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김대균,이윤동,Kim, Dae-Gyun,Lee, Yoon-Dong 한국통계학회 2011 응용통계연구 Vol.24 No.6
Since the research of Black and Scholes (1973), modeling methods using diffusion processes have performed principal roles in financial engineering. In modern financial theories, various types of diffusion processes were suggested and applied in real situations. An estimation of the model parameters is an indispensible step to analyze financial data using diffusion process models. Many estimation methods were suggested and their properties were investigated. This paper reviews the statistical properties of the, Euler approximation method, New Local Linearization(NLL) method, and Generalized Methods of Moment(GMM) that are known as the most practical methods. From the simulation study, we found the NLL and Euler methods performed better than GMM. GMM is frequently used to estimate the parameters because of its simplicity; however this paper shows the performance of GMM is poorer than the Euler approximation method or the NLL method that are even simpler than GMM. This paper shows the performance of the GMM is extremely poor especially when the parameters in diffusion coefficient are to be estimated. 현대금융공학에 있어서 확산모형은 중요한 역할을 담당하고 있다. 다양한 형태의 확산모형이 제안되어왔고 현실에 응용되어 왔다. 확산모형을 이용하여 금융자료를 분석하기 위하여는 확산모형의 모수를 추정하는 것이 필수불가결한 단계이다. 이들 모수에 대한 다양한 추정방법들이 제안되어 왔고, 많은 연구에서 이러한 추정방법들이 갖는 성질에 대하여 연구되어져왔다. 이 연구에서는 그 적용방법이 단순하여 가장 자주 사용되는 것으로 알려진, 오일러 근사법과 신국소근사법(NLL) 그리고 일반화 적률법(GMM)과 같은 세 가지 추정방법들에 대한 통계적 성질을 검토하게 될 것이다. 모의실험연구를 통하여 오일러근사법이나 NLL방법이 GMM 방법에 비하여 훨씬 좋은 성질을 가지고 있음을 보이게 된다. 특히 GMM은 적용방법이 단순할 뿐만 아니라 강건성(robustness)이라는 좋은 성질을 가지고 있는 것으로 알려져 있어서 많은 연구에서 매우 자주 사용되는 추정방법이다. 그러나 본 연구에서 확인해 본 바와 같이 GMM은 그 사용법이 오히려 더욱 단순한 NLL이나 오일러방법에 비하여 열등한 통계적 성질을 보여주고 있었다. 특히나 확산계수에 추정모수가 포함된 경우에 GMM은 매우 좋지 못한 성질을 보이게 된다.
태양광발전을 이용한 냉동.냉장창고용 냉수펌프의 에너지절감 기법
김대균,전기영,이상집,정춘병,이훈구,한경희,Kim, Dae-Gyun,Jeon, Kee-Young,Lee, Sang-Chip,Chung, Choon-Byeong,Lee, Hoon-Goo,Han, Kyung-Hee 한국조명전기설비학회 2005 조명·전기설비학회논문지 Vol.19 No.6
냉동 냉장창고용 냉수펌프 시스템을 태양광발전 시스템과 연계하여 펌프의 양정 및 유량의 변화에 따른 압력의 변화에도 불구하고 목표치 압력을 일정하게 제어할 수 있도록 하였다. BLDC 모터를 벡터제어 함으로써 각 운전속도의 영역에서 최대토크 운전 및 높은 신뢰성을 가능하도록 하여 냉동 냉장창고용 냉수 펌프 시스템의 에너지 절감 효과를 실현하였다. We are interaction refrigeration warehouse cold water pump system and photovoltaic generation system. At this time, a target pressure is able to control in spite of change of the pressure according to pump head and rate of flow of pump. Also, we carry out the vector control of BLDC motor with the maximum torque operation and a high reliability from territory of each operation speed. Therefore, in this paper, we conclude energy saving technique of refrigeration warehouse cold water pump system.
논토양에서 바이오차르 투입 및 완효성비료 시용에 따른 메탄발생량과 작물생산량 변화
김대균 ( Dae Gyun Kim ),조광래 ( Kwang Rae Cho ),원태진 ( Tae Jin Won ),박인태 ( In-tae Bak ),유가영 ( Ga Young Yoo ) 한국환경생물학회 2014 환경생물 : 환경생물학회지 Vol.32 No.4
Emission reduction of CH4 (methane gas) from rice paddy soil is a very important measure for climate change mitigation in agricultural sector. In this study, we investigated the changes in crop yield and CH4 emissions in response to application of biochar and fertilizers. The experimental site is located in Hwasung, Kyunggido and experimental design is the split-plot method with three replicates. Treatments included rice straw (RS) and biochar (BC) amendments nested with the conventional NPK fertilizer (NPK) and slow release fertilizer (SRF). Control was also prepared with the soil with the conventional NPK fertilization with no amendment. Measurement of CH4 emission was conducted during the growing season of 2014 using a dynamic chamber method. The results showed that application of rice straw increased daily CH4 emission rate by 15%, while application of biochar reduced daily CH4 emission rate by 38%. When we combined biochar application with slow release fertilizer, CH4 emission was reduced by 45%. Further, the crop yield was also increased in all treatments compared with the control except for the treatment of rice straw application with slow release fertilizer. Overall results imply that biochar amendment to agricultural soil can be an effective strategy to decrease annual CH4 emission with no reduction in crop yield.
김대균(Dae-Gyun Kim),전기영(Kee-Young Jeon),함년근(Nyun-Gun Hahm),이상집(Sang-Chip Lee),오봉환(Bong-Hwan Oh),정춘병(Choon-Byeong Chung),김용주(Yong-Joo Kim),한경희(Kyung-Hee Han) 전력전자학회 2005 전력전자학술대회 논문집 Vol.- No.-
The paper proposes the solar photovoltaic power generation system method for photovoltaic system to solve the power shortage due the sudden power demand. So that supplied electric power to system at appearance during surplus electric power minute and unit moment link driving with common use system is available, digital PLL circuit system voltage through composition and phase of solar photovoltatic power generation system to do synchronization do. Feed forward controller was applied to get fast current response. Solar cell that is changed by solar radiation always kept the maximum output when it used Step up chopper. The dynamic character had checked through simulation used Matlab Sumulink and confirmed through an experiment.