• Journal of the Korean Data and Information Science Society
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• 제18권4호
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• pp.915-925
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• 2007

Multivariate GARCH has been useful to model dynamic relationships between volatilities arising from each component series of multivariate time series. Methodologies including EWMA(Exponentially weighted moving-average model), DVEC(Diagonal VEC model), BEKK and CCC(Constant conditional correlation model) models are comparatively reviewed for bivariate time series. In addition, these models are applied to evaluate VaR(Value at Risk) and to construct joint prediction region. To illustrate, bivariate stock prices data consisting of Samsung Electronics and LG Electronics are analysed.

• Smart Structures and Systems
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• 제15권1호
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• pp.169-189
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• 2015

Convergence difficulty and available complete measurement information have been considered as two primary challenges for the identification of large-scale engineering structures. In this paper, a time domain substructural identification approach by combining a weighted adaptive iteration (WAI) algorithm and an extended Kalman filter method with a weighted global iteration (EFK-WGI) algorithm was proposed for simultaneous identification of physical parameters of concerned substructures and unknown external excitations applied on it with limited response measurements. In the proposed approach, according to the location of the unknown dynamic loadings and the partially available structural response measurements, part of structural parameters of the concerned substructure and the unknown loadings were first identified with the WAI approach. The remaining physical parameters of the concerned substructure were then determined by EFK-WGI basing on the previously identified loadings and substructural parameters. The efficiency and accuracy of the proposed approach was demonstrated via a 20-story shear building structure and 23 degrees of freedom (DOFs) planar truss model with unknown external excitation and limited observations. Results show that the proposed approach is capable of satisfactorily identifying both the substructural parameters and unknown loading within limited iterations when both the excitation and dynamic response are partially unknown.

• 융합보안논문지
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• 제11권3호
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• pp.19-24
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• 2011

소프트웨어 고장 시간은 테스팅 시간과 관계없이 일정하거나, 단조증가 혹은 단조 감소 추세를 가지고 있다. 이러한 소프트웨어 신뢰모형들을 분석하기 위한 자료척도로 자료에 대한 추세 검정이 개발되어 있다. 추세 분석에는 산술평균 검정과 라플라스 추세 검정 등이 있다. 추세분석들은 전체적인 자료의 개요의 정보만 제공한다. 본 논문에서는 고장시간을 측정하다가 시간 절단이 될 경우에 미래의 고장 시간 예측에 관하여 연구 하였다. 시계열 분석에 이용되는 단순이동 평균법과 가중이동평균법, 지수평활법을 이용하여 미래고장 시간을 예측하여 비교하고자 한다. 실증분석에서는 고장간격 자료를 이용하여 모형들에 대한 예측값을 평균자승오차를 이용하여 비교하고 효율적 모형을 선택 하였다.

• Journal of the Korean Data and Information Science Society
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• 제27권5호
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• pp.1225-1239
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• 2016

We investigate pediatric tumor incidence data collected by the Florida Association for Pediatric Tumor program using various models commonly used in disease mapping analysis. Particularly, we consider Poisson normal models with various conditional autoregressive structure for spatial dependence, a zero-in ated component to capture excess zero counts and a spatio-temporal model to capture spatial and temporal dependence, together. We found that intrinsic conditional autoregressive model provides the smallest Deviance Information Criterion (DIC) among the models when only spatial dependence is considered. On the other hand, adding an autoregressive structure over time decreases DIC over the model without time dependence component. We adopt weighted ranks squared error loss to identify high risk regions which provides similar results with other researchers who have worked on the same data set (e.g. Zhang et al., 2014; Wang and Rodriguez, 2014). Our results, thus, provide additional statistical support on those identied high risk regions discovered by the other researchers.

• Computers and Concrete
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• 제18권6호
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• pp.1065-1082
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• 2016

The main aim of this study is to predict the compressive and flexural strengths of self-compacting mortar (SCM) containing $nano-SiO_2$, $nano-Fe_2O_3$ and nano-CuO using wavelet-based weighted least squares-support vector machines (WLS-SVM) approach which is called WWLS-SVM. The WWLS-SVM regression model is a relatively new metamodel has been successfully introduced as an excellent machine learning algorithm to engineering problems and has yielded encouraging results. In order to achieve the aim of this study, first, the WLS-SVM and WWLS-SVM models are developed based on a database. In the database, nine variables which consist of cement, sand, NS, NF, NC, superplasticizer dosage, slump flow diameter and V-funnel flow time are considered as the input parameters of the models. The compressive and flexural strengths of SCM are also chosen as the output parameters of the models. Finally, a statistical analysis is performed to demonstrate the generality performance of the models for predicting the compressive and flexural strengths. The numerical results show that both of these metamodels have good performance in the desirable accuracy and applicability. Furthermore, by adopting these predicting metamodels, the considerable cost and time-consuming laboratory tests can be eliminated.

• 한국방재학회 논문집
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• 제7권3호
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• pp.69-78
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• 2007

본 연구에서는 홍수가 범람하였을 때 제내지에서 발생하는 동역학적 거동을 정확히 모의하기 위해, 시간에 따른 제방붕괴 양상을 고려하여 제방붕괴시 제내지로 유입되는 월류량을 정확하게 산정하였다. 2차원 비선형 천수방정식을 지배방정식으로 사용하였으며, 비구조적 격자계가 적용된 유한체적법을 이용하여 제방붕괴를 모의하였다. 제방붕괴시 발생하는 충격파 흐름을 해석하기 위하여 HLLC approximate Rimann solver를 사용하였고, 수치진동을 제어하기 위해 TVD 제한자를 사용하는 WAF(Weighted Averaged Flux) 기법을 사용하였다. 또한 생성항은 연산자 분리기법을 이용하여 비 물리적인 결과가 나오지 않도록 하였다. 먼저 본 모형을 댐붕괴 문제에 적용하여 댐 붕괴시 발생하는 자유수면 변위를 계산하였으며, 경사식 방파제의 월류량을 산정하여 기존 실험결과와 비교 검증하였다. 그 결과 충격파를 잘 모의하고 있었으며, 월류량 또한 기존 실험결과와 일치하였다. 또한 제방 붕괴시 발생하는 흐름에 대해 높이와 폭을 각각 시간에 따른 함수로 가정하여 적용하였다. 제방붕괴 유형에 따른 월류량을 각각 비교한 결과, 제방이 갑작스럽게 붕괴된 경우에서의 월류량이 점진적으로 붕괴되는 조건에서의 월류량보다 크게 산정됨을 알 수 있었다.

• 한국정보과학회논문지:컴퓨팅의 실제 및 레터
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• 제12권5호
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• pp.326-338
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• 2006

본 논문에서는 시간에 따라 다양한 컨텐츠를 제공하는 방송 환경에서 고객의 최근 시청 정보를 이용하여 바로 다음에 고객이 시청하기를 선호하는 컨텐츠를 추천하기 위한 방법으로 가중치 지용 Markov 모델을 제안한다. 일반적으로 TV 시청자들은 최근에 시청한 자신이 선호하는 컨텐츠를 다시 시청하는 성향이 있다. 본 논문에서 제안하는 가중치 적용 Markov 모델은 TV 시청자들의 이와 같은 성향을 고려하여 고객이 연속적으로 시청한 정도에 따라 컨텐츠 선호도 전이 행렬에 가중치를 적용한다. 제안된 모델의 실험을 위해 고객으로부터 수집된 TV 시청 정보를 이용하여 고객의 선호 장르를 추천하는데 제안 모델을 적용하였다. 실험 결과 제안된 방법이 기존 방법에 비해 추천의 정확도가 향상되었음을 보인다.

• 대기
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• 제24권3호
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• pp.365-378
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• 2014

The limits of S-band dual-polarization radars in Korea are not reflected on the recent weather forecasts of Korea Meteorological Administration and furthermore, they are only utilized for rainfall estimations and hydrometeor classification researches. Therefore, this study applied four merging methods [SA (Simple Average), WA (Weighted Average), SSE (Sum of Squared Error), TV (Time-varying mergence)] to the QPE (Quantitative Precipitation Estimation) model [called RAR (Radar-AWS Rainfall) calculation system] using single-polarization radars and S-band dual-polarization radar in order to improve the accuracy of the rainfall estimation of the RAR calculation system. As a result, the merging results of the WA and SSE methods, which are assigned different weights due to the accuracy of the individual model, performed better than the popular merging method, the SA (Simple Average) method. In particular, the results of TVWA (Time-Varying WA) and TVSSE (Time-Varying SSE), which were weighted differently due to the time-varying model error and standard deviation, were superior to the WA and SSE. Among of all the merging methods, the accuracy of the TVWA merging results showed the best performance. Therefore, merging the rainfalls from the RAR calculation system and S-band dual-polarization radar using the merging method proposed by this study enables to improve the accuracy of the quantitative rainfall estimation of the RAR calculation system. Moreover, this study is worthy of the fundamental research on the active utilization of dual-polarization radar for weather forecasts.

• 조명전기설비학회논문지
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• 제18권6호
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• pp.176-182
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• 2004

본 논문에서는 시간지연을 갖는 고차모델을 저차모델로 간소화하기 위한 주파수 전달함수 합성법을 제안한다. 모델축소는 축소시스템의 분자다항식에 의해 가중된 오차함수를 최소화하는 것에 기반을 두고 있다. 제안된 방법은 보다 우수한 저주파수 적합도를 제공한다. 그리고 네 개의 예제가 제안된 방식의 유용성을 나타내기 위해서 주어진다.

• International Journal of Control, Automation, and Systems
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• 제4권2호
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• pp.139-145
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• 2006

A multi-variable Golden-Section adaptive controller is proposed for the tracking control of robotic manipulators with unknown dynamics. With a small sample time, the unknown dynamics of the robotic manipulator are denoted equivalently by a characteristic model of a 2-order multivariable time-varying difference equation. The coefficients of the characteristic model change slowly with time and some of their valuable characteristic relationships emerge. Based on the characteristic model, an adaptive algorithm with a simple form for the control of robotic manipulators is presented, which combines the multi-variable Golden-Section adaptive control law with the weighted least squares estimation method. Moreover, a compensation neural network law is incorporated into the designed controller to reduce the influence of the coefficients estimation error on the control performance. The results of the simulations indicate that the developed control scheme is effective in robotic manipulator control.