• Korean Business Review
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• v.20 no.2
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• pp.15-27
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• 2007

This paper analyzed the relationship between Housing Purchase Price volatility of Seoul and Housing Purchase Price volatility of local large city. Other studies investigates the effect on the observed volatility Observed volatility consists of fundamental volatility and transitory volatility. Fundamental volatility is caused by information arrival and transitory volatility is caused by noise trading. Fundamental volatility is trend component and is modelled as a random walk with drift. Transitory volatility is cyclical component and is modelled as a stationary process. In contrast to other studies, this study investigates the effect on the fundamental volatility and transitory volatility individually. Observed volatility is estimated by GJR GARCH(1,1) model. We find that GJH GARCH model is superior to GARCH model and good news is more remarkable effect on volatility than bad news. This study decomposes the observed volatility into fundamental volatility and transitory volatility using Kalman filtering method. The findings in this paper is as follows. The correlation between Seoul housing price volatility and Busan housing price volatility is high. But, the correlation between Seoul and Daejeon is low. And the correlation between Daejeon and Busan is low. As a distinguishing feature, the correlation between fundamental volatilities is high in the case of all pairs. But, the correlation between transitory volatilities turns out low. The reason is as follows. When economic information arrives, Seoul, Daejeon, and Busan housing markets, all together, are affected by this information.

• 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.

• Nuclear Engineering and Technology
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• v.55 no.8
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• pp.3030-3038
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• 2023

Nowadays, mobile robots have been used to search for uncontrolled radioactive source in indoor environments to avoid radiation exposure for technicians. However, in the indoor environments, especially in the presence of obstacles, how to make the robots with limited sensing capabilities automatically search for the radioactive source remains a major challenge. Also, the source search efficiency of robots needs to be further improved to meet practical scenarios such as limited exploration time. This paper proposes an automatic source search strategy, abbreviated as ACA: the location of source is estimated by a convolutional neural network (CNN), and the path is planned by the A-star algorithm. First, the search area is represented as an occupancy grid map. Then, the radiation dose distribution of the radioactive source in the occupancy grid map is obtained by Monte Carlo (MC) method simulation, and multiple sets of radiation data are collected through the eight neighborhood self-avoiding random walk (ENSAW) algorithm as the radiation data set. Further, the radiation data set is fed into the designed CNN architecture to train the network model in advance. When the searcher enters the search area where the radioactive source exists, the location of source is estimated by the network model and the search path is planned by the A-star algorithm, and this process is iterated continuously until the searcher reaches the location of radioactive source. The experimental results show that the average number of radiometric measurements and the average number of moving steps of the ACA algorithm are only 2.1% and 33.2% of those of the gradient search (GS) algorithm in the indoor environment without obstacles. In the indoor environment shielded by concrete walls, the GS algorithm fails to search for the source, while the ACA algorithm successfully searches for the source with fewer moving steps and sparse radiometric data.

• Journal of Nuclear Fuel Cycle and Waste Technology(JNFCWT)
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• v.18 no.2_spc
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• pp.305-315
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• 2020

For geological disposal of radioactive wastes, a method was proposed to evaluate the radionuclide transport in the biosphere by calculating the elapsed time of nuclide migration. The radionuclides were supposed to be introduced from a natural barrier and reached a large surface water body following a groundwater flow in a shallow subsurface. The biosphere was defined as a shallow subsurface environment that included aquifers on a host rock. Using the proposed method, a calculation algorithm was established, and a computer code that implemented the algorithm was developed. The developed code was verified by comparing the simulation results of the simple cases with the results of the analytical solution and a public program, which has been widely used to evaluate the radiation dose using the radionuclide transport near the surface. A case study was constructed using the previous research for radionuclide transport from the hypothetical geological disposal repository. In the case study, the code calculated the mass discharge rate of radionuclide to a stream in the biosphere. Because the previous research only demonstrated the transport of radionuclides from the hypothetical repository to the host rock, the developed code in the present study could help identify the total transport of radionuclide along the complete pathway.

• Smart Media Journal
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• v.2 no.4
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• pp.60-65
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• 2013

In this paper, we propose a high-resolution disparity map generation method using a low-resolution time-of-flight (TOF) depth camera and color camera. The TOF depth camera is efficient since it measures the range information of objects using the infra-red (IR) signal in real-time. It also quantizes the range information and provides the depth image. However, there are some problems of the TOF depth camera, such as noise and lens distortion. Moreover, the output resolution of the TOF depth camera is too small for 3D applications. Therefore, it is essential to not only reduce the noise and distortion but also enlarge the output resolution of the TOF depth image. Our proposed method generates a depth map for a color image using the TOF camera and the color camera simultaneously. We warp the depth value at each pixel to the color image position. The color image is segmented using the mean-shift segmentation method. We define a cost function that consists of color values and segmented color values. We apply a weighted average filter whose weighting factor is defined by the random walk probability using the defined cost function of the block. Experimental results show that the proposed method generates the depth map efficiently and we can reconstruct good virtual view images.

• Journal of the Korean Society for Marine Environment & Energy
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• v.11 no.1
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• pp.13-23
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• 2008

In coastal region, eutrophication, Do deficit and red tide are frequently occurred by influx of fresh water. When the fresh water containing pollutants is discharged into the sea, the surrounding water is contaminated by dispersion of freshwater flowing into coastal waters. The prediction and analysis about the dispersion process of the discharged fresh water should be conducted. A modeling system using GUI was developed to simulate hydrodynamic flow and fresh water dispersion in coastal waters and to analyze the results efficiently. The modeling module of the system includes a tide model using a finite element method and a fresh water dispersion model using a particle-tracking method. This system was applied to predict the tidal currents and fresh water dispersion in Mokpo coastal zone. To verify accuracy of the hydrodynamic model, the simulation results were compared with observed sea level and time variations of tidal currents showing a good agreement. The fresh water dispersion was verified with observed salinity distribution. The dispersion model also was verified with analytic solutions with advection-diffusion problems in 1-dimensional and 2-dimensional simple domain. The system is operated on GUI environment, to ease the model handling such as inputting data and displaying results. Therefore, anyone can use the system conveniently and observe easily and accurately the simulation results by using graphic functions included in the system. This system can be used widely to decrease the environmental disaster induced by inflow of fresh water into coastal waters.

• Knowledge Management Research
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• v.22 no.4
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• pp.119-133
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• 2021

As a large amount of data is produced in each industry, a number of time series pattern prediction studies are being conducted to make quick business decisions. However, there is a limit to predicting specific patterns in nonlinear time series data due to the uncertainty inherent in the data, and there are difficulties in making strategic decisions in corporate management. In addition, in recent decades, various studies have been conducted on data such as demand/supply and financial markets that are suitable for industrial purposes to predict time series data of irregular random walk models, but predict specific rules and achieve sustainable corporate objectives There are difficulties. In this study, the prediction results were compared and analyzed using the Chaos analysis method for roulette data and financial market data, and meaningful results were derived. And, this study confirmed that chaos analysis is useful for finding a new method in analyzing time series data. By comparing and analyzing the characteristics of roulette games with the time series of Korean stock index future, it was derived that predictive power can be improved if the trend is confirmed, and it is meaningful in determining whether nonlinear time series data with high uncertainty have a specific pattern.