• Journal of the Korean Statistical Society
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• 제28권2호
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• pp.235-251
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• 1999

In this paper we examine extremal behavior of a $textsc{k}$th-order stationary Markov chain {X\ulcorner} by considering excesses over a high level which typically appear in clusters. Excesses over a high level within a cluster define a cluster damage, i.e., a normalized sum of all excesses within a cluster, and all excesses define a damage point process. Under some distributional assumptions for {X\ulcorner}, we prove convergence in distribution of the cluster damage and obtain a representation for the limiting cluster damage distribution which is well suited for simulation. We also derive formulas for the mean and the variance of the limiting cluster damage distribution. These results guarantee a compound Poisson limit for the damage point process, provided that it is strongly mixing.

• 한국소음진동공학회:학술대회논문집
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• 한국소음진동공학회 2003년도 추계학술대회논문집
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• pp.47-55
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• 2003

This paper Presents active control algorithm using probability density function of structural energy. It is assumed that the structural energy under excitation has Rayleigh probability distribution. This assumption is based on the fact that Rayleigh distribution satisfies the condition that the structural energy is always positive and the occurrence probability of minimum energy is zero. The magnitude of control force is determined by the probability that the structural energy exceeds the specified target critical energy, and the sign of control force is determined by Lyapunov controller design method. Proposed control algorithm shows much reduction of peak responses under seismic excitation compared to LQR controller, and it can consider control force limit in the controller design. Also, chattering problem which sometimes occurs in Lyapunov controller can be avoided.

• 대한전기학회:학술대회논문집
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• 대한전기학회 1998년도 하계학술대회 논문집 C
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• pp.915-917
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• 1998

Optimal routing of distribution networks can be attained by keeping the line power capacity limit to handle load requirements, acceptable voltage at customer loads, and the reliability indices such as SAIFI, SAIDI, CAIDI, and ASAI limits. This method is composed of optimal loss reduction and optimal reliability cost reduction. The former is solved relating to the conductor resistance of all alternative routes, and the latter is solved relating to the failure rate and duration of each alternative route. The routing considering optimal loss only and both optimal loss and optimal reliability cost are compared in this paper. The results showed that reliability cost should be considered as well as loss reduction to achieve the optimal routing in the distribution networks.

• International Journal of Reliability and Applications
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• 제2권4호
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• pp.263-268
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• 2001

Shanmugam(1991) generalized the Poisson distribution to capture a restriction on the incidence rate $\theta$ (i.e. $\theta$ ＜ $\beta$, an unknown upper limit), and named it incidence rate restricted Poisson (IRRP) distribution. Using Neyman's C($\alpha$) concept, Shanmugam then devised a hypothesis testing procedure for $\beta$ when $\theta$ remains unknown nuisance parameter. Shanmugam's C ($\alpha$) based .results involve inverse moments which are not easy tools, This article presents an alternate testing procedure based on likelihood ratio concept. It turns out that likelihood ratio test statistic offers more power than the C($\alpha$) test statistic. Numerical examples are included.

• 대한전기학회:학술대회논문집
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• 대한전기학회 2004년도 하계학술대회 논문집 B
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• pp.1073-1075
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• 2004

Permanent magnet high-speed machines are small size compared with general motor of the same power and so must minimize generating heat, as well rotor structure is simple and strong for born centrifugal force. Especially, Material of each part is given thermal limit therefore temperature distribution vary important. In this paper, heat transfer coefficient of permanent magnet high-speed machines with 5-kW 40,000 rpm is calculated and temperature distribution due to power loss is predicted by finite element analysis.

• Communications for Statistical Applications and Methods
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• 제27권2호
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• pp.163-175
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• 2020

We consider a wide class of general weakly-dependent processes, called ψ-weak dependence, which unify almost all weak dependence structures of interest found in statistics under natural conditions on process parameters, such as mixing, association, Bernoulli shifts, and Markovian sequences. For detecting the tail behavior of the weakly dependent processes, change point tests are developed by means of cumulative sum (CUSUM) statistics with the empirical distribution functions of sample extremes. The null limiting distribution is established as a Brownian bridge. Its proof is based on the ψ-weak dependence structure and the existence of the phantom distribution function of stationary weakly-dependent processes. A Monte-Carlo study is conducted to see the performance of sizes and powers of the CUSUM tests in GARCH(1, 1) models; in addition, real data applications are given with log-returns of financial data such as the Korean stock price index.

• Food Science and Biotechnology
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• 제17권6호
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• pp.1352-1356
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• 2008

Bootstrap method, a computer-intensive statistical technique to estimate the distribution of a statistic was applied to deal with uncertainty and variability of the experimental data in stochastic prediction modeling of microbial growth on a chill-stored food. Three different bootstrapping methods for the curve-fitting to the microbial count data were compared in determining the parameters of Baranyi and Roberts growth model: nonlinear regression to static version function with resampling residuals onto all the experimental microbial count data; static version regression onto mean counts at sampling times; dynamic version fitting of differential equations onto the bootstrapped mean counts. All the methods outputted almost same mean values of the parameters with difference in their distribution. Parameter search according to the dynamic form of differential equations resulted in the largest distribution of the model parameters but produced the confidence interval of the predicted microbial count close to those of nonlinear regression of static equation.

• Wind and Structures
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• 제27권5호
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• pp.283-291
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• 2018

This study presents the reliability assessment of a 100.5 m tall reinforced concrete chimney at a glass factory under wind loading by using vibration-based identified modal values. Ambient vibration measurements were recorded and modal values such as frequencies, shapes and damping ratios were identified by using Enhanced Frequency Domain Decomposition (EFDD) method. Afterwards, Finite Element Model (FEM) of the chimney was verified based on identified modal parameters. Reliability assessment of the chimney under wind loading was performed by obtaining the exceedance probability of demand to capacity distribution. Demand distribution of the chimney was developed under repetitive seeds of multivariate stochastic wind fields generated along the height of chimney. Capacity distribution of the chimney was developed by Monte Carlo simulation. Finally, it was found that reliability of the chimney is lower than code suggested limit values.

• 산경연구논집
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• 제15권8호
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• pp.1-12
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• 2024

Purpose: Marketing networks are essential for firms to gain new information and resources, yet their effect on innovation performance under uncertainty remains unclear. This study aims to elucidate the effects of technological and demand variability on the innovation performance of first-tier suppliers, considering different levels of structural holes. It particularly explores how structural holes moderate the relationship between uncertain factors and innovation performance. Research design, data and methodology: To assess the hypotheses, a survey was conducted with the first-tier suppliers. The survey targeted internal networks and the relationships between manufacturers, suppliers, and subsuppliers. Structural equation modeling was employed to validate the hypotheses using measures from previous research. Results: The findings indicate that the impact of technological uncertainty and demand variability on innovation performance varies based on the extent of structural holes in the network. Conclusions: This study provides both theoretical and practical insights for distribution channels, highlighting the competitive advantage of interfirm networks in uncertain conditions. However, the focus on the engineering industry may limit the generalizability of the findings. Future research should explore a broader range of industries to improve result applicability.

• 한국세라믹학회지
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• 제40권7호
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• pp.677-682
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• 2003

석탄회.점토의 무게비가 7 : 3인 슬립에 대하여 그 해교정도에 따라 slip을 F(Flocculated), M(Moderate) 및 D(Dispersed)의 3종류로 제조하고 이로부터 소결체를 합성하여 시편의 물성과 슬립 특성과의 관계를 분석하였다. Slip F는 응집입자의 크기분포가 넓은 반면 slip D는 입도분포가 좁고 11 $\mu\textrm{m}$ 이상의 큰 응집입자가 거의 존재하지 않았다. 성형체의 기공은 슬립의 종류에 관계없이 1~4 $\mu\textrm{m}$ 범위 내에 분포하며 소결 후에는 1 $\mu\textrm{m}$ 이하의 미세기공은 거의 소멸된 반면, 큰 기공은 1 $\mu\textrm{m}$ 정도 더 성장하였다. Slip F의 경우에 소결 후 기공분포는 slip M과 D에 비하여 주피크의 높이가 높고 폭이 좁았으며, large pore limit (가장 큰 기공 크기)가 5.1 $\mu\textrm{m}$로 다른 슬립 성형체보다 작았다. 입자가 잘 분산된 슬립(slip D)보다는 약간 응집된 슬립(slip F)이 소결시 시편내 거대기공의 생성을 억제함으로서 높은 압축강도를 얻는데 유리하였다. 이상의 결과로부터 소결체의 기계적 특성은 기공분포에 크게 의존하며, 이는 슬립의 분산특성을 제어함으로서 가능함을 알 수 있다.