• Proceedings of the Korea Society for Simulation Conference
• /
• 한국시뮬레이션학회 2001년도 춘계 학술대회 논문집
• /
• pp.169-169
• /
• 2001

With the aid of fast computing power, resampling techniques are being introduced for simulation output analysis (SOA). Autocorrelation among the output from discrete-event simulation prohibit the direct application of resampling schemes (Threshold bootstrap, Binary bootstrap, Stationary bootstrap, etc) extend its usage to time-series data such as simulation output. We present a new method for inference from a regenerative process, regenerative bootstrap, that equals or exceeds the performance of classical regenerative method and approximation regeneration techniques. Regenerative bootstrap saves computation time and overcomes the problem of scarce regeneration cycles. Computational results are provided using M/M/1 model.

• Proceedings of the KSR Conference
• /
• 한국철도학회 2002년도 춘계학술대회 논문집
• /
• pp.330-335
• /
• 2002

To estimate the reliability of the standard electric multiple unit developed by Korea Railroad Research Institute, the vehicle system composed of 4 cars is divided into 14 subsystems. The 14 subsystems are connected in series. For each subsystem except for car body and bogie, failure rate is evaluated by an optimal failure model used in reliability engineering. For car body and bogie probabilistic structural integrity analysis is carried out. The distribution of failure rate of each part and system is assumed to be exponential. The estimated MTBF of the vehicle satisfies the planned MTBF.

• Publications of The Korean Astronomical Society
• /
• 제11권1호
• /
• pp.231-242
• /
• 1996

We made 250 kHz filter bank based on FBS250 model designed by Millitech. It consists of 256 channels centered at 1391 MHz. The minimum detectable input level is -56 dBm/channel, and the maximum continuous integration time is about 1.3 seconds. This spectrometer can be operated in parallel or series mode with other spectrometers.

• Proceedings of KOSOMES biannual meeting
• /
• 해양환경안전학회 2017년도 추계학술발표회
• /
• pp.248-248
• /
• 2017

• Proceedings of the Korean Institute of Intelligent Systems Conference
• /
• 한국퍼지및지능시스템학회 1993년도 Fifth International Fuzzy Systems Association World Congress 93
• /
• pp.853-856
• /
• 1993

In this paper, we describe a chaos simulator as a developing tool for applications of chaos engineering. This simulator is composed of three modules, such as generation module of chaotic signals by deterministic rules, determination module whether observed time series is chaos or not, and nonlinear system identification module by self generating Neuro Fuzzy Model.

• Journal of the Korean Data and Information Science Society
• /
• 제16권1호
• /
• pp.33-40
• /
• 2005

The estimating function method was proposed by Godambe(1985) for parameter estimation under unknown distributions for errors in the models. Threshold Autoregressive Heteroscedastic (Threshold-ARCH) models have been developed by Zakoian(1994) and Li and Li(1996) for explaining the asymmetric properties in the financial time series data. In this paper, we apply the estimating function method to the Threshold-ARCH model and show that the proposed estimators perform better than the MLE under the heavy-tailed distributions.

• Journal of information and communication convergence engineering
• /
• 제4권3호
• /
• pp.101-104
• /
• 2006

We have investigated the spectral characteristics of the semiconductor lasers locked to the sidebands of the master laser in this paper, which were expressed by a series of the Bessel function. The numerical model for the semiconductor lasers based on the typical Lang's equation has been extended in order to take into account the simultaneous injection of the multiple sidebands of the directly modulated ML. We analyses characteristics of direct intensity modulation.

• Proceedings of the KIEE Conference
• /
• 대한전기학회 2004년도 심포지엄 논문집 정보 및 제어부문
• /
• pp.3-6
• /
• 2004

In this paper, the problem of identifying a time-varying nonlinear system in an adaptive way was considered, whereby the time-varying second-order Volterra series was employed to model the system and the filtered weighted least squares (FWLS) algorithm was utilized for the fast parameter tracking capability with low computational burden. Finally, the performance of the proposed approach was demonstrated by providing some computer simulation results.

• Communications for Statistical Applications and Methods
• /
• 제3권2호
• /
• pp.77-83
• /
• 1996

This paper is concerned with an estimation problem for the AR(1) process $Y_t, t=0, {\pm}1, {\cdots}$with time carying autoregressive coefficient, where coefficient itself is also stochastic process. Attention is directed to the problem of finding a consistent estimator of ${\Phi}$, the mean level of autoregressive coefficient. The asymptotic distribution of the resulting consistent estimator of ${\Phi}$, is them discussed. We do not assume any time series model for the time varying autoregressive coefficient.

• Communications for Statistical Applications and Methods
• /
• 제23권6호
• /
• pp.587-592
• /
• 2016

It is a long-standing issue to correctly determine the number of long-run relationships among time series processes. We revisit nonparametric test for cointegration rank and propose bootstrap refinements. Consistent with model-free nature of the tests, we make use of Cholesky factor bootstrap methods, which require weak conditions for data generating processes. Simulation studies show that the original Breitung's test have difficulty in obtaining the correct size due to dependence in cointegrated errors. Our proposed bootstrapped tests considerably mitigate size distortions and represent a complementary approach to other bootstrap refinements, including sieve methods.