• Communications for Statistical Applications and Methods
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• 제25권2호
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• pp.217-234
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• 2018

Copulas are a tool for constructing multivariate distributions and formalizing the dependence structure between random variables. From copula literature review, there are a few asymmetric copulas available so far while data collected from the real world often exhibit asymmetric nature. This necessitates developing asymmetric copulas. In this study, we discuss a method to construct a new class of bivariate asymmetric copulas based on products of symmetric (sometimes asymmetric) copulas with powered arguments in order to determine if the proposed construction can offer an added value for modeling asymmetric bivariate data. With these newly constructed copulas, we investigate dependence properties and measure of association between random variables. In addition, the test of symmetry of data and the estimation of hyper-parameters by the maximum likelihood method are discussed. With two real example such as car rental data and economic indicators data, we perform the goodness-of-fit test of our proposed asymmetric copulas. For these data, some of the proposed models turned out to be successful whereas the existing copulas were mostly unsuccessful. The method of presented here can be useful in fields such as finance, climate and social science.

• Journal of the Korean Data and Information Science Society
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• 제23권4호
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• pp.797-805
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• 2012

Many circular distributions are known to be not only asymmetric but also bimodal. Hidden truncation method of generating asymmetric distribution is applied to a bivariate circular distribution to generate an asymmetric circular distribution. While many other existing asymmetric circular distributions can only model an asymmetric data, this new circular model has great flexibility in terms of asymmetry and bi-modality. Some properties of the new model, such as the trigonometric moment generating function, and asymptotic inference about the truncation parameter are presented. Simulation and real data examples are provided at the end to demonstrate the utility of the novel distribution.

• International journal of advanced smart convergence
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• 제9권4호
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• pp.34-41
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• 2020

Nowadays, the advanced smart convergences of the artificial intelligence (AI) and the internet of things (IoT) have been more and more important, in the fifth generation (5G) and beyond 5G (B5G) mobile communication. In 5G and B5G mobile networks, non-orthogonal multiple access (NOMA) has been extensively investigated as one of the most promising multiple access (MA) technologies. In this paper, we investigate the achievable data rate for the asymmetric binary pulse amplitude modulation (2PAM), in non-orthogonal multiple access (NOMA). First, we derive the closed-form expression for the achievable data rate of the asymmetric 2PAM NOMA. Then it is shown that the achievable data rate of the asymmetric 2PAM NOMA reduces for the stronger channel user over the entire range of power allocation, whereas the achievable data rate of the asymmetric 2PAM NOMA increases for the weaker channel user improves over the power allocation range less than 50%. We also show that the sum rate of the asymmetric 2PAM NOMA is larger than that of the conventional standard 2PAM NOMA, over the power allocation range larger than 25%. In result, the asymmetric 2PAM could be a promising modulation scheme for NOMA of 5G systems, with the proper power allocation.

• 한국정보시스템학회지:정보시스템연구
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• 제15권4호
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• pp.211-224
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• 2006

This study investigates the application of data mining techniques such as artificial neural networks, rough sets, and induction teaming to the intrusion detection systems. To maximize the effectiveness of data mining for intrusion detection systems, we introduced the asymmetric costs with false positive errors and false negative errors. And we present a method for intrusion detection systems to utilize the asymmetric costs of errors in data mining. The results of our empirical experiment show our intrusion detection model provides high accuracy in intrusion detection. In addition the approach using the asymmetric costs of errors in rough sets and neural networks is effective according to the change of threshold value. We found the threshold has most important role of intrusion detection model for decreasing the costs, which result from false negative errors.

• KSII Transactions on Internet and Information Systems (TIIS)
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• 제10권7호
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• pp.3231-3244
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• 2016

As processor design has been transiting from homogeneous multicore processor to heterogeneous multicore processor, traditional Amdahl's law cannot meet the new challenges for asymmetric multicore system. In order to further investigate the impact factors related to the Overhead of Data Preparation (ODP) for Asymmetric multicore systems, we evaluate an asymmetric multicore system built with CPU-GPU by measuring the overheads of memory transfer, computing kernel, cache missing and synchronization. This paper demonstrates that decreasing the overhead of data preparation is a promising approach to improve the whole performance of heterogeneous system.

• Communications for Statistical Applications and Methods
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• 제25권1호
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• pp.43-60
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• 2018

This paper considers the use of classical and Bayesian inference methods to analyze data generated by variables whose natural behavior can be modeled using asymmetric distributions in the presence of left censoring. Our approach used a $L{\grave{e}}vy$ distribution in the presence of left censored data and covariates. This distribution could be a good alternative to model data with asymmetric behavior in many applications as lifetime data for instance, especially in engineering applications and health research, when some observations are large in comparison to other ones and standard distributions commonly used to model asymmetry data like the exponential, Weibull or log-logistic are not appropriate to be fitted by the data. Inferences for the parameters of the proposed model under a classical inference approach are obtained using a maximum likelihood estimators (MLEs) approach and usual asymptotical normality for MLEs based on the Fisher information measure. Under a Bayesian approach, the posterior summaries of interest are obtained using standard Markov chain Monte Carlo simulation methods and available software like SAS. A numerical illustration is presented considering data of thyroglobulin levels present in a group of individuals with differentiated cancer of thyroid.

• 한국항공우주학회지
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• 제47권2호
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• pp.161-168
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• 2019

본 논문에서는 소형 무인기 데이터 링크 시스템에 적용이 가능한 전송률 가변 비대칭 TDD(Time Division Duplex) 방식에 대해 다루었다. 긴 복호 시간이 필요한 터보 복호기를 비대칭 TDD 방식에 적용하기 위하여 이중 버퍼 제어기 구조의 터보 복호기를 제안하였다. 제안 방법은 전송률 가변과 동일 송수신 시간에 최대의 데이터 전송이 가능하다. 제안 방식을 적용한 데이터 링크 시스템을 제작하여 성능을 확인하였다. 측정 결과, 대칭 TDD 방식에 비해 전송률은 최대 약 1.8배 증가하였다. PER(Packet Error Rate) 성능은 동일하며, 전송률 가변이 가능함을 확인하였다.

• 응용통계연구
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• 제24권6호
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• pp.1033-1043
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• 2011

본 논문에서는 KOSPI지수와 원-달러 환율의 로그수익률을 사용하여 비대칭 이분산성에 대해 연구한다. 커널 density plot과 상승기와 하강기의 평균, 분산을 검토하여 이들 시계열의 변동의 비대칭성에 대한 윤곽을 파악하고 GARCH군의 여러 비대칭 모형을 적합하여 비대칭성을 실증적으로 파악한다. 또한 최종선택 모형인 EGARCH 모형을 바탕으로 부트스트래핑을 사용하여 미래 시점의 변동성인 조건부 분산의 기대치를 예측하고 예측표준오차를 구해본다.

• Journal of the Korean Data and Information Science Society
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• 제22권5호
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• pp.999-1005
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• 2011

This paper proposes a weighted least squares support vector machine for asymmetric least squares regression. This method achieves nonlinear prediction power, while making no assumption on the underlying probability distributions. The cross validation function is introduced to choose optimal hyperparameters in the procedure. Experimental results are then presented which indicate the performance of the proposed model.

• Journal of the Korean Statistical Society
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• 제34권1호
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• pp.61-71
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• 2005

A class of asymmetric ARCH processes is proposed via binary random power transformations. This class accommodates traditional nonlinear models such as threshold ARCH (Rabemanjara and Zacoian (1993)) and Box-Cox type ARCH models(Higgins and Bera (1992)). Stationarity condition of the model is addressed. Iterative least squares(ILS) and pseudo maximum like-lihood(PML) methods are discussed for estimating parameters and related algorithms are presented. Illustrative analysis for Korea Stock Prices Index (KOSPI) data is conducted.