• Management Science and Financial Engineering
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• v.12 no.1
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• pp.65-77
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• 2006

This study proposes a Bayesian dynamic model in a hierarchical way to assess the time-varying effect of risk factors on the likelihood of corporate bankruptcy. For the longitudinal data, we aim to describe dynamically evolving effects of covariates more articulately compared to the Generalized Estimating Equation approach. In the analysis, it is shown that the proposed model outperforms in terms of sensitivity and specificity. Besides, the usefulness of this study can be found from the flexibility in describing the dependence structure among time specific parameters and suitability for assessing the time effect of risk factors.

• The Korean Journal of Applied Statistics
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• v.28 no.2
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• pp.335-342
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• 2015

Joint hierarchical generalized linear models proposed by Molas et al. (2013) extend the simple longitudinal model into multiple models fitted jointly. It can easily handle the correlation of multivariate longitudinal data. In this paper, we apply this method to analyze KoGES cohort dataset. Fixed unknown parameters, random effects and variance components are estimated based on a standard framework of h-likelihood theory. Furthermore, based on the conditional Akaike information criterion the correlated covariance structure of random-effect model is selected rather than an independent structure.

• Structural Engineering and Mechanics
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• v.70 no.4
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• pp.457-466
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• 2019

This study develops a damage detection method based on neural networks. The performance of the method is numerically and experimentally verified using a three-story shear building model. The framework is mainly composed of two hierarchical stages to identify damage location and extent using artificial neural network (ANN). The normalized damage signature index, that is a normalized ratio of the changes in the natural frequency and mode shape caused by the damage, is used to identify the damage location. The modal parameters extracted from the numerically developed structure for multiple damage scenarios are used to train the ANN. The positive alarm from the first stage of damage detection activates the second stage of ANN to assess the damage extent. The difference in mode shape vectors between the intact and damaged structures is used to determine the extent of the related damage. The entire procedure is verified using laboratory experiments. The damage is artificially modeled by replacing the column element with a narrow section, and a stochastic subspace identification method is used to identify the modal parameters. The results verify that the proposed method can accurately detect the damage location and extent.

• The KIPS Transactions:PartB
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• v.11B no.6
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• pp.653-660
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• 2004

Object-oriented analysis-synthesis coding (OOASC) subdivides each image of a sequence into a number of moving objects and estimates and compensates the motion of each object. It employs a motion parameter technique for estimating motion information of each object. The motion parameter technique employing gradient operators requires a high computational load. The main objective of this paper is to present efficient motion parameter estimation techniques using the hierarchical structure in object-oriented analysis-synthesis coding. In order to achieve this goal, this paper proposes two algorithms : hybrid motion parameter estimation method (HMPEM) and adaptive motion parameter estimation method (AMPEM) using the hierarchical structure. HMPEM uses the proposed hierarchical structure, in which six or eight motion parameters are estimated by a parameter verification process in a low-resolution image, whose size is equal to one fourth of that of an original image. AMPEM uses the same hierarchical structure with the motion detection criterion that measures the amount of motion based on the temporal co-occurrence matrices for adaptive estimation of the motion parameters. This method is fast and easily implemented using parallel processing techniques. Theoretical analysis and computer simulation show that the peak signal to noise ratio (PSNR) of the image reconstructed by the proposed method lies between those of images reconstructed by the conventional 6- and 8-parameter estimation methods with a greatly reduced computational load by a factor of about four.

• The KIPS Transactions:PartC
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• v.8C no.1
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• pp.97-104
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• 2001

In this paper, we present a new hierarchical model for performance analysis of channel allocation and packet service protocol in wireless n network. The proposed hierarchical model consists of two parts : upper and lower layer models. The upper layer model is the structure state model representing the state of the channel allocation and call service. The lower layer model, which captures the performance of the system within a given structure state, is the wireless packet retransmission protocol model. These models are developed using SRN which is an modeling tool. SRN, an extension of stochastic Petri net, provides compact modeling facilities for system analysis. To get the performance index, appropriate reward rates are assigned to its SRN. Fixed point iteration is used to determine the model parameters that are not available directly as input. That is, the call service time of the upper model can be obtained by packet delay in the lower model, and the packet generation rates of the lower model come from call generation rates of the upper model.

• Proceedings of the KIEE Conference
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• 2006.07d
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• pp.2097-2098
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• 2006

In this study, we introduce the hybrid optimization of fuzzy inference systems that is based on Hierarchical Fair Competition-based Parallel Genetic Algorithms (HFCGA). HFCGA is a kind of multi-populations of Parallel Genetic Algorithms(PGA), and it is used for structure optimization and parameter identification of fuzzy set model. It concerns the fuzzy model-related parameters as the number of input variables, a collection of specific subset of input variables, the number of membership functions, and the apexes of the membership function. In the hybrid optimization process, two general optimization mechanisms are explored. The structural optimization is realized via HFCGA method whereas in case of the parametric optimization we proceed with a standard least square method as well as HFCGA method as well. A comparative analysis demonstrates that the proposed algorithm is superior to the conventional methods.

• Proceedings of the KIEE Conference
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• 2006.10c
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• pp.120-122
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• 2006

The paper concerns the hybrid optimization of fuzzy inference systems that is based on Hierarchical Fair Competition-based Parallel Genetic Algorithms (HFCGA) and information data granulation. The granulation is realized with the aid of the Hard C-means clustering and HFCGA is a kind of multi-populations of Parallel Genetic Algorithms (PGA), and it is used for structure optimization and parameter identification of fuzzy model. It concerns the fuzzy model-related parameters such as the number of input variables to be used, a collection of specific subset of input variables, the number of membership functions, the order of polynomial, and the apexes of the membership function. In the hybrid optimization process, two general optimization mechanisms are explored. Thestructural optimization is realized via HFCGA and HCM method whereas in case of the parametric optimization we proceed with a standard least square method as well as HFCGA method as well. A comparative analysis demonstrates that the proposed algorithm is superior to the conventional methods.

• Proceedings of the KIEE Conference
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• 2007.04a
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• pp.204-206
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• 2007

In this study, we introduce the optimization method of fuzzy inference systems that is based on Hierarchical Fair Competition-based Parallel Genetic Algorithms (HFCGA) and information data granulation, The granulation is realized with the aid of the Hard C-means clustering and HFCGA is a kind of multi-populations of Parallel Genetic Algorithms (PGA), and it is used for structure optimization and parameter identification of fuzzy model. It concerns the fuzzy model-related parameters such as the number of input variables to be used, a collection of specific subset of input variables, the number of membership functions, the order of polynomial, and the apexes of the membership function. In the optimization process, two general optimization mechanisms are explored. The structural optimization is realized via HFCGA and HCM method whereas in case of the parametric optimization we proceed with a standard least square method as well as HFCGA method as well. A comparative analysis demonstrates that the proposed algorithm is superior to the conventional methods. Particularly, in parameter identification, we use the UNDX operator which uses multiple parents and generate offsprings around the geographic center off mass of these parents.

• Proceedings of the KIEE Conference
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• 1996.07b
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• pp.1104-1106
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• 1996

In this paper, a hierarchical fuzzy controller is proposed for the stabilization control of the inverted pendulum system. The design of controller for that system is difficult because of its complicated nonlinear mathematical model with unknown parameters. Conventional fuzzy control strategy based only on dynamics of pendulum made have failed to stabilize. However, proposed control strategies are to swing pendulum from natural stable up equilibrium point to an unstable equilibrium point and are to transport a cart from an arbitrary position toward a center of rail. Thus, the proposed fuzzy stabilization controller have a hierarchical fuzzy inference structure; that is, the lower level is for inference interface for the virtual equilibrium point and the higher level one for the position control of cart according to the firstly inferred virtual equilibrium point.

• The Journal of Korean Institute of Communications and Information Sciences
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• v.34 no.6A
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• pp.476-483
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• 2009

Recently much attention has been devoted to femtocell's potential to improve indoor cellular coverage and high speed wireless communications. Femtocell based commercial services have been already launched in some countries and standardization activities are actively on-going, there has been concern however over potential issues of interference between femtocells and the micro/macro networks. With universal frequency reuse, the ensuing cross-tier interference causes unacceptable data rate and outage probability, so an analysis of effect of interference in femtocell embedded networks would be necessary for a stable system design. This paper investigates the effect of interference on system performances of femtocell embedded hierarchical cell structure (HCS) networks considering the characteristics of propagation environments. Various channel parameters are specially considered for indoor environments where most of femtocells are deployed to investigate the effect of interference of femtocell embedded RCS networks. System capacity and coverage are provided with variant distance between macrocell and femtocell, location of the user in femtocell coverage, and characteristic of building structures.