• Journal of the Korean Statistical Society
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• 제31권2호
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• pp.237-250
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• 2002

Motivated by Cook's (1986) assessment of local influence by investigating the curvature of a surface associated with the overall discrepancy measure, this paper extends this idea to the linear regression model with AR(p) disturbances. Diagnostic for the linear regression models with AR(p) disturbances are discussed when simultaneous perturbations of the response vector are allowed. For the derived criterion, numerical studies demonstrate routine application of this work.

• 대한수학회지
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• 제47권2호
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• pp.385-407
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• 2010

To study the relationship between the levels of chemical pollutants and the number of daily total hospital admissions for respiratory diseases and to find the effect of temperature/relative humidity on the admission number, Wong et al. [17] introduced the varying-coefficient single-index model (VCSIM). As pointed out, it is a popular multivariate nonparametric fitting technique. However, the tests of the model have not been very well developed. In this paper, based on the estimators obtained by the local linear technique, the average method and the one-step back-fitting technique in the VCSIM, the generalized likelihood ratio (GLR) tests for varying-coefficient parts on the VCSIM are established. Under the null hypotheses the new proposed GLR tests follow the $\chi^2$-distribution asymptotically with scale constant and degree of freedom independent of the nuisance parameters, known as Wilks phenomenon. Simulations are conducted to evaluate the test procedure empirically. A real example is used to illustrate the performance of the testing approach.

• Communications for Statistical Applications and Methods
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• 제10권1호
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• pp.31-38
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• 2003

A simple method is proposed to detect the number of change points and test the location and size of multiple change points with jump discontinuities in an otherwise smooth regression model. The proposed estimators are based on a local linear regression fit by the comparison of left and right one-side kernel smoother. Our proposed methodology is explained and applied to real data and simulated data.

• 대한토목학회논문집
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• 제26권2A호
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• pp.285-292
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• 2006

이 연구는 탄소섬유쉬트-콘크리트 부착이음 실험 결과로부터 국부적인 부착모텔(부착응력-미끄럼 모델)을 결정하는 방법을 제안하고, 실제 실험 결과와 비교하여 이러한 부착 조건에 적용 기능한 부착모델을 제시한다. 부착모델의 형상은 임의의 곡선 형태를 고려할 수 있도록 디중선형곡선(multi-linear curve)으로 가정하였으며, 수치적인 방법으로 부착이음의 해를 계산하여 실험 결과와 오차를 최소화하는 방법으로 부착모델을 결정하였다. 이중선형곡선(bilinear curve)을 도입한 부착모델 역시 최적화를 수행하여 다중선형모텔과 비교하였다. 최적화의 대상은 동일 조건의 부착모텔에 대해 여러 실험체로부터 구한 극한하중-부착길이 곡선과 개별 실험체의 하중-변위 곡선이다. 최적화를 위한 정식화는 physical programming을 사용하였으며 최적화 방법은 유전알고리즘(genetic algorithm)을 이용하였다.

• KSII Transactions on Internet and Information Systems (TIIS)
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• 제5권4호
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• pp.840-855
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• 2011

In the context of additive noise steganography model, we propose a method to detect least significant bit (LSB) matching steganography in grayscale images. Images are decomposed into detail sub-bands with local linear transform (LLT) masks which are sensitive to embedding. Novel normalized characteristic function features weighted by a bank of band-pass filters are extracted from the detail sub-bands. A suboptimal feature set is searched by using a threshold selection algorithm. Extensive experiments are performed on four diverse uncompressed image databases. In comparison with other well-known feature sets, the proposed feature set performs the best under most circumstances.

• 한국지능시스템학회논문지
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• 제11권7호
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• pp.615-620
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• 2001

This paper addresses the design of sliding model fuzzy-model-based controller using genetic algorithms. In general, the construction of fuzzy logic controllers has difficulties for the lack of systematic design procedure. To release this difficulties, the sliding model fuzzy-model-based controllers was presented by authors. In this proposed method, the fuzzy model, which represents the local dynamic behavior of the given nonlinear system, is utilized to construct the controller. The overall controller consists of the local compensators which compensate the local dynamic linear model and the feed-forward controller which is designed via sliding mode control theory. Although, the stability and the performance is guaranteed by the proposed method, some design parameters have to be chosen by the designer manually. This problem can be solved by using genetic algorithms. The proposed method tunes the parameters of the controller, by which the reasonable accuracy and the control effort is achieved. The validity and the efficiency of the proposed method are verified through simulations.

• 한국수학교육학회지시리즈B:순수및응용수학
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• 제16권4호
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• pp.427-441
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• 2009

The method of Lattice Dynamical System is used to establish a global model on an infinite chain of many local markets interacting each other through a diffusion of prices between them. This global model extends the Walrasian evolutionary cobweb model in an independent single local market to the global market evolution. We assume that each local market has linear decreasing demands and quadratic supplies with naive predictors, and investigate the stationary behaviors of global price dynamics and show that their dynamics are conjugate to those of $H{\acute{e}}non$ maps and hence can exhibit complicated behaviors such as period-doubling bifurcations, chaos, and homoclic orbits etc.

• 한국지능시스템학회논문지
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• 제25권5호
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• pp.477-482
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• 2015

단기풍속 예측을 위한 진화적 선형 및 비선형 회귀분석 기반의 보정 기법을 비교한다. 모델의 체계적 오류를 교정하기 위한 효율적인 MOS(Model Output Statistics)의 개발이 필요하나, 기존의 선형회귀분석 기반의 보정기법은 다양한 기상요소의 복잡한 비선형 특성을 반영하기 힘들다. 이를 개선하기 위해서 유전 프로그래밍을 사용하여 풍속 예측에 대한 비선형 보정 수식을 생성하는 기법을 제안하고 기본 다중선형회귀분석법 및 Ridge, Lasso 회귀분석법과 비교한다. 더불어, 선형회귀분석법과 진화적 비선형회귀분석 기법의 인자 선택의 차이와 유사성을 비교하고 분석한다. 2007년~2013년의 KLAPS(Korea Local Analysis and Prediction System) 재분석자료를 사용하여 제주도와 부산지역의 격자점에 대한 실험을 수행한다.

• 대한수학회지
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• 제52권3호
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• pp.469-487
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• 2015

We consider a model of HIV infection with various compartments, including target cells, infected cells, viral loads and immune effector cells, to describe HIV type 1 infection. We show that the proposed model has one uninfected steady state and several infected steady states and investigate their local stability by using a Jacobian matrix method. We obtain equations for adjoint variables and characterize an optimal control by applying Pontryagin's Maximum Principle in a linear control problem. In addition, we apply techniques and ideas from linear optimal control theory in conjunction with a direct search approach to derive on-off HIV therapy strategies. The results of numerical simulations indicate that hybrid on-off therapy protocols can move the model system to a "healthy" steady state in which the immune response is dominant in controlling HIV after the discontinuation of the therapy.

• 정보처리학회논문지B
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• 제9B권4호
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• pp.421-428
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• 2002

지금까지 삽입(Embedding)백터를 이용한 국소적예측방법은 고차미분방정식으로부터 생성된 카오스 시계열을 예측할 때, 파라메타 $\tau$의 추정이 정확하지 않으면 예측성능은 떨어졌다. 지금까지 지연시간 ($\tau$)의 값을 추정하는 방법은 많이 제안되어있지만 실제로 고차원미분방정식부터 생성되어진 수많은 시계열에 모두 적용 가능한 방법은 아직 없다. 이것을 기울기 백터를 이용한 기울기 선형모델을 도입하는 것에 의해 정확한 지연시간 ($\tau$)의 값을 추정하지 않아도 예측성능에 만족할 수 있는 결과를 표시했다. 이것을 이론뿐이 아니고 경제시계열에도 적용해서 종래의 예측방법과 비교해서 그 유효성을 표시했다.