• Journal of Korean Society for Quality Management
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• v.17 no.2
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• pp.81-92
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• 1989

A class of standard optimization techniques to estimate the stationary transition probabilities among states is discussed. With the use of aggregate time series data on employed labor in industrial sectors, the alternative restricted estimates including minimum absolute deviation, unweighted, weighted, generalized inverse, minimum chi-square and maximum likelihood are evaluated and compared. Analytic and numerical results are shown favorably with the viewpoint of the validity and predictive potentiality of model.

• The Korean Journal of Applied Statistics
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• v.23 no.4
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• pp.669-681
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• 2010

Value-at-Risk(VaR) is an important part of risk management in the financial industry. This paper present a VaR forecasting for financial time series based on the quantile regression for GARCH models recently developed by Lee and Noh (2009). The proposed VaR forecasting features the direct conditional quantile estimation for GARCH models that is well connected with the model parameters. Empirical performance is measured by several backtesting procedures, and is reported in comparison with existing methods using sample quantiles.

• Proceedings of the Korea Concrete Institute Conference
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• 2001.11a
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• pp.459-464
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• 2001

A great level of strength and deformability on compressive zone of RC wall is essentially required when subjected to high axial and in-plane lateral loading due to earthquakes. One of the best ways to handle this situation is to provide the confinement effectiveness to the compressive zone by reinforcing steel. For this a series of design charts were constructed to evaluate the confinement effectiveness for a given steel configuration in accordance with a well-known model and part of them are presented in this paper. Using the chart, designers can choose a desirable steel arrangement in flexural compressive zone of RC walls for a prescribed confinement factor.

• Proceedings of the Korea Concrete Institute Conference
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• 2001.11a
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• pp.1041-1044
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• 2001

This study was performed to evaluate the effect of non-uniform corrosion distribution on the analysis of concrete cover failure. A series of experiments have been undertaken to measure the corrosion rate of reinforcement according to the concentration of chloride ion so as to suggest a relationship between the reinforcement corrosion rate and chloride ion density. The corrosion induced pressure depending on the density of chloride ion has been derived. And nonlinear analysis assuming nonlinear corrosion distribution for cover cracking was achieved and compared with other experimental results to verify the accuracy of the model. Analysis was also performed for various parameters to compare their effects.

• Proceedings of the KIEE Conference
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• 2008.11a
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• pp.83-85
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• 2008

The authors develop and compare the performance of short-term forecasting models on electricity market prices in Korea. The models are based on time-series methods. The outcome shows that the EGARCH model has the best results in the out-of-sample forecasts.

• Proceedings of the KIPE Conference
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• 2000.07a
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• pp.509-512
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• 2000

LCD displays for flat monitors the backlit using Cold Cathode Flourescent Lamps(CCFLs) In this paper a low-cost series resonant half-bridge inverter for LCD backlight is proposed as a CCFL ballast. It is regulated by asymmetric control for its fixed frequency soft switching model. The attractiveness of this topology is primarily its low cost because of using BJT switches and reduction of anti-parallel diode. Design procedure and experimental verification from 5W 15"LCD backlight are presented.

• Proceedings of the Korean Society for Quality Management Conference
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• 2006.11a
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• pp.105-109
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• 2006

MTTR and MTBSF are two representative quantitative maintainability and reliability requirements for railway systems. we deal with the redundancy allocation problem to satisfy the two requirements. The redundancy increases MTBSF and changes MTTR. Parallel redundancy and the exponential lifetime distribution of components are considered for the series systems. Mathematical model and example are presented for the redundancy optimization problem of minimizing the cost subjecting to MTTR and MTBSF requirements.

• Journal of the Korean Statistical Society
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• v.34 no.3
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• pp.173-183
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• 2005

The Box-Cox power transformation is generally used for variance stabilization. Recently, Shin and Kang (2001) showed, under the Box-Cox transformation, invariant properties to the original model under the large mean and relatively small variance assumptions in time series analysis. In this paper we obtain some invariant properties in spatial statistics. Spatial statistics, Invariant Property, Variogram, Box-Cox power Transformation.

• Proceedings of the KIEE Conference
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• 1992.07b
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• pp.1238-1241
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• 1992

The series type DC motor is normally nonlinearly modeled, but in this paper, the nonlinear model is linearized for the speed control. The proposed algorithm is constructed by the fuzzy logic controllers. Then the system is investigated for the effects of changes by the scale factor, and fuzziness of fuzzy variables.

• Proceedings of the Korean Operations and Management Science Society Conference
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• 1996.04a
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• pp.745-748
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• 1996

Korea Composite Stock Price Index (KOSPI) was predicted using Cascade Correlation Network (CCN) model. CCN was suggested, by Fahlman and Lebiere [1990], to overcome the limitations of backpropagation algorithm such as step size problem and moving target problem. To test the applicability of CCN as a function approximator to the stock price movements, CCN was used as a tool for univariate time series analysis. The fitting and forecasting performance fo CCN on the KOSPI was compared with those of Multi-Layer Perceptron (MLP).