• Wind and Structures
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• v.26 no.6
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• pp.383-395
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• 2018

An accurate determination of wind speed distribution is the basis for an evaluation of the wind energy potential required to design a wind turbine, so it is important to estimate unknown parameters of wind speed distribution. In this paper, Gumbel distribution is used in modelling wind speed data, and alternative robust estimation methods to estimate its parameters are considered. The methodologies used to obtain the estimators of the parameters are least absolute deviation, weighted least absolute deviation, median/MAD and least median of squares. The performances of the estimators are compared with traditional estimation methods (i.e., maximum likelihood and least squares) according to bias, mean square deviation and total mean square deviation criteria using a Monte-Carlo simulation study for the data with and without outliers. The simulation results show that least median of squares and median/MAD estimators are more efficient than others for data with outliers in many cases. However, median/MAD estimator is not consistent for location parameter of Gumbel distribution in all cases. In real data application, it is firstly demonstrated that Gumbel distribution fits the daily mean wind speed data well and is also better one to model the data than Weibull distribution with respect to the root mean square error and coefficient of determination criteria. Next, the wind data modified by outliers is analysed to show the performance of the proposed estimators by using numerical and graphical methods.

• Journal of Electrical Engineering and Technology
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• v.13 no.4
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• pp.1504-1514
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• 2018

The objective of this study is to compare the suitability of a non-parametric and 3 parametric distributions in the characterization of prediction intervals of photovoltaic power forecasts with high confidence levels. The prediction intervals of the forecasts are calculated using a method based on recent past data similar to the target forecast input data, and on a distribution assumption for the forecast error. To compare the suitability of the distributions, prediction intervals were calculated using the proposed method and each of the 4 distributions. The calculations were done for one year of day-ahead forecasts of hourly power generation of 432 PV systems. The systems have different sizes and specifications, and are installed in different locations in Japan. The results show that, in general, the non-parametric distribution assumption for the forecast error yielded the best prediction intervals. For example, with a confidence level of 85% the use of the non-parametric distribution assumption yielded a median annual forecast error coverage of 86.9%. This result was close to the one obtained with the Laplacian distribution assumption (87.8% of coverage for the same confidence level). Contrasting with that, using a Gaussian and Hyperbolic distributions yielded median annual forecast error coverage of 89.5% and 90.5%.

• The Transactions of the Korea Information Processing Society
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• v.7 no.3
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• pp.852-861
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• 2000

Software reliability growth models are used in testing stages of software development to model the error content and time intervals betwewn software failures. In this paper, using priors for the number of fault with the negative binomial distribution nd the error rate with gamma distribution, Bayesian inference and model selection method for Jelinski-Moranda and Goel-Okumoto and Schick-Wolverton models in software reliability. For model selection, we explored the sum of the relative error, Braun statistic and median variation. In Bayesian computation process, we could avoid the multiple integration by the use of Gibbs sampling, which is a kind of Markov Chain Monte Carolo method to compute the posterior distribution. Using simulated data, Bayesian inference and model selection is studied.

• Communications for Statistical Applications and Methods
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• v.24 no.3
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• pp.255-269
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• 2017

This article explores the analysis of longitudinal surveys in which same units are investigated on several occasions. Multivariate exponential ratio type estimator has been proposed for the estimation of the finite population median at the current occasion in two occasion longitudinal surveys. Information on several additional auxiliary variables, which are stable over time and readily available on both the occasions, has been utilized. Properties of the proposed multivariate estimator, including the optimum replacement strategy, are presented. The proposed multivariate estimator is compared with the sample median estimator when there is no matching from a previous occasion and with the exponential ratio type estimator in successive sampling when information is available on only one additional auxiliary variable. The merits of the proposed estimator are justified by empirical interpretations and validated by a simulation study with the help of some natural populations.

• Geomechanics and Engineering
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• v.35 no.5
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• pp.499-509
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• 2023

The objective of this study is to perform outlier analysis to obtain the distribution of groundwater levels through the best model. The groundwater levels are measured in 10, 25 and 30 piezometers in Seoul, Daejeon and Suncheon in South Korea. Fifty-eight empirical distribution functions were applied to determine a suitable fit for the measured groundwater levels. The best fitted models based on the measured values are determined as the Generalized Pareto distribution, the Johnson SB distribution and the Normal distribution for Seoul, Daejeon and Suncheon, respectively; the reliability is estimated through the Anderson-Darling method. In this study, to choose the appropriate confidence interval, the relationship between the amount of outlier data and the confidence level is demonstrated, and then the 95% is selected at a reasonable confidence level. The best model shows a smaller error ratio than the GEV while the Mahalanobis distance and outlier labelling methods results are compared and validated. The outlier labelling and Mahalanobis distance based on median shown higher validated error ratios compared to their mean equivalent suggesting, the methods sensitivity to data structure.

• Journal of the Korean Statistical Society
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• v.33 no.2
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• pp.149-157
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• 2004

The stationarity is one of the most important properties of a time series. We propose robust sign tests for seasonal autoregressive processes to determine whether or not a time series is stationary. The proposed tests are robust to the outliers and the heteroscedastic errors, and they have an exact binomial null distribution regardless of the period of seasonality and types of median adjustments. A Monte-Carlo simulation shows that the sign test is locally more powerful than the tests based on ordinary least squares estimator (OLSE) for heavy-tailed and/or heteroscedastic error distributions.

• The Korean Journal of Applied Statistics
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• v.14 no.2
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• pp.463-473
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• 2001

선형모형의 회귀계수의 L$_1$-추정량의 점근분포는 오차항의 중앙값에 종속되어있는데, 이 값은 잔차의 순서통계량의 함수로 추정될 수 있다. 본 논문에서는 오차항 중앙값의 추정량을 유도하는 몇 가지 방법을 소개하고 몬테칼로 실험을 통하여 가장 바람직한 추정량의 형태를 제안하였다. 또한 제안한 추정량을 이용하면 검정문제에서도 좋은 결과를 얻을 수 있음을 보였다.

• Journal of Institute of Control, Robotics and Systems
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• v.13 no.3
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• pp.224-229
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• 2007

This paper presents a camera calibration method using several images for three dimensional measurement applications such as stereo systems, mobile robots, and visual inspection systems in factories. Conventional calibration methods that use single image suffer from errors related to reference point extraction in image, lens distortion, and numerical analysis of nonlinear optimization. The camera parameter values obtained from images of same camera is not same even though we use same calibration method. The camera parameters that are obtained from several images of different view for a calibration target is usaully not same with large error values and we can not assume a special probabilistic distribution when we estimate the parameter values. In this paper, the median value of camera parameters from several images is used to improve estimation of the camera values in an iterative step with nonlinear optimization. The proposed method is proved by experiments using real images.

• Journal of the Earthquake Engineering Society of Korea
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• v.20 no.5
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• pp.341-349
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• 2016

Currently, researches are being actively conducted in assessing seismic performance of nuclear facilities in USA and Europe. In particular, applying this technique of assessing seismic performance to design of isolation systems in nuclear power plants is being performed and then ASCE 4 Draft (2013) is being revised accordingly in the United States. In order to satisfy the probabilistic performance objectives described by seismic responses with certain confidence levels (ASCE 43, 2005), the probability distributions of these responses have to be defined. What is the minimum number of input ground-motions to obtain the probability distribution precise enough to represent the unknown actual distribution? Theoretical basis, for how to determine the minimum number of input ground-motions for given a logarithmic standard deviation to approximate the unknown actual median of the log-normal distribution within a range of error at a certain level of confidence, is introduced by Huang et al. (2008). However, the relationship between the level of confidence and the range of error is not stated in the previous study. In this paper, based on careful reviews on the previous work, the relationship between the level of confidence and the range of error is logically and explicitly stated. Furthermore, this relationship is also applied to derive the minimum number of input ground-motions in order to approximate the unknown actual logarithmic standard deviation. Several recommendations are made for determining the minimum number of input ground-motions in probabilistic assessment on seismic performance of facilities in nuclear power plants.

• KEPCO Journal on Electric Power and Energy
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• v.7 no.1
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• pp.171-177
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• 2021

In terms of distribution planning, accurate electric load prediction is one of the most important factors. The future load prediction has manually been performed by calculating the maximum electric load considering loads transfer/switching and multiplying it with the load increase rate. In here, the risk of human error is inherent and thus an automated maximum electric load forecasting system is required. Although there are many existing methods and techniques to predict future electric loads, such as regression analysis, many of them have limitations in reflecting the nonlinear characteristics of the electric load and the complexity due to Photovoltaics (PVs), Electric Vehicles (EVs), and etc. This study, therefore, proposes a method of predicting future electric loads on distribution lines by using Machine Learning (ML) method that can reflect the characteristics of these nonlinearities. In addition, predictive models were developed based on actual data collected at KEPCO's existing distribution lines and the adequacy of developed models was verified as well. Also, as the distribution planning has a direct bearing on the investment, and amount of investment has a direct bearing on the maximum electric load, various baseline such as maximum, lowest, median value that can assesses the adequacy and accuracy of proposed ML based electric load prediction methods were suggested.