• Nuclear Engineering and Technology
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• v.50 no.4
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• pp.553-561
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• 2018

To easily understand and systematically express the behaviors of the industrial systems, various system modeling techniques have been developed. Particularly, the importance of system modeling has been greatly emphasized in recent years since modern industrial systems have become larger and more complex. Multilevel flow modeling (MFM) is one of the qualitative modeling techniques, applied for the representation and reasoning of target system characteristics and phenomena. MFM can be applied to industrial systems without additional domain-specific assumptions or detailed knowledge, and qualitative reasoning regarding event causes and consequences can be conducted with high speed and fidelity. However, current MFM techniques have a limitation, i.e., the dynamic features of a target system are not considered because time-related concepts are not involved. The applicability of MFM has been restricted since time-related information is essential for the modeling of dynamic systems. Specifically, the results from the reasoning processes include relatively less information because they did not utilize time-related data. In this article, the concepts of time-to-detect and time-to-effect were adopted from the system failure model to incorporate time-related issues into MFM, and a methodology for enhancing MFM-based reasoning with time-series data was suggested.

• The Korean Journal of Applied Statistics
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• v.27 no.5
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• pp.843-853
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• 2014

Accurate electricity demand forecasting for daily peak load is essential for management and planning at electrical facilities. In this paper, we rst, introduce the several time series models that forecast daily peak load and compare the forecasting performance of the models based on Mean Absolute Percentage Error(MAPE). The results show that the Reg-AR-GARCH model outperforms other competing models that consider Cooling Degree Day(CDD) and Heating Degree Day(HDD) as well as seasonal components.

• Transactions of the Korean Society of Machine Tool Engineers
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• v.15 no.3
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• pp.8-16
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• 2006

This paper discusses design sensitivity analysis and its application to a structural dynamics modification. Eigenvalue derivatives are determined with respect to the element parameters, which include intrinsic property parameters such as Young's modulus, density of the material, diameter of a beam element, thickness of a plate element, and shape parameters. Derivatives of stiffness and mass matrices are directly calculated by derivatives of element matrices. The first and the second order derivatives of the eigenvalues are then mathematically derived from a dynamic equation of motion of FEM model. The calculation of the second order eigenvalue derivative requires the sensitivity of its corresponding eigenvector, which are developed by Nelson's direct approach. The modified eigenvalue of the structure is then evaluated by the Taylor series expansion with the first and the second derivatives of eigenvalue. Numerical examples for simple beam and plate are presented. First, eigenvalues of the structural system are numerically calculated. Second, the sensitivities of eigenvalues are then evaluated with respect to the element intrinsic parameters. The most effective parameter is determined by comparing sensitivities. Finally, we predict the modified eigenvalue by Taylor series expansion with the derivatives of eigenvalue for single parameter or multi parameters. The examples illustrate the effectiveness of the eigenvalue sensitivity analysis for the optimization of the structures.

• The Journal of Asian Finance, Economics and Business
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• v.7 no.9
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• pp.191-200
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• 2020

This research paper examines the causal relationship between India's economic growth and sectoral contribution to Gross Domestic Product (GDP) and vice versa, in the short-run and long-run, over a 10 years time period. Johansen's method of cointegration is used to study the cointegration between the sectoral contributions to Indian GDP vis-à-vis India's economic growth. Further, the route of interconnection between economic growth and sectoral contribution is tested by using Vector Auto Regression (VAR) model. Special attention was given for investigating impulse responses of economic growth depending on the innovations in sectoral contribution using time-series data from 1960 to 2015. This paper highlighted a dynamic co-relationship among industrial sector contribution and agricultural sector contribution and economic development. In the long run, one percent change in industrial sector contribution causes an increase of 3.42 percent in the economic growth and an increase of 1.12 percent in the primary sector contribution, while in the short run industrial and service sector contributions showed significant impact on economic development and agriculture sector. The changing composition of sector contribution is going to be an important activity for the policymakers to monitor and control where the technology and integration of sectors play a significant role in economic development.

• International Commerce and Information Review
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• v.10 no.4
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• pp.495-512
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• 2008

Because Korea and Japan has joined WTO and OECD, it is impossible to carry out a direct export-promoted policy such as export subsidies. Therefore, the only policy which is internationally valid for promoting an export is the export insurance. Hence export insurance system became more useful tool since it's one of the few allowed subsidies under WTO. This paper examines to find the impacts of export insurance on the export supply in Korea and Japan. The period of data is from 1980 to 2006. Unlike previous studies on the effectiveness of export subsidy in export supply, the current study examines the stationarity nature of the concerned variables. The unit root tests show that all variables are not I(0) Time Series. Instead, they are I(1) Time Series. To this, cointegration verification was conducted based on the use of Johansen verification method to define the existence (or non-existence) of long-term balance relationship among variables. The concerned variables are revealed to be cointegrated. In order to analyze, this study introduce a VEC model. In this paper we construct two VEC models. The one is about Korea, the other is about Japan. The empirical evidences show that export insurance system has not contributed to promoting export supply in Japan. But the results of empirical analysis showed significant and positive effects of Korea export insurance upon the export supply.

• International Journal of Fuzzy Logic and Intelligent Systems
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• v.16 no.3
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• pp.163-172
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• 2016

Electric load forecasting is essential for effective power system planning and operation. Complex and nonlinear relationships exist between the electric loads and their exogenous factors. In addition, time-series load data has non-stationary characteristics, such as trend, seasonality and anomalous day effects, making it difficult to predict the future loads. This paper proposes a locally-weighted polynomial neural network (LWPNN), which is a combination of a polynomial neural network (PNN) and locally-weighted regression (LWR) for daily shortterm peak load forecasting. Model over-fitting problems can be prevented effectively because PNN has an automatic structure identification mechanism for nonlinear system modeling. LWR applied to optimize the regression coefficients of LWPNN only uses the locally-weighted learning data points located in the neighborhood of the current query point instead of using all data points. LWPNN is very effective and suitable for predicting an electric load series with nonlinear and non-stationary characteristics. To confirm the effectiveness, the proposed LWPNN, standard PNN, support vector regression and artificial neural network are applied to a real world daily peak load dataset in Korea. The proposed LWPNN shows significantly good prediction accuracy compared to the other methods.

• The Korean Journal of Applied Statistics
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• v.18 no.1
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• pp.137-146
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• 2005

Neural network is one of the most notable technique. It usually provides more powerful forecasting models than the traditional time series techniques. Employing the Ensemble technique in forecasting model, one should provide a initial distribution. Usually the uniform distribution is assumed so that the initialization is noninformative. However, it would be expected a sequential informative initialization based on data rather than the uniform initialization gives further reduction in forecasting error. In this note, a modified Ensemble algorithm using sequential initial probability is developed. The sequential distribution is designed to have much weight on the recent data.

• The Korean Journal of Applied Statistics
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• v.33 no.3
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• pp.297-308
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• 2020

We focus on the functional autoregressive conditional heteroscedasticity (fARCH) modelling to analyze intraday volatilities based on high frequency financial time series. Multivariate volatility models are investigated to approximate fARCH(1). A formula of multi-step ahead volatilities for fARCH(1) model is derived. As an application, in implementing fARCH(1), a choice of appropriate time interval for the intraday return is discussed. High frequency KOSPI data analysis is conducted to illustrate the main contributions of the article.

• Proceedings of the Korean Society of Surveying, Geodesy, Photogrammetry, and Cartography Conference
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• 2003.04a
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• pp.69-74
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• 2003

GPS/Meteorology technique for PWV monitoring is currently actively being researched an advanced nation. But, there is no detailed research on an evaluation of precision of GPS derived PWV measurements during the period of foul weather condition. Here, we deal with the precision of GPS derived PWV during the passage of Typhoon RUSA. Typhoon RUSA which caused a series damage was passed over in Korea from August 30 to September 1, 2002. We compared th tropospheric wet delay estimated from GPS observation and radio-sonde data at four sites(Suwon, Kwangju, Taegu, Cheju). The mean standard deviation of PWV differences at each site is ${\pm}$0.005mm. We also obtained GPS PWV at 13 GPS permanent stations(Seoul, Wonju, Seosan, Sangju, Junju, Cheongju, Taegu, Wuljin, Jinju, Daejeon, Mokpo, Sokcho, Jeju). GPS PWV time series shows, in general, peak value before and during th passage of RUSA, and low after the RUSA. GPS PWV peak time at each station is related to the progress of a typhoon RUSA. We obtained very similar result as we compare GMS satellite image with tomograph using GPS PWV and we could present th possibility of practical use by numerical model for weather forecast.

• International Journal of Aeronautical and Space Sciences
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• v.11 no.4
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• pp.326-337
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• 2010

This work addresses problems regarding trajectory planning for unmanned aerial vehicle sensors. Such sensors are used for taking measurements of large nonlinear systems. The sensor investigations presented here entails methods for improving estimations and predictions of large nonlinear systems. Thoroughly understanding the global system state typically requires probabilistic state estimation. Thus, in order to meet this requirement, the goal is to find trajectories such that the measurements along each trajectory minimize the expected error of the predicted state of the system. The considerable nonlinearity of the dynamics governing these systems necessitates the use of computationally costly Monte-Carlo estimation techniques, which are needed to update the state distribution over time. This computational burden renders planning to be infeasible since the search process must calculate the covariance of the posterior state estimate for each candidate path. To resolve this challenge, this work proposes to replace the computationally intensive numerical prediction process with an approximate covariance dynamics model learned using a nonlinear time-series regression. The use of autoregressive time-series featuring a regularized least squares algorithm facilitates the learning of accurate and efficient parametric models. The learned covariance dynamics are demonstrated to outperform other approximation strategies, such as linearization and partial ensemble propagation, when used for trajectory optimization, in terms of accuracy and speed, with examples of simplified weather forecasting.