• The Korean Journal of Applied Statistics
• /
• v.28 no.3
• /
• pp.583-592
• /
• 2015

Zero-inflation has recently attracted much attention in integer-valued time series. This article deals with conditional variance (volatility) modeling for the zero-inflated count time series. We incorporate zero-inflation property into integer-valued GARCH (INGARCH) via conditional Poisson and negative binomial marginals. The Cholera frequency time series is analyzed as a data application. Estimation is carried out using EM-algorithm as suggested by Zhu (2012).

• Journal of the Korean Society for Precision Engineering
• /
• v.32 no.1
• /
• pp.17-24
• /
• 2015

Smart factory requires 4 Zero factors including Zero Waiting-time, Zero Inventory, Zero Defect, Zero Down-time) that needs IT convergence for production resources of 4M1E(Man, Machine, Material, Method, Energy) in real time and event processing in all type of manufacturing enterprises. This paper will be explaining about core emerging production IT convergence technologies including cyber device security, 4M1E integration, real time event driven architecture, common platform of manufacturing standard applications, smart factory to-be model for small and medium manufacturing enterprises.

• The Korean Journal of Applied Statistics
• /
• v.36 no.6
• /
• pp.561-571
• /
• 2023

Volatility of a time series is defined as the conditional variance on the past information. In particular, for financial time series, volatility is regarded as a time-varying measure of risk for the financial series. To capture the intrinsic asymmetry in the risk of financial series, various asymmetric volatility processes including threshold-ARCH (TARCH, for short) have been proposed in the literature (see, for instance, Choi et al., 2012). This paper proposes a volatility function featuring non-zero origin in which the origin of the volatility is shifted from the zero and therefore the resulting volatility function is certainly asymmetric around zero and achieves the minimum at a non-zero (rather than zero) point. To validate the proposed volatility function, we analyze the Korea stock prices index (KOSPI) time series during the Covid-19 pandemic period for which origin shift to the left of the zero in volatility is shown to be apparent using the minimum AIC as well as via parametric bootstrap verification.

• The Korean Journal of Applied Statistics
• /
• v.28 no.1
• /
• pp.115-122
• /
• 2015

This article is concerned with count time series taking values in non-negative integers. Along with the first order mean of the count time series, conditional variance (volatility) has recently been paid attention to and therefore various integer-valued GARCH(generalized autoregressive conditional heteroscedasticity) models have been suggested in the last decade. We introduce diverse integer-valued GARCH(INGARCH, for short) processes to count time series and a real data application is illustrated as a case study. In addition, zero inflated INGARCH models are discussed to accommodate zero-inflated count time series.

• Journal of Auto-vehicle Safety Association
• /
• v.15 no.2
• /
• pp.35-41
• /
• 2023

On December 19, 2015, as Article 29-3 (Installation of Accident Recording Devices and Provision of Information) of Motor Vehicle Management Act came into force, In Korea, the EDR (Event Data Recorder) reports are often used for the analysis of various traffic accident cases such as multiple collisions, traffic insurance crimes, and sudden unintended acceleration (SUA), and the others. So many investigators have analyzed the driver's behavior and vehicle situation by comparing the time zero in the EDR report to the actual crash time in dash-cam (or CCTV). Time zero (T0) is defined as the reference time for the record interval or time interval when recording an accident in Article 56-2, Enforcement rule of Performance and Standard for Automobile and Automotive parts. Also in the EDR report, time zero (T0) is defined as whichever of the following occurs first; 1. "wake-up" by an air-bag control system, 2. Continuously running algorithms (by monitoring of longitudinal or lateral delta-V), 3. Deployment of a non-reversible deployment restraint. We have already proposed the "Flowchart & Checklist" to adopt the EDR report for traffic accident investigation and the necessity of specialized institutions or courses to systematically educate or analyze the EDR data. Therefore, in this paper, we report to traffic accident investigators notable points and analysis methods based on some real-world traffic accidents that can be misjudged in specifying time zero (T0).

• Journal of the Korean Society of Safety
• /
• v.37 no.1
• /
• pp.12-19
• /
• 2022

Circuit breakers are a crucial factor in ensuring the safety of a Direct Current (DC) grid. One type of DC circuit breaker, the Z-source DC circuit breaker (ZCB), uses a thyristor, which is a type of semiconductor switch. In the event of a fault in the circuit, the ZCB isolates the fault by generating a zero crossing current in the thyristor. The thyristor quickly and actively isolates the fault while generating a zero crossing current, but thyristor switch cannot control turn-off and the allowable current is lower than the current of the mechanical switch. Therefore, it is best to use a mechanical switch with a high allowable current capacity that is capable of on/off control. Due to the slow reaction time of mechanical switches, they may not isolate the fault during the zero crossing current time interval created by the existing circuit. In this case, the zero crossing current time can be increased by using the property that hinders the rapid change in the current of the inductor. This paper will explore whether adding system inductance to increase the zero crossing current time interval is a solution to this problem. The simulation of changing inductor and capacitor (LC) of the circuit is repeated to find an optimal change in the zero crossing current time according to the LC change and provides an inductor and capacitor range optimized for a specific load. The inductor and capacitor range are expected to provide optimization information in the form LC values for future applications of ZCB's using a mechanical switch.

• Communications for Statistical Applications and Methods
• /
• v.16 no.3
• /
• pp.487-493
• /
• 2009

We consider a multiple defaultable zero coupon bond. Assuming defaults occur according to a marked point process, we explain how to estimate the time-t discounted price of zero coupon bond by simulation. For the special case of a given specific random face value, we show that the real probability measure is the risk neutral probability measure. In this case the time-t discounted conditional price can be obtained by observing a single sample path upto the time t in the real world. Furthermore the time-t discounted price can be estimated by observing real situations or by simulation under the real probability measure.

• Proceedings of the KIEE Conference
• /
• 1987.07b
• /
• pp.1094-1096
• /
• 1987

Zero-crossing analysis techniques have been applied to speech recognition. Zero-crossing rate, level-crossing rate and differentiated zero-crossing rate in time domain we used in analyzing speech signals. Speech samples could be stored in memory buffer in real time.

• Journal of the Korean Institute of Electrical and Electronic Material Engineers
• /
• v.22 no.2
• /
• pp.184-190
• /
• 2009

One of the purposes of arc control is to change its state to the diffuse state before current zero as soon as possible. This can provide optimal conditions for full extinction of arc by minimizing the quantity of residual plasma between contacts near current zero. TRV(transient recovery voltage) occurs at current zero at the same time with current interruption. If there is substantial residual plasma near current zero it can cause 'post arc current' by the interaction of its conductance with TRV. In this paper, arc control ability as a function of configuration of spiral type VI contacts was compared on the criteria of the time taken for arc to reach to the diffuse state.

• Clinics in Shoulder and Elbow
• /
• v.22 no.2
• /
• pp.70-78
• /
• 2019

Background: This study evaluated postoperative changes in the supraspinatus from time-zero to 6 months, using magnetic resonance imaging (MRI). We hypothesized that restoration of the musculotendinous unit of the rotator cuff by tendon repair immediately improves the rotator cuff muscle status, and maintains it months after surgery. Methods: Totally, 76 patients (29 men, 47 women) with rotator cuff tears involving the supraspinatus tendon who underwent arthroscopic rotator cuff repairs were examined. MRI evaluation showed complete repair with intact integrity of the torn tendon at both time-zero and at 6 months follow-up. All patients underwent standardized MRI at our institution preoperatively, at 1 or 2 days postoperative, and at 6 months after surgery. Supraspinatus muscular (SSP) atrophy (Thomazeau grade) and fatty infiltrations (Goutallier stage) were evaluated by MRI. The cross-sectional area of SSP in the fossa was also measured. Results: As determined by MRI, the cross-sectional area of SSP significantly decreased 11.41% from time-zero (immediate repair) to 6 months post-surgery, whereas the Goutallier stage and Thomazeau grade showed no significant changes (p<0.01). Furthermore, compared to the preoperative MRI, the postoperative MRI at 6 months showed a no statistically significant increase of 8.03% in the cross-sectional area. In addition, morphological improvements were observed in patients with high grade Goutallier and Thomazeau at time-zero, whereas morphology of patients with low grade factors were almost similar to before surgery. Conclusions: Our results indicate that cross-sectional area of the initial repair appears to decrease after a few months postoperatively, possibly due to medial retraction or strained muscle.