• The Korean Journal of Applied Statistics
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• v.24 no.1
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• pp.127-136
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• 2011

Multiplicative noise model is the one of popular method for masking continuous variables. In this paper, we propose the transformation on the variable to which random noise was multiplied. An advantage of the masking method using proposed transformation is that the masking data users can obtain the unbiased values of mean and variance of original (unmasked) data. We also consider the data utility and correlation structure of variables when we apply the proposed multiplicative noise scheme. To investigate the properties of the method of masking based on multiplicative noise, a simulation study has been conducted using the 2008 Householder Income and Expenditure Survey data.

• Journal of the Korean Data and Information Science Society
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• v.24 no.6
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• pp.1439-1448
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• 2013

The analysis of variance for randomized block design or two way classification data is well known. In this paper, particularly, we considered two stage nested design in which the levels of one factor is not identical for different levels of another factor. We investigate the structural properties of two stage nested design and the properties of error sum of squares for random effect model. For the application of two way nested design, we consider two-period crossover design which is used commonly for the equivalence test to bio-similar product. The confidence interval estimation of the difference of two population means in the crossover design is discussed based on statistical package SPSS.

• Journal of Mechanical Science and Technology
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• v.19 no.spc1
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• pp.265-271
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• 2005

Randomness exists in engineering. Tolerance, assemble-error, environment temperature and wear make the parameters of a mechanical system uncertain. So the behavior or response of the mechanical system is uncertain. In this paper, the uncertain parameters are treated as random variables. So if the probability distribution of a random parameter is known, the simulation of mechanical multibody dynamics can be made by Monte-Carlo method. Thus multibody dynamics simulation results can be obtained in statistics. A new concept called functional reliability is put forward in this paper, which can be defined as the probability of the dynamic parameters(such as position, orientation, velocity, acceleration etc.) of the key parts of a mechanical multibody system belong to their tolerance values. A flexible mechanical arm with random parameters is studied in this paper. The length, width, thickness and density of the flexible arm are treated as random variables and Gaussian distribution is used with given mean and variance. Computer code is developed based on the dynamic model and Monte-Carlo method to simulate the dynamic behavior of the flexible arm. At the same time the end effector's locating reliability is calculated with circular tolerance area. The theory and method presented in this paper are applicable on the dynamics modeling of general multibody systems.

• Atmosphere
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• v.19 no.2
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• pp.199-211
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• 2009

In this paper, we examine the multiple change-point and change pattern in the 54 years (1954-2007) time series of the annual and the heavy precipitation characteristics (amount, days and intensity) averaged over South Korea. A Bayesian approach is used for detecting of mean and/or variance changes in a sequence of independent univariate normal observations. Using non-informative priors for the parameters, the Bayesian model selection is performed by the posterior probability through the intrinsic Bayes factor of Berger and Pericchi (1996). To investigate the significance of the changes in the precipitation characteristics between before and after the change-point, the posterior probability and 90% highest posterior density credible intervals are examined. The results showed that no significant changes have occurred in the annual precipitation characteristics (amount, days and intensity) and the heavy precipitation intensity. On the other hand, a statistically significant single change has occurred around 1996 or 1997 in the heavy precipitation days and amount. The heavy precipitation amount and days have increased after the change-point but no changes in the variances.

• Journal of The Korean Society of Agricultural Engineers
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• v.54 no.3
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• pp.65-74
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• 2012

In this study, three different unit hydrograph methods (NRCS, Snyder and Clark) in the HEC-HMS were compared to find better fit with the observed data in the Namgang-Dam watershed. The Sancheong, Shinan, and Changchon in Namgang-Dam watershed were selected as the study watersheds. The input data for HEC-HMS were calculated land use, digital elevation map, stream, and watershed map provided by WAter Management Information System (WAMIS). Sixty six storms from 2004 to 2011 were selected for model calibration and validation. Three unit hydrograph methods were compared with the observed data in terms of simulated runoff volume, and peak runoff for the selected storms. The results showed that the coefficient of determination ($R^2$) for the peak runoff was 0.8295~0.9999 and root mean square error (RMSE) was 0.029~0.086 mm/day for calibration stages. In the model validation, $R^2$ for the peak runoff was 0.9061~0.9916 and RMSE was 0.030~0.088 mm/day which were more accurate than calibrated data. Analysis of variance showed that there was no significant difference among the three unit hydrograph methods.

• The Korean Journal of Applied Statistics
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• v.6 no.2
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• pp.355-370
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• 1993

The estimations of variance components for the unbalanced one way random effects model when the underlying distributions are not necessarily normal are considered. ANOVA, REML, ML, MIVQUE, and MINQE estimators are compared with respect to their mean squared errors and biases through a simulation study. Explicit, computable expressions with no matrix inversion necessary are given for these estimators. An efficient rule to provide a prior guess of MINQE is given. Our results indicate that the efficiency of MINQE is excellent for arbitrary underlying distribution in the sense of MSE even in the presence of nontrivial bias. Also, MINQE is a worthwhile improvement over other estimators when kurtosis of underlying distributions become large 1.

• Communications for Statistical Applications and Methods
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• v.28 no.6
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• pp.595-610
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• 2021

Recently a few articles have derived robust first-order rotatable and D-optimal designs for the lifetime response having distributions gamma, lognormal, Weibull, exponential assuming errors that are correlated with different correlation structures such as autocorrelated, intra-class, inter-class, tri-diagonal, compound symmetry. Practically, a first-order model is an adequate approximation to the true surface in a small region of the explanatory variables. A second-order model is always appropriate for an unknown region, or if there is any curvature in the system. The current article aims to extend the ideas of these articles for second-order models. Invariant (free of the above four distributions) robust (free of correlation parameter values) second-order rotatable designs have been derived for the intra-class and inter-class correlated error structures. Second-order rotatability conditions have been derived herein assuming the response follows non-normal distribution (any one of the above four distributions) and errors have a general correlated error structure. These conditions are further simplified under intra-class and inter-class correlated error structures, and second-order rotatable designs are developed under these two structures for the response having anyone of the above four distributions. It is derived herein that robust second-order rotatable designs depend on the respective error variance covariance structure but they are independent of the correlation parameter values, as well as the considered four response lifetime distributions.

• Smart Structures and Systems
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• v.24 no.4
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• pp.507-524
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• 2019

A Bayesian dynamic linear model (BDLM) is presented for a data-driven analysis for response prediction and load effect separation of a revolving auditorium structure, where the main loads are self-weight and dead loads, temperature load, and audience load. Analyses are carried out based on the long-term monitoring data for static strains on several key members of the structure. Three improvements are introduced to the ordinary regression BDLM, which are a classificatory regression term to address the temporary audience load effect, improved inference for the variance of observation noise to be updated continuously, and component discount factors for effective load effect separation. The effects of those improvements are evaluated regarding the root mean square errors, standard deviations, and 95% confidence intervals of the predictions. Bayes factors are used for evaluating the probability distributions of the predictions, which are essential to structural condition assessments, such as outlier identification and reliability analysis. The performance of the present BDLM has been successfully verified based on the simulated data and the real data obtained from the structural health monitoring system installed on the revolving structure.

• Journal of Korea Water Resources Association
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• v.49 no.11
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• pp.913-922
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• 2016

A long-term precipitation record is typically required for establishing the reliable water resources plan in the watershed. However, the observations in the hourly precipitation data are not always consistent and there are missing values within the time series. This study aims to develop a hourly rainfall simulator for extending rainfall data, based on the well-known Neyman-Scott Rectangular Pulse Model (NSRPM). Moreover, this study further suggests a multisite hourly rainfall simulator to better reproduce areal rainfalls for the watershed. The proposed model was validated with a network of five weather stations in the Uee-stream watershed in Seoul. The proposed model appeared a reasonable result in terms of reproducing most of the statistics (i.e. mean, variance and lag-1 autocovariance) of the rainfall time series at various aggregation levels and the spatial coherence over the weather stations.

• Nuclear Engineering and Technology
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• v.25 no.1
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• pp.154-165
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• 1993

A stochastic method using continuous time Markov process is presented to model the one-dimensional convective nuclide transport in geologic media, which have usually heterogeneous feature in physical/geochemical parameters such as velocity, dispersion coefficient, and retardation factor resulting poor description by conventional deterministic advection-dispersion model. The primary desired quantities from a stochastic model are the mean values and variance of the state variables as a function of time. The time-dependent probability distributions of nuclides are presented for each discretized compartment given the volumetric groundwater flux and the intensity of transition. Since this model is discrete in medium space, physical/geochemical parameters which affect nuclide transport can be easily incorporated for the heterogeneous media as well as remarkably layered media having spatially varied parameters. Even though the Markov process model developed in this study was shown to be sensitive to the number of discretized compartments showing numerical dispersion as the number of compartments are increased, this could be easily calibrated by comparing with the analytical deterministic model.