• The Korean Journal of Applied Statistics
• /
• v.22 no.6
• /
• pp.1143-1152
• /
• 2009

A canonical correlation analysis(CCA)-based method is proposed for prediction of future climate change which combines information from ensembles of atmosphere-ocean general circulation models(AOGCMs) and observed climate values. This paper focuses on predictions of future climate on a regional scale which are of potential economic values. The proposed method is obtained by coupling the classical CCA with empirical orthogonal functions(EOF) for dimension reduction. Furthermore, we generate a distribution of climate responses, so that extreme events as well as a general feature such as long tails and unimodality can be revealed through the distribution. Results from real data examples demonstrate the promising empirical properties of the proposed approaches.

• Communications for Statistical Applications and Methods
• /
• v.27 no.2
• /
• pp.163-175
• /
• 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.

• Journal of the Korean Mathematical Society
• /
• v.58 no.1
• /
• pp.237-264
• /
• 2021

In this work the stationary bootstrap of Politis and Romano [27] is applied to the empirical distribution function of stationary and associated random variables. A weak convergence theorem for the stationary bootstrap empirical processes of associated sequences is established with its limiting to a Gaussian process almost surely, conditionally on the stationary observations. The weak convergence result is proved by means of a random central limit theorem on geometrically distributed random block size of the stationary bootstrap procedure. As its statistical applications, stationary bootstrap quantiles and stationary bootstrap mean residual life process are discussed. Our results extend the existing ones of Peligrad [25] who dealt with the weak convergence of non-random blockwise empirical processes of associated sequences as well as of Shao and Yu [35] who obtained the weak convergence of the mean residual life process in reliability theory as an application of the association.

• Journal of the Korean Ceramic Society
• /
• v.31 no.12
• /
• pp.1449-1458
• /
• 1994

A new analytical model which can discribe the relationship between the bridging stress and the crack opening displacement was proposed to investigate the microstructural effect on the R-curve behavior in a polycrystalline alumina. The crack opening displacement according to the distance behind the stationary crack tip was measured using in-situ fracture technique in an SEM, and then used for a fitting procedure to obtain the distribution of bridging stress. The current model and an empirical power law relation were introduced into the fitting procedure. The results indicated that the bridging stress function and R-curve computed by the current model were consistent with those computed by the power law relation. The microstructural factor, e.g., the distribution of grain size, was also found to be closely related to the bridging stress. Thus, this model explained well the interaction effect between the distribution of bridging stress and the local-fracture-controlling microstructure, providing important information for the systematic interpretation of microfracture mechanism including R-curve behavior of a monolithic alumina.

• Journal of Electrical Engineering and Technology
• /
• v.13 no.5
• /
• pp.1807-1813
• /
• 2018

In this paper, the fault line selection and location problems of single line-to-ground (SLG) fault in distribution network are addressed. Firstly, the adaptive filtering property for empirical mode decomposition is formulated. Then in view of the different characteristics showed by the intrinsic mode functions(IMF) under different fault inception angles obtained by empirical mode decomposition, the sign of peak value about the low-frequency IMF and the capacitance transient energy is chosen as the fault line selection criteria according to the different proportion occupied by the low-frequency components. Finally, the fault location is determined based upon the comparison result with adjacent fault passage indicators' (FPI) waveform on the strength of the interaction between the distribution terminal unit(DTU) and the FPI. Moreover, the logic nodes regarding to fault line selection and location are newly expanded according to IEC61850, which also provides reference to acquaint the DTU or FPI's function and monitoring. The simulation results validate the effectiveness of the proposed fault line selection and location methods.

• Journal of Astronomy and Space Sciences
• /
• v.39 no.1
• /
• pp.11-22
• /
• 2022

It is suggested that magnetosonic waves (also known as equatorial noise) can scatter radiation belt electrons in the Earth's magnetosphere. Therefore, it is important to understand the global distribution of these waves between the proton cyclotron frequency and the lower hybrid resonance frequency. In this study, we developed an empirical model for estimating the global distribution of magnetosonic wave amplitudes and wave normal angles. The model is based on the entire mission period (approximately 2012-2019) of observations of Van Allen Probes A and B as a function of the distance from the Earth (denoted by L^*), magnetic local time (MLT), magnetic latitude (λ), and geomagnetic activity (denoted by the Kp index). In previous studies the wave distribution inside and outside the plasmasphere were separately investigated and modeled. Our model, on the other hand, identifies the wave distribution along with the ambient plasma environment-defined by the ratio of the plasma frequency (f_pe) to the electron cyclotron frequency (f_ce)-without separately determining the wave distribution according to the plasmapause location. The model results show that, as Kp increases, the dayside wave amplitude in the equatorial region intensifies. It thereby propagates the intense region towards the wider MLT and inward to L^* < 4. In contrast, the f_pe/f_ce ratio decreases with increasing Kp for all regions. Nevertheless, the decreasing aspect differs between regions above and below L^* = 4. This finding implies that the particle energy and pitch angle that magnetosonic waves can effectively scatter vary depending on the locations and geomagnetic activity. Our model agrees with the statistically observed wave distribution and ambient plasma environment with a coefficient of determination of > 0.9. The model is valid in all MLTs, 2 ≤ L^* < 6, |λ| < 20°, and Kp ≤ 6.

• Journal of the Korean Geographical Society
• /
• v.44 no.1
• /
• pp.1-16
• /
• 2009

This study aims to classify climate zones using Empirical Orthogonal Function and clustering analyses considering both air temperature and rainfall features in South Korea. When examining climatic characteristics of air temperature and rainfall by seasons, the distribution of air temperature is affected by topography and latitude for all seasons in South Korea. The distribution of rainfall demonstrated that the Yeongdong area, the southern coastal area and Jeju island have higher rainfall while the central area in Gyeongsangbuk-do is the least rainfall area. Clustering analyses of average linkage method and Ward's method was carried out using input variables derived from principal component scores calculated through Empirical Orthogonal Function analysis for air temperature and rainfall. Ward's method showed the best result of classification of climate zones. It was well reflected effects of topography, latitude, sea, the movement of surface pressure systems, and an administrative district.

• The Journal of Fisheries Business Administration
• /
• v.45 no.1
• /
• pp.1-16
• /
• 2014

The study attempts to show that the theory of critical environmental variation quantum(CEVQ) has a sound logical basis and empirical support. It is well known that the theory of critical environmental variation quantum is derived from the theory of biological probability distibution function and the central limit theorem(CLT) in statistics. The study uses the case study of fisheries damages compensation caused br the public marine construction undertaken in the area do Anjeong Bay in the city of Tongyeong for empirical test of theory of CEVQ. The results shows that the CEVQ theory perfoms a good job in measuring quantatively fjsheries damages caused by outflow of cold water due to the operation of LNG company since 2002. Therefore the study proves that the CEVQ theory is a good theory having internal consistency and empirical applicability.

• International Journal of Naval Architecture and Ocean Engineering
• /
• v.9 no.4
• /
• pp.439-445
• /
• 2017

Plunging breaker slamming pressures on vertical or sloping sea dikes are one of the most severe and dangerous loads that sea dike structures can suffer. Many studies have investigated the impact forces caused by breaking waves for maritime structures including sea dikes and most predictions of the breaker forces are based on empirical or semi-empirical formulae calibrated from laboratory experiments. However, the wave breaking mechanism is complex and more research efforts are still needed to improve the accuracy in predicting breaker forces. This study proposes a semi-empirical formula, which is based on impulse-momentum relation, to calculate the slamming pressure due to plunging wave breaking on a sloping sea dike. Compared with some measured slamming pressure data in two literature, the calculation results by the new formula show reasonable agreements. Also, by analysing probability distribution function of wave heights, the proposed formula can be converted into a probabilistic expression form for convenience only.

• Journal of Korean Society for Quality Management
• /
• v.31 no.4
• /
• pp.164-175
• /
• 2003

This paper investigates bootstrap confidence intervals of the process capability index(PCI) based on the expected loss derived from the empirical distribution function(EDF). The PCI based on the expected loss is too complex to derive its confidence interval analytically, so the bootstrap method is a good alternative. We propose three types of the bootstrap confidence interval; the standard bootstrap(SB), the percentile bootstrap(PB), and the acceleration biased­corrected percentile bootstrap(ABC). We also perform a comprehensive simulation study under various process distributions, in order to compare the accuracy of the coverage probability of the bootstrap confidence intervals. In most cases, the coverage probabilities of the bootstrap confidence intervals from the EDF PCI turned out to be more accurate than those from the PCI based on the normal distribution. It is expected that the bootstrap confidence intervals from the EDF PCI can be utilized in real processes where the true distribution family may not be known.