• Journal of the Korean Mathematical Society
• /
• v.55 no.5
• /
• pp.1063-1073
• /
• 2018

We study the estimation of the drift parameter and the change point obtained through a Kalman-Bucy filter for linear systems with signal driven by a fractional Brownian motion and the observation driven by a Brownian motion.

• Proceedings of the Korean Statistical Society Conference
• /
• 2003.05a
• /
• pp.287-293
• /
• 2003

In this paper we consider the problem of parameter change based on the cusum test proposed by Lee et al. (2003). The cusum test statistic is constructed utilizing the estimator minimizing density-based divergence measures. It is shown that under regularity conditions, the test statistic has the limiting distribution of the sup of standard Brownian bridge. Simulation results demonstrate that the cusum test is robust when there arc outliers.

• Journal of the Korean Society for Precision Engineering
• /
• v.28 no.9
• /
• pp.1086-1093
• /
• 2011

To fabricate the aluminum alloys with good drawability, the textures evolution of the AA5182 sheets due to the change of lid parameter after rolling and subsequent annealing was studied. The measurement of the deformation textures was carried out for the sheets with high reduction ratio and the change of the recrystallization texture was investigated after heat-treatments of the rolled sheets in various I/d parameters. Rolling without lubrication and subsequent annealing led to the formation of favorable rot-$C_{ND}$ {001}<110> and ${\gamma}$-fiber ND//<111> textures in AA5182 sheets. From the results, the ${\gamma}$-fiber ND//<111> component well evolved during rolling at high lid parameter of 6.77. The initial shear deformation texture, especially, ${\gamma}$-fiber ND//<111> was not rotated during heat treatment in holding time of 180~7,200 seconds on AA5182 with I/d parameter of 6.77. Therefore, the AA5182 sheets were fabricated by controlling I/d parameter having well evolved ${\gamma}$-fiber ND//<111> which was advantageous in good drawability of the sheets.

• Journal of the Korean Data and Information Science Society
• /
• v.26 no.6
• /
• pp.1565-1572
• /
• 2015

In this paper, we analyze the polio incidence data based on the Poisson autoregressive models, focusing particularly on change-point detection. Since the data include some strongly deviating observations, we employ the robust cumulative sum (CUSUM) test proposed by Kang and Song (2015) to perform the test for parameter change. Contrary to the result of Kang and Lee (2014), our data analysis indicates that there is no significant change in the case of the CUSUM test with strong robustness and the same result is obtained after ridding the polio data of outliers. We additionally consider the comparison of the forecasting performance. All the results demonstrate that the robust CUSUM test performs adequately in the presence of seemingly outliers.

• Journal of The Korean Society of Agricultural Engineers
• /
• v.56 no.2
• /
• pp.11-23
• /
• 2014

The impact and adaption on agricultural water resources considering climate change is significant for reservoirs. The change in rainfall patterns and hydrologic factors due to climate change increases the uncertainty of agricultural water supply and demand. The quantitative evaluation method of uncertainty based on agricultural water resource management under future climate conditions is a major concern. Therefore, it is necessary to improve the vulnerability management technique for agricultural water supply based on a probabilistic and stochastic risk evaluation theory. The objective of this study was to analyse the uncertainty of water resources under future climate change using probability distribution function of water supply in agricultural reservoir and demand in irrigation district. The uncertainty of future water resources in agricultural reservoirs was estimated using the time-specific analysis of histograms and probability distributions parameter, for example the location and the scale parameter. According to the uncertainty analysis, the future agricultural water supply and demand in reservoir tends to increase the uncertainty by the low consistency of the results. Thus, it is recommended to prepare a resonable decision making on water supply strategies in terms of using climate change scenarios that reflect different future development conditions.

• Journal of Korean Institute of Industrial Engineers
• /
• v.29 no.2
• /
• pp.157-164
• /
• 2003

The amount of information increases rapidly when working in a distributed environment where multiple collaborative partners work together on a complex product. Today's PDM (product data management) systems provide good capabilities regarding the management of product data within a single company. However, taking into account the variety of systems used at partner sites in an engineering environment one can easily imagine problems regarding the interoperability and the data consistency. This paper presents a concept to improve the workflow management using the parameters network. It shows a parameter driven engineering workflow that is able to manage engineering task across company boarders. We introduce a mechanism of workflow management based on the engineering parameters and an architecture of the distributed workspace to apply it within a PDM system. For a parameter mapping between CAD and PDM system we developed an XML-based CATIA data interface module using CAA.

• The Korean Journal of Applied Statistics
• /
• v.33 no.4
• /
• pp.467-482
• /
• 2020

We investigate a monitoring procedure for the early detection of parameter changes in location-scale time series models. We introduce a detector for monitoring procedure based on modified residual cumulative sum (CUSUM). The asymptotic properties of the monitoring procedure are established under the null and alternative hypotheses. Simulation results and data analysis are also provided for illustration.

• Communications for Statistical Applications and Methods
• /
• v.18 no.4
• /
• pp.495-505
• /
• 2011

This study performs statistical tests for stability of a long-run relationship in the telecommunication market system by identifying the time path of a recursively estimated cointegration parameter. A dummy variable is used to recover stability for the period that the hypothesis of stable cointegration is rejected, and then a proper cointegrating relation is derived. A dummy variable appears to reflect the structural change in the cointegrating relation according to the analytical results for the error correction term.

• Journal of Korean Association for Spatial Structures
• /
• v.20 no.1
• /
• pp.95-102
• /
• 2020

The structural design of arch roofs or bridges requires the analysis of their unstable behaviors depending on certain parameters defined in the arch shape. Their maintenance should estimate the parameters from observed data. However, since the critical parameters exist in the equilibrium paths of the arch, and a small change in such the parameters causes a significant change in their behaviors. Thus, estimation to find the critical ones should be carried out using a global search algorithm. In this paper we study the parameter estimation for a shallow arch by a quantum-inspired evolution algorithm. A cost functional to estimate the system parameters included in the arch consists of the difference between the observed signal and the estimated signal of the arch system. The design variables are shape, external load and damping constant in the arch system. We provide theoretical and numerical examples for estimation of the parameters from both contaminated data and pure data.

• Proceedings of the Korean Institute of Navigation and Port Research Conference
• /
• 2002.11a
• /
• pp.161-167
• /
• 2002

Cai-go management facility of harbor are required an expansion due to increase of cargo quantity. Design technology of Yard AGV call be possible to deal many cargo rapidly and accurately. So it is produced a profit about cal-go management. This study is presented optimum of suspension parameter for design technology Yard AGV. Model I, II are modeled about Initial of container weight, height. When the maximum stroke of suspension is 0.26m, optimum is achieved to reduce the reaction force at the minimum. Also, the reaction force is study to become stability in I second. A change of spring constant and coefficient of damper make change the reaction force and minimum reaction force appear in optimum value. All modeling and analysis are used combination. contact element of Ansys program.