• ETRI Journal
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• 제36권1호
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• pp.134-140
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• 2014

Many reports have shown that the access pattern for geospatial tiles follows Zipf's law and that its parameter ${\alpha}$ represents the access characteristics. However, visits to geospatial tiles have temporal and spatial popularities, and the ${\alpha}$-value changes as they change. We construct a mathematical model to simulate the user's access behavior by studying the attributes of frequently visited tile objects to determine parameter estimation algorithms. Because the least squares (LS) method in common use cannot obtain an exact ${\alpha}$-value and does not provide a suitable fit to data for frequently visited tiles, we present a new approach, which uses a moment method of estimation to obtain the value of ${\alpha}$ when ${\alpha}$ is close to 1. When ${\alpha}$ is further away from 1, the method uses the associated cache hit ratio for tile access and uses an LS method based on a critical cache size to estimate the value of ${\alpha}$. The decrease in the estimation error is presented and discussed in the section on experiment results. This new method, which provides a more accurate estimate of ${\alpha}$ than earlier methods, promises more effective prediction of requests for frequently accessed tiles for better caching and load balancing.

• Korean Journal of Mathematics
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• 제21권4호
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• pp.429-437
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• 2013

Let $X_1$, $X_2$, ${\cdots}$, $X_n$ be independent and identically distributed random variables having common exponential density with unknown mean ${\mu}$. In the sequential confidence interval estimation for the exponential hazard rate ${\theta}=1/{\mu}$, when the loss function is strictly convex, the following stopping rule is proposed with the half length d of prescribed confidence interval $I_n$ for the parameter ${\theta}$; ${\tau}$ = smallest integer n such that $n{\geq}z^2_{{\alpha}/2}\hat{\theta}^2/d^2+2$, where $\hat{\theta}=(n-1)\bar{X}{_n}^{-1}/n$ is the minimum risk estimator for ${\theta}$ and $z_{{\alpha}/2}$ is defined by $P({\mid}Z{\mid}{\leq}{\alpha}/2)=1-{\alpha}({\alpha}{\in}(0,1))$ Z ~ N(0, 1). For the confidence intervals $I_n$ which is required to satisfy $P({\theta}{\in}I_n){\geq}1-{\alpha}$. These estimated intervals $I_{\tau}$ have the asymptotic consistency of the sequential procedure; $$\lim_{d{\rightarrow}0}P({\theta}{\in}I_{\tau})=1-{\alpha}$$, where ${\alpha}{\in}(0,1)$ is given.

• 한국음향학회지
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• 제16권5호
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• pp.96-104
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• 1997

본 논문에서는 임펄스 잡음이 부가되는 환경 하에서 시지연 추정 및 시지연과 주파수 지연 목합 추정을 위한 새로운 강건 알고리즘들을 제안하였다. 제안된 방법은 ${\alpha}-stable$ 분포 이론을 바탕으로 하여 음의 분수 차수 모멘트(FNOM: fractional negative order moment)와 최소 산란(MD : minimum dispersion) 법을 이용한 강건 시지연 추정법들과 이를 응용한 시지연과 주파수 지연의 복합 추정법인 음의 분수 차수 모호함수법과 복합 최소 산란 법으로 구성되었다. 제안한 방법들을 평가하기 위하여 컴퓨터 모의 실험을 통해서 실제 응용 능력을 기존의 여러 방법들과 비교. 검토하였다. 실험 결과 2차 모멘트 이론을 바탕으로 한 관례적인 방법들은 가우시안 잡음 환경 (${\alpha}$=2인 $S{\alpha}S$ 잡음) 하에서만 시지연 추정이 가능하였고, 최근 제안된 Nikias[7]의 강건 시지연 추정법 들도 대부분이 제한된 임펄스 잡음 ($1<{\alpha}{\le}2$인 $S{\alpha}S$ 잡음)에 대해서만 그 성능이 입증된 반면, 본 연구에서 제안한 방법들은 가우시안 잡음 및 심한 임펄스 잡음 ($0<{\alpha}{\le}2$인 $S{\alpha}S$ 잡음) 하에서도 강건하게 시지연 추정이 가능함을 입증하였다.

• The Journal of Asian Finance, Economics and Business
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• 제5권3호
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• pp.19-29
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• 2018

This research examined the alternatives of Jensen's alpha (α) estimation models in the Capital Asset Pricing Model, discussed by Treynor (1961), Sharpe (1964), and Lintner (1965), using the robust maximum likelihood type m-estimator (MM estimator) and Bayes estimator with conjugate prior. According to finance literature and practices, alpha has often been estimated using ordinary least square (OLS) regression method and monthly return data set. A sample of 50 securities is randomly selected from the list of the S&P 500 index. Their daily and monthly returns were collected over a period of the last five years. This research showed that the robust MM estimator performed well better than the OLS and Bayes estimators in terms of efficiency. The Bayes estimator did not perform better than the OLS estimator as expected. Interestingly, we also found that daily return data set would give more accurate alpha estimation than monthly return data set in all three MM, OLS, and Bayes estimators. We also proposed an alternative market efficiency test with the hypothesis testing Ho: α = 0 and was able to prove the S&P 500 index is efficient, but not perfect. More important, those findings above are checked with and validated by Jackknife resampling results.

• 한국정보통신학회논문지
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• 제13권10호
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• pp.1981-1986
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• 2009

본 논문은 인공신경망을 이용한 새로운 매팅 기법을 제안한다. 매팅이란 영상에서 객체의 불투명도를 추정하는 기술이다. 매팅 기법을 이용하면 객체를 자연스럽게 추출할 수 있다. 먼저 trimap을 이용하여 영상을 배경 영역, 전경 영역, 미지 영역으로 구분한다. 배경 영역과 전경 영역의 정보를 이용하여 미지 영역 화소의 불투명도를 추정한다. 제안하는 알고리즘은 배경 영역과 전경 영역의 정보를 SOM을 이용하여 학습하고 그 결과를 이용하여 미지 영역의 각 화소의 불투명도를 추정한다. 본 논문에서는 배경 영역과 전경 영역의 정보를 학습하는 방법에 따라서 전역적 SOM matting과 지역적 SOM matting으로 구별한다. 제안하는 알고리즘의 성능을 평가하기 위하여 영상에 적용해보았다. 이를 통해 제안하는 알고리즘이 객체를 영상에서 분리 가능함을 확인 할 수 있다.

• 한국압력기기공학회 논문집
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• 제10권1호
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• pp.51-55
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• 2014

Based on the results of Probabilistic Safety Assessment(PSA) for a Nuclear Power Plant (NPP), Common Cause Failure(CCF) events have been recognized as one of the main contributors to the risk. Also, the CCF data and estimation method used in domestic PSA models have been pointed out as an issue with respect to the quality. The existing method of MGL and non-staggered testing even widely used were considered conservative in estimating the safety and had a limited capability in uncertainty analyses. Therefore, this paper presents the CCF estimation using a new generic data source and Alpha factor method. The analyses showed that Alpha factor and staggered method are effective in estimating the CCF contribution and risk insights of reference plant. This method will be a common bases for the optimization of new design for the construction plants as well as for the updating of safety assessment on the operating nuclear power plants.

• Journal of international Conference on Electrical Machines and Systems
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• 제3권4호
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• pp.458-464
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• 2014

This paper proposes the rotor position and rotor speed estimation for an interior permanent magnet synchronous machines (IPMSM) using Unscented Kalman Filter (UKF) in alpha-beta coordinate system. Conventional algorithms using UKF are based on the simple observer model of IPMSM in d-q coordinate system. Rotor acceleration is neglected within the sampling step. An expansion of the observer model in an alpha-beta coordinate system with the consideration of the rotor speed variation provides the improved rotor position and speed estimation. The results show good stability concerning the expansion of observer model for the IPMSM.

• Management Science and Financial Engineering
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• 제2권1호
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• pp.103-122
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• 1996

This paper presents an easily used graphical procedure for simultaneous estimation of the index, skewness, scale, and location parameters of the stable laws. First, the index $\alpha$ and skewness $\beta$ are estimated through the joint use of a tail length statistic $\widetilde{K_t}$ and a skewness statistic $\widetilde{K_s}$, both of which are functions of order statistics. Next, the function of order statistics needed for estimation of scale $\sigma$ and location $\mu$ are determined from a nomogram indexed on the estimates of $\alpha$ and $\beta$. Some applications and examples are provided.

• 응용통계연구
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• 제6권1호
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• pp.173-181
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• 1993

각 성분 문제에서, 표본의 크기가 상이한 경우 Dirichlet process prior에 대한 경험적 베이 즈에 대한 분포함수의 추정문제를 연구하였다. 특히, 위의 경험적 베이즈 문제에 사용할 수 있도록 Zehnwirth의 $\alpha(R)$을 수정하였다.

• 제어로봇시스템학회:학술대회논문집
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• 제어로봇시스템학회 1997년도 한국자동제어학술회의논문집; 한국전력공사 서울연수원; 17-18 Oct. 1997
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• pp.1635-1638
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• 1997

A measurement of conduction veloctiy of the action potentials along the muscle fibres has been applied to various diagnosis. When we measure muscle fiber conduction velocity, it occurs that not only change of conduction velocity but alos inclusion of mipulse component by physiological and experimental reason. So, robuster time delay estimation algorithm than general methods[1] is needed to find correct time delay form these signals. In this paper we, propose new time delay estimation algorithms, robust in impulsive noise, by using characteristic of .alpha.-stable distribution whcih defines impulsive noise well. Then we apply proposed algorthms to measure muscle fiber conduction velocity and compare them with other studies.