• 제목/요약/키워드: Hitting times

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The Ordering of Hitting Times of Multivariate Processes

  • Baek, Jong-Il
    • Journal of the Korean Statistical Society
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    • 제25권4호
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    • pp.545-556
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    • 1996
  • In this paper, we introduce a new concept of partial ordering which permits us to compare pairs of the dependence structures of a new hitting times for POD multivariate vector process of interest as to their degree of POD-ness. We show that POD ordering is closed under convolution, limit in distribution, compound distribution, mixture of a certain type and convex combination. Finally, we present several examples of POD ordering processes.

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ON THE DEPENDENCE CONCEPTS OF STOCHASTIC PROCESSES

  • Ryu, Dae-Hee;Choi, Jeong-Yeol
    • Journal of applied mathematics & informatics
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    • 제6권3호
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    • pp.959-968
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    • 1999
  • In this paper we are obtained new results for bivariate pro-cesses which help us to tell the dependent structure among hitting times of the processes. We are proposed both dependence properties and the-oretical results among the processes and certain kinds of dependence properties when we are imposed on processes are reflected as analo-gous properties of corresponding hitting times. Finlly we are given some examples to illustrate these concepts.

A Note on the Weak Negative Dependence Structure

  • Baek, J.I.;Kim, T.S.;Park, D.H.;Lim, J.H.
    • Communications for Statistical Applications and Methods
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    • 제7권3호
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    • pp.845-858
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    • 2000
  • In this paper new results are obtained for multivariate processes which help us to identify weak negative orthant dependent(WNOD) structures among hitting times of the processes. Furthermore, an approach to derive dependence properties among the processes is proposed and a partial solution to the question tat what kinds of the dependence properties, when they are imposed on processes, are reflected as analogous properties of corresponding hitting times is give. Examples are given to illustrate these concepts.

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A WEAK ORDERING OF POSITIVE DEPENDENCE STRUCTURE OF STOCHASTIC PROCESSES

  • Ryu, Dae-Hee;Seok, Eun-Yang;Choi, In-Bong
    • Journal of applied mathematics & informatics
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    • 제5권2호
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    • pp.553-564
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    • 1998
  • In this paper we introduce a new concept of more weakly quadrant dependence of hitting times of stochastic processes. This concept is weaker than the more positively quadrant dependence of hitting times of stochastic processes. This concept is weaker than the more positively quadrant dependence and it is closed under some statistical operations of weakly positive quadrant dependence(WPQD) ordering.

On the Conditionally Independent and Positive and Negative Dependence of Bivariate Stochastic Processes

  • Baek, Jong Il;Han, Kwang Hee
    • Communications for Statistical Applications and Methods
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    • 제9권2호
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    • pp.367-379
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    • 2002
  • We introduce a new concept of $\theta$ conditionally independent and positive and negative dependence of bivariate stochastic processes and their corresponding hitting times. We have further extended this theory to stronger conditions of dependence similar to those in the literature of positive and negative dependence and developed theorems which relate these conditions. Finally we are given some examples to illustrate these concepts.

A weakly negative structure of stochastic ordering

  • Baek, Jong-Il
    • 대한수학회보
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    • 제34권2호
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    • pp.211-223
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    • 1997
  • Lehmann [13] introduced the concept of positive(negative) dependence together with some other dependence concepts. Since then, a great numerous multivariate inequalities have been obtained. For a references of available results, see Karlin and Rinott [12], Ebrahimi and Ghosh [8] and Sampson [14]. Whereas a number of dependence notions exist for multivariate processes (see Friday [10]), recently, Ebrahimi [7] introduced some new dependence concepts of the hitting times of stochastic processes.

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ON THE WEAKLY POSITIVE ORTHANT DEPENDENCE ORDERING

  • Baek, Jong-Il;Seok, Eun-Yang
    • Journal of applied mathematics & informatics
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    • 제7권3호
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    • pp.1059-1068
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    • 2000
  • In this paper we introduce a new concept of weakly positive upper orthant dependence POD of hitting times of stochastic processes. This concept is weaker than the positively orthant dependent and it is closed under a certain statistical operations of W POD ordering. Examples are given to illustrate these concepts.

Comparison of daily solar flare peak flux forecast models based on regressive and neural network methods

  • Shin, Seulki;Lee, Jin-Yi;Moon, Yong-Jae
    • 천문학회보
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    • 제39권1호
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    • pp.75.2-75.2
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    • 2014
  • We have developed a set of daily solar flare peak flux forecast models using the multiple linear regression (MLR), the auto regression (AR), and artificial neural network (ANN) methods. We consider input parameters as solar activity data from January 1996 to December 2013 such as sunspot area, X-ray flare peak flux, weighted total flux $T_F=1{\times}F_C+10{\times}F_M+100{\times}F_X$ of previous day, mean flare rates of a given McIntosh sunspot group (Zpc), and a Mount Wilson magnetic classification. We compute the hitting rate that is defined as the fraction of the events whose absolute differences between the observed and predicted flare fluxes in a logarithm scale are ${\leq}$ 0.5. The best three parameters related to the observed flare peak flux are as follows: weighted total flare flux of previous day (r=0.5), Mount Wilson magnetic classification (r=0.33), and McIntosh sunspot group (r=0.3). The hitting rates of flares stronger than the M5 class, which is regarded to be significant for space weather forecast, are as follows: 30% for the auto regression method and 69% for the neural network method.

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On the Partial Ordering of Hitting times of Bivariate Processes

  • Baek, Jong-Il;Seo, Hye-Young
    • Communications for Statistical Applications and Methods
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    • 제3권3호
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    • pp.235-245
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    • 1996
  • In this paper, a partial ordering of positive quadrant dependence(PQD) for bivariate stochastic processes are introduced and basic properties and closure under certain statistical operations are derived. Examples are given to illustrate these concepts

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퍼팅 스트로크 실험용 진자퍼팅기 개발 (A Development of Pendulum Putting Machine for the Experiments of Putting Stroke)

  • 박진
    • 한국운동역학회지
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    • 제16권4호
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    • pp.147-152
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    • 2006
  • The purpose of this study was to develop the experimental machine for the putting strokes. This experimental machine is called Pendulum Putting Machine(PPM). The height of PPM is 75cm and the mass is 10kg. To make the frame of this machine, 24 and 20 diameters of iron pipes were used. Bottom of the frame(bottom girdle) was made with circle shape and top of the frame(top girdle) was made with rectangular shape. Above the top girdle, iron plate($12{\times}17{\times}0.5cm$) was placed to connect the ball bearing. At the top of the frame two ball bearings with axis were placed for the diverse lies of putters and irons. To verify usefulness of this machine, experiments were executed with the PPM. Two major experimental conditions were hitting points(sweet spot, toe side, heel side) and hitting places(bottom, 3cm before bottom, 3cm after bottom). Eleven different cases were tested. The results showed that the diversity of the ball placement(distance and direction) was acceptable(distance range, 2.70-5.87 standard deviation; direction range, 1.71-4.65 standard deviation). Overall the Pendulum Putting Machine is very useful for the study of putting and driving strokes.