• Communications for Statistical Applications and Methods
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• v.16 no.4
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• pp.723-730
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• 2009

Missing values in time series can be treated as unknown parameters and estimated by maximum likelihood or as random variables and predicted by the expectation of the unknown values given the data. The purpose of this study is to impute missing values which are regarded as the maximum likelihood estimator and random variable in incomplete data and to compare with two methods using ARMA model. For illustration, the Mumps data reported from the national capital region monthly over the years 2001 ${\sim}$ 2006 are used, and results from two methods are compared with using SSF(Sum of square for forecasting error).

• Korean System Dynamics Review
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• v.17 no.2
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• pp.5-32
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• 2016

Purpose of this paper is to review series of Limits to Growth studies from its original Rome Club Report published in 1972 to the most recent one in 2012 by Jorgen Randers and finds its implications on concept and strategy of sustainable development. For this purpose first, this paper reviewed series of Limits to Growth studies in details with focus on scenarios used in simulation of world model. Second, response to the original Limit to Growth was reviewed and to see validity of its scenario based simulations, simulated results of interest variables and actual historical data up to the year 2010 was compared. Third, structure and key arguments in both studies, Limit to Growth studies and Our Common Future was explained and compared. Finally, implications of the Limit to Growth studies on concept and strategy for sustainable development was discussed. Based on the comparison, this paper argued that even if the term sustainable development was not used in the Limit to Growth at all, concept and strategies for sustainable development implied in the Limit to Growth are more clear and specific than those of Our Common Future. Since Limit to Growth studies were simulation based ones that produce detailed behaviors on interest variables, it clarifies more clearly the abstract concept of sustainable development and thus, provides specific guidelines for the direction of sustainable policy which has been suffering long from vagueness of concept of sustainable development.

• 제어로봇시스템학회:학술대회논문집
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• 2000.10a
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• pp.523-523
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• 2000

We have developed a method to build time series prediction models by Genetic Programming (GP). Our proposed CP includes two new techniques. One is the parameter optimization algorithm, and the other is the new mutation operator. In this paper, the sunspot prediction experiment by our proposed CP was performed. The sunspot prediction is good benchmark, because many researchers have predicted them with various kinds of models. We make three experiments. The first is to compare our proposed method with the conventional methods. The second is to investigate about the relation between a model-building period and prediction precision. In the first and the second experiments, the long-term data of annual sunspots are used. The third is to try the prediction using monthly sunspots. The annual sunspots are a mean of the monthly sunspots. The behaviors of the monthly sunspot cycles in tile annual sunspot data become invisible. In the long-term data of the monthly sunspots, the behavior appears and is complicated. We estimate that the monthly sunspot prediction is more difficult than the annual sunspot prediction. The usefulness of our method in time series prediction is verified by these experiments.

• Magazine of the Korean Society of Agricultural Engineers
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• v.41 no.5
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• pp.53-67
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• 1999

In this study, regional frequency analysis is used to determine each subbasin drought frequency with watershed runoff which is calculated with Tank Model in Nakdong river basin. L-Monments methd which is almost unbiased and nearly normal distribution is applied to estimate paramers of drought frequency analysis of monthly runoff time series. The duration of '76-77 was the most severe drought year than othe rwater years in this study. To decide drought frequency of each subbasin from the main basin, it is calculated by interpolaing runoff from the frequency-druoght runoff relationship. and the linear regression analysis is accomplished between drought frequency of main basin and that of each subbasin. With the results of linear regression analysis, the drought runoff of each subbasin is calculated corresponing to drought frequency 10,20 and 30 years of Nakdong river basin considering safety standards for the design of impounding facilities. As the results of this study, the proposed methodology and procedure of this study can be applied to water budget analysis considering safety standards for the design of impounding facilities in the large-scale river basin. For this purpose, above all, it is recommanded that expansion of reliable observed runoff data is necessary instead of calculated runoff by rainfall-runoff conceptual model.

• The Korean Journal of Applied Statistics
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• v.29 no.1
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• pp.27-39
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• 2016

This paper considers variable selection in the sparse vector autoregressive (sVAR) model where sparsity comes from setting small coefficients to exact zeros. In the estimation perspective, Davis et al. (2015) showed that the lasso type of regularization method is successful because it provides a simultaneous variable selection and parameter estimation even for time series data. However, their simulations study reports that the regular lasso overestimates the number of non-zero coefficients, hence its finite sample performance needs improvements. In this article, we show that the adaptive lasso significantly improves the performance where the adaptive lasso finds the sparsity patterns superior to the regular lasso. Some tuning parameter selections in the adaptive lasso are also discussed from the simulations study.

• Proceedings of the Korean Society of Tribologists and Lubrication Engineers Conference
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• 2003.11a
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• pp.164-180
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• 2003

A series of cooperative interlaboratory tests (round robins) was conducted in 1997, 1998, 1999, 2000, 2001, 2002 and 2003 by the DIN 51834 Working Group on Tribological Tests in Translatory Oscillation Apparatus. The statistical analysis of these test results shows the influence of cleaning solvent, machine model and evaluation criteria on the tribological properties of the lubricants tested. Coefficients of friction and wear results are ranked according to the effects of ten different cleaning solvents, where isopropanol gave the lowest values and isoparaffin solvents the highest. The effect of machine model on coefficients of friction varied from about $0.2\%\;to\;0.9\%$ of the mean. Wear results were not affected. The tests also showed that the seizure criteria and methods of measuring wear required for in the test procedure do not provide a suitable measure of the tribological properties of some lubricants. The precision was Improved by introducing a grease apply caliper as well as an increased stroke to 1,5 mm and running-in. The temperature does not affect the precision of the oil test procedure.

• Tribology and Lubricants
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• v.34 no.1
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• pp.9-15
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• 2018

Modern high-performance automotive turbochargers (TCs) implement ceramic hybrid angular contact ball bearings in series with squeeze film dampers (SFDs) to enhance transient responses, thereby reducing the overall emission levels. The current study predicts the rotordynamic responses of the commercial automotive TCs (compressor wheel diameter = ~53 mm, turbine wheel diameter = ~43 mm, and shaft diameter at the bearing locations = ~7 mm) supported on ball bearings and SFDs for various design parameters of SFDs, including radial clearance, axial length, lubricant viscosity, and rotor imbalance conditions (i.e., amplitudes and phase angles) while increasing rotor speed up to 150 krpm. This study validates the predictive rotor finite element model against measurements of mass, polar and transverse moments of inertia, and free-free mode natural frequencies and mode shapes. A nonlinear rotordynamic model integrates nonlinear force coefficients of SFDs to calculate the transient responses of the TC rotor-bearing system. The predicted results show that SFD radial clearances, as well as phase angles of rotor imbalances, have the paramount effect on the dynamic responses of TC shaft motions.

• Structural Engineering and Mechanics
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• v.72 no.5
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• pp.585-595
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• 2019

Foundations are a vital part of structures. Over time, the foundations can deteriorate due to unforeseen overloads and/or settlements, resulting in the appearance of cracks in the concrete. These cracks produce changes in the static and dynamic behavior of the affected foundation, which alter its load carrying capacity. In this work, non-destructive techniques of relative simplicity of application are presented for the detection, location, and quantification of damage, using numerical models, solved with the finite element method and Power Series. For this, two types of parameters are used: static (displacement and elastic curvature) and dynamics (natural frequencies). In the static analysis, the damage detection is done by means of a finite elements model representing a beam supported on an elastic foundation with a discrete crack that varies in length and location. With regard to dynamic analysis, the governing equations of the model are presented and a method based on Power Series is used to obtain the solution for a data set, which could be the Winkler coefficient, the location of the crack or the frequency. In order to validate the proposed methodologies, these techniques are applied to data obtained from laboratory tests.

• Journal of Environmental Science International
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• v.26 no.10
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• pp.1135-1146
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• 2017

At riverbank filtration sites, groundwater levels of alluvial aquifers near rivers are sensitive to variation in river discharge and pumping quantities. In this study, the groundwater level fluctuation, pumping quantity, and streamflow rate at the site of a riverbank filtration plant, which produces drinking water, in the lower Nakdong River basin, South Korea were interrelated. The relationship between drawdown ratio and river discharge was very strong with a correlation coefficient of 0.96, showing a greater drawdown ratio in the wet season than in the dry season. Autocorrelation and cross-correlation were carried out to characterize groundwater level fluctuation. Autoregressive model analysis of groundwater water level fluctuation led to efficient estimation and prediction of pumping for riverbank filtration in relation to river discharge rates, using simple inputs of river discharge and pumping data, without the need for numerical models that require data regarding several aquifer properties and hydrologic parameters.

• Journal of the Korean Society of Safety
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• v.27 no.3
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• pp.141-146
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• 2012

This study deals with the accident model using panel data which are composed of time series data of 2005 through 2007 and cross sectional data of link sections in Cheongju. Panel data are repeatedly collected over time from the same sample. The purpose of the study is to develop the traffic accident model using the above panel data. In pursuing the above, this study gives particular attentions to deriving the optimal models among various models including TSCSREG (Time Series Cross Section Regression). The main results are as follows. First, 8 panel data models which explained the various effects of accidents were developed. Second, $R^2$ values of fixed effect models were analyzed to be higher than those of random effect models. Finally, such the variables as the sum of the number of crosswalk on intersections and sum of the number of intersections were analyzed to be positive to the accidents.