• The Korean Journal of Applied Statistics
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• v.29 no.1
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• pp.99-112
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• 2016

Asymmetric jump-diffusion models are effectively used to model the dynamic behavior of asset prices with abrupt asymmetric upward and downward changes. However, the estimation of their extension to the multivariate asymmetric jump-diffusion model has been hampered by the analytically intractable likelihood function. This article confronts the problem using a data augmentation method and proposes a new Bayesian method for a multivariate asymmetric Laplace jump-diffusion model. Unlike the previous models, the proposed model is rich enough to incorporate all possible correlated jumps as well as mention individual and common jumps. The proposed model and methodology are illustrated with a simulation study and applied to daily returns for the KOSPI, S&P500, and Nikkei225 indices data from January 2005 to September 2015.

• Journal of KIISE:Software and Applications
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• v.32 no.11
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• pp.1059-1070
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• 2005

For genetic algorithms, the population may get stuck in a local optimum. The population can escape from this after a long duration. This phenomenon is called punctuated equilibrium. The punctuated equilibria observed in nature and computational ecosystems are known to be well described by diffusion equations. In this paper, simple genetic algorithms are theoretically analyzed to show that they can also be described by a diffusion equation. When fitness is the function of unitation, this analysis can be further refined to make the parameters of genetic algorithms appear in this equation. Using theoretical results on the diffusion equation, the duration of equilibrium is shown to be exponential of such parameters as population size, 1/(mutation probability), and potential barrier. This is corroborated by simulation results for bistable potential landscapes with one local optimum and one global optimum.

• Journal of the Korean Geotechnical Society
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• v.20 no.3
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• pp.5-11
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• 2004

Characteristics of advective-diffusive transport of inorganic chemicals in clayey soils as well as in two hardened barrier materials of silica and lime are analyzed from the laboratory column test and compared with those of pure diffusive column test. The results show that the average dispersion coefficients of three materials are $4.39\times l0^{-10}\textrm{m}^2 /s,\; 1.98\times l0^{-10}\textrm{m}^2 /s,\; 1.99\times l0^{-10}\textrm{m}^2 /s$, respectively, and the value of clay is higher than that of hardened barrier materials. There was no significant difference between the dispersion coefficients of advective-diffusive column tests and the effective diffusion coefficients from the pure diffusive column tests, if advective velocity was lower than l0$^{-7}$$m^2$/s. The range of dispersion coefficients of advective-diffusive column tests was narrower than that of diffusion coefficients of pure diffusion tests.

• The Journal of the Korea Contents Association
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• v.15 no.2
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• pp.444-454
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• 2015

The purpose of this study is to investigate factors related to use-diffusion of Nscreen service as well as consumers' lifestyle and media usage of Nscreen service, which is fundamentally changing both the competitive landscape for business and the daily lives of consumers. The data of 1,524 consumers used in this study were drawn from the first Korea Media Panel Study in 2012 of Korea Information Society Development Institute. This study categorized adopters depending on the usage rate of contents and the variety of media platforms they used. Consumers using various media platforms enjoyed more categories of contents provided by Nscreen services. The variety of media platforms was useful in grouping users to explain the difference between the groups in terms of lifestyle activities. Based on the factor analysis and cluster analysis based on the consumers' lifestyle to find out different characteristics of each clusters, the result elicited some implications.

• Journal of the Korean Institute of Telematics and Electronics S
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• v.36S no.10
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• pp.72-82
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• 1999

The error diffusion algorithm is excellent for reproducing continuous gray-scale images to bianry images and also has good edge characteristics. However, it is well known that artifacts with objectionable patterns can occur in the halftoned images. On the other hand, a halftone algorithm using blue noise mask has been proposed. where the halftoning is achieved by a pixelwise comparison of gray-scale image with an array, the blue noise mask. It doesn't have pattern artifacts, but the halftoned image looks unclear because the quantization errors are not feedbacked compared to the error diffusion. In this paper, edge enhanced error diffusion which dithers the threshold with the blue noise mask is proposed. We show that the proposed algorithm can produce unstructured and edge enhanced halftone images. This algorithm is analyzed by the concept of an equivalent input image. The performace of the proposed algorithm is compared with that of the conventional halftoning by measuring the radially averaged power spectrum and edge correlation.

• Proceedings of the Korea Committee for Ocean Resources and Engineering Conference
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• 2001.05a
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• pp.180-185
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• 2001

In order to regulate the physical characteristics of an ocean dumping material in the south-eastern East Sea, the diffusion characteristics with the observation, hydraulic experiment and numerical experiment data are investigated. The main results are as follows; (1) Spying CTD observation result of the area of Jung in the East Sea, the ocean dumping area had influenced the Tsushima warm current of high temperature and salinity. Horizontal turbulent diffusivity is 1.913${\times}$10$^{7}$ $\textrm{cm}^2$/sec by drogue tracking. (2) From the experiment of settling, the initial settling velocity of each material is 1.0∼2.7 cm/sec according to the specific gravity and initial concentration. In the pycnocline, particles didn't settle under the pycnocline any more and accumulated. It is signified that calculation of the sedimentation rate of the ocean dumping material including of vertical diffustion must be regard the pycnocline in the ocean area have well-developed pycnocline. (3) Vertical turbulent diffusivity were 2.219${\times}$10$^{-8}$∼8,874${\times}$10$^{-4}$ $\textrm{cm}^2$/sec from the experiment of settling. And, the pycnocline influenced the vertical turbulent diffusivity. (4) From the result of diffusion simulation in the East Sea, the co-concentration line of 0.05 ppm and 0.1 ppm are limited at dumping area after 200 days. The constant concentration line of 0.01 ppm is distributed to the vicinity of Ulleungdo and Tokdo, but isn't distributed to the coastal area of East Sea and southern area of Jung in the East Sea.

• Journal of the Institute of Electronics Engineers of Korea CI
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• v.41 no.1
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• pp.38-46
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• 2004

Image segmentation is the task which partitions the image into meaningful regions and considered to be one of the most important steps in computer vision and image processing. Image segmentation is also widely used in object-based video compression such as MPEG-4 to extract out the object regions from the given frame. Watershed algorithm is frequently used to obtain the more accurate region boundaries. But, it is well known that the watershed algorithm is extremely sensitive to gradient noise and usually results in oversegmentation. To solve such a problem, we propose an image segmentation method which is robust to noise by using stabilized inverse diffusion equation (SIDE) and is more efficient in segmentation by employing multiresolution approach. In this paper, we apply both the region projection method using labels of adjacent regions and the region merging method based on region adjacency graph (RAG). Experimental results on noisy image show that the oversegmenation is reduced and segmentation efficiency is increased.

• Journal of the Korea institute for structural maintenance and inspection
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• v.14 no.2
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• pp.89-96
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• 2010

This study presented the analytical evaluation model effective in the concrete structure repaired with a patching material. The model considered the effect of the repair material on carbon dioxide penetration into the repaired concrete as evaluating the remaining service life of the CO2-deteriorated concrete structure after repair. The diffusion profiles of carbon dioxide as well as the carbonated concrete were effectively able to be modelled with analytical method based on Fick's 1st diffusion law. The evaluation of the model equation showed the good result and rational process quantitatively and numerically to evaluate the remaining service life of the repaired concrete structure after repair.

• The Korean Journal of Pain
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• v.33 no.3
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• pp.275-283
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• 2020

Background: Previous studies showed neurography and tractography of the greater occipital nerve (GON). The purpose of this study was determining diffusion tensor imaging (DTI) parameters of bilateral GONs and dorsal root ganglia (DRG) in unilateral cervicogenic headache as well as the grading value of DTI for severe headache. The correlation between DTI parameters and clinical characteristics was evaluated. Methods: The fractional anisotropy (FA) and apparent diffusion coefficient (ADC) values in bilateral GONs and cervical DRG (C2 and C3) were measured. Grading values for headache severity was calculated using a receiver operating characteristics curve. The correlation was analyzed with Pearson's coefficient. Results: The FA values of the symptomatic side of GON and cervical DRG (C2 and C3) were significantly lower than that of the asymptomatic side (all the P < 0.001), while the ADC values were significantly higher (P = 0.003, P < 0.001, and P = 0.003, respectively). The FA value of 0.205 in C2 DRG was considered the grading parameter for headache severity with sensitivity of 0.743 and specificity of 0.999 (P < 0.001). A negative correlation and a positive correlation between the FA and ADC value of the GON and headache index (HI; r = -0.420, P = 0.037 and r = 0.531, P = 0.006, respectively) was found. Conclusions: DTI parameters in the symptomatic side of the C2 and C3 DRG and GON were significantly changed. The FA value of the C2 DRG can grade headache severity. DTI parameters of the GON significantly correlated with HI.

• Informatization Policy
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• v.22 no.1
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• pp.73-95
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• 2015

This research has a purpose to verify whether the Internet diffusion through the Official Development Assistance (ODA) can bring about democratic changes in authoritarian political system of developing countries. This research has found out that IT ODA has 'positive(+)' effect on the Internet diffusion in recipient countries. It seems to support the expectation of donor countries that they can lead the political democratization by constructing infrastructure and promoting the use of the Internet. However, as the impact of IT ODA on the Internet diffusion is not considerable as well as the Internet diffusion has no strong influence on the development of democracy in developing countries, and also each of these aspects of countries looks different, it is hard to see that the democratization hypothesis based on the optimistic technological determinism is reasonable. Therefore, this paper argues that IT ODA must be based on not blind optimism that IT transfer will lead to the political democratization in developing countries, but the social structuralism which is based on distinctiveness and uniqueness of countries. and suggests that the discuss of the effect of IT ODA proceed with the constructive way.