• Communications for Statistical Applications and Methods
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• v.21 no.6
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• pp.501-512
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• 2014

Stylized facts on asset return are fat-tail, asymmetry, volatility clustering and structure changes. This paper simultaneously captures these characteristics by introducing a multi-regime models: Finite mixture distribution and regime switching GARCH model. Analyzing the daily KOSPI return from $4^{th}$ January 2000 to $30^{th}$ June 2014, we find that a two-component mixture of t distribution is a good candidate to describe the shape of the KOSPI return from unconditional and conditional perspectives. Empirical results suggest that the equality assumption on the shape parameter of t distribution yields better discrimination of heterogeneity component in return data. We report the strong regime-dependent characteristics in volatility dynamics with high persistence and asymmetry by employing a regime switching GJR-GARCH model with t innovation model. Compared to two sub-samples, Pre-Crisis (January 2003 ~ December 2007) and Post-Crisis (January 2010 ~ June 2014), we find that the degree of persistence in the Pre-Crisis is higher than in the Post-Crisis along with a strong asymmetry in the low-volatility (high-volatility) regime during the Pre-Crisis (Post-Crisis).

• Journal of the Earthquake Engineering Society of Korea
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• v.20 no.1
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• pp.45-54
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• 2016

This study suggests a prediction model of ground motion spectral shape considering characteristics of earthquake records in Korea. Based on the Graizer and Kalkan's prediction procedure, a spectral shape model is defined as a continuous function of period in order to improve the complex problems of the conventional models. The approximate spectral shape function is then developed with parameters such as moment magnitude, fault distance, and average shear velocity of independent variables. This paper finally determines estimator coefficients of subfunctions which explain the corelation among the independent variables using the nonlinear optimization. As a result of generating the prediction model of ground motion spectral shape, the ground motion spectral shape well estimates the response spectrum of earthquake recordings in Korea.

• Journal of the Korea Computer Graphics Society
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• v.29 no.1
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• pp.13-22
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• 2023

In this paper, we present a method for estimating full 3D shapes from given 2D silhouette images of human bodies. Because the silhouette only consists of the partial information on the true shape, it is an ill-posed problem. To address the problem, we use the statistical human shape space obtained from the existing large 3D human shape database. The method consists of three steps. First, we extract the boundary pixels and their appropriate normal vectors from the input silhouette images. Then, we initialize the correspondences of each pixel to the vertex of the statistically-deformable 3D human model. Finally, we numerically optimize the parameters of the statistical model to fit best to the given silhouettes. The viability and the robustness of the method is demonstrated with various experiments.

• Communications for Statistical Applications and Methods
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• v.10 no.3
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• pp.955-969
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• 2003

The classical Fourier analysis, which is the typical frequency domain approach, is used to detect periodic trends that are of the sinusoidal shape in time series data. In this article, using a sequence of periodic step functions, describes an adaptive Fourier series where the patterns may take general periodic shapes that include sinusoidal as a special case. The results, which extend both Fourier analysis and Walsh-Fourier analysis, are applies to investigate the shape of the periodic component. Through the real data, compare the goodness-of-fit of the model using two methods, the adaptive Fourier method which is proposed method in this paper and classical Fourier method.

• Journal of International Society for Simulation Surgery
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• v.2 no.1
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• pp.10-12
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• 2015

Purpose It has been stated that patient satisfaction is the crucial factor for determining success in plastic surgery. The convergence of medical science and computer vision has made easier to satisfy patients who wants to have plastic surgery. In this paper, we try to apply 3D face modeling in plastic surgical area. Materials and Methods The author introduces a method for accurate 3D face modeling techniques using a statistical model-based 3D face modeling approach in a mirror system. Results We could successfully obtain highly accurate 3D face shape results. Conclusion The method suggested could be used for acquiring 3D face models from 2D face image and the result obtained from this could be effectively used for plastic surgical areas.

• Journal of the Korean Statistical Society
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• v.28 no.4
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• pp.415-433
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• 1999

This paper considers the design of step-stress accelerated life tests for the Weibull distribution with a nonconstant shape parameter under Type I censoring. It is assumed that scale and shape parameters are log-linear functions of (possibly transformed) stress and that a cumulative exposure model holds for the effect of changing stress. The asymptotic variance of the maximum likelihood estimator of a stated quantile at design stress is used as an optimality criterion. The optimum three step-stress plans are presented for selected values of design parameters and the effects of errors in pre- estimates of the design parameters are investigated.

• Proceedings of the IEEK Conference
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• 2001.09a
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• pp.403-406
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• 2001

We propose an algorithm for extracting the boundary of an object. In order to take full advantage of global shape, our approach uses global shape parameters derived from Point Distribution Model (PDM). Unlike PDM, the proposed method models global shape using curvature as well as edge. The objective function of applying the shape model is formulated using Bayesian rule. We can extract the boundaries of an object by evaluating iteratively the solution maximizing the objective function. Experimental results show that the proposed method can reduce computation cost than the PDM and it is robust to noise, pose variation, and some occlusion.

• Communications for Statistical Applications and Methods
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• v.7 no.3
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• pp.643-654
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• 2000

In this paper, we review some class of t-norms on which fuzzy arithmetic operations preserve the shapes of fuzzy numbers and the Hausdorff-distance between fuzzy numbers as the measure of distance between fuzzy numbers. And we suggest the least Hausdorff-distance square method for fuzzy linear regression model using shape preserving fuzzy arithmetic operations.

• The Journal of Korean Institute of Communications and Information Sciences
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• v.32 no.2C
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• pp.141-149
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• 2007

Associating the shoulder line with head location of the human body is useful in verifying, localizing and tracking persons in an image. Since the head line and the shoulder line, what we call ${\Omega}$-shape, move together in a consistent way within a limited range of deformation, we can build a statistical shape model using Active Shape Model (ASM). However, when the conventional ASM is applied to ${\Omega}$-shape fitting, it is very sensitive to background edges and clutter because it relies only on the local edge or gradient. Even though appearance is a good alternative feature for matching the target object to image, it is difficult to learn the appearance of the ${\Omega}$-shape because of the significant difference between people's skin, hair and clothes, and because appearance does not remain the same throughout the entire video. Therefore, instead of teaming appearance or updating appearance as it changes, we model the discriminative appearance where each pixel is classified into head, torso and background classes, and update the classifier to obtain the appropriate discriminative appearance in the current frame. Accordingly, we make use of two features in fitting ${\Omega}$-shape, edge gradient which is used for localization, and discriminative appearance which contributes to stability of the tracker. The simulation results show that the proposed method is very robust to pose change, occlusion, and illumination change in tracking the head and shoulder line of people. Another advantage is that the proposed method operates in real time.

• Fashion & Textile Research Journal
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• v.11 no.5
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• pp.779-787
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• 2009

The purpose of this study was to classify the head shape for the apparel industry and to suggest standard head model for korean women. The 23 measurement items of 891 females, aged more than 18 years were used to analysis by statistical methods. Factor analysis, cluster analysis and duncan test were performed using these data. Through factor analysis, 5 factors were extracted upon factor scores and those factors comprised 68.76% for the total variances. 5 clusters as their head and face shape were categorized. We decided for the type 3 to standard head shape. 24 participants were measured using computed tomography(CT). The measured data of skin and skeleton and the standard head shapes were illustrated.