• Journal of the Korean Society for Industrial and Applied Mathematics
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• v.14 no.3
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• pp.175-187
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• 2010

This paper presents the numerical valuation of the two-asset step-down equitylinked securities (ELS) option by using the operator-splitting method (OSM). The ELS is one of the most popular financial options. The value of ELS option can be modeled by a modified Black-Scholes partial differential equation. However, regardless of whether there is a closedform solution, it is difficult and not efficient to evaluate the solution because such a solution would be represented by multiple integrations. Thus, a fast and accurate numerical algorithm is needed to value the price of the ELS option. This paper uses a finite difference method to discretize the governing equation and applies the OSM to solve the resulting discrete equations. The OSM is very robust and accurate in evaluating finite difference discretizations. We provide a detailed numerical algorithm and computational results showing the performance of the method for two underlying asset option pricing problems such as cash-or-nothing and stepdown ELS. Final option value of two-asset step-down ELS is obtained by a weighted average value using probability which is estimated by performing a MC simulation.

• Journal of the Ergonomics Society of Korea
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• v.26 no.4
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• pp.57-64
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• 2007

In the world, the old population is growing fast and many countries went into an advanced age society. Therefore the development of everyday products, electric appliances, and welfare services considering old people is more important than ever. In particular, the complexity of products can cause many problems for old people. Universal design is an approach to create environments and products that recognizes the diversity of users, regardless of their ability or age. Universality evaluation for a product is very important to verify old people's accessibility and usability for the product. Universality means how good a product was designed in view of universal design principles. In this study, UNIX, a method to evaluate the universality of a product was developed. UNIX was based on seven universal design principles; equitable use, flexibility in use, simple and intuitive, perceptible information, tolerance for error, low physical effort, size and space for approach and use. UNIX is a kind of expert evaluation and very simple method. The method is consisted of two steps. In the first step, relative weights for seven principles and subjective ratings on design suitability for each principle are obtained. In the second step, universality index (UNIX) of each product is obtained by weighted average multiplying relative weights and rating scores. As a case study, this method was applied for mouse designs. In conclusion, this method could be effectively applied to evaluate the universality of a product.

• Journal of Korean Society of Forest Science
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• v.101 no.2
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• pp.213-219
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• 2012

The $5^{th}$ national forest inventory (NFI5) has been reorganized to annual inventory system for providing multi-resources forest statistics at a point in time. The objective of this study is to evaluate statistical estimators for estimating forest growing stock in Chungcheongbuk-Do from annual inventory data. When comparing two estimators; simple random sampling (SRS) and double sampling for post-stratification (DSS), for estimating mean forest growing stock ($m^3/ha$) at each surveyed year, the estimate for DSS in which a population of interest is stratified into three sub-population (forest cover types) was more precise than that for SRS. To combine annual inventory field data, three estimators (Temporally Indifferent Method; TIM, Moving Average; MA, and Weighted Moving Average; WMA) were compared. Even though the estimated mean for TIM and WMA is identical, WMA-DSS is preferred to provide more smaller variance of estimated mean and to adjust for catastrophic events at a surveyed year (so-called "lag bias") by annual inventory data.

• Journal of the Institute of Electronics and Information Engineers
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• v.54 no.2
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• pp.92-98
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• 2017

Generally, image contains geometrical and radiometric errors. Census transform can solve the stereo mismatching problem caused by the radiometric distortion. Since the general census transform compares center of window pixel value with neighbor pixel value, it is hard to obtain an accurate matching result when the difference of pixel value is not large. To solve that problem, we propose a census transform method that applies different 4-step weight for each pixel value difference by applying an assistance window inside the window kernel. If the current pixel value is larger than the average of assistance window pixel value, a high weight value is given. Otherwise, a low weight value is assigned to perform a differential census transform. After generating an initial disparity map using a weighted census transform and input images, the gradient information is additionally used to model a cost function for generating a final disparity map. In order to find an optimal cost value, we use guided filtering. Since the filtering is performed using the input image and the disparity image, the object boundary region can be preserved. From the experimental results, we confirm that the performance of the proposed stereo matching method is improved compare to the conventional method.

• Journal of Institute of Control, Robotics and Systems
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• v.14 no.9
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• pp.909-915
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• 2008

Recently, the interests in the development and application of unmaned robots are increasing in various fields including surveillance and reconnaissance, planet exploration, and disaster relief. Unmaned robots are usually controlled from distance using radio communications but they should be equipped with an autonomous travelling function to cope with unexpected terrains and obstacles. This means that they should be able to evaluate terrain's characteristics quantitatively using mounted sensors so as to traverse harsh natural terrains autonomously. For this purpose, this paper presents a method for extracting terrain information, that is, slope and roughness from elevation maps as a prior step of traversability analysis. Slope is extracted using the curve fitting based on the least squares method and roughness using three metrics and their weighted average. The effectiveness of the proposed method is verified on both a fractal map and the world model map of a real terrain.

• Journal of Electrical Engineering and Technology
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• v.11 no.4
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• pp.848-859
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• 2016

System failures in thermal power plants (TPPs) can lead to serious losses because the equipment is operated under very high pressure and temperature. Therefore, it is indispensable for alarm systems to inform field workers in advance of any abnormal operating conditions in the equipment. In this paper, we propose a clustering-based fault detection method for steam boiler tubes in TPPs. For data clustering, k-means algorithm is employed and the number of clusters are systematically determined by slope statistic. In the clustering-based method, it is assumed that normal data samples are close to the centers of clusters and those of abnormal are far from the centers. After partitioning training samples collected from normal target systems, fault scores (FSs) are assigned to unseen samples according to the distances between the samples and their closest cluster centroids. Alarm signals are generated if the FSs exceed predefined threshold values. The validity of exponentially weighted moving average to reduce false alarms is also investigated. To verify the performance, the proposed method is applied to failure cases due to boiler tube leakage. The experiment results show that the proposed method can detect the abnormal conditions of the target system successfully.

• Journal of Preventive Medicine and Public Health
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• v.11 no.1
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• pp.98-109
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• 1978

The study was carried out for 101 establishments in Kyong-In areas to evaluate the industrial health management status utilizing the scoring method by Webb's model during the period from 1 September to October 30, 1977. To compare the results, reevaluation was made with the 45 questions' model prepared by 6 Korean professionals who were specialized in industrial health fields. The results were as follows: 1. The mean rate of affirmative answers for 101 establishments was 51.6%. The mean weighted score rate of affirmative answers was 52.3%. 2. The mean rate of affirmative answers on components of the philosophy and facility resource for 101 establishments was higher than that of average rate. The mean rate of affirmative answers on components of the health evaluation and health management among the health service program was lower than that of average rate. 3. The mean rate of affirmative answers on components was highter among the establishments with more than 500 employees. The mean rate of affirmative answers of chemical establishment was lower than that of others. 4. The mean rate of affirmative answers on 45 questions' model for 101 establishments were 67.1%. The mean weighted score rate of affirmative answers was 70.0%. 5. In case of 45 questions' model, the mean rate of affirmative answers on components of philosophy and treatment was higher than that of average rate and the mean rate of affirmative answers on components of the facility resource and the health evaluation was lower than that of average rate. 6. The mean rate of affirmative answers of the 45 Questions' model was higher than that of Webb's model in size and class of 101 establishments. Author concluded that Webb's model must be suitable for evaluating higher conditions of occupational health management than is presently used in Korean establishments. According to the results, however, there were no significant differences between Webb's model and the 45 questions' model. So it could be used to evaluate Occupational Health Program. For this objective, in Korean occupational situations, further study also must be made comprehensively thereafter.

• International Journal of Computer Science & Network Security
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• v.22 no.11
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• pp.308-318
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• 2022

Noise is a serious issue. While sending images via electronic communication, Impulse noise, which is created by unsteady voltage, is one of the most common noises in digital communication. During the acquisition process, pictures were collected. It is possible to obtain accurate diagnosis images by removing these noises without affecting the edges and tiny features. The New Average High Noise Density Median Filter. (HNDMF) was proposed in this paper, and it operates in two steps for each pixel. Filter can decide whether the test pixels is degraded by SPN. In the first stage, a detector identifies corrupted pixels, in the second stage, an algorithm replaced by noise free processed pixel, the New average suggested Filter produced for this window. The paper examines the performance of Gaussian Filter (GF), Adaptive Median Filter (AMF), and PHDNF. In this paper the comparison of known image denoising is discussed and a new decision based weighted median filter used to remove impulse noise. Using Mean Square Error (MSE), Peak Signal to Noise Ratio (PSNR), and Structure Similarity Index Method (SSIM) metrics, the paper examines the performance of Gaussian Filter (GF), Adaptive Median Filter (AMF), and PHDNF. A detailed simulation process is performed to ensure the betterment of the presented model on the Mini-MIAS dataset. The obtained experimental values stated that the HNDMF model has reached to a better performance with the maximum picture quality. images affected by various amounts of pretend salt and paper noise, as well as speckle noise, are calculated and provided as experimental results. According to quality metrics, the HNDMF Method produces a superior result than the existing filter method. Accurately detect and replace salt and pepper noise pixel values with mean and median value in images. The proposed method is to improve the median filter with a significant change.

• The Journal of Korean Institute of Communications and Information Sciences
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• v.25 no.4B
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• pp.675-682
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• 2000

In this paper, we propose a new scheduling algorithm called the Adaptive Weighted Round Robin with Delay Tolerance (AWRR/DT). The proposed scheme is based on the per-class queueing mechanism in which a number of connections of similar characteristics are multiplexed into one class-queue. Traffic classes of the proposed method are classified into a single non-real-time traffic class and other real-time traffic classes. The proposed scheme determines the weights of classes according to the input traffic and delay characteristics of each class at the beginning of every cycle. Furthermore, this scheme incorporates a cell discarding method to reduce the QoS degradation that may be incurred by congestion of networks. We have evaluated the proposed scheme through discrete-event simulation. Simulation results indicate that the proposed scheme can reduce the average delay of non-real-time class while maintaining the QoS of real-timeclasses. The proposed algorithm can be effectively applied to high-speed networks such as ATM networks.

• The Journal of Korean Association of Computer Education
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• v.10 no.3
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• pp.19-29
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• 2007

The informationization policies undertaken in concentration only on the national economic growth invited the unbalance between technology and social culture, displayed the serious reverse function phenomena, and these problems threatened the personal identity of individual in the cyber space. In this study, we developed an index model on the information and communication ethics where the national level of information and communication ethics can be examined. For this purpose, based on diverse previous research data, the areas of the ethical indicators in information and communication has been developed through the brain storming of the research staff. Through the consultation with experts, the feasibility and representation as index was heightened, and the weighted values to the each index was provided by the AHP method. The outcome of questionnaires from the information users and information providers (great portals) was also reflected in simple average method into the calculation of the weighted value to the each index element.