는데, 여기서 H는 허스트 지수(Hurst exponent)이다. 본 논문의 프랙탈 확산모델은 시간지수승이 1과 2범위인 와동확산 분산을 잘 재현하였지만, 시간지수승이 2가 넘는 경우는 재현되지 않는다. 시간지수승이 2이상인 경우는 평균류의 유속전단(velocity shear)에 기인한다.다.