• Communications for Statistical Applications and Methods
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• 제15권2호
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• pp.283-292
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• 2008

커널밀도함수의 추정을 이용한 분류 문제에서 평활모수(smoothing parameter, bandwidth)의 선택은 핵심적으로 중요한 역할을 한다. 본 논문에서는 분류에서 베이즈 리스크를 최적화하기 위한 평활모수의 선택이 각 개별 확률밀도함수를 추정하기 위한 최적의 평활모수와 어떤 관계가 있는지 살펴보았다. 실제 상황에서 사용할 수 있는 평활모수의 선택 방법으로 붓스트랩(bootstrap)과 교차확인법(cross-validation)을 이용하는 것을 비교한 결과, 붓스트랩 방법은 Hall과 Kang (2005)에서 밝혀진 이론적인 성질에 부합하는 반면 교차확인법은 그렇지 못함을 확인하였다. 또한, 각 방법으로 정한 평활모수를 사용하여 오분류율을 조사해 본 결과에서도 붓스트랩 방법이 우월함을 알 수 있었다.

• 한국정밀공학회지
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• 제16권7호
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• pp.178-187
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• 1999

In order to identify a transfer function model with noise, penalty function method has been widely used. In this method, estimation process for possible model parameters from low to higher order proceeds the model identification process. In this study, based on linear estimation method, a new approach unifying the estimation and the identification of ARMAX model is proposed. For the parameter estimation of a transfer function model with noise, linear estimation method by noise separation is suggested instead of nonlinear estimation method. The feasibility of the proposed model identification and estimation method is verified through simulations, namely by applying the method to time series model. In the case of time series model with noise, the proposed method successfully identifies the transfer function model with noise without going through model parameter identification process in advance. A new algorithm effectively achieving model identification and parameter estimation in unified frame has been proposed. This approach is different from the conventional method used for identification of ARMAX model which needs separate parameter estimation and model identification processes. The consistency and the accuracy of the proposed method has been verified through simulations.

• 한국농공학회지
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• 제24권1호
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• pp.53-62
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• 1982

This study was attempted to find best fitted distribution and the equations for probable maximum flow with the evaluation of parameters by the method of moment for the rat- ional design of hydraulic structures in the annual exceedance series. Six subwatersheds were selected as studying basins along Geum River basin. The results obtained through this study were analyzed and summarized as follows. 1. Fitted probability distribution was showed in the order of Three Parameter Lognorm al, Type 1 Extremal, Exponential, Pearson Type III, and Log Pearson Type I distribu- tion as the results of x$^2$ goodness of fit test. 2. Kolmogorov-Smirnov test showed in the order of Three Parameter Lognormal, Exp- onential' Pearson Type III, Log Pearson Type III and Type 1 Extremal distribution for the fitted probability distribution. 3. It can be concluded that Three parameter Lognormal distribution is a best fitted one among some other distributions out of respect for each both tests. An Exponential distribution was proposed as a suitable one by Chow, V.T. showeci lower fittness than that of Three Parameter Lognormal in Geum River basin. 5. Probable flood flow equations followins the return periods for each station were obt- ained by Three Parameter Lognormal distribution. 6. It is urgently essential that best fitted probability distribution should be established for the annual exceedance series in the main river systems of Korea.

• 한국수자원학회:학술대회논문집
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• 한국수자원학회 2009년도 학술발표회 초록집
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• pp.2215-2219
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• 2009

For model calibration in rainfall-runoff modeling, streamflow data at a specific outlet is obviously required but is not sufficient to identify parameters of a model since numerous parameter combinations can result in very similar model performance measures (i.e. objective functions) and indistinguishable simulated hydrographs. This phenomenon has been called 'equifinality' due to inherent parameter uncertainty involved in rainfall-runoff modeling. This study aims to investigate catchment responses in time and space to various uncertain parameter sets in distributed rainfall-runoff modeling. Seven plausible (or behavioral) parameter sets, which guarantee identically-good model performances, were sampled using deterministic and stochastic optimization methods entitled SCE and SCEM, respectively. Then, we applied them to a computational tracer method linked with a distributed rainfall-runoff model in order to trace and visualize potential origins of streamflow at a catchment outlet. The results showed that all hydrograph simulations based on the plausible parameter sets were performed equally well while internal catchment responses to them showed totally different aspects; different parameter values led to different distributions with respect to the streamflow origins in space and time despite identical simulated hydrographs. Additional information provided by the computational tracer method may be utilized as a complementary constraint for filtering out non-physical parameter set(s) (or reducing parameter uncertainty) in distributed rainfall-runoff modeling.

• 한국광학회지
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• 제27권6호
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• pp.223-228
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• 2016

액정과 같은 단축 이방성 분자들의 정렬 정도에 따라 달라지는 복굴절으로부터 상대 복굴절 ${\Delta}n_{rel}$를 구하고 ${\Delta}n_{rel}$과 방향질서변수(orientational order parameter) S의 관계를 탐색하였다. 무질서한 분포를 하고 있는 경우를 포함하여 액정의 정렬정도를 달리 표현할 수 있는 분포함수를 도입하고 이 분포함수를 사용하여 질서변수 S가 0부터 1까지 변하도록 액정분자들의 정렬정도를 달리하며 ${\Delta}n_{rel}$과 S를 수치계산 하였다. 이 계산 결과로부터 s와 ${\Delta}n_{rel}$는 $S=(1+a){\Delta}n_{rel}-a{\Delta}n^2_{rel}$와 같이 준선형적인 관계를 만족하며 a는 $n_o{\frac{{\Delta}n}{4}}$으로 근사할 수 있음을 확인하였다. 또한 복굴절으로부터 Vuks의 방법에 따라 구한 분자분극의 이방성과 Neugebauer의 방법에 따라 구한 분자분극의 이방성이 각각 질서변수 S와 또 다른 준선형 관계식들을 따름을 보였다.

• Journal of the Korean Data and Information Science Society
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• 제20권6호
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• pp.1213-1223
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• 2009

In this paper, we develop noninformative priors for two parameter Pareto distribution. Specially, we derive Jereys' prior, probability matching prior and reference prior for the parameter of interest. In our case, the probability matching prior is only a first order matching prior and there does not exist a second order matching prior. Some simulation reveals that the matching prior performs better to achieve the coverage probability. A real example is also considered.

• Journal of the Korean Data and Information Science Society
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• 제18권1호
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• pp.247-257
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• 2007

In this paper, we develop the noninformative priors for the common shape parameter in the gamma distributions. We develop the matching priors and reveal that the second order matching prior does not exist. It turns out that the one-at-a-time reference prior and the two group reference prior satisfy a first order probability matching criterion. Some simulation study is peformed.

• 한국데이터정보과학회:학술대회논문집
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• 한국데이터정보과학회 2003년도 춘계학술대회
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• pp.27-37
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• 2003

In this paper, we develop noninformative priors for two parameter Pareto distribution. Specially, we derive Jeffrey's prior, probability matching prior and reference prior for the parameter of interest. In our case, the probability matching prior is only a first order and there does not exist a second order matching prior. Some simulation reveals that the matching prior performs better to achieve the coverage probability. And a real example will be given.

• International Journal of Reliability and Applications
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• 제8권1호
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• pp.41-51
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• 2007

In this paper, we use the moments of order statistics derived by Lieblein (1955) to develop the correlation goodness-of-fit test for the Rayleigh distribution. In such we simulate the percentage points of the test statistics for the one-parameter and two-parameter cases. In addition, we calculate the power of the proposed tests based on some alterative distributions. Finally, we apply the procedures developed in the paper to some real data.

• 한국정보디스플레이학회:학술대회논문집
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• 한국정보디스플레이학회 2009년도 9th International Meeting on Information Display
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• pp.940-941
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• 2009

The adsorption strength of liquid crystal molecules on the polymer surface was compared measuring temperature dependence of retardation above Nematic-Isotoropic transition temperature ($T_{NI}$). The relationship between surface order parameter and adsorption strength on the polymer surface was discussed.