• Journal of the Korean Operations Research and Management Science Society
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• v.38 no.1
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• pp.201-216
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• 2013

Diffusion is a basic mathematical tool for modern financial engineering. The theory of the estimation methods for diffusion models is an important topic of the financial engineering. Many researches have been tried to apply the likelihood estimation method for estimating diffusion models. However, the likelihood estimation method for diffusion is complicated and needs much amount of computing. In this paper we develop the estimation methods which are simple enough to be compared to the Euler approximation method, and efficient enough statistically to be compared to the likelihood estimation method. We devise pseudo-likelihood and propose the maximum pseudo-likelihood estimation methods. The pseudo-likelihoods are obtained by approximating the transition density with normal distributions. The means and the variances of the distributions are obtained from the delta expansion suggested by Lee, Song and Lee (2012). We compare the newly suggested estimators with other existing estimators by simulation study. From the simulation study we find the maximum pseudo-likelihood estimator has very similar properties with the maximum likelihood estimator. Also the maximum pseudo-likelihood estimator is easy to apply to general diffusion models, and can be obtained by simple numerical steps.

• Journal of The Korean Society of Agricultural Engineers
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• v.49 no.3
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• pp.21-31
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• 2007

This study is aimed at the development of a runoff forecasting model by using the Fuzzy inference system and Neural Network model to solve the uncertainties occurring in the process of rainfall-runoff modeling and improve the modeling accuracy of the stream runoff forecasting. The Neuro-Fuzzy (NF) model were used in this study. The NF model, recently received a great deal of attention, improve the existing Neural Networks by the aid of the Fuzzy theory applied to each node. The study area is the downstreams of Naeseung-chun. Therefore, time-dependent data was obtained from the Wolpo water level gauging station. 11 and 2 out of total 13 flood events were selected for the training and testing set of model respectively. The schematic diagram method and the statistical analysis are conducted to evaluate the feasibility of rainfall-runoff modeling. The model accuracy was rapidly decreased as the forecasting time became longer. The NF model can give accurate runoff forecasts up to 4 hours ahead in standard above the Determination coefficient $(R^2)$ 0.7. In the comparison of the runoff forecasting using the NF and TANK models, characteristics of peak runoff in the TANK model was higher than ones in the NF models, but peak values of hydrograph in the NF models were similar.

• Journal of Biomedical Engineering Research
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• v.12 no.2
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• pp.99-106
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• 1991

For the automatic detection of pulmonary blood vessels, a new algorithm is proposed using the fact that human recognizes a pattern orderly according to their size. This method simulates the human recognition process by the pyramid images. For the detection of vessels using multilevel image, large and wtde ones are detected from the most compressed level, followed by the detection of small and narrow ones from the less compressed images with FCM(fuzzy c means) clustering algorithm which classifies similar data into a group. As the proposed algorithm detects blood vessels orderly according to their size, there is no need to consider the variation of parameters and the branch points which should be considered in other detection algirithms. In the detection of patterns whose size changes successively like pulmonary blood vessels, this proposed algorithm can be properly applied

• Knowledge Management Research
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• v.19 no.3
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• pp.173-187
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• 2018

This study was aimed at suggesting an integrative framework for creating collective intelligence and enhancing group performance after reviewing previous studies including those related to learning organizations, organizational learning, knowledge management, and collective intelligence. In the first, we examined that the similarities and differences between collective intelligence and other similar concepts, such as learning organizations, organizational learning, and knowledge management. Next, an integrative framework for creating collective intelligence and channeling it into strong group performance were suggested. In this process, we reviewed conditions for creating collective intelligence and segmented the major variables as expectancy, valence, and instrumentality, according to Vroom's (1964) expectancy theory. Characteristics of problems and the roles of leaders were respectively considered as valence for inducing collaboration and expectancy for managing probability to achieve goals. Instrumental factors were also adopted from conditions for creating group intelligence suggested from several researchers, such as creativity, openness, willingness for working together, horizontal communication, centralization in decision making, and building effective information and communication technology system and active usage of it. We discussed two potentially disputable matters about the scope and level of collective intelligence and group performance and suggest several theoretical and practical implications in the Discussion.

• Journal of KIISE:Computer Systems and Theory
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• v.34 no.7
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• pp.282-287
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• 2007

Information society is dramatically developing in the various areas of finance, trade, medical service, energy, and education using information system. Evaluation for risk analysis should be done before security management for information system and security risk analysis is the best method to safely prevent it from occurrence, solving weaknesses of information security service. In this paper, Modeling it did the evaluation-base CBD function it will be able to establish the evaluation plan of optimum. Evaluation-based CBD(case-based reasoning) functions manages a security risk analysis evaluation at project unit. it evaluate the evaluation instance for beginning of history degree of existing. It seeks the evaluation instance which is similar and Result security risk analysis evaluation of optimum about under using planning.

• Smart Structures and Systems
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• v.15 no.4
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• pp.1139-1158
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• 2015

This paper proposes an efficient system identification method for modeling nonlinear behavior of civil structures. This method is developed by integrating three different methodologies: principal component analysis (PCA), artificial neural networks, and fuzzy logic theory, hence named PANFIS (PCA-based adaptive neuro-fuzzy inference system). To evaluate this model, a 3-story building equipped with a magnetorheological (MR) damper subjected to a variety of earthquakes is investigated. To train the input-output function of the PANFIS model, an artificial earthquake is generated that contains a variety of characteristics of recorded earthquakes. The trained model is also validated using the1940 El-Centro, Kobe, Northridge, and Hachinohe earthquakes. The adaptive neuro-fuzzy inference system (ANFIS) is used as a baseline. It is demonstrated from the training and validation processes that the proposed PANFIS model is effective in modeling complex behavior of the smart building. It is also shown that the proposed PANFIS produces similar performance with the benchmark ANFIS model with significant reduction of computational loads.

• Journal of Fisheries and Marine Sciences Education
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• v.25 no.2
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• pp.375-392
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• 2013

The This study attempted to analyze what perception and attitude teachers have on corporal punishment. For these purpose, 458 writings about corporal punishment that 140 teachers loaded on web-site were collected and were analyzed using qualitative content analysis. : First, each writing was open-coded according to specific theme or meaning relating to corporal punishment using Nvivo program. Second, coded materials were classified as a high category when having similar theme or meaning. As a result of this process, 2 highest categories, 6 high categories and 24 subcategories were yielded. Teachers with positive view on corporal punishment tend to think that corporal punishment has some educational values or usefulness and their views were classified as very positive view, limited-permissive view, and inevitable view. They thought that corporal punishment were closely related to teachers' authority. Teachers have negative views on corporal punishment on the basis that corporal punishment causes side effects, is contrary to essentials of education, violates human rights etc. Negative views that teachers have on corporal punishment were classified as absolutely negative view and negative view focused on side effects. They thought that corporal punishment were not related to teachers' authority. Comments have been made on positive view on corporal punishment from the perspective of reflective analysis and implications of the results on theory and practice were discussed with comments on research limitations.

• Plant Journal
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• v.13 no.1
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• pp.30-36
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• 2017

During the start-up of 500 MW class coal-fired power plant, abnormal shaft vibration was occurred on bearings installed on both side of high and intermediate pressure steam turbine. Shaft vibration was analyzed to investigate the reason and find the resolution, based on well-known theory in this study. Typical vibration characteristics which occur when rotating parts contact with stationary parts were observed at the analysis of frequency, amplitude and phase angle. The reason of abnormal vibration was assumed to be rub and internal parts wear was observed during repair period. As a result of applying low speed turning and balancing for resolution of abnormal vibration, balancing was more effective for rub removal. So balancing could be excellent resolution in the case of abnormal vibration which is similar to this study.

• Journal of Institute of Control, Robotics and Systems
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• v.12 no.2
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• pp.119-129
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• 2006

Art psychotherapy is widely accepted as an effective tool for diagnosis and treatment of psychological disorders. Important factors for art psychotherapy diagnosis, based on the projection theory that the world of the inner mind appears in drawings, include main color and imbalance of a drawing. This paper develops a system for a machine to determine the main color and the imbalance of a drawing by color recognition and edge detection. Our proposed color recognition procedure adopts NBS(National Bureau of Standards) distance between colors in HVC(Hue, Value, Chroma) color space which is most similar to the human eye's color perception. Our edge detection procedure applies blurring, clustering and transformation to a standard color in a series. Our system considers the numbers of pixels and clusters for each color as a criterion for main color and the frequency of edge coordinates for each region for imbalance. The proposed machine procedure, verified through case studies, can help overcome the subjectivity, ambiguity and uncertainty in human decision involved in art psychotherapy.

• Journal of the Korean Institute of Telematics and Electronics B
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• v.33B no.2
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• pp.168-177
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• 1996

In this paper, we propose an on-line recognition system of chinese characters using an adaptive resonance theory-1(ART-1) neural network. Strokes, primitive components of chinese characters are usually warped into a cursive form and classifying them is very difficult. To deal with such cursive strokes, we use an ART-1 neural network that has the following advantages: (1) it automatically assembles similar patterns together to form classes in a self-organized manner: (2) it directly accesses the recognition codes corresponding to binary input patterns after self-stabilizing; (3) it doesn't tends to get trapped in local minima, or globally incorrect solutions. A database for character recognition also dynamically constructed with generalized character lists, and a new character can be included simply by adding a new sequence to the list. Character recognition is achieved by traversing the chinese datbase with a sequence of recognized strokes and positional relations between the strokes. To verify the performance of the system. We tested it for 1800 daily-used basic chinese second per character. This results suggest that the proposed system is pertinent to be put into practical use.