• Communications of the Korean Mathematical Society
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• v.14 no.3
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• pp.569-579
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• 1999

We consider a random measure defined by the occupation time of Brownian motion in $l_2$. If it is normalized ${\lambda}^2$log then we show that its cluster set as ${\lambda}{longrightarrow}\infty$ can be represented by Ι-function on $\sigma$-finite measure in $l_2$.

• Communications for Statistical Applications and Methods
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• v.13 no.2
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• pp.297-307
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• 2006

Most methods for describing the relationship among random variables require specific probability distributions and some assumptions of random variables. The mutual information based on the entropy to measure the dependency among random variables does not need any specific assumptions. And the redundancy which is a analogous version of the mutual information was also proposed. In this paper, the redundancy and mutual information are explored to multi-dimensional categorical data. It is found that the redundancy for categorical data could be expressed as the function of the generalized likelihood ratio statistic under several kinds of independent log-linear models, so that the redundancy could also be used to analyze contingency tables. Whereas the generalized likelihood ratio statistic to test the goodness-of-fit of the log-linear models is sensitive to the sample size, the redundancy for categorical data does not depend on sample size but its cell probabilities itself.

• Journal of the Korean Society of Safety
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• v.28 no.1
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• pp.74-80
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• 2013

This study describes structural reliability analysis of actively-controlled structure for which random vibration analysis is incorporated into the first-order reliability method (FORM) framework. The existing approaches perform the reliability analysis based on the RMS response, whereas the proposed study uses the peak response for the reliability analysis. Therefore, the proposed approach provides us a meaningful performance measure of the active control system, i.e., realistic failure probability. In addition, it can deal with the uncertainties in the system parameters as well as the excitations in single-loop reliability analysis, whereas the conventional random vibration analysis requires double-loop reliability analysis; one is for the system parameters and the other is for stochastic excitations. The effectiveness of the proposed approach is demonstrated through a numerical example where the proposed approach shows fast and accurate reliability (or inversely failure probability) assessment results of the dynamical active control system against random seismic excitations in the presence of parametric uncertainties of the dynamical structural system.

• International Journal of Contents
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• v.9 no.2
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• pp.1-7
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• 2013

This paper proposes an efficient matching algorithm based on ASIFT (Affine Scale-Invariant Feature Transform) which is fully invariant to affine transformation. In our approach, we proposed a method of reducing similar measure matching cost and the number of outliers. First, we combined the Manhattan and Chessboard metrics replacing the Euclidean metric by a linear combination for measuring the similarity of keypoints. These two metrics are simple but really efficient. Using our method the computation time for matching step was saved and also the number of correct matches was increased. By applying an Optimized Random Sampling Algorithm (ORSA), we can remove most of the outlier matches to make the result meaningful. This method was experimented on various combinations of affine transform. The experimental result shows that our method is superior to SIFT and ASIFT.

• Structural Engineering and Mechanics
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• v.37 no.5
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• pp.543-560
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• 2011

In structural engineering there are randomness inherently exist on determination of the loads, strength, geometry, and so on, and the manufacturing of the structural members, workmanship etc. Thus, objective and constraint functions of the optimization problem are functions that depend on those randomly natured components. The constraints being the function of the random variables are evaluated by using reliability index or performance measure approaches in the optimization process. In this study, the minimum weight of a space truss is obtained under the uncertainties on the load, material and cross-section areas with harmony search using reliability index and performance measure approaches. Consequently, optimization algorithm produces the same result when both the approaches converge. Performance measure approach, however, is more efficient compare to reliability index approach in terms of the convergence rate and iterations needed.

• International journal of advanced smart convergence
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• v.1 no.1
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• pp.6-13
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• 2012

An improved algorithm for image quality assessment is presented. First a simple model of human visual system, consisting of a nonlinear function and a 2-D filter, processes the input images. This filter has one user-defined parameter, whose value depends on the reference image. This way the algorithm can adapt to different scenarios. In the next step the average value of locally computed correlation coefficients between the two processed images is found. This criterion is closely related to the way in which human observer assesses image quality. Finally, image quality measure is computed as the average value of locally computed correlation coefficients, adjusted by the average correlation coefficient between the reference and error images. By this approach the proposed measure differentiates between the random and signal dependant distortions, which have different effects on human observer. Performance of the proposed quality measure is illustrated by examples involving images with different types of degradation.

• KSII Transactions on Internet and Information Systems (TIIS)
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• v.6 no.6
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• pp.1649-1667
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• 2012

In order to improve the accuracy and universality of the flow metric correlation analysis, this paper firstly analyzes the characteristics of Internet flow metrics as random variables, points out the disadvantages of Pearson Correlation Coefficient which is used to measure the correlation between two flow metrics by current researches. Then a method based on Symmetrical Uncertainty is proposed to measure the correlation between two flow metrics, and is extended to measure the correlation among multi-variables. Meanwhile, the simulation and polynomial fitting method are used to reveal the threshold value between different correlation degrees for SU method. The statistical analysis results on the common flow metrics using several traces show that Symmetrical Uncertainty can not only represent the correct aspects of Pearson Correlation Coefficient, but also make up for its shortcomings, thus achieve the purpose of measuring flow metric correlation quantitatively and accurately. On the other hand, reveal the actual relationship among fourteen common flow metrics.

• The Korean Journal of Applied Statistics
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• v.27 no.5
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• pp.717-729
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• 2014

Projection pursuit classification tree uses a 1-dimensional projection with the view of the most separating classes in each node. These projection coefficients contain information distinguishing two groups of classes from each other and can be used to calculate the importance measure of classification in each variable. This paper reviews the variable importance measure with increasing interest in line with growing data size. We compared the performances of projection pursuit classification tree with those of classification and regression tree(CART) and random forest. Projection pursuit classification tree are found to produce better performance in most cases, particularly with highly correlated variables. The importance measure of projection pursuit classification tree performs slightly better than the importance measure of random forest.

• Bulletin of the Korean Mathematical Society
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• v.32 no.2
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• pp.297-302
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• 1995

In [1], Cramer introduced the first large deviation theorem at a probability symposium in 1938. Since 1938, there have been many developments in the large deviation theorems.

• Journal of the Chungcheong Mathematical Society
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• v.12 no.1
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• pp.133-146
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• 1999

Let {X(t), $t{\geq}0$} be a stochastic integral process represented by stable random measure or multiple Ito-Wiener integrals. Under some conditions, we prove the continuity and self-similarity of these stochastic integral processes. As an application, we get Gaussian chaos which has some shift continuous function.