• Communications for Statistical Applications and Methods
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• v.29 no.4
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• pp.471-486
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• 2022

Autoregressive moving average (ARMA) models involve nonlinearity in the model coefficients because of unobserved lagged errors, which complicates the likelihood function and makes the posterior density analytically intractable. In order to overcome this problem of posterior analysis, some approximation methods have been proposed in literature. In this paper we first review the main analytic approximations proposed to approximate the posterior density of ARMA models to be analytically tractable, which include Newbold, Zellner-Reynolds, and Broemeling-Shaarawy approximations. We then use the Kullback-Leibler divergence to study the relation between these three analytic approximations and to measure the distance between their derived approximate posteriors for ARMA models. In addition, we evaluate the impact of the approximate posteriors distance in Bayesian estimates of mean and precision of the model coefficients by generating a large number of Monte Carlo simulations from the approximate posteriors. Simulation study results show that the approximate posteriors of Newbold and Zellner-Reynolds are very close to each other, and their estimates have higher precision compared to those of Broemeling-Shaarawy approximation. Same results are obtained from the application to real-world time series datasets.

• Journal of the Korean Operations Research and Management Science Society
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• v.32 no.4
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• pp.89-99
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• 2007

In this paper, an analytic model of a sleep mode operation in the IEEE 802.16e is investigated. A mobile subscriber station(MSS) goes to sleep mode after negotiations with the base station(BS) and wakes up periodically for a short interval to check whether there is downlink traffic to it. If the arrival of traffic is notified, an MSS returns to wake mode. Otherwise, it again enters increased sleep interval which is double as the previous one. In order to consider the situation more practically, we propose the sleep mode starting threshold, during which MSS should await packets before it enters the sleep mode. By modifying the M/G/l with multiple vacations model, energy consumption ratio(ECR) and average packet response time are calculated. Our analytic model provides potential guidance in determining the optimal parameters values such as sleep mode starting threshold, minimal sleep and maximal sleep window.

• 제어로봇시스템학회:학술대회논문집
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• 1994.10a
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• pp.665-671
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• 1994

Some extended results in the study of two-position alignment for strapdown inertial navigation system are presented. In [1], an observability analysis for two-position alignment was done by analytic rank test of the stripped observability matrix and numerical calculation of the error covariance propagation using ten-state error model. In this paper, it is done by an analytic approach which utilizes the nonsingular condition of the determinant of simplified stripped observability matrix and by numerical calculation of the error covariance propagation accomplished in more cases than [1], and the twelve-state error model including vertical channel is used instead of ten-state error model. In addition, it is confirmed that this approach more clearly produces the same result as shown in the original work in terms of complete observability and there exist some better two-position configurations than [1] using the twelve-state error model.

• Journal of Institute of Control, Robotics and Systems
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• v.15 no.12
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• pp.1216-1222
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• 2009

This article describes a simple method for generating the walking trajectory for the biped humanoid robot. The method used a simple inverted model instead of complex multi-mass model and a reasonable explanation for the model simplification is included. The problem of gait trajectory generation is to find the solution from the desired ZMP trajectory to CoG trajectory. This article presents the analytic solution for the bipedal gait generation on the bases of ZMP trajectory. The presented ZMP trajectory has Fourier series form, which has finite or infinite summation of sine and cosine functions, and ZMP trajectory can be designed by calculating the coefficients. From the designed ZMP trajectory, this article focuses on how to find the CoG trajectory with analytical way from the simplified inverted pendulum model. Time segmentation based approach is adopted for generating the trajectories. The coefficients of the function should be designed to be continuous between the segments, and the solution is found by calculating the coefficients with this connectivity conditions. This article also has the proof and the condition of solution existence.

• Korean Journal of Optics and Photonics
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• v.15 no.3
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• pp.200-213
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• 2004

The realization of partially coherent Gaussian Schell-model beams with isotropic cross section and anisotropic degree of coherence function is investigated theoretically. An optical system is devised to transform diffused light generated by passing the Gaussian beam of the He-Ne laser thorough a rotating holographic diffuser to the partially coherent Gaussian Schell-model beam with isotropic cross section and anisotropic degree of coherence function. Analytic design equations are formulated and design examples are presented.

• The Transactions of the Korean Institute of Electrical Engineers A
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• v.52 no.12
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• pp.705-712
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• 2003

In this paper, we propose new unified methodologies of reliability and its cost evaluation in power distribution systems. The unified method means that the proposed reliability approaches consider both conventional evaluation factor, i.e. sustained interruptions and additional ones, i.e. momentary interruptions and voltage sags. Because the three voltage quality phenomena generally originate from the outages on distribution systems, the basic and additional reliability indices are summarized considering the fault clearing mechanism. The proposed unified method is divided into the reliability evaluation for calculating the reliability indices and reliability cost evaluation for assessing the damage of customer. The analytic and probabilistic methodologies are presented for each unified reliability and its cost evaluation. The time sequential Monte Carlo technique is used for the probabilistic method. The proposed DVL(Demand Varying Load) model is added to the reliability cost evaluation substituting the average load model. The proposed methods are tested using the modified RBTS(Roy Billinton Test System) form and historical reliability data of KEPCO(Korea Electric Power Corporation) system. The daily load profile of the each customer type in domestic are gathered for the DVL model. Through the case studies, it is verified that the proposed methods can be effectively applied to the distribution systems for more detail reliability assessment than conventional approaches.

• Journal of the Korea Society of Computer and Information
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• v.10 no.4 s.36
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• pp.57-63
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• 2005

An accurate system modeling in the underground water analysis requires many accurate parameters on the spot, which have a huge volume, because it may be generated more inaccurate products than to use mathematical analytical solution in a case that a degree of permeation, undercurrent coefficients, boundary conditions, and so on, are inadequately estimated. Recently, handling these parameters easily has been an active area of research. In this paper, we propose a new method which handles these parameters easily and accurately for a system model management using a well-known MODFLOW model. Also, we incorporate this method into ArcView functions. Results of the proposed system incorporated into ArcView are displayed visually.

• Korea Journal of Hospital Management
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• v.24 no.3
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• pp.38-47
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• 2019

Purposes: Rapid aging and increase of high chronic diseases of the elderly are increasing the needs for expanding elderly care beyond the concept of treatment in medical institutions. This study is to discuss the core values, functions, and roles of municipal hospitals and suggest a suitable community care model. Methodology: The survey was collected twice derived from the domestic expert groups. This study analyzed experts' responses using Delphi method and Analytic Hierarchy Process, using Microsoft Excel 2016. Findings: Among the core values of the municipal hospitals, it was shown that community linkage had the highest priority. The publicity had the highest priority among the functions and roles of the municipal hospitals. In the community care models presented in this study, the model focused on 'Community Care Integration Center' showed highest relevance, suitability and applicability. Practical Implications: This study suggested three different community care models and derived the most suitable model for community care, which is focused on the municipal hospitals. It suggested effective application of the community care model to promote community care in each community.

• International Journal of Computer Science & Network Security
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• v.21 no.4
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• pp.84-92
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• 2021

Care services are a significant asset in human life. Care in its overall nature focuses on human needs and covers several aspects such as health care, homes, personal care, and education. In fact, care deals with many dimensions: physical, psychological, and social interconnections. Very little information is available on estimating the cost of care services that provided to orphans and abandoned children. Prediction of the cost of the care system delivered by governmental or non-governmental organizations to support orphans and abandoned children is increasingly needed. The purpose of this study is to analyze the care cost for orphanage organizations in Saudi Arabia to forecast the cost as well as explore the most influence factor on the cost. By using business analytic process that applied statistical and machine learning techniques, we proposed a model includes simple linear regression, Naive Bayes classifier, and Random Forest algorithms. The finding of our predictive model shows that Naive Bayes has addressed the highest accuracy equals to 87% in predicting the total care cost. Our model offers predictive approach in the perspective of business analytics.

• Coupled systems mechanics
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• v.11 no.2
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• pp.167-198
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• 2022

In this paper we deal with classical instability problems of heterogeneous Euler beam under conservative loading. It is chosen as the model problem to systematically present several possible solution methods from simplest deterministic to more complex stochastic approach, both of which that can handle more complex engineering problems. We first present classical analytic solution along with rigorous definition of the classical Euler buckling problem starting from homogeneous beam with either simplified linearized theory or the most general geometrically exact beam theory. We then present the numerical solution to this problem by using reduced model constructed by discrete approximation based upon the weak form of the instability problem featuring von Karman (virtual) strain combined with the finite element method. We explain how such numerical approach can easily be adapted to solving instability problems much more complex than classical Euler's beam and in particular for heterogeneous beam, where analytic solution is not readily available. We finally present the stochastic approach making use of the Duffing oscillator, as the corresponding reduced model for heterogeneous Euler's beam within the dynamics framework. We show that such an approach allows computing probability density function quantifying all possible solutions to this instability problem. We conclude that increased computational cost of the stochastic framework is more than compensated by its ability to take into account beam material heterogeneities described in terms of fast oscillating stochastic process, which is typical of time evolution of internal variables describing plasticity and damage.