• Communications for Statistical Applications and Methods
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• 제27권1호
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• pp.79-95
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• 2020

The globalization of financial markets has broadened investment opportunities. International investors' investment portfolios consist of financial instruments from various countries; consequently, the risks associated with economic dependence among countries should be carefully considered. Step-down equity-linked securities (ELS) are a structured financial product that have recently become popular among Korean investors. Payoffs are based on two or three stock indices from different regions; therefore, dependence between the indices should be reflected in the risk analysis. In this study, we consider a regime-switching copula model to describe the joint behavior of two stock indices- the Eurostoxx50 and the Hang Seng China Enterprises Index (HSCEI). These indices are commonly used as underlying assets of step-down ELS. Using historical data, we analyze the risk associated with step-down ELS through the probabilities of early redemption. A regime-switching copula model can accommodate complicated dependence. Thus, it should be considered in the risk analysis of step-down ELS.

• 대한안전경영과학회지
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• 제15권1호
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• pp.283-292
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• 2013

This paper aims to propose a new steps of hypothesis testing using analysis process and improvement process in the six sigma DMAIC. The six sigma implementation models proposed in this paper consist of six steps. The first step is to establish a research hypothesis by specification directionality and FBP(Falsibility By Popper). The second step is to translate the research hypothesis such as RHAT(Research Hypothesis Absent Type) and RHPT(Research Hypothesis Present Type) into statistical hypothesis such as $H_0$(Null Hypothesis) and $H_1$(Alternative Hypothesis). The third step is to implement statistical hypothesis testing by PBC(Proof By Contradiction) and proper sample size. The fourth step is to interpret the result of statistical hypothesis test. The fifth step is to establish the best conditions of product and process conditions by experimental optimization and interval estimation. The sixth step is to draw a conclusion by considering practical significance and statistical significance. Important for both quality practitioners and academicians, case analysis on six sigma projects with implementation guidelines are provided.

• 한국전산구조공학회논문집
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• 제13권1호
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• pp.139-146
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• 2000

본 연구는 철골 건축구조물에 관한 정보의 표현과 교환을 위하여 STEP을 이용한 구조해석 및 설계용 통합 시스템의 모델을 제시한다. 이러한 통합시스템을 구축하기 위하여 철골 구조물 제품모델을 위한 AP 230을 근간으로 기하 및 위상 정보를 나타낼 수 있는 Part 42와 상세한 구조해석을 표현할 수 있는 Part 104을 추가시키고자 한다. 이렇게 함으로서 철골구조물에 관한 종합적인 엔지니어링 정보의 표현을 보다 명확하게 하고 또한 정보의 교환을 보다 쉽게 할 수 있게 된다. 이러한 통합시스템의 개발모델에 따르면 구조물에 관한 상세정보와 시공정보들도 쉽게 추가할 수 있다.

• 한국컴퓨터정보학회논문지
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• 제12권4호
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• pp.179-189
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• 2007

고객이 제품을 구매할 때에는 항시 구매패턴이 생기기 마련인데, 이러한 구매패턴을 찾아 나가는 과정을 장바구니 분석이라 부른다. 장바구니 분석은 Microsoft Association Algorithm에서는 두 가지 단계로 구성되어 있는데, 첫 번째 단계는 빈발항목집합을 찾아내는 과정이고, 두 번째 단계는 첫 번째 단계에서 찾은 빈발항목집합을 근거로 하여 이들의 중요도를 비교하는 단순한 계산과정이다. 빈발항목집합을 찾아내는 첫 번째 단계는 장바구니 분석에 있어서 핵심부분임에도 불구하고, OLAP 큐브에 적용할 때에는 추적분석이 불가능해지거나 허구의 빈발항목집합이 생성되는 등 여러 문제가 발생하게 된다. 본 연구에서는 장바구니 분석에 있어서 추적분석을 가능하게 하고 실제의 빈발항목집합만을 생성시키는 새로운 OLAP 큐브 구조의 설계법을 제안하고 있다.

• Advances in aircraft and spacecraft science
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• 제5권3호
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• pp.385-400
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• 2018

In this paper dynamic behavior (modal analysis and dynamic transient response) of a novel sandwich T-joint is numerically and experimentally investigated. An epoxy adhesive is selected for bonding purpose and making the step wise graded behavior of adhesive region. The effect of the step graded behavior of the adhesive zone on dynamic behavior of a sandwich T-joint is numerically studied. Finite element analysis (FEA) of the T-joints with carbon fiber reinforced polymer (CFRP) face-sheets is performed by ABAQUS 6.12-1 FEM code software. Modal analysis and dynamic half-sine transient response of the sandwich T-joint are presented in this paper. Two verification processes employed to verify the dynamic modeling of the manufactured sandwich panels and T-joint modeling. It has been shown that the step wise graded adhesive zone cases have changed the second natural frequency by about 5%. Also, it has been shown that the different arranges in the step wise graded adhesive zone significantly affect the maximum stresses due to transient dynamic loading by 1112% decrease in maximum peel stress and 691.9% decrease in maximum shear stress on the adhesive region.

• 산업경영시스템학회지
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• 제29권4호
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• pp.43-50
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• 2006

The objective of this research is to select the most effective technique from AMT (Advanced Manufacturing Technologies) and IMP (Innovative Management Practices) for improving manufacturing performance in shipbuilding enterprises. The research consists of several principal steps. The first step is to design critical criteria in evaluating manufacturing performance in shipbuilding enterprises. The second step is to develop sub-criteria of the critical criteria. The third step is to develop a four level AHP (Analytic Hierarchy Process) structure using the critical criteria, sub-criteria and techniques from AMT and IMP. The fourth step is to develope the pairwise comparison matrix by each level of AHP structure, which was based on survey data collected at the H heavy industry. And the last step is to select the most effective technique from AMT and IMP by using AHP analysis. The results of AHP analysis did not show clear difference in priority between techniques of AMT and IMP in terms of manufacturing performance of the shipbuilding enterprise. Thus, each critical criterion was assigned modified weights and examined the priority change of techniques by conducting performance sensitivity analysis.

• 대한인간공학회지
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• 제26권4호
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• pp.103-111
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• 2007

The purpose of this study is to categorize and analyze the body shape of obese Korean men that are needed for industrial design. Using the anthropometric data that were surveyed through the 5^th Size Korea project, this study was conducted in four steps mostly through the multivariate statistical analysis. In the first step, Broca, BMI, WHR indices are used to define obesity and select obese men from Korean adults and teens. After 34 human anthropometric variables are supposed to be related to obesity were extracted through an expect survey. In the second step, a factor analysis was executed for those human anthropometric variables. Through this analysis, we obtained the human body factors that are related to the representation of obesity. Then the third step, we used a cluster analysis from the result of the factor analysis. And ANOVA analysis was also conducted to obtain the critical obese human anthropometric variables. In the final step, we found the characteristics of the body types of obese men according to clusters and ages. The body types of obese men classified in the study are expected to be applied to product design for clothing, furniture, automobile packaging, etc.

• 한국지진공학회논문집
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• 제26권1호
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• pp.23-30
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• 2022

This study proposed a simplified finite element analysis procedure for designing the nonstructural masonry wall in the out-of-plane direction. The proposed method is a two-step elastic analysis procedure by bilinearizing the behavior of the masonry wall. The first step analysis was conducted with initial stiffness representing the behavior up to the effective-yield point, and the second step analysis was conducted with post-yield stiffness. In addition, the orthotropic material property of the masonry was considered in the FE analysis. The maximum load was estimated as the sum of the maximum loads in the first and second step analyses. The maximum load was converted into the moment coefficients and compared with those from the yield line method applied in Eurocode 6. The moment coefficients calculated through the proposed procedure showed a good match with those from the yield line method with less than 6% differences.

• Structural Engineering and Mechanics
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• 제45권4호
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• pp.521-542
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• 2013

In this study a truss model is used for the geometrically nonlinear static and dynamic analysis of a thin shallow arch subject to snap-through. Thanks to the very simple geometry of a truss, the equilibrium conditions can be easily written and the global stiffness matrix can be easily updated with respect to the deformed structure, within each step of the analysis. A very coarse discretization is applied; so, in a very simple way, the high frequency modes are suppressed from the beginning and there is no need to develop a complicated reduced-order technique. Two short computer programs have been developed for the geometrically nonlinear static analysis by displacement control of a plane truss model of a structure as well as for its dynamic analysis by the step-by-step time integration algorithm of trapezoidal rule, combined with a predictor-corrector technique. These two short, fully documented computer programs are applied on the geometrically nonlinear static and dynamic analysis of a specific thin shallow arch subject to snap-through.

• 한국소음진동공학회:학술대회논문집
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• 한국소음진동공학회 2003년도 춘계학술대회논문집
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• pp.130-135
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• 2003

This paper presents the method for structure borne noise analysis of a flexible body in multibody system. The proposed method is the superposition method using flexible muitibody dynamic analysis and finite element one. This method is executed in 3 steps. In the la step, time dependent quantities such as dynamic loads, modal coordinates ana gross body motion of the flexible body are calculated efficiently through flexible multibody dynamic analysis. And frequency response functions are computed using Fourier transforms of those time dependent quantities. In the 2$\^$nd/ step, acoustic pressure coefficients are obtained through structure-acoustic coupling analysis by finite element analysis. In the final step, frequency responses of acoustic pressure at the acoustic nodes are recovered through linear superposition of frequency response functions with acoustic pressure coefficients. The accuracy of the proposed method is verified in the numerical example of a simple car model.