• The Korean Journal of Applied Statistics
• /
• v.23 no.2
• /
• pp.219-234
• /
• 2010

In index investing according to KOSPI, we estimate Value at Risk(VaR) from the extreme losses of the daily returns which are obtained from KOSPI. To this end, we apply Block Maxima(BM) model which is one of the useful models in the extreme value theory. We also estimate the extremal index to consider the dependency in the occurrence of extreme losses. From the back-testing based on the failure rate method, we can see that the model is adaptable for the VaR estimation. We also compare this model with the GARCH model which is commonly used for the VaR estimation. Back-testing says that there is no meaningful difference between the two models if we assume that the conditional returns follow the t-distribution. However, the estimated VaR based on GARCH model is sensitive to the extreme losses occurred near the epoch of estimation, while that on BM model is not. Thus, estimating the VaR based on GARCH model is preferred for the short-term prediction. However, for the long-term prediction, BM model is better.

• Journal of the Korean Society for Nondestructive Testing
• /
• v.26 no.1
• /
• pp.30-39
• /
• 2006

Feasibility is studied for an application of the mass-spring lattice model (MSLM), a numerical model previously developed for unidirectional composites, to the numerical simulation of ultrasonic inspection of austenitic welds modeled as transversely isotropic. Fundamental wave processes, such as propagation, reflection, refraction, and diffraction of ultrasonic waves in such an inspection are simulated using the MSLM. All numerical results show excellent agreement with the analytical results. Further, a simplified model of austenitic weld inspection has been successfully simulated using the MSLM. In conclusion, a great potential of the MSLM in numerically simulating ultrasonic inspections of austenitic welds has been manifested in this work, though significant further efforts will be required to develop a model with field practicality.

• Journal of the Korean Society for Nondestructive Testing
• /
• v.11 no.2
• /
• pp.7-14
• /
• 1991

The integral model for the eddy current phenomena has been suggested. The model could lift the limitations of the previously well-known analytical model of eddy current theory. The model could be applied to two-dimentional, arbitary shaped defects. The computer programs have been developed in order to calculate the eddy current signal with the suggested integral method. The eddy current signals by the model calculations have been shown similar patterns to the actual experimental data from the real defects in the calibration standard tubes.

• Journal of Information Technology Application
• /
• v.3 no.3
• /
• pp.91-106
• /
• 2001

We propose a software-reliability growth model incoporating the amount of uniform and Weibull testing efforts during the software testing phase in this paper. The time-dependent behavior of testing effort is described by uniform and Weibull curves. Assuming that the error detection rate to the amount of testing effort spent during the testing phase is proportional to the current error content, the model is formulated by a nonhomogeneous Poisson process. Using this model the method the data analysis for software reliability measurement is developed. The optimum release time is determined by considering how the initial reliability R($\chi$ 0) would be. The conditions are ($R\chi$ 0)＞$R_{o}$ , $P_{o}$ ＞R($\chi$ 0)＞ $R_{o}$ $^{d}$ and R($\chi$ 0)＜$R_{o}$ $^{d}$ for uniform testing efforts. deal case is $P_{o}$ ＞($R\chi$ 0)＞ $R_{o}$ $^{d}$ Likewise, it is ($R\chi$ 0)$\geq$$R_{o}$ , $R_{o}$ ＞($R\chi$ 0)＞R(eqation omitted) and ($R\chi$ 0)＜R(eqation omitted)for Weibull testing efforts. Ideal case is $R_{o}$ ＞ R($\chi$ 0)＞ R(eqation omitted).

• Journal of Information Processing Systems
• /
• v.4 no.1
• /
• pp.33-40
• /
• 2008

Traceability has been held as an important factor in testing activities as well as model-driven development. Vertical traceability affords us opportunities to improve manageability from models and test cases to a code in testing and debugging phase. This paper represents a vertical test method which connects a system test level and an integration test level in testing stage by using UML. An experiment how traceability works to effectively focus on error spots has been included by using concrete examples of tracing from models to the code.

• Transactions of the Korean Society of Automotive Engineers
• /
• v.18 no.1
• /
• pp.44-50
• /
• 2010

Durability performance evaluation technology using Virtual Testing Method is a new concept of a vehicle design, which can reduce the automotive components design period and cost. In this paper, the fatigue life of an aluminum knuckle of a passenger car is evaluated using virtual testing method. The flexible multibody dynamic model of a front half car module is generated and solved with service loads which are measured from Belgian roads. Using a multibody dynamic analysis software, the flexible multibody dynamic simulation of a half car model is carried out and the dynamic stress profile of an aluminum knuckle is acquired. The stress profile is exported to a fatigue analysis software and durability performance of an aluminum knuckle is evaluated.

• Journal of the Korean Data and Information Science Society
• /
• v.17 no.4
• /
• pp.1375-1386
• /
• 2006

In life testing, the lifetimes of test units under the usual conditions are so long that life testing at usual conditions is impractical. Testing units are subjected to conditions of high stress to yield informations quickly. In this paper, the inferences of parameters on the three step-stress accelerated life testing are studied. The two-parameter exponential distribution with a failure rate function that a log-quadratic function of stress and the tempered failure rate model are considered. We obtain the maximum likelihood estimators of the model parameters and their confidence regions. A numerical example will be given to illustrate the proposed inferential procedures.

• Journal of the Korean Data and Information Science Society
• /
• v.10 no.1
• /
• pp.135-146
• /
• 1999

In this paper, we consider the Bayesian hypotheses testing for independence and symmetry in Freund's bivariate exponential model. In Bayesian testing problem, we use the noninformative priors for parameters which are improper and are defined only up to arbitrary constants. And we use the recently proposed hypotheses testing criterion called the intrinsic Bayes factor. Also we derive the arithmetic and median intrinsic Bayes factors and use these results to analyze some data sets.

• Journal of Applied Reliability
• /
• v.6 no.1
• /
• pp.37-50
• /
• 2006

The accelerated life tests of the catalytic gas sensor were performed at three different gas concentration conditions. From the test data, the power-Weibull model was estimated and the acceleration factor between test condition 25%LEL(Lowe Explosive Limit) and use condition 5%LEL was about 3 according to this acceleration model. Using this acceleration factor, life test specification for qualifying that B10 lifetime of the catalytic gas sensor meets the goal lifetime (5 years) was designed.

• Asian Pacific Journal of Cancer Prevention
• /
• v.17 no.sup3
• /
• pp.17-22
• /
• 2016

Colorectal cancer is a major cause of mortality worldwide. Fecal occult blood testing has proven a very effective screening tool for early detection and mortality reduction. The aim of this study was to determine predictors factors related to fecal occult blood testing using the Health Belief Model method among residents of Bushehr, Iran. A cross sectional study was performed on a sample of 600 men and women more than 50 years of age. The sample was selected by a convenience method from patients referred to public and private laboratories throughout the city. Each subject filled out a questionnaire which was designed and developed based on Health Belief Model constructs. Statistical analysis was conducted using ANOVA, T-test, chi-square test, and logistic regression. Fecal occult blood tests were performed on 179 (29.8%) out of 600 subjects, of which 95 patients (58.1%) did a periodic examination test and 84 patients (46.9%) had a doctor's advice for testing. According to the logistic regression model, the perceived barriers (P=0.0, Exp(B)= 0.3), perceived benefits (P<0.01, Exp(B)= 1.9) and self-efficacy (P<0.01, Exp(B)= 1.6) were predictive factors related to occult blood testing among subjects. The results showed that reducing people's perception of barriers to testing, increasing perceived benefits of screening, and reinforcing self efficacy can have major effect in increasing the rate of fecal occult blood screening for colorectal cancer prevention.