• Communications for Statistical Applications and Methods
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• 제31권1호
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• pp.129-142
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• 2024

In various industries, especially manufacturing and chemical industries, it is often observed that the distribution of a specific process, initially having followed a normal distribution, becomes skewed as a result of unexpected causes. That is, a process deviates from a normal distribution and becomes a skewed distribution. The skew-normal (SN) distribution is one of the most employed models to characterize such processes. The shape of this distribution is determined by the asymmetry parameter. When this parameter is set to zero, the distribution is equal to the normal distribution. Moreover, when there is a shift in the asymmetry parameter, the mean and variance of a SN distribution shift accordingly. In this paper, we propose procedures for monitoring the asymmetry parameter, based on the statistic derived from the noncentral t-distribution. After applying the statistic to Shewhart and the exponentially weighted moving average (EWMA) charts, we evaluate the performance of the proposed procedures and compare it with previously studied procedures based on other skewness statistics.

• 한국광학회지
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• 제8권1호
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• pp.52-57
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• 1997

양자요동과 일정한 세기 및 진동수폭을 갖는 펌프요동이 포함된 비대칭 고리형 공진기 레이저에서 출력과 세기상관의 변화를 Langevin 방정식의 수치해를 통하여 살펴보았다. 두 모드의 여기의 차이로 표현되는 비대칭 매개변수가 양의 값으로 변화할 때 이에 대응되는 한 모드의 자기세기상관은 감소하고, 발진 지속시간이 길어짐으로 인하여 세기의 평균값이 증가함을 알 수 있었다. 그리고 레이저의 출력이 사인꼴로 변하는 주입신호에 따라 공진하는 것을 관측하였다.

• 한국해안·해양공학회논문집
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• 제25권1호
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• pp.28-33
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• 2013

해안선에 비스듬히 입사하는 다방향 불규칙파랑은 굴절에 의해 방향 비대칭성이 발생한다. 방향 비대칭은 최대 방향분포 매개변수($s_{max}$)와 연관된 비대칭 매개변수의 항으로 표현된다. 본 연구에서는 심해에서 다양한 주파향각과 최대 방향분포 매개변수 등의 특징을 갖는 다방향 불규칙파랑에 대해 수심 변화에 따른 비대칭 매개변수와 최대 방향분포 매개변수의 변화를 계산하였다. 계산 값들은 파랑의 방항 비대칭성을 무시한 Goda and Suzuki(1975)에 의한 결과와는 다르다. 비대칭 매개변수와 최대 방향분포 매개변수의 계산을 위해 JONSWAP 스펙트럼(Hasselmamn et al., 1973)과 Lee et al.(2010)의 방향 분포 함수를 사용하였다. 계산 과정과 결과들은 일반화를 위해 심해에서의 유의파고, 첨두주기, 첨두주기에 해당하는 파장 등으로 무차원화 하였다.

• 한국통계학회:학술대회논문집
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• 한국통계학회 2003년도 춘계 학술발표회 논문집
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• pp.183-189
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• 2003

A momentum threshold autoregressive (MTAR) model, a nonlinear autoregressive model, is analyzed in a Bayesian framework. Parameter estimation in the presence of missing data is done by using Markov chain Monte Carlo methods. We also propose simple Bayesian test procedures for asymmetry and unit roots. The proposed method is applied to a set of Korea unemployment rate data and reveals evidence for asymmetry and a unit root.

• 대한물리의학회지
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• 제5권3호
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• pp.385-394
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• 2010

Purpose : The present study was to examine the difference and severity of asymmetry in independently ambulating stroke survivors and to establish the association between gait asymmetry, velocity, and the motor function of lower extremity. Methods : The subjects used in this study were 43 subjects with hemiparesis being able to walk independently. Motor function of lower extremity was measured clinically with the Fugl Meyer-Lower /Extremity Assessment. Overground gait velocity and spatia-temporal parameters were collected by the GAITRite system. Results : Thirty(69.77%) patients showed statistically significant temporal asymmetry while 28(65.1%) exhibited statistically significant spatial asymmetry. One-way ANOVA results showed a main effect of temporal asymmetry group(normative, mild, severe) for gait velocity(F=74.129), FM-L/E(F=17.270), swing-stance symmetry(F=66.869, F=13.485, respectively), spatio-temporal asymmetry(F=13.166, F=31.800, respectively) 66, F=31.800, respectively). Gait velocity was negatively associated with temporal asymmetry(r=-.83), spatial asymmetry(r=-.60). Motor function of lower extremity was also associated with temporal asymmetry(r=-.58), and spatial asymmetry(r=-.50). Conclusion : The study attempted to establish the standard assessment of hemiparesis gait symmetry in light of the complex relationship with motor impairment and gait velocity. More future work will need to link the degree of gait asymmetry to clinically relevant outcomes to better establish the clinical significance of such observations.

• 한국자기공명학회논문지
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• 제3권2호
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• pp.84-89
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• 1999

The 87Rb quadrupole coupling constants (e2qQ/h) and the asymmetry parameters (η) in RbMnCl3 were determined from a nonlinear least-squares fit to the 87Rb NMR powder spectra. The spectra were acquired in the temperature range from 260K to 330K. An important feature in this work is the determination of the quadrupole coupling constants and the asymmetry parameters for two physically nonequivalent Rb sites, Rb(I) and Rb(II), as a function of temperature. In addition, a structural phase transition at room temperature was conformed with the changes in the quadrupole coupling constant and the asymmetry parameter of Rb(II) site.

• Earthquakes and Structures
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• 제6권5호
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• pp.473-494
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• 2014

Progressive collapse, which is referred to as the collapse of the entire building under local damages, is a common failure mode happened by earthquakes. The collapse process highly depends on the whole structural system. Since, asymmetry of the building plan leads to the local damage concentration; it may intensify the progressive collapse mechanism of asymmetric buildings. In this research the progressive collapse of regular and irregular 6-story RC ordinary moment resisting frame buildings are studied in the presence of the earthquake loads. Collapse process and collapse propagation are investigated using nonlinear time history analyses (NLTHA) in buildings with 5%, 15% and 25% mass asymmetry with respect to the number of collapsed hinges and story drifts criteria. Results show that increasing the value of mass eccentricity makes the asymmetric buildings become unstable earlier and in the early stages with lower number of the collapsed hinges. So, with increasing the mass eccentricity in building, instability and collapse of the entire building occurs earlier, with lower potential of the progressive collapse. It is also demonstrated that with increasing the mass asymmetry the decreasing trend of the number of collapsed beam and column hinges is approximately similar to the decreasing trend in the average story drifts of the mass centers and stiff edges. So, as an alternative to a much difficult-to-calculate local response parameter of the number of collapsed hinges, the story drift, as a global response parameter, measures the potential of progressive collapse more easily.

• 한국수자원학회논문집
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• 제43권10호
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• pp.843-850
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• 2010

다방향 불규칙파랑을 입사파랑으로 적용하여 장대 케이슨 방파제에 작용하는 파력감소계수에 대하여 연구하였다. 다방향 불규칙파랑의 주파수 및 방향 스펙트럼으로 JONSWAP (Joint North Sea Wave Project) 스펙트럼과 비대칭 방향 스펙트럼이 각각 적용되었다. 계산결과, 케이슨 방파제의 길이와 입사파랑 주파향의 입사각이 증가할수록 파력감소계수는 감소함을 알 수 있었다. 그리고 최대방향분포계수 $s_{max}$가 증가할수록 파력감소계수는 규칙파와 유사한 경향을 보였다. 다방향 불규칙파랑이 방파제에 비스듬히 입사할 경우 비대칭계수 ${\mu}$가 증가할수록 파력감소계수는 감소하였다.

• Communications for Statistical Applications and Methods
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• 제21권6호
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• pp.501-512
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• 2014

Stylized facts on asset return are fat-tail, asymmetry, volatility clustering and structure changes. This paper simultaneously captures these characteristics by introducing a multi-regime models: Finite mixture distribution and regime switching GARCH model. Analyzing the daily KOSPI return from $4^{th}$ January 2000 to $30^{th}$ June 2014, we find that a two-component mixture of t distribution is a good candidate to describe the shape of the KOSPI return from unconditional and conditional perspectives. Empirical results suggest that the equality assumption on the shape parameter of t distribution yields better discrimination of heterogeneity component in return data. We report the strong regime-dependent characteristics in volatility dynamics with high persistence and asymmetry by employing a regime switching GJR-GARCH model with t innovation model. Compared to two sub-samples, Pre-Crisis (January 2003 ~ December 2007) and Post-Crisis (January 2010 ~ June 2014), we find that the degree of persistence in the Pre-Crisis is higher than in the Post-Crisis along with a strong asymmetry in the low-volatility (high-volatility) regime during the Pre-Crisis (Post-Crisis).

• 산업경영시스템학회지
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• 제43권4호
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• pp.107-115
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• 2020

Support vector regression (SVR) is devised to solve the regression problem by utilizing the excellent predictive power of Support Vector Machine. In particular, the ⲉ-insensitive loss function, which is a loss function often used in SVR, is a function thatdoes not generate penalties if the difference between the actual value and the estimated regression curve is within ⲉ. In most studies, the ⲉ-insensitive loss function is used symmetrically, and it is of interest to determine the value of ⲉ. In SVQR (Support Vector Quantile Regression), the asymmetry of the width of ⲉ and the slope of the penalty was controlled using the parameter p. However, the slope of the penalty is fixed according to the p value that determines the asymmetry of ⲉ. In this study, a new ε-insensitive loss function with p1 and p2 parameters was proposed. A new asymmetric SVR called GSVQR (Generalized Support Vector Quantile Regression) based on the new ε-insensitive loss function can control the asymmetry of the width of ⲉ and the slope of the penalty using the parameters p1 and p2, respectively. Moreover, the figures show that the asymmetry of the width of ⲉ and the slope of the penalty is controlled. Finally, through an experiment on a function, the accuracy of the existing symmetric Soft Margin, asymmetric SVQR, and asymmetric GSVQR was examined, and the characteristics of each were shown through figures.