• Communications for Statistical Applications and Methods
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• 제21권5호
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• pp.435-444
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• 2014

The most widely used optimal bandwidth is known to minimize the mean integrated squared error(MISE) of a kernel density estimator from a true density. In this article proposes, we propose a bandwidth which asymptotically minimizes the mean integrated density power divergence(MIDPD) between a true density and a corresponding kernel density estimator. An approximated form of the mean integrated density power divergence is derived and a bandwidth is obtained as a product of minimization based on the approximated form. The resulting bandwidth resembles the optimal bandwidth by Parzen (1962), but it reflects the nature of a model density more than the existing optimal bandwidths. We have one more choice of an optimal bandwidth with a firm theoretical background; in addition, an empirical study we show that the bandwidth from the mean integrated density power divergence can produce a density estimator fitting a sample better than the bandwidth from the mean integrated squared error.

• 대한수학회지
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• 제61권5호
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• pp.875-898
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• 2024

This study estimates the true price of an asset and finds the optimal bid/ask prices for market makers. We provide a novel state-space model based on the exponential Ornstein-Uhlenbeck volatility and the Heston models with Gaussian noise, where the traded price and volume are available, but the true price is not observable. An objective of this study is to use Bayesian filtering to estimate the posterior distribution of the true price, given the traded price and volume. Because the posterior density is intractable, we employ the guided particle filtering algorithm, with which adaptive rejection metropolis sampling is used to generate samples from the density function of an unknown distribution. Given a simulated sample path, the posterior expectation of the true price outperforms the traded price in estimating the true price in terms of both the mean absolute error and root-mean-square error metrics. Another objective is to determine the optimal bid/ask prices for a market maker. The profit-and-loss of the market maker is the difference between the true price and its bid/ask prices multiplied by the traded volume or bid/ask size of the market maker. The market maker maximizes the expected utility of the PnL under the posterior distribution. We numerically calculate the optimal bid/ask prices using the Monte Carlo method, finding that its spread widens as the market maker becomes more risk-averse, and the bid/ask size and the level of uncertainty increase.

• 한국시뮬레이션학회논문지
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• 제11권3호
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• pp.35-48
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• 2002

In the work presented here, we describe a method to extract TrueType features for supporting letter recognition. Even if variously existing document processing techniques have been challenged, almost few methods are capable of recognize a letter associated with its TrueType features supporting OCR free, which boost up fast processing time for image text retrieval. By reviewing the mechanism generating digital fonts and birth of TrueType, we realize that each TrueType is drawn by its contour of the glyph table. Hence, we are capable of deriving the segment with density for a letter with a specific TrueType, defined by the number of occurrence over a segment width. A certain number of occurrence appears frequently often due to the fixed segment width. We utilize letter recognition by comparing TrueType feature library of a letter with that from input word images. Experiments have been carried out to justify robustness of the proposed method showing acceptable results.

• Journal of Biosystems Engineering
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• 제6권1호
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• pp.73-82
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• 1981

The physical properties of grain are very important for the design of handling, sorting, processing, and storage system. On the physical properties of grain, volume, bulk density, true density, specific gravity, and porosity arc the major factors affecting the thermal properties of grain. This study was conducted to determine experimentally the above physical properties of rough rice (3 Japonica-type, 3 Indica-type) and barley (covered, naked) as a function of moisture content ranged from about 10% to 25% (w.b). The results of this study are summarized as follows; 1. The volume of grain kernel increased with moisture content for both rice and barley. The volume of those grain kernel was in the range of $2.2068{\times}10^{-8}{\sim}3.3960{\times}10^{-8}m^3$ at the moisture content of 14%. 2. The bulk density of rice increased linearly with moisture content for Japonica-type rough rice and quadratically for Indica-type rough rice, but the bulk density of barley decreased linearly with moisture content. The bulk density of the grain was in the range of 501.14~689.13kg/$m^3$ at the moisture content of 14%. 3. The true density of whole grain decreased linearly with moisture content, and was in the range of 1019.49~1139.75kg/$m^3$ at the moisture content of 14%. 4. The porosity of rice decreased linearly with moisture content for Japonica-type rough rice and quadratically for Indica-type rough rice, but the porosity of barley increased linearly with moisture content. The porosity of the grain was in the range of 39.51~50.83% at the moisture content of 14%. 5. The regression equations of the physical properties such as volume, bulk density, true density, and porosity of the grain were determined as a function of moisture content.

• Communications for Statistical Applications and Methods
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• 제19권2호
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• pp.287-292
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• 2012

Sample periodogram is widely known as an inconsistent estimator for true spectral density. We show that it becomes consistent when the true spectrum at the zero frequency (often known as long-run variance) equals zero. Asymptotic results for consistency of the periodogram as well as the rate of convergence are formally derived.

• Applied Science and Convergence Technology
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• 제23권3호
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• pp.151-159
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• 2014

We investigated the effects of the chemical composition and the relative density on the plastic deformation behavior of sintered Fe-based alloys by means of compressive tests. Overall compressive stresses increased as the amount of alloying elements and the relative density were respectively increased. Addition of alloying elements except for Mo increased the yield stress regardless of the relative density. The relationship between the effects of the chemical composition and the relative density and the mean rate of the stress increase was analyzed. A constitutive equation based on the Ludwik equation with the regressed parameters was proposed to predict the compressive true stress-true strain curves of the sintered Fe-based alloys. The K and n values used in the proposed equation were regressed as a function of the alloying elements and the relative density based on the individual K and n values. The plastic deformation behavior predicted using the proposed constitutive equation showed reliable accuracy compared with experimental data.

• 한국음향학회:학술대회논문집
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• 한국음향학회 1984년도 추계학술발표회 논문집
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• pp.100-106
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• 1984

Traditional methods for estimating the location of underwater target, i.e. the triangulation method and the wavefront curvature method, have been utilized. The location of a target is defined by the range and the bearing, which estimates can be obtained by evaluating the time delay between neighboring sensors. Many components of error occur in estimating the target range, among which the error due to the fluctuation of heading angle is outstanding. In this paper, the wavefront curvature method was used. We considered the error due to the heading fluctuation as the $\beta$-density process, from which we analized the range estimates with $\beta$-density function exist in some finite limits, and its mean value and variation are depicted as a function of true range and heading fluctuation. Given heading angles and sensor separation, maximum estimated heading errors are presented as a function of true range.

• 청정기술
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• 제29권4호
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• pp.249-254
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• 2023

본 연구에서는 제올라이트의 물리적 특성으로부터 기공율을 추정하는 연구를 수행하였다. 입자상 물질의 기공율 직접 측정의 어려움으로 본 연구에서는 여러 문헌에서 제시된 계산식에 제올라이트의 물리적 특성 측정값을 적용하여 기공율을 계산하였다. 이를 위해 제올라이트 3종-zeolite beta, zeolite Y, ZSM-5-에 대해 각각의 평균입자 크기 및 particle size distribution, 비표면적 및 기공특성을 측정하였으며, 가스와 액상을 이용한 진밀도, tap과 untapped를 적용한 겉보기 밀도를 측정하였다. 측정결과로부터 기공율을 계산하여 결과를 비교하고 기공율을 결정하는 주요 인자에 대해 평가하였다.

• 한국초전도저온공학회:학술대회논문집
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• 한국초전도저온공학회 2003년도 추계학술대회 논문집
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• pp.30-34
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• 2003

For an inhomogeneous superconductor, we reveal a relation of an observed superconducting gap, $\Delta$$_{obs}$ and the intrinsic true gap, $\Delta$$_{i}$, $\Delta$$_{obs}$(equation omitted) where band filling, 0＜$\rho$<$\leq$1. $\Delta$$_{obs}$ is the effect of measurement when 0＜$\rho$＜1. The true gap is observed only when $\rho$=1. Parring symmetry analyzed by a coherence-peak shape of density of states, observed in B $i_2$S $r_2$CaC $u_2$ $O_{8}$＋$\chi$ superconductors, is s- wave.X> $O_{8}$＋$\chi$ superconductors, is s- wave. wave.

• 대한수학회보
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• 제57권6호
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• pp.1383-1392
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• 2020

Let H_n be the n-th harmonic number and let ν_n be its denominator. Shiu proved that there are infinitely many positive integers n with ν_n = ν_n+1. Recently, Wu and Chen proved that the set of positive integers n with ν_n = ν_n+1 has density one. They also proved that the same result is true for the denominators of alternating harmonic numbers. In this paper, we prove that the result is true for the denominators of 𝜀-harmonic numbers, where 𝜀 = {𝜀_i}^∞_i=1 is a pure recurring sequence with 𝜀_i ∈ {-1, 1}.