• Journal of the Korea Safety Management & Science
• /
• v.3 no.3
• /
• pp.175-190
• /
• 2001

We propose, a new process capability index $C_{psk}$(WV) applying the weighted variance control charting method for non-normally distributed. The main idea of the weighted variance method(WVM) is to divide a skewed or asymmetric distribution into two normal distributions from its mean to create two new distributions which have the same mean but different standard deviations. In this paper we propose an example, a distributions generated from the Johnson family of distributions, to demonstrate how the weighted variance-based process capability indices perform in comparison with another two non-normal methods, namely the Clements and the Wright methods. This example shows that the weighted valiance-based indices are more consistent than the other two methods in terms of sensitivity to departure to the process mean/median from the target value for non-normal processes. Second method show using the percentage nonconforming by the Pearson, Johnson and Burr systems. This example shows a little difference between the Pearson system and Burr system, but Johnson system underestimated than the two systems for process capability.

• Proceedings of the KSME Conference
• /
• 2004.11a
• /
• pp.297-301
• /
• 2004

The optimum design against contact crack initiation is investigated to find major parameters in designing desirable surface-coated asymmetric layered components. Hard ceramic coated soft materials with various elastic modulus mismatch are prepared for the analysis. Spherical indentation is conducted for producing contact cracks from the surface or interface between the coating and the substrate layer. A finite element analysis of the stress fields in the loaded layer components enables a direct correlation between the damage patterns and the stress distributions. Implications concerning the design of asymmetric layered components indicate that the coating thickness and the elastic modulus mismatch are important parameters for designing layered component to prevent the initiation of contact cracks.

• 유체기계공업학회:학술대회논문집
• /
• 2006.08a
• /
• pp.517-518
• /
• 2006

Transient and asymmetric density distributions have been investigated by three-dimensional digital speckle tomography with a novel integration method. Multiple CCD images captured movements of speckles in three angles of view simultaneously because the flows were asymmetric and unsteady. The speckle movements which have been formed by a ground glass between no flow and downward butane flow from a circular half opening have been calculated by a cross-correlation tracking method so that those distances can be transferred to deflection angles of laser rays for density gradients. A novel integration method has been developed to obtain projection data from the deflection angles for the speckle tomography.'The three-dimensional density fields have been reconstructed from the accurate projection values by a real-time multiplicative algebraic reconstruction technique (MART) with the developed integration method.

• Communications for Statistical Applications and Methods
• /
• v.26 no.3
• /
• pp.295-304
• /
• 2019

This article deals with threshold-asymmetric volatility models for over-dispersed and zero-inflated time series of count data. We introduce various threshold integer-valued autoregressive conditional heteroscedasticity (ARCH) models as incorporating over-dispersion and zero-inflation via conditional Poisson and negative binomial distributions. EM-algorithm is used to estimate parameters. The cholera data from Kolkata in India from 2006 to 2011 is analyzed as a real application. In order to construct the threshold-variable, both local constant mean which is time-varying and grand mean are adopted. It is noted via a data application that threshold model as an asymmetric version is useful in modelling count time series volatility.

• Bulletin of the Korean Chemical Society
• /
• v.21 no.7
• /
• pp.712-714
• /
• 2000

Non-Lorentyian resonance is predicted to occur in two-photon photoabsorption processes due to the detuning off the intermediate levels. This type of non-Lorentzian resonance is distinct from the asymmetric resonance resulting from the effects of q uantum interference between competing indistinguishable dynamic pathways. The product distributions are shown to be constant near this type of resonance.

• Asia-Pacific Journal of Business
• /
• v.11 no.4
• /
• pp.37-48
• /
• 2020

Purpose - This study empirically investigates whether the risk property included in fat-tails of return distributions is systematic or unsystematic based on the devised statistical methods. Design/methodology/approach - This study devised empirical designs based on two traditional methods: principal component analysis (PCA) and the testing method of portfolio diversification effect. The fatness of the tails in return distributions is quantitatively measured by statistical probability. Findings - According to the results, the risk property in the fat-tails of return distributions has the economic meanings of eigenvalues having a value greater than 1 through PCA, and also systematic risk that cannot be removed through portfolio diversification. In other words, the fat-tails of return distributions have the properties of the common factors, which may explain the changes of stock returns. Meanwhile, the fatness of the tails in the portfolio return distributions shows the asymmetric relationship of common factors on the tails of return distributions. The negative tail in the portfolio return distribution has a much closer relation with the property of common factors, compared to the positive tail. Research implications or Originality - This empirical evidence may complement the existing studies related to tail risk which is utilized in pricing models as a common factor.

• Journal of computational fluids engineering
• /
• v.11 no.3 s.34
• /
• pp.22-27
• /
• 2006

Flow around a guided missile in high maneuver, i.e. at a high angle of attack, shows complex phenomena. It is well known that even in geometrically symmetric conditions the flow around a missile at high angles of attack can generate unexpected large side forces and yaw moments due to asymmetric vortices. In this paper, a CFD code (FLUENT) based on the Navier-Stokes equations was used for the numerical analysis to find a suitable numerical mechanism for generation of asymmetric vortices. It is shown that a numerical technique of applying different surface roughness to a specific area of the missile nose surface gives the best fit in comparison with the experimental results. In addition, a numerical investigation of variations of side forces and pressure distributions with angle of attack and roll angle was conducted for the purpose of identifying the source of vortex asymmetries.

• The Korean Journal of Applied Statistics
• /
• v.35 no.3
• /
• pp.347-356
• /
• 2022

This article is concerned with asymmetric volatility models for financial time series. A generalization of standard single-threshold volatility model is discussed via multiple-threshold in which we specialize to twothreshold case for ease of presentation. An empirical illustration is made by analyzing S&P500 data from NYSE (New York Stock Exchange). For comparison measures between competing models, parametric bootstrap method is used to generate forecast distributions from which summary statistics of CP (Coverage Probability) and PE (Prediction Error) are obtained. It is demonstrated that our suggestion is useful in the field of asymmetric volatility analysis.

• Journal of the Korean Society for Nondestructive Testing
• /
• v.26 no.2
• /
• pp.108-114
• /
• 2006

Transient and asymmetric density distributions of butane flow have been investigated from laser image signals by developed three-dimensional digital speckle tomography. Moved signals of speckles have been captured by multiple CCD images in three angles of view simultaneously because the flows were asymmetric and transient. The signals of speckle movements between no flow and downward butane flow from a circular half opening have been calculated by a cross-correlation tracking method so that those distances can be transferred to deflection angles of laser rays fur density gradients. The three-dimensional density fields have been reconstructed from the fringe shift signal which is integrated from the deflection angle by a real-time multiplicative algebraic reconstruction technique (MART).

• Proceedings of the KSME Conference
• /
• 2003.04a
• /
• pp.1789-1794
• /
• 2003

Transient and asymmetric density distributions have been investigated by digital speckle tomography. Multiple CCD images captured movements of speckles in three angles of view simultaneously because the flows were asymmetric and transient. The speckle movements between no flow and downward butane flow from a circular half opening have been calculated by a cross-correlation tracking method so that those distances can be tranferred to deflection angles of laser rays for density gradients. The three-dimensional density fields have been reconstructed from the fringe shift by a real-time multiplicative algebraic reconstruction technique (MART).