• Journal of the Korean Institute of Telematics and Electronics
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• v.21 no.2
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• pp.13-18
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• 1984

The probability distribution of hold-in time and that of the time to reject false lock are investigated for the tracking procedure in spread spectrum communication systems. These are helpful in deciding dwell time and threshold level of correlatoi circuits. The probability distributions are derived by series expansion of generating function for discrete probability function and summation of the coefficients for corresponding terms. And the formulas described by general system parameters are obtained.

• Proceedings of the Korean Information Science Society Conference
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• 2005.07b
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• pp.619-621
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• 2005

은닉 마코프 모델은 이산 동역학을 표현할 수 있는 확률 모형이다. 우도 함수 최적화를 수행하는 전통적인 Baum-Welch 학습 알고리즘은 국소해로 수령하기 쉬우며, 우도함수의 특성상 복잡한 모델을 선호하는 바이어스가 존재한다. 베이지안 프레임워크에서는 파라미터를 랜덤 변수로 보고 이에 대한 사후 확률 분포를 추정하여 이 문제를 해결할 수 있다. 본 논문에서는 베이지안 추정을 위한 결정론적 근사화 기법인 변분 베이지안 방법을 이용, 출력 노드에 가우시안 혼합 노드를 지니는 일반화된 HMM의 추론 방법을 유도한다. 인공 데이터에 대한 실험을 통해, 본 방법이 효과적인 HMM 학습을 수행할 수 있음을 보인다.

• Transactions of the Korean Society of Mechanical Engineers A
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• v.36 no.12
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• pp.1605-1612
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• 2012

The distribution of a response usually depends on the distribution of the variables. When a variable shows a distribution with two different modes, the response also shows a distribution with two different modes. In this case, recently developed methods for reliability analysis assume that the distribution functions are continuous with a mode. In actual problems, however, because information is often provided in a discrete form with two or more modes, it is important to estimate the distributions for such information. In this study, we employ the finite mixture model to estimate the response distribution with two different modes, and we select the best candidate distribution through AIC. Mathematical examples are illustrated to verify the proposed method.

• The Journal of Korean Institute of Communications and Information Sciences
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• v.27 no.4B
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• pp.345-352
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• 2002

In this paper, in order to evaluate the performance of IS-95 system reverse link in white gaussian noise and rayleigh fading environment, we suggest epochal proposal to improve computer run-time and its efficiency is verified in terms of the number of samples. MC(Monte Carlo) simulation is the most popular simulation technique lately, but MC simulation requires a number of samples at low bit error rate. Therefore, MC cannot avoid the limit of computer run-time. To alleviate these problems, we apply the suggested method called central moment technique to the reverse link of the IS-95 system and can obtain discrete probability mass functions from Nth order central moments of the less number of received signal samples than those required in MC. Continuous cumulative probability distribution function can be accurately estimated by using interpolation and the improvement effect for the number of samples is proven.

• Transactions of the Korean Society of Mechanical Engineers A
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• v.36 no.8
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• pp.921-927
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• 2012

Reliability-based design optimization (RBDO) can be used to determine the reliability of a system by means of probabilistic design criteria, i.e., the possibility of failure considering stochastic features of design variables and input parameters. To assure these criteria, various reliability analysis methods have been developed. Most of these methods assume that distribution functions are continuous. However, in real problems, because real data is often discrete in form, it is important to estimate the distributions for discrete information during reliability analysis. In this study, we employ the Akaike information criterion (AIC) method for reliability analysis to determine the best estimated distribution for discrete information and we suggest an RBDO method using AIC. Mathematical and engineering examples are illustrated to verify the proposed method.

• Journal of Korean Society of Coastal and Ocean Engineers
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• v.10 no.4
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• pp.165-173
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• 1998

Analytical solutions to predict the movement rate of submerged mound are derived using the convection coefficient and the joint distribution function of wave heights and periods. Assuming that the sediment is moved onshore due to the velocity asymmetry of Stokes' second order nonlinear wave theory, the micro-scale bedload transport equation is applied to the sediment conservation. The nonlinear convection-diffusion equation can then be obtained which governs the migration of submerged mound. The movement rate decreases exponentially with increasing the water depth, but the movement rate tends to increase as the spectral width parameter, $ u$ increases. In comparison of the analytical solution with the measured data, it is found that the analytical solution overestimates the movement rate. However, the agreement between the analytical solution and the measured data is encouraging since this over-estimation may be due to the inaccuracy of input data and the limitation of sediment transport model. In particular, the movement rates with respect to the water depth predicted by the analytical solution are in very good agreement with the estimated result using the discritization technique with the hindcast wave data.

• Communications for Statistical Applications and Methods
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• v.16 no.1
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• pp.85-102
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• 2009

This paper derives conversion formulas from yearly-based absolute rates of decrements to monthly-based rates of decrement due to cause J under fractional age distributions. Next, it suggests conversion formulas from monthly-based absolute rates of decrements to monthly-based rates of decrement due to cause j under fractional age distributions. In addition, it applies the conversion formulas including a dynamic lapse rate model to variable annuities. Some numerical examples are discussed.

• The Korean Journal of Applied Statistics
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• v.19 no.3
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• pp.505-519
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• 2006

We consider zero-inflated count data, which is discrete count data but has too many zeroes compared to the Poisson distribution. Zero-inflated data can be found in various areas. Despite its increasing importance in practice, appropriate statistical inference on zero-inflated data is limited. Classical inference based on a large number theory does not fit unless the sample size is very large. And regular Poisson model shows lack of St due to many zeroes. To handle the difficulties, a mixture of distributions are considered for the zero-inflated data. Specifically, a mixture of a point mass at zero and a Poisson distribution is employed for the data. In addition, when there exist meaningful covariates selected to the response variable, loglinear link is used between the mean of the response and the covariates in the Poisson distribution part. We propose a Bayesian inference for the zero-inflated Poisson regression model by using a Markov Chain Monte Carlo method. We applied the proposed method to a Korean oral hygienic data and compared the inference results with other models. We found that the proposed method is superior in that it gives small parameter estimation error and more accurate predictions.

• The Korean Journal of Applied Statistics
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• v.26 no.2
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• pp.291-305
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• 2013

Collective traffic data (BPS, PPS etc.) for detection against the distributed denial of service attack on network is the time sequencing big data. The algorithm to detect the change point in the big data should be accurate and exceed in detection time and detection capability. In this work, the sliding window and discretization method is used to detect the change point in the big data, and propose five nonparametric test statistics using empirical distribution functions and ranks. With various distribution functions and their parameters, the detection time and capability including the detection delay time and the detection ratio for five test methods are explored and discussed via monte carlo simulation and illustrative examples.

• The Journal of the Acoustical Society of Korea
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• v.15 no.4
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• pp.36-42
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• 1996

In this paper, we have proposed the robust estimation of HMM parameters which is based on CDDN(codeword dependent distance normalization)and codeword weighting by distance. The proposed method has used a distance normalization based on the characteristics of a codeword dependent distribution and have computed fuzzy contributions of codeword to a input vector with a fuzzy objective function. From experimental results, we have shown the effectiveness of the proposed method in that the correction rate of the proposed method is improved 4.5% over the conventional FVQ based method. Especially, the application of distance weighting to smoothing of output probability is improved the performance of 2.5% compared to distance based codeword weighting.