• Journal of applied mathematics & informatics
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• v.42 no.2
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• pp.223-235
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• 2024

In this paper, our primary focus revolves around the examination of a set of fractional stochastic models. Through our investigation, we can establish the presence of a solution and its distinctiveness. Additionally, we employ a moment-based algorithm to estimate the coefficients within these models and provide evidence that these estimations maintain their asymptotic characteristics. To support this claim, we conduct experimental studies using simulations and numerical examples.

• Communications for Statistical Applications and Methods
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• v.12 no.1
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• pp.101-115
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• 2005

We propose in this article a procedure for testing unit and fractional orders of integration, with the roots simultaneously occurring in the trend, the seasonal and the cyclical component of the time series. The tests have standard null and local limit distributions. However, finite sample critical values are computed, and several Monte Carlo experiments conducted across the paper show that the rejection frequencies against unit (and fractional) orders of integration are relatively high in all cases. The tests are applied to the UK consumption and income series, the results showing the importance of the roots corresponding to the trend and the seasonal components and, though the unit roots are found to be fairly suitable models, we show that fractional processes (including one for the cyclical component) may also be plausible alternatives in some cases.

• Water for future
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• v.20 no.4
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• pp.257-266
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• 1987

The existing stochastic models for the data with hydrologic persistence can be classified into two categories; the short-term and long-term models.For the present study, the Hurst coefficients which are the dominant parameter in the Fast Fractional Gaussian Noise(FFGN)model, one of the long-term models. are estimated with historical annual and monthly streamflows. In order to verify the applicability of these estimators the statistical properties of the generated annual streamflows by FFGN model are compared with those of the historical annual streamflows. Then the generated annual streamflows by FFGN model are disaggregated into the monthly streamflows by disaggregation model at two sites, i.e. Waekman and Jindong, in the Nakdong River Basin. On the other hand, the monthly stream flows at the two sites were also generated by the two-site Matalas model which is one of the short-term models. To evaluate the applicability of the above models and to select the better model the statistical properties of the generated monthly streamflows by two models were compared with those of the historicals, respectively.

• The KIPS Transactions:PartC
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• v.11C no.5
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• pp.621-632
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• 2004

Recent measurement studies of real teletraffic data in modern telecommunication networks have shown that self-similar (or fractal) processes may provide better models of teletraffic in modern telecommunication networks than Poisson processes. If this is not taken into account, it can lead to inaccurate conclusions about performance of telecommunication networks. Thus, an important requirement for conducting simulation studies of telecommunication networks is the ability to generate long synthetic stochastic self-similar sequences. A new generator of pseu-do-random self-similar sequences, based on the fractional Gaussian nois and a wavelet transform, is proposed and analysed in this paper. Specifically, this generator uses Daubechies wavelets. The motivation behind this selection of wavelets is that Daubechies wavelets lead to more accurate results by better matching the self-similar structure of long range dependent processes, than other types of wavelets. The statistical accuracy and time required to produce sequences of a given (long) length are experimentally studied. This generator shows a high level of accuracy of the output data (in the sense of the Hurst parameter) and is fast. Its theoretical algorithmic complexity is 0(n).

• The Journal of Korean Institute of Communications and Information Sciences
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• v.35 no.7A
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• pp.697-705
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• 2010

In Wireless Sensor Networks (WSNs), blanket (area) coverage analysis is generally carried to find the minimum number of active sensor nodes required to cover a monitoring interest area with the desired fractional coverage-threshold. Normally, the coverage analysis is performed using the stochastic geometry as a tool. The major component of such coverage analysis is the assumed sensing model. Hence, the accuracy of such analysis depends on the underlying assumption of the sensing model: how well the assumed sensing model characterizes the real sensing phenomenon. In this paper, we review the coverage analysis for different deterministic and probabilistic sensing models like Boolean and Shadow-fading model; and extend the analysis for Exponential and hybrid Boolean-Exponential model. From the analytical performance comparison, we demonstrate the redundancy (in terms of number of sensors) that could be resulted due to the coverage analysis based on the detection capability mal-characterizing sensing models.

• Structural Engineering and Mechanics
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• v.78 no.1
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• pp.53-66
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• 2021

The determination of the damage index to reveal the performance level of a structure can constitute the seismic risk generalization approach based on the parametric analysis. This study implemented this concept to one kind of civil engineering structure that is the concrete gravity dam. Different cases of the structure exhibit their individual responses, which constitute different considerations. Therefore, this approach allows the parametric study of concrete as well as soil for evaluating the seismic nature in the generalized case. To ensure that the target algorithm applicable to most of the concrete gravity dams, a very simple procedure has been considered. In order to develop a correlated algorithm (by response surface methodology; RSM) between the ground motion and the structural property, randomized sampling was adopted through a stochastic method called half-fractional central composite design. The responses in the case of fluid-foundation-dam interaction (FFDI) make it more reliable by introducing the foundation as being bounded by infinite elements. To evaluate the seismic generalization of FFDI models, incremental dynamic analysis (IDA) was carried out under the impacts of various earthquake records, which have been selected from the Pacific Earthquake Engineering Research Center data. Here, the displacement-based damage indexed fragility curves have been generated to show the variation in the seismic pattern of the dam. The responses to the sensitivity analysis of the various parameters presented here are the most effective controlling factors for the concrete gravity dam. Finally, to establish the accuracy of the proposed approach, reliable verification was adopted in this study.