• Journal of the Korean Data and Information Science Society
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• 제23권6호
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• pp.1093-1102
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• 2012

본 연구에서는 다변량시계열모형인 VAR (vector autoregressive regression)모형에 의하여 금리 스프레드의 시계열예측을 수행하였다. 국내외 거시경제변수들 중에서 교차상관분석 및 그랜져인과 검정을 통하여 상호간에 설명력이 있는 변수들을 추출하여 VAR모형의 시계열변수로 사용하였다. 마지막 12개월의 예측치에 대한 MAPE (mean absolute percentage error)와 RMSE (root mean square error)에 근거하여 모형의 예측력을 단일변량 시계열모형인 AR (autoregressive regression) 모형과 비교하였다.

• 한국정밀공학회:학술대회논문집
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• 한국정밀공학회 1997년도 추계학술대회 논문집
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• pp.341-344
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• 1997

The higher precision in manufacturing field is demanded, the more accurate servo controller is needed. To achieve the high precision, Koren proposed the cross-coupled control (CCC) method. The objective of the CCC is reducing the contour error rather than decreasing the individual axial error. The performance of CCC depends on the contour error model. In this paper we propose a new contour error model which utilizes contour error vector based on parametric curve interpolator. The experimental results show that the new CCC is more accurate than the variable-gain CCC during free-form curve motion.

• 한국정밀공학회지
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• 제13권1호
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• pp.98-107
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• 1996

The use of composite hyperpatch model is proposed to predict a machine tool positional error over the entire work space. This is an appropriate representation of the distorted work space. This model is valid for any configuration of 3-axis machine tool. Tool position, which is given NC data or CL data, contains error vector in actual work space. In this study, off-line compensation scheme was investigated for tool position error due to inaccuracy in machine tool structure. The error vector in actual work space is corrected by the error model using Newton-Raphson method. The proposed error compensation method shows the possibility of improving machine accuracy at a low cost.

• 한국습지학회지
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• 제13권1호
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• pp.13-23
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• 2011

In this study, Mike11 will be used as the numerical model where a data assimilation method will be applied to it. This paper aims to gain an insight and understanding of data assimilation in flood forecasting models. It will start with a general discussion of data assimilation, followed by a description of the methodology and discussion of the statistical error forecast model used, which in this case is the linear regression. This error forecast model is applied to the water level forecast simulated by MIKE11 to produced improved forecast and validated against real measurements. It is found that there exists a phase error in the improved forecasts. Hence, 2 general formula are used to account for this phase error and they have shown improvement to the accuracy of the forecasts, where one improved the immediate forecast of up to 5 hours while the other improved the estimation of the peak discharge.

• Journal of the Korean Data and Information Science Society
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• 제7권1호
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• pp.87-92
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• 1996

A regression model with nested erroe structure is considered. The regression model includes two error terms that are independent and normally distributed with zero means and constant variances. This error structure of the model gives correlated response variables. The distributions of variance components in the regression model with nested error structure are dervied by using theorems for quadratic forms.

• 한국정밀공학회지
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• 제16권8호
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• pp.122-129
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• 1999

A 5-axis CNC machine tool is more useful compared with a 3-axis machine tool, because the position and the orientation of a tool tip can be controlled simultaneously. Unlike the 3-axis machine tool, the 5-axis machine tool has the volumetric position error and volumetric orientation error due to the quasi-static error of each machine tool joint which is a major source of machined part error. So, the generalized error synthesis model of the 5-axis CNC machine tool was developed to predict and to compensate for the volumetric position error and the volumetric orientation error. It was proposed that a compensation algorithm to correct simultaneously the volumetric position error and the volumetric orientation error of the 5-axis CNC machine by error inverse kinematic.

• 한국농공학회지
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• 제43권2호
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• pp.78-84
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• 2001

The daily streamflow in the Yaluhe watershed located in the north-eastern part of China was simulated by DAWAST model and the water balance parameters of the model were calibrated by simplex method. Model verification tests were carried out. The range of root mean square error was 0.34∼1.50mm, that of percent error in volume was -16.9∼-62.0% and that of correlation coefficient was 0.727∼0.920. DAWAST model was revised to consider the phreatic evaporation from the ground water in the frozen soil by adjusting soil moisture content in the unsaturated layer at the end of the melting season. The results of estimation of the daily streamflow by the revised model were statistically improved, that is, the range of root mean square error was 0.31∼1.49mm, that of percent error in volume was -11.7∼-12.1%, and that of correlation coefficient was 0.810∼0.932. The accuracy of DAWAST model was improved and the applicability of DAWAST model was expanded to the frozen region.

• Journal of the Korean Data and Information Science Society
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• 제27권6호
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• pp.1645-1651
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• 2016

A lot of data, particularly in the medical field, contain variables that have a measurement error such as blood pressure and body mass index. On the other hand, recently smoothing methods are often used to solve a complex scientific problem. In this paper, we study a Bayesian curve-fitting under functional measurement error model. Especially, we extend our previous model by incorporating covariates free of measurement error. In this paper, we consider penalized splines for non-linear pattern. We employ a hierarchical Bayesian framework based on Markov Chain Monte Carlo methodology for fitting the model and estimating parameters. For application we use the data from the fifth wave (2012) of the Korea National Health and Nutrition Examination Survey data, a national population-based data. To examine the convergence of MCMC sampling, potential scale reduction factors are used and we also confirm a model selection criteria to check the performance.

• Journal of the Korean Data and Information Science Society
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• 제26권3호
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• pp.773-779
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• 2015

We study a statistical analysis about the fifth wave data of the Korea National Health and Nutrition Examination Survey based on linear regression models with measurement errors. The data is obtained from a national population-based complex survey. To demonstrate the availability of measurement error models, two results between the general linear regression model and measurement error model are compared based on the model selection criteria which are Akaike information criterion and Bayesian information criterion. For our study, we use the simulation extrapolation algorithm for measurement error model and the jackknife method for the estimation of standard errors.

• 제어로봇시스템학회:학술대회논문집
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• 제어로봇시스템학회 1996년도 한국자동제어학술회의논문집(국내학술편); 포항공과대학교, 포항; 24-26 Oct. 1996
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• pp.676-679
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• 1996

In this paper, the uniform observability and the error characteristics for stationary SDINS error are analyzed. The use of the Lyapunov transformation is proposed for transforming te conventional SDINS error model and the sufficient conditions for the uniform observability of SDINS error model are analytically derived. A complete characterization for the SDINS error characteristics during two position alignment is presented which allows us to predict the performance of two position alignment in SDINS.