• Communications for Statistical Applications and Methods
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• 제25권1호
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• pp.29-42
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• 2018

We combine the integer-valued GARCH(1, 1) model with a generalized regime-switching model to propose a dynamic count time series model. Our model adopts Markov-chains with time-varying dependent transition probabilities to model dynamic count time series called the generalized regime-switching integer-valued GARCH(1, 1) (GRS-INGARCH(1, 1)) models. We derive a recursive formula of the conditional probability of the regime in the Markov-chain given the past information, in terms of transition probabilities of the Markov-chain and the Poisson parameters of the INGARCH(1, 1) process. In addition, we also study the forecasting of the Poisson parameter as well as the cumulative impulse response function of the model, which is a measure for the persistence of volatility. A Monte-Carlo simulation is conducted to see the performances of volatility forecasting and behaviors of cumulative impulse response coefficients as well as conditional maximum likelihood estimation; consequently, a real data application is given.

• International Journal of Naval Architecture and Ocean Engineering
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• 제12권1호
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• pp.967-987
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• 2020

A numerical analysis is carried out for the marine propellers in open water conditions to investigate the effect of the wall treatments in model and full scale. The standard wall function to apply the low of the wall and the two layer zonal model to calculate the whole boundary layer for a transition phenomenon are used with one turbulence model. To determine an appropriate distance of the first grid point from the wall when using the wall function, a formula based on Reynolds number is suggested, which can estimate the maximum y+ satisfying the logarithmic law. In the model scale, it is confirmed that a transition calculation is required for a model scale propeller with low Reynolds number that the transient region appears widely. While in the full scale, the wall function calculation is recommended for efficient calculations due to the turbulence dominant flow for large Reynolds number.

• 제어로봇시스템학회:학술대회논문집
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• 제어로봇시스템학회 1993년도 한국자동제어학술회의논문집(국제학술편); Seoul National University, Seoul; 20-22 Oct. 1993
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• pp.18-23
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• 1993

In this paper, we attempt to estimate the state of a finite state system. In such system, we can observe time series data which has some significant behaviors corresponding to its system states. The behavior is characterized by feature parameters extracted from time series. Our thought is that the system output time series data is expressed as a sequence of behavior patterns which are represented by clusters in feature parameters space. An algorithm jointing fuzzy clustering to fuzzy finite state transition model is suggested.

• Journal of Information Display
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• 제13권1호
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• pp.31-36
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• 2012

Ferroelectric liquid crystal parameters, spontaneous polarization, and transition temperature were studied as a function of cell thickness. These parameters were found to increase with increasing cell thickness, but an exception was observed for the transition temperature in the case of a thin cell. A simple Landau model is presented to interpret the theoretical and experimental observations. The anomalous behavior is attributed to the electroclinic effect and is explained using the Landau model.

• 한국전산유체공학회:학술대회논문집
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• 한국전산유체공학회 2007년도 춘계 학술대회논문집
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• pp.3-7
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• 2007

The characteristics of asymmetric vortex and side force of tangent-ogive-cylinder flight vehicle at high angles of attack have been performed by using upwind Navier-Stokes method with the ${\kappa}-{\omega}$ turbulence model. And Asymmetric transition positions are considered for generation of asymmetric vortex.

• 통합자연과학논문집
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• 제1권1호
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• pp.36-40
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• 2008

본 논문은 자바 에플릿(Java applet)을 이용하여 보존모형과 비보존모형의 온도에 따른 손상확산(damage spreading)의 특성을 분석하였다. 보존모형인 아이징(Ising)모형과 비보존 모형인 격자기체(lattice gas) 및 Driven Diffusive System(DDS)을 다양한 전이확률(transition probability)을 사용하여 온도에 따라 물질내부에서 손상확산이 어떻게 발전하는지를 자바 에플릿 프로그램을 이용하여 시각화하여 손상확산을 명확히 이해하고자 하였다.

• Bulletin of the Korean Chemical Society
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• 제3권3호
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• pp.92-98
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• 1982

Solvolysis reactions of some substituted benzoyl chlorides were studied in ethanol-water, ethanol-trifluoroethanol and methanol-acetonitrile mixtures. Results showed that the reaction proceeds via an $S_N2$ process in which bond formation is more advanced than bond cleavage. Comparison of the two models for predicting transition state variation indicated superior nature of the quantum mechanical model relative to the potential energy surface model.

• Bulletin of the Korean Chemical Society
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• 제15권8호
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• pp.627-631
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• 1994

For the Schlogl model with the first order transition under the influence of the multiplicative noise singular at the unstable steady state, the effects of the parameters on the stationary probability distributions obtained by the Ito and Stratonovich methods are discussed and compared in detail.

• Bulletin of the Korean Chemical Society
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• 제15권8호
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• pp.631-636
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• 1994

For the Schlogl model with the second order transition under the influence of the multiplicative noise singular at the unstable steady state, the detailed discussions are presented for various kinds of stochastic phenomena, suchas the effects of parameters on stationary probability distribution, noise-induced phase transitions and escape rate.

• 응용통계연구
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• 제33권1호
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• pp.47-59
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• 2020

본 논문에서는 마코프 이항 회귀 모형의 시차가 알려져 있거나 그렇지 않은 경우일 때, t-링크 함수를 갖는 종단적 마코프 이항 회귀 모형을 제시한다. 일반적으로, 이항 회귀 모형에서는 로직 모형이나 프로빗 모형이 주로 사용된다. t-링크 함수는 t 분포가 자유도가 커질수록 정규분포로 근사하기 때문에 프로빗 모형을 대신 더 많은 유연성을 위해 사용될 수 있다. 게다가 마코프 회귀모형은 종단 자료에 대해 사용될 수 있다. 우리는 마코프 회귀 모형의 시차를 결정하기 위해 베이지안 방법을 제시하고자 한다. 특히, 각 모델의 차수에 대해 알고 있는 경우에는 DIC를 기준으로 모델 비교를 실시하였다. 모델의 차수에 대해 모르는 경우에는 가능한 모델들의 사후 확률을 이용하였다. 복잡한 베이지안 계산을 해결하기 위하여 Albert와 Chib (1993), Kuo와 Mallick (1998)과 Erkanli 등 (2001)의 방법을 이용하여 모델을 재설정하였다. 제안하는 방법은 시뮬레이션 데이터와 Somer 등 (1984)에 의해 조사된 인도네시아 어린이 종단 데이터에 적용했다. 마코프 이항 회귀모형의 순서에 대해서 아는 경우와 모르는 경우를 각각 가정하여 최적의 모델을 알아보기 위해 MCMC 방법을 사용하였다. 또한, 매트로폴리스 해스팅 알고리즘의 수렴성을 점검하기 위해 Gelman과 Rubin의 진단을 이용했다.