• The Korean Journal of Applied Statistics
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• v.23 no.1
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• pp.123-138
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• 2010

After selecting a group of women with premenstrual syndrome based on daily distress scores of 28 days, one needs to estimate threshold for the change of symptoms, which would be useful for the clinician's diagnosis in hospitals. However, a test of whether a change has occurred has to precede the estimation of the threshold. In this paper, we apply parametric and nonparametric testing methods to an example data obtained from a group of women. Nonparametric method does not assume any distributional form of distress scores and parametric testing method is based on the normal distributions of linear regression lines. Therefore, the optimal situation of both methods would be different and we will assess it with a simulation study.

• Journal of the Korean Data and Information Science Society
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• v.22 no.6
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• pp.1065-1074
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• 2011

During several decades, many researchers in the field of finance have studied Value at Risk (VaR) to measure the market risk. VaR indicates the worst loss over a target horizon such that there is a low, pre-specified probability that the actual loss will be larger (Jorion, 2006, p.106). In this paper, we compare conditional copula method with two conventional VaR forecasting methods based on simple moving average and exponentially weighted moving average for measuring the risk of the portfolio, consisting of two domestic stock indices. Through real data analysis, we conclude that the conditional copula method can improve the accuracy of portfolio VaR forecasting in the presence of high kurtosis and strong correlation in the data.

• Journal of Korean Association for Spatial Structures
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• v.6 no.4 s.22
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• pp.81-92
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• 2006

This paper presents exact solutions for the free vibrations and buckling of rectangular plates having two opposite, simply supported edges subjected to linearly varying normal stresses causing pure in-plane moments, the other two edges being free. Assuming displacement functions which are sinusoidal in the direction of loading (x), the simply supported edge conditions are satisfied exactly. With this the differential equation of motion for the plate is reduced to an ordinary one having variable coefficients (in y). This equation is solved exactly by assuming power series in y and obtaining its proper coefficients (the method of Frobenius). Applying the free edge boundary conditions at y=0, b yields a fourth order characteristic determinant for the critical buckling moments and vibration frequencies. Convergence of the series is studied carefully. Numerical results are obtained for the critical buckling moments and some of their associated mode shapes. Comparisons are made with known results from less accurate one-dimensional beam theory. Free vibration frequency and mode shape results are also presented. Because the buckling and frequency parameters depend upon Poisson's ratio ( V ), results are shown for $0{\leq}v{\leq}0.5$, valid for isotropic materials.

• Journal of the Korea institute for structural maintenance and inspection
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• v.7 no.2
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• pp.169-176
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• 2003

In the design of plate girder web panels, it is required to evaluate accurately the elastic buckling strength under shear, whether or not the post-buckling strength is accounted for. Currently, elastic shear buckling coefficient of web panels stiffened by transverse intermediate stiffeners are determined by assuming conservatively that web panels are simply supported at the juncture between the flange and web. Although the notion of the real boundary condition at the juncture of the web and the flanges to be somewhere between simple and fixed has been recognized from early days, the boundary condition has been conservatively assumed, mainly due to lack of means to evaluate it in a rational manner. In this paper, a series of numerical analyses and experiments is carried out to provide a simple equation with some parameters especially the flange-web thickness ratio.

• Journal of the Society of Disaster Information
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• v.11 no.4
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• pp.534-541
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• 2015

This study was presented how to interpret a laminated cylindrical shell having both ends supported condition are simple, and by identifying the three-dimensional stress characteristics. The governing equations were using the concept of finite element assuming the conversion into ordinary differential equations and partial differential equations by numerical analysis using the finite strip method. In particular, a function performed for the three-dimensional laminated cylindrical shell having a simple support condition were analyzed for the case composed of a specific function of the beam consisting of a trigonometric function. Layer material and layer thickness of a steel or concrete, the cylindrical length and the like by varying the parameters variously examine the effects of multi-layer cylindrical shell.

• Water for future
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• v.22 no.1
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• pp.99-107
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• 1989

KEUM River downstream has some characteristics in which the dowunstream is affected with tidal motion, the several tributaries are forming a dendritic river system, and the channel cross-sections are irregular. The flood in this downstream can now be analyzed by the hydrological flood routing methods and under the assumption regarding the dendritic river system as a single reach. In this study the river system was used for the flood routing. The flood records which were measured in 1978 and 1987 were applied for calibration and verification of the unsteady flow model respectively. The results show that the flood at KANG-KYONG station was not affected with the tidal motion when the discharge at KONG-JU station exceeded about 5, 000$m^3$/sec, and that the bottle neck at IP-PO station intercepted the tidal influences.

• KSCE Journal of Civil and Environmental Engineering Research
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• v.28 no.5B
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• pp.475-483
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• 2008

2D finite element model for analysis of transport of accidentally released pollutants in the flow was developed by SUPG method, and the mass balance of this model was checked though two example problems: line source and point source problem in the straight channel and unidirectional 2D flow field, respectively. All the test cases were simulated with both SUPG and conventional Galerkin method to compare the accuraccy of the numerical mass balance. Test results show that the model with SUPG can adequately conserve the released mass though simulation than the model using Galerkin method, so the developed model verified to be appropriate to solve this accidental mass release problem.

• Explosives and Blasting
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• v.36 no.4
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• pp.26-34
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• 2018

Explosions of vapor cloud formed due to the leakage from installations with flammable fuels have often occurred in Korea and foreign countries. In this study, TNT equivalency method and Multi-Energy method for vapor cloud explosion blast modelling are described and demonstrated in a case study. As TNT equivalency method is simple and direct, it has been widely used for modelling a vapor cloud explosion blast. But TNT equivalency method found to be difficult to select a proper correlation between the amount of combustion energy produced from the vapor cloud explosion and the equivalent amount of TNT to model its blast effects. Multi-Energy method assumes that the strength of vapor cloud explosion blast depends on the layout of the space where the vapor cloud is spreading. Strictly speaking, the explosive potential of a vapor cloud is dependent upon the density of the obstructed regions. In this study, Flixborough accident are analyzed as a case study to assess the applicability of TNT equivalency method and Multi-Energy method. TNT equivalency method and Multi-Energy method found to be applicable if coefficient of TNT equivalency and coefficient of strength of explosion blast are selected properly.

• Journal of Korean Society of Steel Construction
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• v.17 no.1 s.74
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• pp.45-52
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• 2005

The object of this study was a cold-formed steel wall stud panel sheathed by gypsum boards. In the beam-analysis, the panel was treated as a simple beam with a uniform lateral loading. The deflections were calculated by considering the primary factors that reduced the stiffness of the panel. In the column-analysis, the panel was treated as a bearing wall with an axial load. By using an energy method, nominal axial strength could be evaluated by considering both flexural buckling and torsional-flexural buckling. All calculations were programmed and compared with the results of the experiment. In the beam-analysis, experimental deflections were close to theoretical deflections. In the column-analysis, the experimental values were also close to theoretical values in axial strength.

• Proceedings of the Korean Reliability Society Conference
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• 2004.07a
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• pp.239-246
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• 2004

Accelerated degradation test (ADT) can be a useful tool for assessing the reliability when few or even no failure are expected in an accelerated life test. In this paper, MLCC (Multilayer Ceramic Capacitors), a sort of passive components which have large capacitance(X7R -55$^{\circ}C$~1$25^{\circ}C$) have been tested, and least-square analyses are used to illustrate our approach in which amount of degradation of a DUT following log-normal distribution. We assumed a simple and useful linear model to describe the amount of degradation over time subjected to different voltage levels applied. Tests for linearity of the performance-time relationship, and provide tests for how well the assumptions hold. Also, by using Eyring Model, MLCC's mean life time is assessed.