• The Korean Journal of Applied Statistics
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• v.28 no.3
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• pp.393-406
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• 2015

We examine how to model mortality risk using the adaptation of the mean-reverting processes for the two factor model proposed by Cairns et al. (2006b). Mortality improvements have been recently observed in some countries such as United Kingdom; therefore, we assume long-run mortality converges towards a trend at some unknown time and the mean-reverting processes could therefore be an appropriate stochastic model. We estimate the parameters of the two-factor model incorporated with mean-reverting processes by a Metropolis-Hastings algorithm to fit United Kingdom mortality data from 1991 to 2015. We forecast the evolution of the mortality from 2014 to 2040 based on the estimation results in order to evaluate the issue price of a longevity bond of 25 years maturity. As an application, we propose a method to quantify the speed of mortality improvement by the average mean reverting times of the processes.

• Journal of Korea Water Resources Association
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• v.42 no.6
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• pp.433-443
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• 2009

For the better understanding of the temporal characteristics of soil water, this study is to suggest a stochastic soil water model and to apply it for impact assessment of climate change. The loss function is divided into 3 stages for more specified comprehension of the probabilistic behavior of soil water, and especially, the soil water model considering the stochastic characteristics of precipitation is developed in order to consider the variation of climatic factors. The simulation result of soil water model confirms that the proposed soil water model can re-generate the observation properly, and it also proves that the soil water behaves with consistent cycle based on the precipitation pattern. Moreover, with the simulation results with a climate change scenario, it can be predicted that the future soil water will have higher variations than present soil water.

• Structural Engineering and Mechanics
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• v.49 no.1
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• pp.111-128
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• 2014

The stochastic response surface method (SRSM) and the response surface method (RSM) are often used for structural reliability analysis, especially for reliability problems with implicit performance functions. This paper aims to compare these two methods in terms of fitting the performance function, accuracy and efficiency in estimating probability of failure as well as statistical moments of system output response. The computational procedures of two response surface methods are briefly introduced first. Then their capabilities are demonstrated and compared in detail through two examples. The results indicate that the probability of failure mainly reflects the accuracy of the response surface function (RSF) fitting the performance function in the vicinity of the design point, while the statistical moments of system output response reflect the accuracy of the RSF fitting the performance function in the entire space. In addition, the performance function can be well fitted by the SRSM with an optimal order polynomial chaos expansion both in the entire physical and in the independent standard normal spaces. However, it can be only well fitted by the RSM in the vicinity of the design point. For reliability problems involving random variables with approximate normal distributions, such as normal, lognormal, and Gumbel Max distributions, both the probability of failure and statistical moments of system output response can be accurately estimated by the SRSM, whereas the RSM can only produce the probability of failure with a reasonable accuracy.

• The Journal of the Acoustical Society of Korea
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• v.21 no.5
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• pp.455-461
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• 2002

This paper presents a method that improves the performance of the personal voice dialling system in which speaker independent phoneme HMM's are used. Since the speaker independent phoneme HMM based voice dialing system uses only the phone transcription of the input sentence, the storage space could be reduced greatly. However, the performance of the system is worse than that of the system which uses the speaker dependent models due to the phone recognition errors generated when the speaker independent models are used. In order to solve this problem, a new method that jointly estimates transformation vectors for the speaker adaptation and transcriptions from training utterances is presented. The biases and transcriptions are estimated iteratively from the training data of each user with maximum likelihood approach to the stochastic matching using speaker-independent phone models. Experimental result shows that the proposed method is superior to the conventional method which used transcriptions only.

• Structural Engineering and Mechanics
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• v.56 no.6
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• pp.959-982
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• 2015

In this study, a non-stationary random earthquake Clough-Penzien model is used to describe earthquake ground motion. Using stochastic direct integration in combination with an equivalent linear method, a solution is established to describe the non-stationary response of lead-rubber bearing (LRB) system to a stochastic earthquake. Two parameters are used to develop an optimization method for bearing design: the post-yielding stiffness and the normalized yield strength of the isolation bearing. Using the minimization of the maximum energy response level of the upper structure subjected to an earthquake as an objective function, and with the constraints that the bearing failure probability is no more than 5% and the second shape factor of the bearing is less than 5, a calculation method for the two optimal design parameters is presented. In this optimization process, the radial basis function (RBF) response surface was applied, instead of the implicit objective function and constraints, and a sequential quadratic programming (SQP) algorithm was used to solve the optimization problems. By considering the uncertainties of the structural parameters and seismic ground motion input parameters for the optimization of the bearing design, convex set models (such as the interval model and ellipsoidal model) are used to describe the uncertainty parameters. Subsequently, the optimal bearing design parameters were expanded at their median values into first-order Taylor series expansions, and then, the Lagrange multipliers method was used to determine the upper and lower boundaries of the parameters. Moreover, using a calculation example, the impacts of site soil parameters, such as input peak ground acceleration, bearing diameter and rubber shore hardness on the optimization parameters, are investigated.

• Journal of the Computational Structural Engineering Institute of Korea
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• v.22 no.6
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• pp.627-637
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• 2009

Composite materials have been employed in the various engineering applications due to high mechanical performances including high strength-weight ratio and high degree of free formability. Due to complex manufacturing process, however, it can have intrinsic randomness in the material constants which affect the deterministic behavior of the composite structures. In this study, we suggest a formulation for stochastic finite element analysis considering the spatial randomness of Poisson's ratio. Considering the reciprocal relation between elastic moduli and Poisson's ratios in the two mutually orthogonal axes, one of two values of Poisson's ratio can be expressed in terms of the other. Using this, the relation between stress resultants and strains is derived in the ascending order of power of the stochastic field function, which can be directly used in the formulation to obtain the coefficient of variation of responses. The adequacy of the proposed scheme is demonstrated by comparison with the results of Monte Carlo analysis.

• Journal of KIISE:Software and Applications
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• v.33 no.11
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• pp.965-978
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• 2006

This paper implements an automatic Korean word-spacing system based on word-recognition using morpheme unigrams and the pattern that the categories of those morpheme unigrams share within a candidate word. Although previous work on Korean word-spacing models has produced the advantages of easy construction and time efficiency, there still remain problems, such as data sparseness and critical memory size, which arise from the morpho-typological characteristics of Korean. In order to cope with both problems, our implementation uses the stochastic information of morpheme unigrams, and their category patterns, instead of word unigrams. A word's probability in a sentence is obtained based on morpheme probability and the weight for the morpheme's category within the category pattern of the candidate word. The category weights are trained so as to minimize the error means between the observed probabilities of words and those estimated by words' individual-morphemes' probabilities weighted according to their categories' powers in a given word's category pattern.

• Journal of Korea Society of Industrial Information Systems
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• v.25 no.6
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• pp.95-107
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• 2020

We analyze the performance of South Korea wholesalers and retailers during the period when COVID-19 emerged and began to spread in South Korea. Specifically, we choose operational efficiency as a proxy variable for reflecting corporate performance and apply stochastic frontier analysis for estimating operational efficiency. Importantly, in order to examine the impact of the COVID-19 period (Q1 to Q2 2020) on operational efficiency, we consider the quarterly fixed effect corresponding to the COVID-19 period. Our findings include: (ⅰ) the average level of operational ffficiency is approximately 0.7138 during the analysis period (Q1 2019 to Q2 2020); (ⅱ) the fixed effect of the COVID-19 period on operational efficiency is not significant; and (ⅲ) operational efficiency is positively correlated with the scale of the company. Moreover, from an academic perspective, we make a contribution by examining the relationship between the operational efficiency as a firm-level variable and the COVID-19 period as a macroeconomic variable.

• Journal of the Korean Data and Information Science Society
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• v.10 no.1
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• pp.243-250
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• 1999

We consider $Y=X{\lambda}Z,\;{\lambda}>0$, where X and Z are independent random variables, and Y is the length biased distribution or the equilibrium distribution of X. The purpose of this paper is to consider the distribution of X or Y when the distribution of Z is given and the distribution of Z when the distribution of X or Y is given, In particular, we obtain that the necessary and sufficient conditions for X to be $X^{2}({\upsilon})\;is\;Z{\sim}X^{2}(2)\;and\;for\;Z\;to\;be\;X^{2}(1)\;is\;X{\sim}IG({\mu},\;{\mu}^{2}/{\lambda})$, where $IG({\mu},\;{\mu}^{2}/{\lambda})$ is two-parameter inverse Gaussian distribution. Also we show that X is smaller than Y in the reverse Laplace transform ratio order if and only if $X_{e}$ is smaller than $Y_{e}$ in the Laplace transform ratio order. Finally, we can get the results that if X is smaller than Y in the Laplace transform ratio order, then $Y_{L}$ is smaller than $X_{L}$ in the Laplace transform order, and that if X is smaller than Y in the reverse Laplace transform ratio order, then $_{\mu}X_{L}$ is smaller than $_{\nu}Y_{L}$ in the Laplace transform order.

• 제어로봇시스템학회:학술대회논문집
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• 1993.10b
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• pp.88-94
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• 1993

In this paper we analyze the RHLQG/FIRF optimal.contol law presented in [4,5] in order to stabilizes a stochastic linear time varying systems with modeling uncertainty. It is shown by the frequency domain analysis that the RHC is robuster than the LQ control law. Explicit LTR procedures are given to improve the robust performance of RHLQC/FIRF cotrol law. Using the mismatching function technique [8], we propose an LTR method which makes the RHLQG/FIRF controller recover the feedback properties of the R.HC law. Also we compare the LTR performance of the RHLQC/FIRF via simulation with conventional LTR methods.