• 응용통계연구
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• 제9권1호
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• pp.53-73
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• 1996

일정형 및 계단형 가속수명시험의 시험설계에 대한 일반적인 모형과 최적설계에 대한 최근의 연구결과를 소개하고, 수명분포가 와이블인 경우에 대하여 두가지 시험방법에 대한 최적설계를 점근분산의 행태, 설계변수의 효과, 최적시험조건에서 시험종결 시점까지의 기대고장개수 및 기대시험종결시간, 점근분산의 상대적효율과 설계변수의 사전추정치에 대한 둔감성의 측면에서 비교, 분석하였다.

• 한국경영과학회지
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• 제34권4호
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• pp.113-121
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• 2009

In this paper, we consider the departure process from the open and nested tandem Queueing network with population constraint and constant service times. It is known that the Queueing network can be transformed into a simple Queueing network which can be easy to analyze. Using this simple Queueing network, upper and lower bounds on the interdeparture time are obtained. We prove that the variance of the interdeparture time is bounded within these two bounds. Validation against simulation data is shown that how it works the variance of the interdeparture time within two bounds. These bounds can be applied to obtain the better variance of the interdeparture time using a suitable method.

• Journal of electromagnetic engineering and science
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• 제4권1호
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• pp.23-29
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• 2004

In this paper we analyze convergence constraints and time constant of IT-LMS algorithm and derive a method of making it's time constant independent of signal power by using input variance estimation. The method for estimating the input variance is to use a single-pole low-pass filter(LPF) with common smoothing parameter value, θ. The estimator is with narrow bandwidth for large θ but with wide bandwidth for small θ. This small θ gives long term average estimation(low frequency) of the fluctuating input variance well as short term variations (high frequency) of the input power. In our simulations of multipath communication channel equalization environments, the method with large θ has shown not as much improved convergence speed as the speed of the original IT-LMS algorithm. The proposed method with small θ=0.01 reach its minimum MSE in 100 samples whereas the IT-LMS converges in 200 samples. This shows the proposed, tap-power normalized IT-LMS algorithm can be applied more effectively to digital wireless communication systems.

• Industrial Engineering and Management Systems
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• 제8권4호
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• pp.257-263
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• 2009

Focusing on the idea that the equation of exponential smoothing method (ESM) is equivalent to (1, 1) order ARMA model equation, new method of estimation of smoothing constant in exponential smoothing method is proposed before by us which satisfies minimum variance of forecasting error. Theoretical solution was derived in a simple way. Mere application of ESM does not make good forecasting accuracy for the time series which has non-linear trend and/or trend by month. A new method to cope with this issue is required. In this paper, combining the trend removal method with this method, we aim to improve forecasting accuracy. An approach to this method is executed in the following method. Trend removal by a linear function is applied to the original shipping data of consumer goods. The combination of linear and non-linear function is also introduced in trend removal. For the comparison, monthly trend is removed after that. Theoretical solution of smoothing constant of ESM is calculated for both of the monthly trend removing data and the non monthly trend removing data. Then forecasting is executed on these data. The new method shows that it is useful especially for the time series that has stable characteristics and has rather strong seasonal trend and also the case that has non-linear trend. The effectiveness of this method should be examined in various cases.

• Clinics in Shoulder and Elbow
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• 제25권3호
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• pp.173-181
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• 2022

Background: Healing of the tendon itself is not always related to successful clinical outcomes after rotator cuff repair. It was hypothesized that certain radiologic factors affecting clinical outcomes could exist in case of the retear after arthroscopic rotator cuff repair (ARCR) and the radiologic factors could help predict clinical process. The purpose of this study was to identify the radiologic factors associated with clinical outcomes of the retear after ARCR. Methods: Between January 2012 and December 2019, among patients with sufficient footprint coverage for ARCR, 96 patients with Sugaya classification 4 or higher retear on follow-up magnetic resonance imaging were included. The association between clinical outcomes such as American Shoulder and Elbow Surgeons (ASES) score, Constant score and range of motion and radiologic variables such as initial tear dimension, retear dimension, variance of tear dimension, critical shoulder angle, acromial index, and acromiohumeral distance was analyzed. Results: Preoperatively, the ASES and Constant scores were 59.81±17.02 and 64.30±15.27, respectively. And at the last follow-up, they improved to 81.56±16.29 and 78.62±14.16, respectively (p<0.01 and p<0.01). In multiple linear regression analysis, the variance of the mediolateral dimension of tear had statistically significant association with the ASES and Constant scores (p<0.01 and p=0.01). Conclusions: In patients with the retear after ARCR, the variance in the mediolateral dimension of tear had significantly negative association with the clinical outcomes. This could be considered to be reference as relative criteria and needed more sample and mechanical study.

• Journal of the Korean Data and Information Science Society
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• 제7권1호
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• pp.87-92
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• 1996

A regression model with nested erroe structure is considered. The regression model includes two error terms that are independent and normally distributed with zero means and constant variances. This error structure of the model gives correlated response variables. The distributions of variance components in the regression model with nested error structure are dervied by using theorems for quadratic forms.

• Journal of the Korean Data and Information Science Society
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• 제19권4호
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• pp.1247-1253
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• 2008

In this paper, we propose a interval censored regression spline model with a variance function (non-constant variance that depends on a predictor). Simulation studies show our estimates from MCECM algorithm are consistent, but biased when the sample size is small because of boundary effects. Also, we examined how the distribution of $x_i$ affects the converging speed of these consistent estimates.

• 산업경영시스템학회지
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• 제19권40호
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• pp.179-186
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• 1996

Previous researches on optimum ALT plans have shown how to find optimum allocation, lowest stress and sample size subject to minimizing the variance of mean life estimate. Those researches have assumed the censoring time constant. But under certain circumstances such assumptions may not be reasonable. In this paper the constraint on constant censoring time is relaxed, and censoring time is considered variable. If all other test parameters remain unvaried, the variance of the mean life estimate reciprocally increases of the censoring time. This idea in this paper extends to the optimum censoring time. Thus, this paper presents the optimal censoring time in such situations, and finds the optimal lowest stress and allocation based on that optimal censoring time.

• Structural Engineering and Mechanics
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• 제6권6호
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• pp.673-691
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• 1998

In this paper, an analytic method to examine the random vibration of multispan Timoshenko frames due to a concentrated load traversing at a constant velocity is presented. A load's magnitude is a stationary process in time with a constant mean value and a variance. Two types of variances of this load are considered: white noise process and cosine process. The effects of both velocity and statistical characteristics of load and span number of the frame on both the mean value and variance of deflection and moment of the structure are investigated. Results obtained from a multispan Timoshenko frame are compared with those of a multispan Bernoulli-Euler frame.

• East Asian mathematical journal
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• 제37권5호
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• pp.553-566
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• 2021

In the over-the-counter market, option's buyers could have a problem for default risk caused by option's writers. In addition, many participants try to maximize their benefits obviously in investing the financial derivatives. Taking all these circumstances into consideration, we deal with the vulnerable power options under a constant elasticity variance (CEV) model. We derive an analytic pricing formula for the vulnerable power option by using the asymptotic analysis, and then we verify that the analytic formula can be obtained accurately by comparing our solution with Monte-Carlo price. Finally, we examine the effect of CEV on the option price based on the derived solution.