• Journal of Korean Institute of Industrial Engineers
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• v.26 no.3
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• pp.193-199
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• 2000

In many studies, considerable attention has been focussed upon choosing a model which represents underlying process of time series and forecasting the future. In the real world, however, there may be some cases that one model can not reflect all the characteristics of original time series. Under such circumstances, we may get better performance by combining the forecasts from several models. The most popular methods for combining forecasts involve taking a weighted average of multiple forecasts. But the weights are usually unstable. In cases the assumptions of normality and unbiasedness for forecast errors are satisfied, a Bayesian method can be used for updating the weights. In the real world, however, there are many circumstances the Bayesian method is not appropriate. This paper proposes a PNN(Probabilistic Neural Net) approach as a method for combining forecasts that can be applied when the assumption of normality or unbiasedness for forecast errors is not satisfied. In this paper, PNN method, which is similar to Bayesian approach, is suggested as an updating method of the unstable weights in the combination of the forecasts. The PNN method has been usually used in the field of pattern recognition. Unlike the Bayesian approach, it requires no assumption of a specific prior distribution because it gets probabilities by using the distribution estimated from given data. Empirical results reveal that the PNN method offers superior predictive capabilities.

• Transactions of the Korean Society of Mechanical Engineers A
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• v.21 no.6
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• pp.988-994
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• 1997

The demands for robotic and automatic system are continually increasing in manufacturing fields. There have been many studies to monitor and predict the system, but they have mainly focused upon measuring cutting force, and current of motor spindle, and upon using acoustic sensor, etc. In this study, digital image of time series sequence was acquired by taking advantage of optical technique. Mean square error was obtained from it and was available for useful observation data. The parameter was estimated using PAA(parameter adaptation algorithm) from observation data. AR(auto regressive) model was selected for system model and fifth order was decided according to parameter estimation. Uncorrelation test was also carried out to verify convergence of parameter. Through the proceedings, it was found that there was a system stability.

• Journal of the Ergonomics Society of Korea
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• v.25 no.3
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• pp.67-75
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• 2006

HVIMs consists of simulated driver models implemented with series of mathematical functions and computerized vehicle dynamic models. To effectively model the perception process, as a part of driver models, psychophysical nonlinearity should be considered not only for the single-modal stimulus but for the stimulus of multiple modalities and interactions among them. A series of human factors experiments were conducted using the primary sensory of visual and auditory modalities to find out the effects of auditory cues in visual velocity estimation tasks. The variations of auditory cues were found to enhance/reduce the perceived intensity of velocity as the level changed. These results indicate that the conventional psychophysical power functions could not applied for the perception process of the HVIMs with multi-modal stimuli. 'Ruled surfaces' in a 3-D coordinate system(with the intensities of both kinds of stimuli and the ratio of enhancement, respectively for each coordinate) were suggested to model the realistic perception process of multi-modal HVIMs.

• Nuclear Engineering and Technology
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• v.45 no.7
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• pp.895-910
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• 2013

The reflood test data from the rod bundle heat transfer (RBHT) test facility showed that the grids in the upper portion of the rod bundle could become wet well before the arrival of the quench front and that the sizes of liquid droplets downstream of a wet grid could not be predicted by the droplet breakup models for a dry grid. To investigate the water droplet generation from a wet grid spacer, a viscous linear temporal instability model of the water sheet issuing from the trailing edge of the grid with the surrounding steam up-flow is developed in this study. The Orr-Sommerfeld equations along with appropriate boundary conditions for the flow are solved using Chebyshev series expansions and the Tau-Galerkin projection method. The effects of several physical parameters on the water sheet oscillation are studied by determining the variation of the temporal growth rate with the wavenumber. It is found that a larger relative steam velocity to water velocity has a tendency to destabilize the water sheet with increased dynamic pressure. On the other hand, a larger ratio of steam boundary layer to the half water sheet thickness has a stabilizing effect on the water sheet oscillation. Droplet diameters downstream of the spacer grid predicted by the present model are found to compare reasonably well with the data obtained at the RBHT test facility as well as with other data recently reported in the literature.

• The Journal of Korean Institute of Electromagnetic Engineering and Science
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• v.15 no.10 s.89
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• pp.1005-1010
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• 2004

An analysis method of slot-coupled microstripline to waveguide transition is presented to developed a simple but accurate equivalent circuit model. The equivalent circuit consists of an ideal transformer, microstrip open stub, and admittance elements looking into a waveguide and a half space of feed side from a slot center. The related circuit element values are calculated by applying the reciprocity theorem, the Fourier transform and series representation, the complex power concept, and the spectral-domain immittance approach. The computed scattering parameters are compared with the measured, and good agreement validates the simplicity and accuracy of the proposed equivalent circuit model.

• Proceedings of the Korea Committee for Ocean Resources and Engineering Conference
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• 2002.10a
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• pp.155-160
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• 2002

In this paper, a compliant buoy mooring system of a floating cylindrical structure in shallow water depth is studied experimentally. The compliant buoy mooring system consists of four buoys, vertical mooring legs and horizontal mooring lines. A series of model test were carried out at KRISO ocean engineering basin for various mooring parameters; line length, pretension of mooring leg and mooring layouts and environmental conditions; regular and irregular waves combined with current and wind. The mooring line tensions and 6-DOF motions of the floating structure were measured using water-proof load cells and 3 CCD camera system. The results of a series of model tests were discussed on nonlinear motion behaviors of the floating structure and characterisitics of cumulative distributions of mooring line peak tensions.

• Proceedings of the Korean Vacuum Society Conference
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• 2010.02a
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• pp.262-262
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• 2010

반도체 제조공정 중 식각공정(Etching)은 웨이퍼표면으로부터 화학적, 물리적으로 불필요한 물질들을 선택적으로 제거하는 방법이다. 식각공정 중 하나인 플라즈마 식각(Plasma etching) 공정에서 오버식각(over-etching) 과언더식각(under-etching) 되는것을피하기위해서통계적인방법을기준으로식각종료점(endpoint)를 결정한다. 본 논문의 목표는 통계적인 분석방법을 이용하지 않고 실시간 식각 데이터(realtime etching data)를 사용해서 식각 종료점을 검출하는 것이다. 식각 데이터는 시계열 데이터(time-series data)이기 때문에 간단한 구조와 적은 계산량으로 빠른 수렴속도와 좋은 안정도를 가진 Radial Basis Function Neural Network's (RBF-NN) 를 이용하여 시계열 모델(time-series model)을 구현 하였다. 광학방사분광기(Optical Emission Spectroscopy: OES)로부터 나온 6개의 데이터 세트중에서 4개의 데이터 세트는 RBF-NN을 학습하는데 사용되고 2개의 데이터 세트는 모델의 성과를 시험해 보기 위하여 사용하였다. 학습을 위한 데이터들은 Matrix화 시켜서 목표값을 설정하여 학습시킨다. 실험한 결과 학습한 RBF-NN 모형이 식각 종료점(endpoint)를 정확하게 검출된다는 것을 보여준다.

• Asian Journal of Business Environment
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• v.11 no.4
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• pp.17-29
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• 2021

Purpose: The aim of this study is to explore the dynamic linkage between conditional stock market volatility and macroeconomic uncertainty of Bangladesh. Research design, data, and methodology: This study uses monthly data covering the time period from January 2005 to December 2018. A comprehensive set of macroeconomic variables, namely industrial production index (IP), consumer price index (CPI), broad money supply (M2), 91-day treasury bill rate (TB), treasury bond yield (GB), exchange rate (EX), inflow of foreign remittance (RT) and stock market index of DSEX are used for analysis. Symmetric and asymmetric univariate GARCH family of models and multivariate VAR model, along with block exogeneity and impulse response functions, are implemented on conditional volatility series to discover the possible interactions and causal relations between macroeconomic forces and stock return. Results: The analysis of the study exhibits time-varying volatility and volatility persistence in all the variables of interest. Moreover, the asymmetric effect is found significant in the stock return and most of the growth series of macroeconomic fundamentals. Results from the multivariate VAR model indicate that only short-term interest rate significantly influence the stock market volatility, while conditional stock return volatility is significant in explaining the volatility of industrial production, inflation, and treasury bill rate. Conclusion: The findings suggest an increasing interdependence between the money market and equity market as well as the macroeconomic fundamentals of Bangladesh.

• The Journal of Asian Finance, Economics and Business
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• v.8 no.5
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• pp.769-775
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• 2021

The objective of this research was to analyze the factors influencing the farm-gate shrimp prices in Thailand using monthly time series from January 2001 to December 2019. The econometric methodology was employed to satisfy the purpose, consisting of the cointegration test for revealing the long-run relationship and equilibrium elasticity between the variables as well as the error correction model for detecting speed adjustment to shock responses. The empirical results revealed that (1) the export shrimp prices, shrimp production in the country, and shrimp export volume indicated a long-run relationship running to the farm-gate shrimp prices in Thailand with the size of equilibrium elasticity equal to 1.083%, -0.256%, and 0.123, respectively, and (2) the farm-gate shrimp prices in Thailand would adjust to the equilibrium line with a speed equal to 20.147% if there was any kind of incident or shock which caused the relationship to deviate from the equilibrium point. There was no relationship in terms of global shrimp prices and the exchange rate for farm-gate shrimp prices in Thailand. The recommendations should emphasize the varieties of shrimp products for export to other countries beyond the main trading markets nowadays to reduce risks and fluctuations in the export prices of shrimp products.

• Journal of the Korean Institute of Electrical and Electronic Material Engineers
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• v.32 no.2
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• pp.104-109
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• 2019

An analytical threshold voltage model is proposed to analyze the threshold voltage roll-off and drain-induced barrier lowering (DIBL) for a junction-based double-gate (JBDG) MOSFET and a junction-less double-gate (JLDG) MOSFET. We used the series-type potential distribution function derived from the Poisson equation, and observed that it is sufficient to use n=1 due to the drastic decrease in eigenvalues when increasing the n of the series-type potential function. The threshold voltage derived from this threshold voltage model was in good agreement with the result of TCAD simulation. The threshold voltage roll-off of the JBDG MOSFET was about 57% better than that of the JLDG MOSFET for a channel length of 25 nm, channel thickness of 10 nm, and oxide thickness of 2 nm. The DIBL of the JBDG MOSFET was about 12% better than that of the JLDG MOSFET, at a gate metal work-function of 5 eV. It was also found that decreasing the work-function of the gate metal significantly reduces the DIBL.