• Communications for Statistical Applications and Methods
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• 제26권1호
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• pp.11-25
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• 2019

The present paper utilizes auxiliary information to neutralize the effect of non-response for estimating the population mean. Improved ratio type estimators for population mean have been proposed and their properties are studied. These estimators are suggested for both single phase sampling and two phase sampling in presence of non-response. Empirical studies are conducted to validate the theoretical results and demonstrate the performance of the proposed estimators. The proposed estimators are shown to perform better than those used by Cochran (Sampling Techniques (3rd ed), John Wiley & Sons, 1977), Khare and Srivastava (In Proceedings-National Academy Science, India, Section A, 65, 195-203, 1995), Rao (Randomization Approach in Incomplete Data in Sample Surveys, Academic Press, 1983; Survey Methodology 12, 217-230, 1986), and Singh and Kumar (Australian & New Zealand Journal of Statistics, 50, 395-408, 2008; Statistical Papers, 51, 559-582, 2010) under the derived optimality condition. Suitable recommendations are put forward for survey practitioners.

• 동아시아경상학회지
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• 제8권4호
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• pp.45-65
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• 2020

Purpose - This paper is to analyze the system and the models of financial analysis in the assessment of economic consistency and the creditability of borrower. To test the process of complex express-analysis, it is utilized by the concentric matrix models by using the matrix of 5×5.. Research design, data, and methodology - The estimation of economic consistency, the creditworthiness, the complex express-analysis with application of concentric matrix models were carried out on the basis of data of the report for the 2017 of corporations POSCO and in the first half of the 2018 Daewoo Shipbuilding & Marine Engineering of South Korea. Results - This paper focused on the unbalance of the corporate financial structure (capital, receivable) and the assessment of sustainability development, taking into account the liquidity, solvency, financial sustainability and economic viability of the enterprise. Conclusions - this paper also consider the theoretical means of regulating receivables. The material is presented in the pedagogical context and appendix of the conclusion.

• Communications for Statistical Applications and Methods
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• 제29권3호
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• pp.333-351
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• 2022

The skew-t distribution is an attractive family of asymmetrical heavy-tailed densities that includes the normal, skew-normal and Student's-t distributions as special cases. In this work, we propose an EM-type algorithm for computing the maximum likelihood estimates for skew-t linear regression models with censored response. In contrast with previous proposals, this algorithm uses analytical expressions at the E-step, as opposed to Monte Carlo simulations. These expressions rely on formulas for the mean and variance of a truncated skew-t distribution, and can be computed using the R library MomTrunc. The standard errors, the prediction of unobserved values of the response and the log-likelihood function are obtained as a by-product. The proposed methodology is illustrated through the analyses of simulated and a real data application on Letter-Name Fluency test in Peruvian students.

• The Journal of Asian Finance, Economics and Business
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• 제9권4호
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• pp.197-212
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• 2022

The study uses the audited financial statements of 26 Vietnamese commercial banks listed on the Ho Chi Minh City Stock Exchange (HOSE) and Hanoi Stock Exchange (HOSE) during the 2008-2018 period to estimate the system GMM model, which provides empirical evidence on the effect of the variables of customer deposit to total assets (DEPO) ratio, loan to assets (LTA) ratio, liquidity of commercial banks (LIQ), credit development (CRD) ratio, external funding (EFD) ratio, and credit loss provision (LLP) ratio on liquidity risk. The study confirms that commercial banks' internal factors play the most important role, and there is no empirical evidence on macro variables that affect liquidity risk. Finally, in accordance with the theoretical framework, the study uses an estimation method with the R language and the bootstrap methodology to give empirical proof of the nonlinear correlation and U-shaped graph between commercial bank size and liquidity risk. The importance of commercial bank size in absorbing and moderating the effects of liquidity shocks is demonstrated, however, excessive growth in commercial bank size would increase liquidity risk in commercial bank operations.

• Smart Structures and Systems
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• 제30권3호
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• pp.239-243
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• 2022

We investigate the influence of nonlinear viscoelastic damping on the response of a cantilever sensor covered by piezoelectric layers in a symmetric or asymmetric configuration. We formulate an initial-boundary-value problem which consistently incorporates both geometric and material nonlinearities including the effect of viscoelastic damping which cannot be ignored for micro- and nano-mechanical sensor operation in a vacuum environment. We employ an asymptotic multiple-scales methodology to yield the system nonlinear frequency response near its primary resonance and employ a model-based estimation procedure to deduce the system damping backone curve from controlled experiments in vacuum. We discuss the effect of nonlinear damping on sensor applications for scanning probe microscopy.

• Asian Journal of Business Environment
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• 제12권3호
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• pp.23-30
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• 2022

Purpose: This study aims to determine the effect of broadband access, education level, population numbers, and investment on the unemployment rate in Indonesia. Research design, data, and methodology: This study uses panel data from 34 provinces from 2016 to 2019. The analysis uses the fixed-effect model for panel data with the Feasible Generalized Least Square (FGLS) estimation method. Results: Broadband access has a negative and significant effect on the unemployment rate. Mean years of school, population, and foreign direct investment also have a negative and significant impact on the unemployment rate. In contrast, the domestic direct investment variable has a positive and significant effect. Conclusion: The availability of broadband access in an area allows easier and faster access to information. The ease of access to such information can affect producing goods and services, encouraging innovation and employment growth, and reducing the unemployment rate. This research recommends that the government intensify the Indonesia Broadband Plan policy to accelerate the development and equitable distribution of broadband access in all regions of Indonesia.

• Journal of Korea Trade
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• 제23권2호
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• pp.110-126
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• 2019

Purpose - This paper examines the recently realized continuous volatility and discrete jumps of US Dollar/Euro returns using the frequency of five minute returns spanning the period from February 2010 through February 2018with periodicity filters. Design/Methodology - This paper adopts the nonparametric estimation. The realized volatility and Realized Outlying Weighted variations show non-Gaussian, fat-tailed, and leptokurtic distributions. Some significant volatility jumps in returns occurred from 2010 through 2018, and the very exceptionally large and irregular jumps occurred around 2010-2011, after the EU financial crisis, and 2015-2016. The outliers occurred somewhat frequently around the years of 2015 and 2016. Originality/value - When we include periodicity filters of volatility such as MAD, Short Half Scale, and WSD, the five minute returns of US Dollar/Euro exchange rates have smaller daily jump probabilities by 20-30% than when we do not include the periodicity filters of volatility. Thus, when we consider the periodicity filters of volatility such as MAD, Short Half Scale, and WSD, the five minute returns of US Dollar/Euro have considerably smaller jump probabilities.

• Nuclear Engineering and Technology
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• 제54권3호
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• pp.811-816
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• 2022

This work presents the methodology used to expand the capabilities of the Monte Carlo code OpenMC for the calculation of reactor kinetic parameters: effective delayed neutron fraction β_eff and neutron generation time L. The modified code, OpenMC(Time-Dependent) or OpenMC(TD), was then used to calculate the effective delayed neutron fraction by using the prompt method, while the neutron generation time was estimated using the pulsed method, fitting Λ to the decay of the neutron population. OpenMC(TD) is intended to serve as an alternative for the estimation of kinetic parameters when licensed codes are not available. The results obtained are compared to experimental data and MCNP calculated values for 18 benchmark configurations.

• International Journal of Computer Science & Network Security
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• 제23권9호
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• pp.157-161
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• 2023

Reliability is one of the computable quality features of the software. To assess the reliability the software reliability growth models(SRGMS) are used at different test times based on statistical learning models. In all situations, Tradational time-based SRGMS may not be enough, and such models cannot recognize errors in small and medium sized applications.Numerous traditional reliability measures are used to test software errors during application development and testing. In the software testing and maintenance phase, however, new errors are taken into consideration in real time in order to decide the reliability estimate. In this article, we suggest using the Weibull model as a computational approach to eradicate the problem of software reliability modeling. In the suggested model, a new distribution model is suggested to improve the reliability estimation method. We compute the model developed and stabilize its efficiency with other popular software reliability growth models from the research publication. Our assessment results show that the proposed Model is worthier to S-shaped Yamada, Generalized Poisson, NHPP.

• 한국정보처리학회:학술대회논문집
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• 한국정보처리학회 2009년도 추계학술발표대회
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• pp.607-608
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• 2009

최근 7.7 DDoS 대란과 폭발적인 SPAM 발송과 같은 다양한 봇넷의 악성행위는 정보 시스템에 막대한 악영향을 미친다. 특히, 봇넷의 구조적 특징인 좀비PC의 제어는 네트워크 환경에서는 다양한 악성 행위를 유발한다. 때문에, 봇넷 탐지와 관련한 다양한 연구가 시도되었지만, 탐지의 한계점을 지니고 있다. 즉, 기존의 봇넷 탐지 방법은 임의의 임계값을 설정하고, 그 값을 벗어나는 시점에서 경고를 보내어 탐지하게 된다. 하지만, 전문가에 의한 임계값 설정은 자칫 오탐율과 미탐율을 야기할 수 있다. 따라서, 본 논문에서는 봇넷 탐지를 보다 능동적으로 하기 위하여 특정 타임 윈도우 구간동안의 봇넷이 유발하는 네트워크 트래픽을 분석하고 마르코프 체인을 응용한 학습을 하여 능동적으로 적용 가능한 임계값을 측정 방법론에 대하여 고찰하고자 한다.