• Journal of the Korea Convergence Society
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• v.10 no.4
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• pp.45-50
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• 2019

This study proposes a method to measure software reliability according to software reliability measurement model to measure software reliability. The model presented in this study uses the distribution of Non - Homogeneous Poisson Process and presents a measure of the software reliability of the presented model. As a method to select a suitable software reliability growth model according to the presented model, we have studied a method of proposing an appropriate software reliability function by calculating the mean square error according to the estimated value of the reliability function according to the software failure data. In this study, we propose a reliability function to measure the software quality and suggest a method to select the software reliability function from the viewpoint of minimizing the error of the estimation value by applying the failure data.

• The KIPS Transactions:PartB
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• v.14B no.7
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• pp.541-548
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• 2007

Due to the mathematical convergence property, Simulated Annealing (SA) has been one of the most popular optimization algorithms. However, because of its problem of slow convergence in the practical use, many variations of SA like Fast SA (FSA) have been developed for faster convergence. In this paper, we propose and prove that Greedy SA (GSA) also finds the global optimum in probability in the continuous space optimization problems. Because the greedy selection does not allow the cost to become worse, GSA is expected to have faster convergence than the conventional FSA that uses Metropolis selection. In the computer simulation, the proposed method is shown to have as good performance as FSA with Metropolis selection in the viewpoints of the convergence speed and the quality of the found solution. Furthermore, the greedy selection does not concern the cost value itself but uses only dominance of the costs of solutions, which makes GSA invariant to the problem scaling.

• Journal of KIISE:Software and Applications
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• v.27 no.1
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• pp.41-49
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• 2000

This paper describes a method of generating MPHFs(Minimal Perfect Hash Functions) for large static search key sets. The MOS(Mapping-Ordering-Searching) approach is widely used presently in MPHF generation. In this research, the MOS approach is improved and a SOMS(Selecting-Ordering-Mapping-Searching) approach is proposed, where the Selecting step is newly introduced and the Orderng step is performed before the Mapping step to generate MPHFs more effectively. The MPHF generation algorithm proposed in this research is probabilistic and the expected processing time is linear to the number of keys. Experimental results show that MPHFs are generated fast and the space needed to represent the hash functions is small.

• Proceedings of the Korean Institute of Intelligent Systems Conference
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• 2004.10a
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• pp.429-432
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• 2004

본 논문은 기존의 퍼지 다항식 뉴럴 네트워크 (Fuzzy Polynomial Neural Networks ; FPNN) 모델을 이용하여 비선형성 데이터에 대한 추론을 제안한다. 복잡한 비선형 시스템의 모델동정을 위하여 생성된 GMDH 방법에 기초한 FPNN의 각 노드는 퍼지 규칙을 기반으로 구축되었으며, 층이 진행되는 동안 모델 스스로 노드의 선택과 제거를 통해 최적의 네트워크 구조를 생성할 수 있는 유연성을 가지고 있다. FPNN 각각의 활성노드를 퍼지다항식 뉴론(Fuzzy Polynomial Neuron ; FPN)이라고 표현한다. FPNN의 후반부 구조는 입출력 변수 사이 의 간략과 회귀다항식 (1차, 2차, 변형된 2차식) 함수에 의해 구현된다. 규칙의 전반부 멤버쉽 함수는 삼각형과 가우시안형의 멤버쉽 함수가 사용된다. 또한 유전자 알고리즘을 사용하여 각노드의 부분표현식을 구성하는 입력변수의 수, 입력변수와 차수의 선택 동조를 통하여 최적의 Genetic Algorithms(GAs)을 이용한 FPNN모델을 설계하는 것이 유용하고 효과적임을 보인다.

• The Journal of Korean Institute of Communications and Information Sciences
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• v.25 no.12A
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• pp.1759-1765
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• 2000

공기 갭을 갖는 일축성 기판위에 마이크로 패치 안테나의 공진 주파수가 full-wave approach와 모멘트 계산법을 이용하여 연구되었다. 일축성 매질내의 구성관계식을 통하여 제안된 구조에서의 파수영역 다이애딕 그린 함수를 유도하였으며 이 결과로부터 전계 적분 방정식을 수식화하였다. 갤러킨 모멘트법을 사용하여 전계 적분 방정식을 이산화 하였으며 기저함수의 선택은 수치 해석적 수렴을 고려하여 패치 위의 실제 전류밀도와 가장 유사한 형태인 정현적 기저함수를 선택하였다. 전사모의 실험 결과의 타당성을 검증하기 위해서 기존의 결과와 비교하여 일치된 결과를 얻었다. 공기 갭의 두께와 패치 길이, 이방성 비의 변화에 따른 공진 주파수가 제시되고 분석되었다.

• The Journal of the Acoustical Society of Korea
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• v.15 no.4
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• pp.50-57
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• 1996

In this paper, we proposed the method of optimal wavelet selection and wavelet expansion of AR(autoregressive) parameters by selected wavelet using F-test. A cost function is introduced as a wavelet selection method. Using this cost function, wavelets (D4 to D20) are tested to the synthesized signal. With this selected wavelet, we get the wavelet coefficients of AR parameters to both synthesized signal and real speech signal. To evaluate the proposed method, this wavelet based algorithm is compared with the Kalman filering algorithm. As a results, the proposed method shows a better performance by about 5-10dB than the Kalman filter.

• Communications for Statistical Applications and Methods
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• v.19 no.3
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• pp.345-358
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• 2012

In a parametric sample selection model, the distribution assumption is critical to obtain consistent estimates. Conventionally, the normality assumption has been adopted for both error terms in selection and main equations of the model. The normality assumption, however, may excessively restrict the true underlying distribution of the model. This study introduces the $S_U$-normal distribution into the error distribution of a sample selection model. The $S_U$-normal distribution can accommodate a wide range of skewness and kurtosis compared to the normal distribution. It also includes the normal distribution as a limiting distribution. Moreover, the $S_U$-normal distribution can be easily extended to multivariate dimensions. We provide the log-likelihood function and expected value formula based on a bivariate $S_U$-normal distribution in a sample selection model. The results of simulations indicate the $S_U$-normal model outperforms the normal model for the consistency of estimators. As an empirical application, we provide the sample selection model for car ownership and a car expense relationship.

• Environmental and Resource Economics Review
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• v.23 no.3
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• pp.409-434
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• 2014

This paper estimates household demand for electricity using a micro-level household expenditure data set. A two-stage estimation method where the endogenous block price estimates are obtained from a discrete block choice model is used. This method successfully identifies a downward sloping conditional demand function with the data, while both the usual two-stage method with instrumental variable estimation and the Hewitt-Hanemann discrete-continuous model fail to do that. The paper simulates the impacts of two hypothetical pricing reforms that reduce the number of blocks and make the price gap smaller. It is shown that the reform may increase the overall consumer benefit, but is regressive.

• The Journal of the Korea institute of electronic communication sciences
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• v.15 no.6
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• pp.1023-1030
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• 2020

We address the sampling set selection problem for arbitrary graph signals such that the original graph signal is reconstructed from the signal values on the nodes in the sampling set. We introduce a variation difference as a new indirect metric that measures the error of signal variations caused by sampling process without resorting to the eigen-decomposition which requires a huge computational cost. Instead of directly minimizing the reconstruction error, we propose a simple and fast greedy selection algorithm that minimizes the variation differences at each iteration and justify the proposed reasoning by showing that the principle used in the proposed process is similar to that in the previous novel technique. We run experiments to show that the proposed method yields a competitive reconstruction performance with a substantially reduced complexity for various graphs as compared with the previous selection methods.

• The Korean Journal of Applied Statistics
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• v.34 no.3
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• pp.411-425
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• 2021

Accelerated failure time (AFT) model represents a linear relationship between the log-survival time and covariates. We are interested in the inference of covariate's effect affecting the variation of survival times in the AFT model. Thus, we need to model the variance as well as the mean of survival times. We call the resulting model mean and variance AFT (MV-AFT) model. In this paper, we propose a variable selection procedure of regression parameters of mean and variance in MV-AFT model using penalized likelihood function. For the variable selection, we study four penalty functions, i.e. least absolute shrinkage and selection operator (LASSO), adaptive lasso (ALASSO), smoothly clipped absolute deviation (SCAD) and hierarchical likelihood (HL). With this procedure we can select important covariates and estimate the regression parameters at the same time. The performance of the proposed method is evaluated using simulation studies. The proposed method is illustrated with a clinical example dataset.