• Communications for Statistical Applications and Methods
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• v.22 no.6
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• pp.557-573
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• 2015

In this paper we develop a Bayesian inference for a multiplicative double seasonal autoregressive (DSAR) model by implementing a fast, easy and accurate Gibbs sampling algorithm. We apply the Gibbs sampling to approximate empirically the marginal posterior distributions after showing that the conditional posterior distribution of the model parameters and the variance are multivariate normal and inverse gamma, respectively. The proposed Bayesian methodology is illustrated using simulated examples and real-world time series data.

• Journal of Korean Institute of Industrial Engineers
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• v.14 no.1
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• pp.51-56
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• 1988

A spectrum analysis method is presented with an example as an aid to Box and Jerkins' model identification procedure, where the theoretical spectrum of ARMA model and its confidence intervals derived by chi-square distribution are compared. An APL (A Programming Language) program for the method is developed for the 16-bit personal computer.

• Journal of Advanced Marine Engineering and Technology
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• v.21 no.5
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• pp.571-578
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• 1997

This paper presents a method for designing a control system to stand upright inverted triangle. A linearized model is obtained form the nonlinear system by Taylor series expansion and a state controller is designed based on the model. After implementing the control system which is combined control law and estimator with reference input, experiments are carried out to stand upright inverted triangle at any angluar position.

• Communications for Statistical Applications and Methods
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• v.12 no.3
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• pp.797-805
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• 2005

Multivariate unit root tests for the VAR(p) model have been commonly used in time series analysis. Several unit root tests were developed and recently Shin(2004) suggested a cointegration test based on weighted symmetric estimator. In this paper, we suggest a multivariate unit root test statistic based on the weighted symmetric estimator. Using a small simulation study, we compare the powers of the new test statistic with the statistics suggested in Shin(2004) and Fuller(1996).

• Journal of Ocean Engineering and Technology
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• v.17 no.1
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• pp.80-85
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• 2003

In this study, we developed an analysis method of plate forming by induction heating, verifying the effectiveness of the present method through a series of experiments. The phenomena of the induction heating involves a 3D transient problem, coupled with electromagnetic, heat transfer, and elastoplastic large deformation analyses. To solve the problem, or present an appropriate model and an integrated system. Using the present analysis model, or can estimate the plate deformation in heating without experiments and simulate the plate bending process of induction heating.

• Proceedings of the Korean Institute of Navigation and Port Research Conference
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• 2016.05a
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• pp.121-123
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• 2016

This paper studies the competitiveness and complementary among the major container ports in East Asia by analyzing their extensive and intensive dynamics in recent 8 years (2008-2015). Time series data on container throughput dividing into O-D and transshipment for the ports of Hong Kong, Kaohsiung, Shanghai, Busan, Ningbo-Zhoushan, and Shenzhen are calculated based on VAR and VECM model.

• Proceedings of the KIPE Conference
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• 2000.07a
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• pp.57-60
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• 2000

An aluminum electrolytic capacitor is used in DC Link of ac motor drive system. In this case it usually has the shortest lifetime in the system and then determines the system lifetime. Therefore life estimation of the electrolytic capacitor is needed for maintenance of th circuit. In this paper a method for life estimation is presented with a ESR(equivalent series resistance) model and a heat transfer model of capacitor that can be used to estimate operating temperature it is investigated through a simple example using ESR and heat transfer.

• Tunnel and Underground Space
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• v.7 no.3
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• pp.202-207
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• 1997

Jointed rock is often modeled using ubiquitious joint models, anisotropic plasticity models with yield condions that simulate slip along joint sets. In this paper, a ubiquitous joint model is derived for a rock mass cut by two sets of continuous joints. The model is used to compute the bearing capacity of a footing resting on jointed rock. Comparison to a series of Distinct Element simulations with different joint spacings, suggests that ubiquitous joint modles are only appropriate when the joint spacing is small.

• Journal of the Korean Data and Information Science Society
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• v.18 no.1
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• pp.211-218
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• 2007

Nonlinear ARMA model $X_n\;=\;h(X_{n-1},{\cdots},X_{n-p},e_{n-1},{\cdots},e_{n-p})+e_n$ is considered and easy-to-check sufficient condition for strict stationarity of {$X_n$} without some irreducibility or continuity assumption is given. Threshold ARMA(p, q) and momentum threshold ARMA(p, q) models are examined as special cases.

• Proceedings of the KIEE Conference
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• 2000.11a
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• pp.243-245
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• 2000

In general, aluminum electrolytic capacitors are used in the DC link of PWM inverters fur ac motor drives. The capacitor usually has the shortest lifetime in the system and then determines the lifetime of the inverter system. In this paper, a method of capacitor lifetime estimation is proposed by using an ESR(equivalent series resistance) model and a heat transfer model of capacitor, from which internal operating temperature is estimated. Then, the lifetime is predicted by Arrhenius's equation. A practical example is presented.