• The Korean Journal of Applied Statistics
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• v.24 no.4
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• pp.575-586
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• 2011

In this paper, we study an asymptotic behavior of the finite-time ruin probability of the compound Poisson model in the case that the initial surplus is large. To compare an exact ruin probability with an approximate one, we place the focus on the exact calculation for the ruin probability when the claim size distribution is regularly varying tailed (i.e. exponential claims and inverse Gaussian claims). We estimate an adjustment coefficient in these examples and show the relationship between the adjustment coefficient and the safety premium. The illustration study shows that as the safety premium increases so does the adjustment coefficient. Larger safety premium means lower "long-term risk", which only stands to reason since higher safety premium means a faster rate of safety premium income to offset claims.

• Journal of the Korean Statistical Society
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• v.26 no.2
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• pp.231-243
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• 1997

In this paper we investigate weak convergence of the intergral processes whose index set is the non-compact infinite time interval. Our first goal is to develop the empirical central limit theorem as random elements of [0, .infty.) for an integral process which is constructed from iid variables. In developing the weak convergence as random elements of D[0, .infty.), we will use a result of Ossiander(4) whose proof heavily depends on the total boundedness of the index set. Our next goal is to establish the empirical central limit theorem for the Kaplan-Meier integral process as random elements of D[0, .infty.). In achieving the the goal, we will use the above iid result, a representation of State(6) on the Kaplan-Meier integral, and a lemma on the uniform order of convergence. The first result, in some sense, generalizes the result of empirical central limit therem of Pollard(5) where the process is regarded as random elements of D[-.infty., .infty.] and the sample paths of limiting Gaussian process may jump. The second result generalizes the first result to random censorship model. The later also generalizes one dimensional central limit theorem of Stute(6) to a process version. These results may be used in the nonparametric statistical inference.

• The Journal of Korean Institute of Communications and Information Sciences
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• v.15 no.12
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• pp.1044-1052
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• 1990

We have investigated the digital bit synchronization problem in baseband communication receiver systems using the Gauss-Markov estimation technique which is equivalent to the weighted least square method. The realized bit synchronizer, including the data detector, processes the input signal two dimensionally into the transition phase and data level under the white Gaussian noise environment. We have confrmed the realiation of the bit synchronizer via computer simulation. In addition, we have compared and evaluated the estimation error performance of the proposed method with that of the conventional DTTL method and of the minimum likelihood method.

• Journal of Ocean Engineering and Technology
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• v.28 no.3
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• pp.185-192
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• 2014

The riser systems for floating offshore structures are known to experience tri-modal dynamic responses. These are owing to the combined loadings from the low-frequency response due to riser tension behavior, middle-range frequency response coming from winds and waves, and high-frequency response due to vortex induced-vibration. In this study, fatigue damage models were applied to predict the fatigue damages in a well-separated tri-modal spectrum, and the resultant fatigue damages of each model were compared with the most reasonable fatigue damage calculated by the inverse Fourier transform of the spectrum, rain-flow counting method, and Palmgren-Miner rule as a reference. The results show that the fatigue damage models developed for a wide-band spectrum are applicable to the tri-modal spectrum, and both the Benasciutti-Tovo and JB models could most accurately predict the fatigue damages of the tri-modal spectrum responses.

• KSII Transactions on Internet and Information Systems (TIIS)
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• v.17 no.8
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• pp.2259-2277
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• 2023

We propose a probabilistic fish growth model for smart aquaculture systems equipped with IoT sensors that monitor the ecological environment. As IoT sensors permeate into smart aquaculture systems, environmental data such as oxygen level and temperature are collected frequently and automatically. However, there still exists data on fish weight, tank allocation, and other factors that are collected less frequently and manually by human workers due to technological limitations. Unlike sensor data, human-collected data are hard to obtain and are prone to poor quality due to missing data and reading errors. In a situation where different types of data are mixed, it becomes challenging to develop an effective fish growth model. This study explores the unique characteristics of such a combined environmental and weight dataset. To address these characteristics, we develop a preprocessing method and a probabilistic fish growth model using mixed data sampling (MIDAS) and overlapping mixtures of Gaussian processes (OMGP). We modify the OMGP to be applicable to prediction by setting a proper prior distribution that utilizes the characteristic that the ratio of fish groups does not significantly change as they grow. We conduct a numerical study using the eel dataset collected from a real smart aquaculture system, which reveals the promising performance of our model.

• The Korean Journal of Applied Statistics
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• v.33 no.1
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• pp.25-46
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• 2020

This paper presents ordinal probit semiparametric regression models using Bayesian Spectral Analysis Regression (BSAR) method. Ordinal probit regression is a way of modeling ordinal responses - usually more than two categories - by connecting the probability of falling into each category explained by a combination of available covariates using a probit (an inverse function of normal cumulative distribution function) link. The Bayesian probit model facilitates posterior sampling by bringing a latent variable following normal distribution, therefore, the responses are categorized by the cut-off points according to values of latent variables. In this paper, we extend the latent variable approach to a semiparametric model for the Bayesian ordinal probit regression with nonparametric functions using a spectral representation of Gaussian processes based BSAR method. The latent variable is decomposed into a parametric component and a nonparametric component with or without a shape constraint for modeling ordinal responses and predicting outcomes more flexibly. We illustrate the proposed methods with simulation studies in comparison with existing methods and real data analysis applied to a Korean National Health and Nutrition Examination Survey (KNHANES) 2016 for investigating nonparametric relationship between smoking behavior and coffee intake.

• Phonetics and Speech Sciences
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• v.12 no.2
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• pp.29-37
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• 2020

Recently, the neural network-based deep learning algorithm has dramatically improved performance compared to the classical Gaussian mixture model based hidden Markov model (GMM-HMM) automatic speech recognition (ASR) system. In addition, researches on end-to-end (E2E) speech recognition systems integrating language modeling and decoding processes have been actively conducted to better utilize the advantages of deep learning techniques. In general, E2E ASR systems consist of multiple layers of encoder-decoder structure with attention. Therefore, E2E ASR systems require data with a large amount of speech-text paired data in order to achieve good performance. Obtaining speech-text paired data requires a lot of human labor and time, and is a high barrier to building E2E ASR system. Therefore, there are previous studies that improve the performance of E2E ASR system using relatively small amount of speech-text paired data, but most studies have been conducted by using only speech-only data or text-only data. In this study, we proposed a semi-supervised training method that enables E2E ASR system to perform well in corpus in different domains by using both speech or text only data. The proposed method works effectively by adapting to different domains, showing good performance in the target domain and not degrading much in the source domain.

• Journal of the Society of Naval Architects of Korea
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• v.49 no.4
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• pp.350-358
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• 2012

This paper deals with accuracy of accumulated fatigue damage estimation using stochastic fatigue analysis method based on Rayleigh PDF. From full scale measurement data on an 8100TEU container vessel, zero-order spectral moments for wave- and vibration-induced energy spectral densities are determined on the probability level of 99%. 80 simulation cases in total are prepared according to the variation of ratio of zero-order spectral moments and center frequency of vibration ESD. By using inverse Fourier transformation and rainflow cycle counting for the combined ESD of wave and vibration, exact fatigue damages are derived. Fatigue damages in frequency domain based on Rayleigh PDF show large conservativeness compared to exact fatigue damages in times domain. The main cause of the excessive conservativeness is analyzed by two aspects: ratio of zero crossing and peak frequencies and ratio of initial zero order spectral moments and zero order spectral moments from rainflow stress range distributions. Finally, a guideline of applicability of Rayleigh PDF is proposed for wide band processes.

• KSCE Journal of Civil and Environmental Engineering Research
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• v.8 no.1
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• pp.77-85
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• 1988

A stochchastic analysis procedure of generating floor response spectra for proportionally damped linear systems subject to earthquake loading is presented. Theories of random vibration and mode acceleration method are used in the formulation of governing equations. The structure-oscillator interaction is not considered. It is assumed that the input motions and oscillator responses are stationary Gaussian processes with mean zero. The nonstationary characteristics of earthquake motion are incorporated in the peak factor which is based on Vanmarcke's theory. Floor response spectra for both resonance and non-resonance cases are calculated under the assumption that the peak factors for structure and oscillator are equal to that for ground response spectrum. The validity of this method is demonstrated by comparing the results obtained by proposed method with those by time history analyses. The results obtained by this method are conservative and accurate with tolerable precision. This method saves much computing time compared with time history analysis method.

• Journal of Institute of Control, Robotics and Systems
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• v.6 no.12
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• pp.1113-1119
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• 2000

To operate a process plant safely and economically, process monitoring is very important. Process monitoring is the task to identify the state of the system from sensor data. Process monitoring includes data acquisition, regulatory control, data reconciliation, fault detection, etc. This research focuses on the data recon-ciliation using scale-space filtering and fault detection using functional-link associative neural networks. Scale-space filtering is a multi-resolution signal analysis method. Scale-space filtering can extract highest frequency factors(noise) effectively. But scale-space filtering has too large calculation costs and end effect problems. This research reduces the calculation cost of scale-space filtering by applying the minimum limit to the gaussian kernel. And the end-effect that occurs at the end of the signal of the scale-space filtering is overcome by using extrapolation related with the clustering change detection method. Nonlinear principal component analysis methods using neural network have been reviewed and the separately expanded functional-link associative neural network is proposed for chemical process monitoring. The separately expanded functional-link associative neural network has better learning capabilities, generalization abilities and short learning time than the exiting-neural networks. Separately expanded functional-link associative neural network can express a statistical model similar to real process by expanding the input data separately. Combining the proposed methods-modified scale-space filtering and fault detection method using the separately expanded functional-link associative neural network-a process monitoring system is proposed in this research. the usefulness of the proposed method is proven by its application a boiler water supply unit.