• Journal of applied mathematics & informatics
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• 제12권1_2호
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• pp.335-349
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• 2003

Almost all business are affected by the weather so that weather derivatives has been traded to hedge weather risk. Since the weather itself is not an asset with a market price, some analysts believe that the Black-Scholes equation could not be used appropriately to price weather derivative options. But some weather derivatives can be considered as an Asian option, we revisit the Black-scholes model. Numerical solution of the Black-Scholes equation has a significant error at the money option or around the money option, it is necessary to adopt adaptive mesh near to the strike value. Here we propose a numerical method with an adaptive grid refinement.

• 자원ㆍ환경경제연구
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• 제15권2호
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• pp.319-353
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• 2006

본 논문은 날씨파생상품이 전기도매시장에서의 가격 및 수량 위험의 헤지수단으로서 활용될 수 있다는 것을 보여주고 있다. 또한 일별 수준의 가격과 물량이 아니라 여름기간 동안의 전기도매시장에서의 전기구입 비용 혹은 전기판매 수입을 대상으로 하여 날씨관련 계약형태의 위험헤지효과를 살펴보았다. 날씨관련 계약들이 전기도매시장의 시장신호를 더 잘 보전하고 있으며, 도매전기 구입관련 금융위험을 더 잘 헤지함을 발견하였다. 전기도매시장에서 선물계약과 날씨파생상품을 결합하였을 경우, 더운 날의 경우 높은 전기생산비용이 가격에 반영되며, 전기판매 수입 혹은 전기구입 비용의 변동성이 현저히 낮아진다는 것을 발견하였다.

• Journal of the Korean Data and Information Science Society
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• 제25권1호
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• pp.155-167
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• 2014

본 연구는 기후파생상품의 가격결정 연구를 위한 중간과정으로서 우리나라 일별 평균기온에 대한 연속형 시계열 모형을 추정한다. 6개 광역도시를 대상으로 1954년 1월 1일부터 2010년 12월 31일까지의 57년간 일별 기온 시계열을 추세, 계절성, 불규칙 변동으로 구분하여 분석하였다. 특히 불규칙 성분은 연속형 자기회귀모형을 적용하였다. 분석결과, (1) 57년의 비교적 장기간 온도 시계열을 적용함으로써, 우리나라 선행연구의 결과와는 다르게 추세 성분이 통계적 유의성을 갖는 것으로 나타났다. 특히 추세성분의 기울기가 양의 부호를 가짐으로써 지구온난화의 추이가 우리나라에서 진행 중임을 보였다. (2) 추세와 계절성분이 제거된 불규칙성분에 대해 단위근 검정을 적용한 결과, 6개 광역시 모두에 대해 단위근이 없는 안정적인 것으로 나타났다. (3) 불규칙 성분에 대해 연속형 모형인 CAR모형을 적용한 결과, 차수가 3인 CAR(3)가 적합한 것으로 나타났으며 이러한 결과는 국외문헌의 결과와도 일치한다. 파생상품의 가격결정에는 기초자산의 연속형 시계열 모형의 개발이 가장 중요하므로 본 연구의 결과는 기후파생상품의 가격결정 연구에 활용될 수 있을 것이다.

• 한국항해학회지
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• 제25권4호
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• pp.407-415
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• 2001

In the present study, irregular disturbances to ship dynamics is proposed, where irregular disturbances implying irregular wave and the fluctuating component of wind for the evaluation of automatic steering system of ship in following seas. Prediction method based on the principle of linear superposition. Irregular wave disturbances in following seas is calculated by frequency variation method. The mathematical model of each element of an automatic steering system is derived, which takes account of a few non-linear mechanisms. PD(Proportional-Derivative) controller and low-pass filter with a weather adjustment are adopted to modelling the characteristics of an autopilot. Performance index is introduced from the viewpoint of energy saving, which derived from the concept of energy loss on ship propulsion. Finally, the present methods are applied to two typical types of ship ; an ore carrier and a fishing boat. The various effects of control constants of autopilot on propulsive energy loss are investigated

• 대한전기학회:학술대회논문집
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• 대한전기학회 2000년도 하계학술대회 논문집 D
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• pp.2333-2335
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• 2000

The main motivation of this research is to develop an intelligent control strategy for Activated Sludge Process(ASP). ASP is a complex and nonlinear dynamic system because of the characteristic of a wastewater, the change of an influent flow rate, weather conditions, and etc. The mathematical model of ASP also includes uncertainties which are ignored or not considered by process engineer or controller designer. The ASP is generally controlled by a PID controller that consists of fixed proportional, integral, and derivative gain values. The PID gains can be adjusted by the expert in the ASP. The ASP model based on Matlab$^{(R)}$5.3/Simulink$^{(R)}$3.0 is developed in this paper. Various control methods are applied to the ASP model and the control results are disscussed. Three control methods are designed and tested: conventional PID controller, fuzzy logic control approach to modify setpoints, and fuzzy-PID control method.

• 한국지구과학회지
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• 제38권2호
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• pp.105-114
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• 2017

Two dimensional finite element method with quadrilateral basis functions was applied to the spherical high order filter on the spherical surface limited area domain. The basis function consists of four shape functions which are defined on separate four grid boxes sharing the same gridpoint. With the basis functions, the first order derivative was expressed as an algebraic equation associated with nine point stencil. As the theory depicts, the convergence rate of the error for the spherical Laplacian operator was found to be fourth order, while it was the second order for the spherical Laplacian operator. The accuracy of the new high order filter was shown to be almost the same as those of Fourier finite element high order filter. The two-dimension finite element high order filter was incorporated in the weather research and forecasting (WRF) model as a hyper viscosity. The effect of the high order filter was compared with the built-in viscosity scheme of the WRF model. It was revealed that the high order filter performed better than the built in viscosity scheme did in providing a sharper cutoff of small scale disturbances without affecting the large scale field. Simulation of the tropical cyclone track and intensity with the high order filter showed a forecast performance comparable to the built in viscosity scheme. However, the predicted amount and spatial distribution of the rainfall for the simulation with the high order filter was closer to the observed values than the case of built in viscosity scheme.

• 한국항해항만학회:학술대회논문집
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• 한국항해항만학회 1996년도 The Korean Institute of Navigation 1996년도 춘계학술발표회 논문집
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• pp.77-92
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• 1996

When an automatic course-keeping is concerned as is quite popular in modern navigation the closed-loop steering system consists of autopilot device power unit (or telemotor unit) steering gear magnetic or gyro compass and ship dynamics. The consideration of irregular disturbances to ship dyanmics and a few non-linear mechanisms involved in the system inevitably or artificially are known to be very important in properly evaluating or analyzing the automatic steering system. In the present study the mathematical model of each element of an automatic steering system is derived which takes account of a fex non-linear mechanisms. PD(Proportional-Derivative) controller and low-pass filter with a weather adjustment are adopted to modelling the characteristics of an autopilot. The calculation method of imposing irregular disturbances to ship dynamics is proposed where irregular disturbances implying irregular wave and the fluctuating component of wind. For he evaluation of automatic steering system of ships in the open seas an important term "performance index" is introduced from the viewpoint of energy saving which derived from the concept of energy loss on ship propulsion. Finally the present methods are applied to two typical types of ship ; an ore carrier and a fishing boat. The various effects of linear and/or non-linear control constants of autopilot on propulsive energy loss are investigated to validate and clarify the present smulation technique.

• 한국염색가공학회지
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• 제35권4호
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• pp.239-245
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• 2023

Cellulose is an abundant biodegradable material in nature with excellent properties, but due to its poor processability, it has been widely studied for processing through modification. Cellulose acetate propionate (CAP) is a cellulose derivative in which the hydroxyl group of cellulose is replaced by acetyl and propionyl groups. CAP has several advantages, such as excellent solubility, structural stability, light and weather resistance, and good transparency. Porous nanofibers with excellent specific surface area, which can be applied in various fields, can be easily formed by the phase separation method using highly volatile solvents. High speed centrifugal spinning is a nano/micro fiber preparation method with advantages such as fast spinning and easy alignment control. In this study, a CAP/polybutylene succinate (PBS) spinning solution with chloroform as solvent was prepared to prepare porous microfibers and the fiber morphology was examined as a function of the disk rotation speed in an high speed centrifugal spinning device.

• 대한환경공학회지
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• 제22권10호
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• pp.1905-1919
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• 2000

활성슬러지 공정에 기반을 둔 연속식반응기는 시스템이 가진 고유한 비선형성뿐만 아니라 계절, 기후 등의 환경변화에 따른 유입수의 유량 및 특성 등의 외부적인 조건의 변화를 고려하여 제어하여야 한다. 수학적 모델링 과정에서 고려하지 못했거나 무시되었던 부분을 포함한 시스템에 관련된 특징과 한정된 공간에서 기본적인 제어방법에 의한 현재의 운전방법을 고려하여 불 때 활성슬러지 공정은 개선할 수 있는 여지가 많다. 또한 숙련된 운전자의 지식을 구현할 수 있는 지능제어기법을 적용하여 전체적인 공정의 효율 향상을 도모할 수 있다. 제어방법의 적용에 앞서 제어대상공정인 활성슬러지 공정을 분석하여 이를 $Matlab^{(R)}5.3/Simulink^{(R)}3.0$을 이용하여 연속식반응기 모델을 구현하였다. IWA(International Water Association)와 COST(European Cooperation in the field of Scientific and Technical Research)에서 제시한 정상상태의 유입수 특성을 이용하여 모델의 정확성을 검증하였다. 본 논문에서는 이미 현장에서 사용중인 제어기법의 구현 및 성능 평가뿐만 아니라 다양한 고급제어기법들을 적용하여 새롭게 제안한 제어기법들이 실제 폐수처리장에 적용가능한지 여부를 검증하였다. 제어방법으로는 현장에서 일반적으로 사용되고 있는 비례-적분-미분제어기(Proportional-Integral-Derivative Controller; PID controller)와 PID제어기가 가진 장점과 퍼지 논리 제어기법이 가진 장점을 결합함과 동시에 제어기의 성능 향상 및 경제성을 높일 수 있는 퍼지 PID이득 조절기(fuzzy PID gain tuner)와 퍼지 셋포인트 변환기(fuzzy setpoint changer)를 적용하여 봄으로써 외란에 대해 강인한 제어기 설계의 가능성을 검증하였다.