• Communications for Statistical Applications and Methods
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• v.17 no.4
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• pp.483-491
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• 2010

This study provides the explicit computation of the ruin probability of a Le￠vy process on finite time horizon in Theorem 1 with the help of a fluctuation identity. This paper also gives the numerical results of the ruin probability in Variance Gamma(VG) and Normal Inverse Gaussian(NIG) models as illustrations. Besides, the paths of VG and NIG processes are simulated using the same parameter values as in Madan et al. (1998).

• Journal of the East Asian Society of Dietary Life
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• v.7 no.1
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• pp.1-11
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• 1997

The purpose of this study was to describe the protein nutritional status of female collegians between nonvegetarian diet groups(14) and vegetarian diet groups(19). Daily intake, protein were calculated from food direct measurement. Urea/creatinine, muscle mass, fatique conditions and hematological parameter were calculated. Blood samples were analyzed for total protein, albumin ammonia, urea, uric acid, creatinine, BUN contents. The results obtained are summarized as following : 1) On total dietary intake, especially Fe, vitamin C, niacin intake, vegetarian groups were higher than non vegetarian groups. 2) On composition of EAA(essential amino acids), vegetarians were highter than non vegetarian of leucine contents, but were lower lysine and threonine contents. 3) On urea / creatinine excretion, vegetarians were higher than non begetarians. Muscle mass were non signicant, fatique condition, vegetarians were normal state. 4) Non vegetarians were increased serum albumin total protein, uric acid, ammonia but vegetarians were decreased BUN, ammonia after experimental diet intake. 5) In process of time after meal, non vegetarians were increased serum albumin total protein, BUN, but vegetarians were decreased ammonia.

• Communications for Statistical Applications and Methods
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• v.30 no.2
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• pp.163-178
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• 2023

GARCH-X(1, 1) model specifies that conditional variance follows an AR(1) process and includes a past exogenous variable. This study proposes a new class from that model by allowing a more general (non-linear) variance function to follow an AR(1) process. The functions applied to the variance equation include exponential, Tukey's ladder, and Yeo-Johnson transformations. In the framework of normal and student-t distributions for return errors, the empirical analysis focuses on two stock indices data in developed countries (FTSE100 and SP500) over the daily period from January 2000 to December 2020. This study uses 10-minute realized volatility as the exogenous component. The parameters of considered models are estimated using the adaptive random walk metropolis method in the Monte Carlo Markov chain algorithm and implemented in the Matlab program. The 95% highest posterior density intervals show that the three transformations are significant for the GARCHX(1, 1) model. In general, based on the Akaike information criterion, the GARCH-X(1, 1) model that has return errors with student-t distribution and variance transformed by Tukey's ladder function provides the best data fit. In forecasting value-at-risk with the 95% confidence level, the Christoffersen's independence test suggest that non-linear models is the most suitable for modeling return data, especially model with the Tukey's ladder transformation.

• Journal of the Korean Statistical Society
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• v.23 no.2
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• pp.251-269
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• 1994

In this paper we extend Kim and Pollard's cube root asymptotics to other rates of convergence, to establish an asymptotic theory for a multidimensional mode estimator based on uniform kernel with shrinking bandwidths. We obtain rates of convergence depending on shrinking rates of bandwidth and non-normal limit distributions. Optimal decreasing rates of bandwidth are discussed.

• Environmental Engineering Research
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• v.11 no.2
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• pp.63-76
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• 2006

Multivariate analysis and batch monitoring on a pilot-scale sequencing batch reactor (SBR) are described for integrated wastewater treatment management system, where a batchwise multiway independent component analysis method (MICA) are used to extract meaningful hidden information from non-Gaussian wastewater treatment data. Three-way batch data of SBR are unfolded batch-wisely, and then a non-Gaussian multivariate monitoring method is used to capture the non-Gaussian characteristics of normal batches in biological wastewater treatment plant. It is successfully applied to an 80L SBR for biological wastewater treatment, which is characterized by a variety of error sources with non-Gaussian characteristics. The batchwise multivariate monitoring results of a pilot-scale SBR for integrated wastewater treatment management system showed more powerful monitoring performance on a WWTP application than the conventional method since it can extract non-Gaussian source signals which are independent and cross-correlation of variables.

• 제어로봇시스템학회:학술대회논문집
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• 1996.10b
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• pp.1352-1355
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• 1996

The control of diamond turning is usually achieved through a laser-interferometer feedback of slide position. If the tool post is rigid and the material removal process is relatively static, then such a non-collocated position feedback control scheme may surface. However, as the accuracy requirement gets tighter and desired surface contours become more complex, the need for a direct tool-tip sensing becomes inevitable. The physical constraints of the machining process prohibit any reasonable implementation of a tool-tip motion measurement. It is proposed that the measured force normal to the face of the workpiece can be filtered through an appropriate admittance transfer function to result in the estimated depth of cut. This can be compared to the desired depth of cut to generate the adjustment control action in addition to position feedback control. In this work, the design methodology on the admittance model-based control with a conventional controller is presented. The recursive least-squares algorithm with forgetting factor is proposed to identify the parameters and update the cutting process in real time. The normal cutting forces are measured to identify the cutting dynamics in the real diamond turning process using the precision dynamometer. Based on the parameter estimation of cutting dynamics and the admittance model-based nanodynamic control scheme, simulation results are shown.

• Journal of Korean Neurosurgical Society
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• v.60 no.3
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• pp.348-354
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• 2017

Objective : To identify and investigate differences in spinal fusion between the normal and osteopenic spine in a rat model. Methods : Female Sprague Dawley rats underwent either an ovariectomy (OVX) or sham operation and were randomized into two groups: non-OVX group and OVX group. Eight weeks after OVX, unilateral lumbar spinal fusion was performed using autologous iliac bone. Bone density (BD) was measured 2 days and 8 weeks after fusion surgery. Microcomputed tomography was used to evaluate the process of bone fusion every two weeks for 8 weeks after fusion surgery. The fusion rate, fusion process, and bone volume parameters of fusion bed were compared between the two groups. Results : BD was significantly higher in the non-OVX group than in the OVX group 2 days and 8 weeks after fusion surgery. The fusion rate in the non-OVX group was higher than that in the OVX group 8 weeks after surgery (p=0.044). The bony connection of bone fragments with transverse processes and bone formation between transverse processes in non-OVX group were significantly superior to those of OVX group from 6 weeks after fusion surgery. The compactness and bone maturation of fusion bed in non-OVX were prominent compared with the non-OVX group. Conclusion : The fusion rate in OVX group was inferior to non-OVX group at late stage after fusion surgery. Bone maturation of fusion bed in the OVX group was inferior compared with the non-OVX group. Fusion enhancement strategies at early stage may be needed to patients with osteoporosis who need spine fusion surgery.

• Proceedings of the Korean Institute of Electrical and Electronic Material Engineers Conference
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• 2009.06a
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• pp.88-89
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• 2009

In this paper, we investigated about wet cleaning effect as deep trench formation methods for Power chip devices. Deep trench structure was classified by two methods, PSU (Poly Stick Up) and Non-PSU structure. In this paper, we could remove residue defect during wet. cleaning after deep trench etch process for non-PSU structure device as to change wet cleaning process condition. V-SEM result showed void image at the trench bottom site due to residue defect and residue component was oxide by EDS analysis. In order to find the reason of happening residue defect, we experimented about various process conditions. So, defect source was that oxide film was re-deposited at trench bottom by changed to hydrophobic property at substrate during hard mask removal process. Therefore, in order to removal residue defect, we added in-situ SCI during hard mask removal process, and defect was removed perfectly. And WLR (Wafer Level Reliability) test result was no difference between normal and optimized process condition.

• Journal of the Korean Mathematical Society
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• v.52 no.3
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• pp.447-467
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• 2015

In this paper, we consider a multi-risk model based on the policy entrance process with n independent policies. For each policy, the entrance process of the customer is a non-homogeneous Poisson process, and the claim process is a renewal process. The loss process of the single-risk model is a random sum of stochastic processes, and the actual individual claim sizes are described as extended upper negatively dependent (EUND) structure with heavy tails. We derive precise large deviations for the loss process of the multi-risk model after giving the precise large deviations of the single-risk model. Our results extend and improve the existing results in significant ways.

• Korea-Australia Rheology Journal
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• v.17 no.3
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• pp.117-123
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• 2005

Background: Reduced deformability of red blood cells (RBCs) may play an important role on the pathogenesis of chronic vascular complications of diabetes mellitus. However, available techniques for measuring RBC deformability often require washing process after each measurement, which is not optimal for day­to-day clinical use at point of care. The objectives of the present study are to develop a device and to delineate the correlation of impaired RBC deformability with diabetic nephropathy. Methods: We developed a disposable ektacytometry to measure RBC deformability, which adopted a laser diffraction technique and slit rheometry. The essential features of this design are its simplicity (ease of operation and no moving parts) and a disposable element which is in contact with the blood sample. We studied adult diabetic patients divided into three groups according to diabetic complications. Group I comprised 57 diabetic patients with normal renal function. Group II comprised 26 diabetic patients with chronic renal failure (CRF). Group III consisted of 30 diabetic subjects with end-stage renal disease (ESRD) on hemo-dialysis. According to the renal function for the diabetic groups, matched non-diabetic groups were served as control. Results: We found substantially impaired red blood cell deformability in those with normal renal function (group I) compared to non-diabetic control (P = 0.0005). As renal function decreases, an increased impairment in RBC deformability was found. Diabetic patients with chronic renal failure (group II) when compared to non-diabetic controls (CRF) had an apparently greater impairment in RBC deformability (P = 0.07). The non-diabetic cohort (CRF), on the other hand, manifested significant impairment in red blood cell deformability compared to healthy: control (P = 0.0001). Conclusions: The newly developed slit ektacytometer can measure the RBC deformability with ease and accuracy. In addition, progressive impairment in cell deformability is associated with renal function loss in all patients regardless of the presence or absence of diabetes. In diabetic patients, early impairment in RBC deformability appears in patients with normal renal function.