• 한국시뮬레이션학회논문지
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• 제10권4호
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• pp.41-50
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• 2001

When optimizing a complex system by determining the optimum condition of the system parameters of interest, we often employ the process of estimating the unknown objective function, which is assumed to be a second order spline function. In doing so, we normally use common random numbers for different set of the controllable factors resulting in more accurate parameter estimation for the objective function. In this paper, we will show some mathematical result for the analysis of variance when using common random numbers in terms of the regression error, the residual error and the pure error terms. In fact, if we can realize the special structure of the covariance matrix of the error terms, we can use the result of analysis of variance for the uncorrelated experiments only by applying minor changes.

• Industrial Engineering and Management Systems
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• 제15권4호
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• pp.432-445
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• 2016

A random profile is the result of a process, the output of which is a function instead of a scalar or vector quantity. In the nature of these objects, two main dimensions of "functionality" and "randomness" can be recognized. Valuable researches have been conducted to present control charts for monitoring such processes in which a regression approach has been applied by focusing on "randomness" of profiles. Performing other statistical techniques such as hypothesis testing for different parameters, comparing parameters of two populations, ANOVA, DOE, etc. has been postponed thus far, because the "functional" nature of profiles is ignored. In this paper, first, some needed theorems are proven with an applied approach, so that be understandable for an engineer which is unfamiliar with advanced mathematical analysis. Then, as an application of that, a statistical test is designed for mean of continuous random profiles. Finally, using experimental operating characteristic curves obtained in computer simulation, it is demonstrated that the presented tests are properly able to recognize deviations in the null hypothesis.

• 한국시뮬레이션학회:학술대회논문집
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• 한국시뮬레이션학회 1999년도 추계학술대회 논문집
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• pp.75-80
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• 1999

This paper presents a new method to find a optimal solution for stochastic system. This method uses Genetic Algorithm(GA) and simulation. GA is used to search for new alternative and simulation is used to evaluate alternative. The stochastic system has one or more random variables as inputs. Random inputs lead to random outputs. Since the outputs are random, they can be considered only as estimates of the true characteristics of they system. These estimates could greatly differ from the corresponding real characteristics for the system. We need multiple replications to get reliable information on the system. And we have to analyze output data to get a optimal solution. It requires too much computation to be practical. We address the problem of reducing computation. The procedure on this paper use GA character, an iterative process, to reduce the number of replications. The same chromosomes could exit in post and present generation. Computation can be reduced by using the information of the same chromosomes which exist in post and present current generation.

• 대한전기학회:학술대회논문집
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• 대한전기학회 2003년도 추계학술대회 논문집 전력기술부문
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• pp.28-30
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• 2003

Probabilistic Load Flow(PLF) solution based on the method of moments is used for security assessment of bus voltages in power systems. Bus voltages, line currents, line admittances, generated real and reactive power, and bus loads are treated as complex random variables. These complex random variables are known in terms of probability density functions(PDF). Also, expressions for the convolutions of complex random variables in terms of moments and cumulants have been derived. Proposed PLF solution using the method of moments is fast, because the process of convolution of various complex random variables is performed in moment and cumulant domain. Therefore, the method is applied to security assessment of power systems in this paper. Finally, system operator also can be used information of security assessment to improve reliability of power systems.

• Communications for Statistical Applications and Methods
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• 제9권3호
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• pp.703-713
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• 2002

In longitudinal studies, outcomes are repeatedly measured over time for each subject. It is common to have missing values or dropouts for longitudinal data. In this study time trend in longitudinal data with dropouts is of concern. The confounding of time trend with dropout process is investigated through simulation studies. Some simulation results are reported for binary responses as well as continuous responses with patterns of dropouts varying. It has been found that time trend is not confounded with random dropout process for binary responses when it is estimated using GEE.

• Communications for Statistical Applications and Methods
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• 제21권3호
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• pp.245-251
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• 2014

Two exponential inequalities are established for a wide class of general weakly dependent sequences of random variables, called ${\psi}$-weakly dependent process which unify weak dependence conditions such as mixing, association, Gaussian sequences and Bernoulli shifts. The ${\psi}$-weakly dependent process includes, for examples, stationary ARMA processes, bilinear processes, and threshold autoregressive processes, and includes essentially all classes of weakly dependent stationary processes of interest in statistics under natural conditions on the process parameters. The two exponential inequalities are established on more general conditions than some existing ones, and are proven in simpler ways.

• 응용통계연구
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• 제24권1호
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• pp.35-43
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• 2011

이 논문에서는 이산코사인변환(discrete cosine transform) 계수를 이용하여 AR(1) 과정에서 단위근을 검정하는 방법을 소개한다. 제안하고자 하는 방법의 이론적 타당성을 보이기 위해 정상 AR(1) 과정과 확률보행과정 하에서의 이산코사인변환 계수의 통계적 성질을 비교한다. 비교 결과를 이용하여 단위근 여부를 확인할 수 있는 검정통계량을 제안하고 붓스트랩을 활용하여 검정통계량의 분포를 유도한다. 모의실험을 통해 기존 Dickey-Fuller 검정과 검정력 비교를 실시하였다.

• 대한수학회논문집
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• 제21권4호
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• pp.779-786
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• 2006

Let $\mathbb{X}_t$ be an m-dimensional linear process defined by $\mathbb{X}_t=\sum{_{j=0}^\infty}\;A_j\;\mathbb{Z}_{t-j}$, t = 1, 2, $\ldots$, where $\mathbb{Z}_t$ is a sequence of m-dimensional random vectors with mean 0 : $m\times1$ and positive definite covariance matrix $\Gamma:m{\times}m$ and $\{A_j\}$ is a sequence of coefficient matrices. In this paper we give sufficient conditions so that $\sum{_{t=1}^{[ns]}\mathbb{X}_t$ (properly normalized) converges weakly to Wiener measure if the corresponding result for $\sum{_{t=1}^{[ns]}\mathbb{Z}_t$ is true.

• 한국정밀공학회:학술대회논문집
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• 한국정밀공학회 1996년도 춘계학술대회 논문집
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• pp.125-129
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• 1996

In this study, a method is proposed for the cutting force prediction of Ball-end milling process using Z-map is proposed. Any types of cutting area generated from previous cutting process can be expressed in z-map data. Cutting edge of a ball-end mill is divided into a set of finite cutting edges and the position of this edge is projected to the cross-section plane normal to the Z-axis. Comparing this projected position with Z-map data of cutting area and determining whether it is in the cutting region, total cutting force can be calculated by means of numerical integration. A series of experiments such as side cutting and upward/downard cutting was performet to verify the simulated cutting force.

• 한국방재안전학회논문집
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• 제6권3호
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• pp.1-8
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• 2013

시간과 공간에 따라 변화하는 난류성분의 변동풍하중을 받는 고층건물의 경량화 및 연성화 현상은 고유진동수와 감쇠비를 적게함으로서 동적으로 매우 불리한 진동문제을 발생하게 되어, 변동풍하중을 받는 도심의 고층건물에 대한 동적해석의 중요성이 인식되고 있다. 본 논문에서는 돌풍과 같이 짧은 시간동안에 통계적 성질이 변화하는 변동풍하중을 나타내기 위하여 정상불규칙 풍하중에 시간에 따라 변화하는 결정적함수(A(t) = 1-exp($-{\beta}t$))를 곱하여 나타냈고, 이러한 변동풍하중을 받는 고층건물에 대한 평균류방향의 동적변위응답해석은 진동이론으로부터 Time-dependent Response Spectral Density함수를 나타냈고, 진동함수를 포함하여 나타내는 Time-dependent Response Spectral Density의 진동수영역에 대한 적분의 해로부터 동적응답을 해석적으로 구하기 위하여 Contour적분에서 Cauchy의 적분정리와 잔유치 정리(residue theorem)에 의한 잔유치 적분으로부터 해석함수를 구했다. 해석 예에서 본 논문에서 구한 해석함수와 기존의 수치해석방법에 따른 결과를 비교 검토했고, 고층건물의 동적 특성에 따른 해석결과도 비교 검토했다.