• The Korean Journal of Applied Statistics
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• v.33 no.2
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• pp.203-213
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• 2020

The self-controlled case series (SCCS) study measures the relative risk of exposure to exposure period by setting the non-exposure period of the patient as the control period without a separate control group. This method minimizes the bias that occurs when selecting a control group and is often used to measure the risk of adverse events after taking a drug. This study used SCCS to examine the increased risk of side effects when two or more drugs are used in combination. A conditional Poisson model is assumed and analyzed for drug interaction between the narcotic analgesic, tramadol and multi-frequency combination drugs. Bayesian inference is used to solve the overfitting problem of MLE and the normal or Laplace prior distributions are used to measure the sensitivity of the prior distribution.

• Structural Engineering and Mechanics
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• v.72 no.6
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• pp.689-712
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• 2019

Time-series models like AR-ARX and ARMAX, provide a robust way to capture the dynamic properties of structures, and their residuals can be effectively used as features for damage detection. Even though several research papers discuss the implementation of AR-ARX and ARMAX models for damage diagnosis, they are basically been exploited so far for detecting the time instant of damage and also the spatial location of the damage. However, the inverse problem associated with damage quantification i.e. extent of damage using time series models is not been reported in the literature. In this paper, an approach to detect the extent of damage by combining the ARMAX model by formulating the inverse problem as a multi-constrained optimization problem and solving using a newly developed hybrid adaptive differential search with dynamic interaction is presented. The proposed variant of the differential search technique employs small multiple populations which perform the search independently and exchange the information with the dynamic neighborhood. The adaptive features and local search ability features are built into the algorithm in order to improve the convergence characteristics and also the overall performance of the technique. The multi-constrained optimization formulations of the inverse problem, associated with damage quantification using time series models, attempted here for the first time, can considerably improve the robustness of the search process. Numerical simulation studies have been carried out by considering three numerical examples to demonstrate the effectiveness of the proposed technique in robustly identifying the extent of the damage. Issues related to modeling errors and also measurement noise are also addressed in this paper.

• Journal of Korea Multimedia Society
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• v.7 no.11
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• pp.1505-1514
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• 2004

Sequence matching in time-series databases is an operation that finds the data sequences whose changing patterns are similar to that of a query sequence. Typically, sequence matching hires a multi-dimensional index for its efficient processing. In order to alleviate the dimensionality curse problem of the multi-dimensional index in high-dimensional cases, the previous methods for sequence matching apply the Discrete Fourier Transform(DFT) to data sequences, and take only the first two or three DFT coefficients as organizing attributes of the multi-dimensional index. This paper first points out the problems in such simple methods taking the firs two or three coefficients, and proposes a novel solution to construct the optimal multi -dimensional index. The proposed method analyzes the characteristics of a target database, and identifies the organizing attributes having the best discrimination power based on the analysis. It also determines the optimal number of organizing attributes for efficient sequence matching by using a cost model. To show the effectiveness of the proposed method, we perform a series of experiments. The results show that the Proposed method outperforms the previous ones significantly.

• KIISE Transactions on Computing Practices
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• v.21 no.2
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• pp.109-114
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• 2015

This paper presents a computational model on the transfer of airborne fine particles to analyze the similarities and influences among the 25 districts in Seoul by quantifying a time series data collected from each district. The properties of each district are driven with the model of a time series of the fine particle concentrations, and the calculation of edge-based weights are carried out with the transfer entropies between all pairs of the districts. We applied a modularity-based graph clustering technique to detect the communities among the 25 districts. The result indicates the discovered clusters correspond to a high transfer-entropy group among the communities with geographical adjacency or high in-between traffic volumes. We believe that this approach can be further extended to the discovery of significant flows of other indicators causing environmental pollution.

• International Journal of Naval Architecture and Ocean Engineering
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• v.7 no.5
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• pp.873-887
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• 2015

The springing response of a large blunt ship was considered to be influenced by a second order interaction between the incoming irregular wave and the blunt geometry of the forebody of the ship. Little efforts have been made to simulate this complicated fluid-structure interaction phenomenon under irregular waves considering the second order effect; hence, the above mentioned premise still remains unproven. In this paper, efforts were made to quantify the second order effect between the wave and vibrating flexible ship structure by analyzing the experimental data obtained through the model basin test of the scaled-segmented model of a large blunt ship. To achieve this goal, the measured vertical bending moment and the wave elevation time history were analyzed using a higher order spectral analysis technique, where the quadratic interaction between the excitation and response was captured by the cross bispectrum of two randomly oscillating variables. The nonlinear response of the vibrating hull was expressed in terms of a quadratic Volterra series assuming that the wave excitation is Gaussian. The Volterra series was then orthogonalized using Barrett's procedure to remove the interference between the kernels of different orders. Both the linear and quadratic transfer functions of the given system were then derived based on a Fourier transform of the orthogonalized Volterra series. Finally, the response was decomposed into a linear and quadratic part to determine the contribution of the second order effect using the obtained linear and quadratic transfer functions of the system, combined with the given wave spectrum used in the experiment. The contribution of the second order effect on the springing response of the analyzed ship was almost comparable to the linear one in terms of its peak power near the resonance frequency.

• Proceedings of the Korea Water Resources Association Conference
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• 2023.05a
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• pp.244-244
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• 2023

Both the frequency and the magnitude of hydrometeorological extreme events such as severe floods and droughts are increasing. In order to prevent a damage from the climatic disaster, hydrological models are often simulated under various meteorological conditions. While performing the simulations, a synthetic data generated through time series models which maintains the key statistical characteristics of the sample data are widely applied. However, the synthetic data can easily maintains both the average and the variance of the sample data, but the quantile is not maintained well. In this study, we proposes a data generation method which maintains the quantile of the sample data well. The equations of the former maintenance of variance extension (MOVE) are expanded to maintain quantile rather than the average or the variance of the sample data. The equations are derived and the coefficients are determined based on the characteristics of the sample data that we aim to preserve. Monte Carlo simulation is utilized to assess the performance of the proposed data generation method. A time series data (data length of 500) is regarded as the sample data and selected randomly from the sample data to create the data set (data length of 30) for simulation. Data length of the selected data set is expanded from 30 to 500 by using the proposed method. Then, the average, the variance, and the quantile difference between the sample data, and the expanded data are evaluated with relative root mean square error for each simulation. As a result of the simulation, each equation which is designed to maintain the characteristic of data performs well. Moreover, expanded data can preserve the quantile of sample data more precisely than that those expanded through the conventional time series model.

• Structural Monitoring and Maintenance
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• v.7 no.2
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• pp.149-166
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• 2020

This paper presents the results of an experimental investigation on a vibration-based damage identification framework for a steel girder type and a truss bridge based on acceleration responses to operational loading. The method relies on sensor clustering-based time-series analysis of the operational acceleration response of the bridge to the passage of a moving vehicle. The results are presented in terms of Damage Features from each sensor, which are obtained by comparing the actual acceleration response from the sensors to the predicted response from the time-series model. The damage in the bridge is detected by observing the change in damage features of the bridge as structural changes occur in the bridge. The relative severity of the damage can also be quantitatively assessed by observing the magnitude of the changes in the damage features. The experimental results show the potential usefulness of the proposed method for future applications on condition assessment of real-life bridge infrastructures.

• Journal of the Korean Institute of Intelligent Systems
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• v.17 no.6
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• pp.799-803
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• 2007

In this paper, we propose a new fuzzy membership function for FSVM(Fuzzy Support Vector Machines). We apply a fuzzy membership to each input point of SVM and reformulate SVM into fuzzy SVM (FSVM) such that different input points can make different contributions to the learning of decision surface. The proposed method enhances the SVM in reducing the effect of outliers and noises in data points. This paper compares classification and estimated performance of SVM, FSVM(1), and FSVM(2) model that are getting into the spotlight in time series prediction.

• Proceedings of the KIPE Conference
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• 2001.10a
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• pp.539-545
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• 2001

This paper proposes a static synchronous series compensator based on multi-bridge inverter. The proposed system consists of 6 H-bridge modules per phase, which generate 13 pulses for each half period of power frequency. The dynamic characteristic was analyzed by simulations with EMTP code, assuming that it is inserted in the 154-kV transmission line of one-machine-infinite-bus power system. The feasibility of hardware implementation was verified through experimental works using a scaled model. The proposed system does not require a coupling transformer for voltage injection, and has flexibility in expanding the operation voltage by increasing the number of H-bridge modules.

• The Journal of Fisheries Business Administration
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• v.29 no.2
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• pp.97-110
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• 1998

This paper tries to estimate Korea's import demand function for fisheries using cointegration analysis. The estimation function consists of one dependent variable-import quantity of fisheries(FTIW) and two independent variables-relative price(RP) between importable and domestic products and real income(GDP). As it has been empirically found out that almost all of time series of macro-variables such as GDP, price index are nonstationary, existing studies which ignore this fact need to be reexamined. Conventional econometric method can not analyze nonstationary time series in level. To perform the analysis, time series should be differenciated until stationarity is guaranteed. Unfortunately, the difference method removes the long run element of data, and so leads to difficulties of interpretation. But according to new developed econometric theory, cointegration approach could solve these problems. Therefore this paper proceeds the estimation on the basis of cointegration analysis, because the quartly variables from 1988 to 1997 used in the model is found out to be nonstationary. The estimation results show that all of the variables are statistically significant. Therefore Korea's import demand for fisheries has been strongly affected by the variation of real income and the relative price.