• Journal of Wetlands Research
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• v.8 no.1
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• pp.83-96
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• 2006

In this study, hydraulic flood routing is performed by 1-Di. unsteady flow model, FLDWAV on the downstream of Nakdong river. For input information, KOWACO Rainfall-Runoff Model is used and resonable boundary condition is constructed. As the result of the application about the past flood event, good agreement of comparison with observed and calculated values are show in the interesting sites, Jindong and Samrangjin. Additionally, estuary barrage's WSL evaluation procedure is enhanced to accurate calculation, and it is defined by downstream boundary condition in Nakdiong river. The new regressive equation to calculate the predicted tide value is developed by considering the astronomical tide and past observed tide value at Nakdong estuary barrage. The guideline's construction of the new application and flood forecasing system of other river basins is possible by using this studied results.

• Journal of the Korea Institute of Information and Communication Engineering
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• v.25 no.12
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• pp.1756-1761
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• 2021

Although the COVID-19 outbreak that occurred in Wuhan, Hubei around December 2019, seemed to be gradually decreasing, it was gradually increasing as of November 2020 and June 2021, and estimated confirmed cases were 192 million worldwide and approximately 184 thousand in South Korea. The Central Disaster and Safety Countermeasures Headquarters have been taking strong countermeasures by implementing level 4 social distancing. However, as the highly infectious COVID-19 variants, such as Delta mutation, have been on the rise, the number of daily confirmed cases in Korea has increased to 1,800. Therefore, the number of cumulative confirmed COVID-19 cases is predicted using ARIMA algorithms to emphasize the severity of COVID-19. In the process, differences are used to remove trends and seasonality, and p, d, and q values are determined and forecasted in ARIMA using MA, AR, autocorrelation functions, and partial autocorrelation functions. Finally, forecast and actual values are compared to evaluate how well it was forecasted.

• The Korean Journal of Applied Statistics
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• v.24 no.1
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• pp.71-81
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• 2011

In this paper, we systematically analyzed the variation of KOSPI returns using a GARCH-ARJI(auto regressive jump intensity) model. This model is possibly to capture time varying volatility as well as time varying conditional jump intensity. Thus, we can decompose return volatility into usual variation explained by the GARCH model and unusual variation that resulted from external news or shocks. We found that the jump intensity implied on KOSPI return series clearly shows time varying. We also found that conditional volatility due to jump is generally smaller than that resulted from usual variation. We also analyzed the effect of 9.11 and the 2008 financial crisis on the volatility of KOSPI returns and conclude that there is strong and persistent impact on the KOSPI from the 2008 financial crisis.

• Journal of the Korean Geotechnical Society
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• v.40 no.2
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• pp.65-79
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• 2024

This study employs traditional statistical auto-regressive integrated moving average (ARIMA) and deep learning-based long short-term memory (LSTM) models to predict the deformation of earth retaining walls using inclinometer data from excavation sites. It compares the predictive capabilities of both models. The ARIMA model excels in analyzing linear patterns as time progresses, while the LSTM model is adept at handling complex nonlinear patterns and long-term dependencies in the data. This research includes preprocessing of inclinometer measurement data, performance evaluation across various data lengths and input conditions, and demonstrates that the LSTM model provides statistically significant improvements in prediction accuracy over the ARIMA model. The findings suggest that LSTM models can effectively assess the stability of retaining walls at excavation sites. Additionally, this study is expected to contribute to the development of safety monitoring systems at excavation sites and the advancement of time series prediction models.

• Journal of KSNVE
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• v.10 no.3
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• pp.451-456
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• 2000

In this paper a discrete time model for the identification of nonlinear vibration system with stick-slip friction is proposed. The proposed model can handle the highly nonlinear behavior of the friction such as stick-slip phenomenon and Stribeck effect. The basic idea of the proposed model is as follows : If the nonlinearity of the system can be predicted as a simple function then this nonlinear function term cab be directly used in the discrete time model. By doing this the number of nonlinear terms in the model can be much less than those of NARMAX model which is widely used nonlinear discrete model. The simulation result shows that the proposed model can estimate the response of the nonlinear vibration system with stick-slip friction very well with less computational effort.

• Journal of Information Technology Applications and Management
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• v.25 no.4
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• pp.157-169
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• 2018

The purpose of this study was to examine the volatility of bitcoin, diagnose if bitcoin are a systematic risk asset, and evaluate their effectiveness by estimating market beta representing systematic risk using GARCH (Generalized Auto Regressive Conditional Heteroskedastieity) model. First, the empirical results showed that the market beta of Bitcoin using the OLS model was estimated at 0.7745. Second, using GARCH (1, 2) model, the market beta of Bitcoin was estimated to be significant, and the effects of ARCH and GARCH were found to be significant over time, resulting in conditional volatility. Third, the estimated market beta of the GARCH (1, 2), AR (1)-GARCH (1), and MA (1)-GARCH (1, 2) models were also less than 1 at 0.8819, 0.8835, and 0.8775 respectively, showing that there is no systematic risk. Finally, in terms of efficiency, GARCH model was more efficient because the standard error of a market beta was less than that of the OLS model. Among the GARCH models, the MA (1)-GARCH (1, 2) model considering non-simultaneous transactions was estimated to be the most appropriate model.

• Journal of Institute of Control, Robotics and Systems
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• v.8 no.7
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• pp.556-562
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• 2002

This paper studies the identification of a combustion model, which is used to design a linear controller of a steam generation quantity and harmful exhaust gases of a Refuse Incineration Plant(RIP). Even though the RIP has strong nonlinearities and complexities, it is identified as a MIMO parametric ARX model from experimental input-output data sets. Unknown model parameters are decided from experimental input-output data sets, using system identification algorithm based on Instrumental Variables(IV) method. It is shown that the identified model well approximates the input-output combustion characteristics.

• Transactions of the Korean Society of Mechanical Engineers B
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• v.24 no.3
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• pp.354-362
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• 2000

This paper identifies a discrete-time linear combustion model of Refuse Incineration Plant(RIP) which characterizes steam generation quantity, where the RIP is considered as a MIMO system with thirteen-inputs and one-output. The structure of RIP model is described as an ARX model which are analytically obtained from the combustion dynamics. Furthermore, using the Instrumental Variable(IV) identification algorithm, model structure and unknown parameters are identified from experimental input-output data sets, In result, it is shown that the identified ARX model well approximates the input-output combustion characteristics given by experimental data sets.

• Journal of Power System Engineering
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• v.3 no.2
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• pp.34-41
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• 1999

This paper identifies a linear combustion model of Refuse Incineration Plant(RIP) which characterizes its combustion dynamics, where the proposed model has thirteen-inputs and one-output. The structure of the RIP model is given as an ARX model which obtained from the theoretical analysis. And then, some unknown model parameters are decided from experimental input-output data sets, using system identification algorithm based on Instrumental Variables(IV) method. In result, it is shown that the proposed model well approximates the input-output combustion characteristics riven by experimental data sets.

• The Journal of Korean Institute of Communications and Information Sciences
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• v.40 no.8
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• pp.1551-1559
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• 2015

Recently, the performance of smart devices is almost similar to that of the existing PCs, thus the users of smart devices can perform similar works such as messengers, SNSs(Social Network Services), smart banking, etc. originally performed in PC environment using smart devices. Although the development of smart devices has led to positive impacts, it has caused negative changes such as an increase in security threat aimed at mobile environment. Specifically, the threats of mobile devices, such as leaking private information, generating unfair billing and performing DDoS(Distributed Denial of Service) attacks has continuously increased. Over 80% of the mobile devices use android platform, thus, the number of damage caused by mobile malware in android platform is also increasing. In this paper, we propose android based malware detection mechanism using time-series analysis, which is one of statistical-based detection methods.We use auto-regressive moving-average model which is extracting accurate predictive values based on existing data among time-series model. We also use fast and exact malware detection method by extracting possible malware data through Z-Score. We validate the proposed methods through the experiment results.