• The Korean Journal of Applied Statistics
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• v.29 no.4
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• pp.741-752
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• 2016

Numerous studies have shown that normal inverse Gaussian (NIG) distribution adequately fits the empirical return distribution of financial securities. The estimation of parameters can also be done relatively easily, which makes the NIG distribution more useful in financial markets. The maximum likelihood estimation and the method of moments estimation are easy to implement; however, we may encounter a problem in practice when a relationship among the moments is violated. In this paper, we investigate this problem in the parameter estimation and try to find a simple solution through simulations. We examine the effect of our adjusted estimation method with real data: daily log returns of KOSPI, S&P500, FTSE and HANG SENG. We also checked the performance of our method by computing the value at risk of daily log return data. The results show that our method improves the stability of parameter estimation, while it retains a comparable performance in goodness-of-fit.

• Computers and Concrete
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• v.16 no.1
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• pp.99-123
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• 2015

In this study, structural vulnerability of reinforced concrete moment resisting frames (RC-MRFs) by considering the Iran-specific characteristics is investigated to manage the earthquake risk in terms of multicomponent seismic excitations. Low and medium rise RC-MRFs, which constitute approximately 80-90% of the total buildings stock in Iran, are focused in this fragility-based assessment. The seismic design of 3-12 story RC-MRFs are carried out according to the Iranian Code of Practice for Seismic Resistant Design of Buildings (Standard No. 2800), and the analytical models are formed accordingly in open source nonlinear platforms. Frame structures are categorized in three subclasses according to the specific characteristics of construction practice and the observed seismic performance after major earthquakes in Iran. Both far and near fields' ground motions have been considered in the fragility estimation. An optimal intensity measure (IM) called Sa, avg and beta probability distribution were used to obtain reliable fragility-based database for earthquake damage and loss estimation of RC buildings stock in urban areas of Iran. Nonlinear incremental dynamic analyses by means of lumped-parameter based structural models have been simulated and performed to extract the fragility curves. Approximate confidence bounds are developed to represent the epistemic uncertainties inherent in the fragility estimations. Consequently, it's shown that including vertical ground motion in the analysis is highly recommended for reliable seismic assessment of RC buildings.

• Journal of The Korean Society of Agricultural Engineers
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• v.54 no.1
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• pp.55-62
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• 2012

This study is to assess the reduction of nonpoint source pollution by applying Best Management Practice (BMP) in Chungju-dam watershed (6,585.1 $km^2$) using Soil and Water Assessment Tool (SWAT). The model was calibrated using 3 years (1998-2000) daily streamflow at 3 locations and monthly water quality of sediment (SS), total nitrogen (T-N) and total phosphorus (T-P) data at 2 locations and validated for another 3 years (2001-2003) data. The 5 BMPs of streambank stabilization, porous gully plugs, recharge structures, terrace, and contour farming were applied to stream and area with the specific criteria of previous researches. Through the parameter sensitivity analysis, the farming practice P-factor and Manning's roughness of stream were sensitive. Overall, the NPS reduction effect was high for streambank stabilization, terrace, and contour farming. At the watershed outlet, the SS, T-P, and T-N were reduced by 64.4 %, 62.8 % and 17.6 % respectively.

• Journal of Chest Surgery
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• v.23 no.6
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• pp.1152-1157
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• 1990

Colloid solution is commonly used to increase the oncotic pressures of priming solutions used in the cardiopulmonary bypass circuit. To study the effectiveness of this practice, we retrospectively evaluated 24 patients undergoing cardiac operations to receive isoelectric solution plus 50 gm of albumin[group A], isoelectric solution plus 25 gm of albumin[group B] and isoelectric solution without albumin[group C] as the prime solution for the bypass circuit. Various clinical parameters related to the perioperative fluid balance, cardiopulmonary function, and renal function were studied. There were no differences between the three groups with regard to postoperative clinical parameter of cardiopulmonary, liver function and renal function. But at the previous report by Cho et al. [38], there was a significant difference between groups with regard to hematologic property, especially in crenated red blood cells. These hematologic events did not affect the clinical outcome but thorough evaluations are needed in order to prove the clinical effect of crenated red blood cell. We conclude that there is no clinically detectable advantage for the routinely supplementing of albumin to the priming solution of bypass circuit in cardiac operations. Whether this practice can be of value in selected cases needs to be further studied.

• Proceedings of the KSR Conference
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• 2007.05a
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• pp.375-378
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• 2007

The selection of the support system is an important design parameter in design and construction of the tunnel using the new Australian tunnel method. It is a common practice to select the support based on the rock mass grade, in which the rock mass is classified into five rock groups. The method is applicable if the characteristics of the rock mass are uniform in the direction of tunnel excavation. However, such case is seldom encountered in practice and not applicable when the properties vary along the longitudinal direction. This study performs comprehensive three dimensional finite difference analyses to investigate the ground deformation pattern for cases in which the rock mass properties change in the direction of the tunnel axis. The numerically calculated displacements at the tunnel crown show that the displacement is highly dependent on the stiffness contrast of the rock masses. The results strongly indicate the need to select the support type $0.5\sim1.0D$ before the rock mass boundary. The paper proposes a new guideline for selecting the support type based the results of the analyses.

• Proceedings of the KSR Conference
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• 2007.11a
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• pp.476-479
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• 2007

The selection of the support system is an important design parameter in design and construction of the tunnel using the new Australian tunnel method. It is a common practice to select the support based on the rock mass grade, in which the rock mass is classified into five rock groups. The method is applicable if the characteristics of the rock mass are uniform in the vertical direction. However, such case is seldom encountered in practice and not applicable when the properties vary along the vertical direction. This study performs comprehensive three dimensional finite difference analyses to investigate the ground deformation pattern for cases in which the rock mass properties change in the vertical direction of the tunnel axis. The numerically calculated displacements at the tunnel crown show that the displacement is highly dependent on the stiffness contrast of the rock masses. The results strongly indicate the need to select the support type $0.5{\sim}1.0D$(vertical direction) on the rock mass boundary. The paper proposes a new guideline for selecting the support type based the results of the analyses.

• Journal of Biomedical Engineering Research
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• v.41 no.5
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• pp.179-184
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• 2020

Purpose: The purpose of this study was to evaluate the effect according to the NEX, VENC, targeted cardiac phases on the velocity measurement of 4D phase-contrast MRI. Materials and Methods: The abdominal aortic phantom was made to experiment. The working fluid was mixed with water and glycerin to mimic the density and viscosity of human blood. The inlet velocity was Reynolds number 2000. The experimental conditions were NEX 1 and 4, VENC 102 cm/s and 200 cm/s, and 10 and 15 targeted cardiac phases, respectively. The average flow rate, average velocity, maximum velocity, and cross-section area were measured. Results: As a result of the case-by-case comparison, the error rate was less than 5%. There was no significant difference (p > 0.05). Conclusion: It is expected that this result will be useful for acquiring blood flow information in clinical practice.

• Journal of Korea Water Resources Association
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• v.32 no.3
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• pp.247-254
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• 1999

The frequency analyses of annual maximum rainfall data for 22 rainfall gauging stations is Korea were performed. The method of moments (MOM), maximum likelihood (ML), and probability weighted moments (PWM) were used in parameter estimation. The GEV distribution was selected as an appropriate model for annual maximum rainfall data based on parameter validity condition, graphical analysis, separation effect, and goodness of fit tests. For the selected GEV model, spatial analysis was performed and rainfall intensity-duration-frequency equation was derived by using linearization technique. The derived rainfall intensity-duration-frequency equation can be used for estimating rainfall quantiles of the selected stations with convenience and reliability in practice.

• Honam Mathematical Journal
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• v.31 no.1
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• pp.109-124
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• 2009

Based on the observed data for Clarithromycin released, three commonly used inflow models: the power, the exponential, and the logarithmic models are considered. Among them, the power model is used most in practice for simplicity. Using the numerical parameter estimation techniques, the parameters appeared in the model equations are estimated. Through the numerical estimation results using the several experimental data sets, the exponential model turns out to be best among the three models. More specifically, the sum of squares of absolute errors and the sum of squares of relative errors for the exponential model are reduced by 80-95 % for the experimental data sets and 60-90 % for the noise added data sets compared with those for the power and logarithmic models. A typical experimental data set is used in this paper to show the estimation method and its numerical results. The proposed numerical method and its algorithm are designed for estimating the parameters appeared in the model differential equations for which the exact form of the solution is unknown in general. The methodology developed can be applied to more general cases such as the nonlinear ordinary differential equations or the partial differential equations.

• Journal of Institute of Control, Robotics and Systems
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• v.7 no.12
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• pp.973-979
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• 2001

Sliding mode control guarantees robustness in the presence of modeling uncertainties and external disturbances. However, this can be obtained at the cost of high control activity that may lead to chattering As one way to alleviate this problem a boundary layer around sliding surface is typically used. In this case the selection of controller gain, control ban width and boundary layer thickness is a crucial problem for the trade-off between tracking error and chattering. The parameter tuning is usually done by trail-and-error in practice causing significant effort and time. An auto tuning method based on fuzzy rules is proposed in the paper in this method tracking error and chattering are monitored by performance indices and the controller tunes the design parameters intelligently in order to compromise both indices. To demonstrate the efficiency of the propose method a mass-spring translation system and a roboic control system are simulated and tested It is shown that the proposed algorithm is effective to facilitae the parameter tuning for sliding mode controllers.