• Journal of the Korean Data and Information Science Society
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• v.12 no.1
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• pp.71-78
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• 2001

Three test statistics are proposed for the presence of seasonality in multiplicative seasonal time series models. Further their common limiting distribution is derived under some assumptions.

• Journal of Korean Institute of Industrial Engineers
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• v.14 no.1
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• pp.103-117
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• 1988

Replacement demand plays an important role to forecast the total demand of durable goods, while most of the diffusion models deal with only adoption data, namely initial purchase demand. This paper presents replacement demand forecasting models incorporating repurchase rate, multi-ownership, and dynamic product life to complement the existing diffusion models. The performance of replacement demand forecasting models are analyzed and practical guidelines for the application of the models are suggested when life distribution data or adoption data are not available.

• Wind and Structures
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• v.35 no.2
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• pp.93-108
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• 2022

Steel tubular towers are commonly used in UHV and long crossing transmission lines. By considering effects of the model scale, the solidity ratio and the ratio of the mean width to the mean height, wind tunnel tests under different wind speeds on twenty tubular steel tower body models and twenty-six tubular steel cross-arm models were completed. Drag coefficients and shielding factors of the experimental tower body models and cross-arm models in wind directional axis for typical skewed angles were obtained. The influence of the lift forces on the skewed wind load factors of tubular steel tower bodies was evaluated. The skewed wind load factors, the wind load distribution factors in transversal and longitudinal direction were calculated for the tubular tower body models and cross-arm models, respectively. Fitting expressions for the skewed wind load factors of tubular steel bodies and cross-arms were determined through nonlinear fitting analysis. Parameters for skewed wind loads determined by wind tunnel tests were compared with the regulations in applicable standards. Suggestions on the drag coefficients, the skewed wind load factors and the wind load distribution factors were proposed for tubular steel transmission towers.

• Journal of Wetlands Research
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• v.11 no.1
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• pp.49-64
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• 2009

Rainfall-runoff models are used for efficient management, distribution, planning, and design of water resources in accordance with the process of hydrologic cycle. The models simplify the transition of rainfall to runoff as rainfall through different processes including evaporation, transpiration, interception, and infiltration. As the models simplify complex physical processes, gaps between the models and actual rainfall events exist. For more accurate simulation, appropriate models that suit analysis goals are selected and reliable long-term hydrological data are collected. However, uncertainty is inherent in models. It is therefore necessary to evaluate reliability of simulation results from models. A number of studies have evaluated uncertainty ingrained in rainfall-runoff models. In this paper, Meta-Gaussian method proposed by Montanari and Brath(2004) was used to assess uncertainty of simulation outputs from rainfall-runoff models. The model, which estimates upper and lower bounds of the confidence interval from probabilistic distribution of a model's error, can quantify global uncertainty of hydrological models. In this paper, Meta-Gaussian method was applied to analyze uncertainty of simulated runoff outputs from $Vflo^{TM}$, a physically-based distribution model and HEC-HMS model, a conceptual lumped model.

• Proceedings of the Korea Society of Information Technology Applications Conference
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• 2005.11a
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• pp.271-275
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• 2005

Queueing models are good models for fragments of communication systems and networks, so their investigation is interesting for theory and applications. Theses queues may play an important role for the validation of different decomposition algorithms designed for investigating more general queueing networks. So, in this paper we illustrate that the batch size distribution affects the loss probability, which is the main performance measure of a finite buffer queues.

• Journal of Korea Society of Industrial Information Systems
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• v.11 no.1
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• pp.1-6
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• 2006

Queueing models are good models for fragments of communication systems and networks, so their investigation is interesting for theory and applications. Theses queues may play an important role for the validation of different decomposition algorithms designed for investigating more general queueing networks. So, in this paper we illustrate that the batch size distribution affects the loss probability, which is the main performance measure of a finite buffer queues.

• Journal of the Korean Statistical Society
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• v.27 no.2
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• pp.197-203
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• 1998

To test the hypothesis of complete or total independence for a multi-way contingency table, the Pearson chi-squared test statistic is usually employed under Poisson or multinomial models. It is well known that, under the hypothesis, this statistic follows an asymptotic chi-squared distribution. We consider the case where all marginal sums of the contingency table are fixed. Using conditional limit theorems, we show that the chi-squared test statistic has the same limiting distribution for this case.

• Journal of Electrical Engineering and Technology
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• v.13 no.2
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• pp.608-619
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• 2018

As distributed generation (DG) is connected to grid, there is new node-type occurring in distribution network. An efficient algorithm is proposed in this paper to calculate power flow for weakly meshed distribution network with DGs in different load models. The algorithm respectively establishes mathematical models focusing on the wind power, photovoltaic cell, fuel cell, and gas turbine, wherein the different DGs are respectively equivalent to PQ, PI, PQ (V) and PV node-type. When dealing with PV node, the algorithm adopts reactive power compensation device to correct power, and the reactive power allocation principle is proposed to determine reactive power initial value to improve convergence of the algorithm. In addition, when dealing with the weakly meshed network, the proposed algorithm, which builds path matrix based on loop-analysis and establishes incident matrix of node voltage and injection current, possesses good convergence and strong ability to process the loops. The simulation results in IEEE33 and PG&G69 node distribution networks show that with increase of the number of loops, the algorithm's iteration times will decrease, and its convergence performance is stronger. Clearly, it can be effectively used to solve the problem of power flow calculation for weakly meshed distribution network containing different DGs.

• The Korean Journal of Applied Statistics
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• v.35 no.4
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• pp.501-515
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• 2022

Despite the stylized statistical features of returns of financial returns such as fat-tailed distribution and leverage effect, no stochastic volatility models that can explicitly capture these features have been presented in the existing frequentist approach. we propose an approximate parameterization of stochastic volatility models that can explicitly capture the fat-tailed distribution and leverage effect of financial returns and a maximum likelihood estimation of the model using Langrock et al. (2012)'s hidden Markov model approximation in a frequentist approach. Through extensive simulation experiments and an empirical analysis, we present the statistical evidences validating the efficacy and accuracy of proposed parameterization.

• Asian Pacific Journal of Cancer Prevention
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• v.13 no.5
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• pp.1829-1831
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• 2012

Background: The generalized gamma distribution statistics constitute an extensive family that contains nearly all of the most commonly used distributions including the exponential, Weibull and log normal. A saturated version of the model allows covariates having effects through all the parameters of survival time distribution. Accelerated failure-time models assume that only one parameter of the distribution depends on the covariates. Methods: We fitted both the conventional GG model and the saturated form for each of its members including the Weibull and lognormal distribution; and compared them using likelihood ratios. To compare the selected parameter distribution with log logistic distribution which is a famous distribution in survival analysis that is not included in generalized gamma family, we used the Akaike information criterion (AIC; r=l(b)-2p). All models were fitted using data for 369 women age 50 years or more, diagnosed with stage IV breast cancer in BC during 1990-1999 and followed to 2010. Results: In both conventional and saturated parametric models, the lognormal was the best candidate among the GG family members; also, the lognormal fitted better than log-logistic distribution. By the conventional GG model, the variables "surgery", "radiotherapy", "hormone therapy", "erposneg" and interaction between "hormone therapy" and "erposneg" are significant. In the AFT model, we estimated the relative time for these variables. By the saturated GG model, similar significant variables are selected. Estimating the relative times in different percentiles of extended model illustrate the pattern in which the relative survival time change during the time. Conclusions: The advantage of using the generalized gamma distribution is that it facilitates estimating a model with improved fit over the standard Weibull or lognormal distributions. Alternatively, the generalized F family of distributions might be considered, of which the generalized gamma distribution is a member and also includes the commonly used log-logistic distribution.