• The Korean Journal of Applied Statistics
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• v.24 no.2
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• pp.269-278
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• 2011

There are many researches that have considered the distribution functions and appropriate covariates corresponding to the scores in order to improve the accuracy of a diagnostic test, including the ROC curve that is represented with the relations of the sensitivity and the specificity. The ROC analysis was used by the regression model including some covariates under the assumptions that its distribution function is known or estimable. In this work, we consider a general situation that both the distribution function and the elects of covariates are unknown. For the ROC analysis, the mixtures of normal distributions are used to estimate the distribution function fitted to the credit evaluation data that is consisted of the score random variable and two sub-populations of parameters. The AUC measure is explored to compare with the nonparametric and empirical ROC curve. We conclude that the method using normal mixtures is fitted to the classical one better than other methods.

• Proceedings of the Korean Information Science Society Conference
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• 2003.04c
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• pp.425-427
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• 2003

RNA는 세포내에서 유전자 발현에 직, 간접적으로 중요한 역할을 하며, RNA 구조는 세포 내에서의 기능과 깊은 연관이 있기 때문에 RNA 구조를 예측하는 것은 중요한 의미를 갖는다, 본 논문에서는 진화연산의 한가지인 유전자 프로그래밍(genetic programming) 방법을 사용하여 염기서열 정보를 참고하는 RNA 구조 문법의 학습 방법을 보여 준다. 이 RNA 구조를 의미하는 문법을 트리(tree)형태의 함수로 코드화(encoding) 한 후 이것을 유전자 프로그래밍 방법으로 진화시킨다. 진화를 통해 최적의 적합도를 갖는 트리의 문법을 테스트 데이터를 통해 평가한 결과 0.893의 특이도(speicificity)와 0.752의 민감도(sensitivity)를 보였다.

• Journal of the Korean Society for Precision Engineering
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• v.14 no.10
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• pp.164-169
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• 1997

The aim of this paper is to present some results of sensitivity analysis in frequency domain. The sensitivity fonctions in frequency domain is not depend on the external excitation but depend on the frequency of the system's resonance. The sensitivity functions are determined as function of partial derivatives of system transfer functions taken with respect to system design parameters. The logarithmic sensitivity function is the dimensionless sensitivity funciton available, making it useful to compare the influence of various parameters on system variables. Two degree of fredom system is used to illustrate the procedure for sensitivity analysis proposed in this paper.

• Proceedings of the Computational Structural Engineering Institute Conference
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• 2009.04a
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• pp.131-134
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• 2009

Krylov 부공간 모델차수축소법은 초기 유한요소모델과 축소모델의 전달함수의 계수인 모멘트를 일치시키는 방법을 이용하는 축소기법으로 이미 대형 유한요소모델의 주파수응답 해석의 효율적인 계산에 많이 사용되고 있는 방법 중의 하나이다. 본 논문에서는 Krylov 부공간 축소기법을 이용한 관심 주파수영역에 대한 주파수응답 해석 및 이를 통하여 계산된 주파수응답의 여러 가지 설계변수에 대한 설계민감도 해석방법을 제안하였다. 일반적으로 구조물의 주파수응답을 고려한 최적설계를 위해서는 설계변수에 대한 관심 주파수영역에서의 주파수응답 및 그의 민감도 정보가 요구되므로, 고려하는 유한요소모델이 대형일 경우에 관심 주파수영역에서의 반복적인 해석으로 인한 계산비용의 문제가 대두된다. 본 논문에서는 축소모델을 이용하여 주파수응답과 주파수응답의 설계민감도 해석을 수행하여 계산의 효율성을 극대화하였다. 민감도 계산에는 시간측면과 구현의 용이성 측면에서 장점이 있는 준해석적 방법을 이용하였다. 수치 예제를 통하여 축소기법을 이용한 주파수응답의 설계민감도 해석 결과를 유한차분법에 근거한 민감도 결과와 비교하였다. 본 논문에서 제안된 방법을 이용하는 경우, 주파수응답을 고려한 최적설계를 계산비용 측면에서 매우 효율적으로 수행할 수 있을 것이다.

• Proceedings of the Korea Contents Association Conference
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• 2007.11a
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• pp.951-953
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• 2007

Generation of Corporate risk Contents using Financial Data The purpose of this paper is to capture risk profiles of smaller-sized Korean firms vis-$\grave{a}$-vis larger-sized firms during the Asian financial crisis. For this purpose, risk profiles are provided by estimating expected default risks and by tracking how these have changed during this period with respect to their magnitude, volatility, and sensitivity measures. Methodology used in this study employs the Black-Scholes-Merton model for producing estimates of default risks. And the conventional trans-log function is utilized for obtaining sensitivity measures of the estimated default risks. According to empirical evidence obtained here, it is revealed that contractions of corporate loans associated with IMF austerity policy was the main factor responsible for the drastic change in the default risk profile of Korean firms after occurrence of the Asian financial crisis.

• Journal of the Earthquake Engineering Society of Korea
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• v.11 no.2 s.54
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• pp.69-79
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• 2007

In this paper, a technique to detect structural damage and estimate its severity using peaks and zeros of frequency response functions (FRFs) is developed. The peaks in FRFs represent the natural frequencies of the structure and the zeros provide additional information. The characteristics of peaks and zeros are defined and the calculation procedure to obtain the peaks and zeros from the relationship between frequency response function and stiffness and mass matrices are clearly explained. A structural system identification theory which is utilizing the sensitivity of stiffness of a structural member to eigenvalues, i.e., peaks and zeros, is established. The proposed method can identify damage location and its severity, with natural and zero frequencies, by estimating structural stiffness of the structure in the process of making a analytical model The accuracy and feasibility is demonstrated by numerical models of a spring-mass system and a beam structure.

• Journal of the Korean Magnetics Society
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• v.25 no.6
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• pp.203-207
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• 2015

This paper introduces a probabilistic analysis method in order to analyze the effect of manufacturing tolerance on induction motor performance occurring in massive production. The univariate dimension reduction method is adapted to predict probabilistic characteristics of a performance function due to certain probabilistic distributions of design variables. Moreover, the sensitivity information on mean and variance of the performance function is estimated, and then the effect of randomness of individual design variables on the probability performance function is analyzed. The effectiveness and accuracy of the method is investigated with a mathematical model and an induction motor.

• Journal of Korea Water Resources Association
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• v.32 no.6
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• pp.657-664
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• 1999

This paper introduced the basic theory of LRCS(Linear Reservoir and Channel System) rainfall runoff model proposed by Korean researchers(Lee and Lee, 1995), and discussed the change of model output according to objective functions in sensitivity analysis and calibration process of model. It proposed "hat" matrix and affluence measures for affluence analysis of parameters in calibration, and investigated relationship between change of model output according to error propagation in parameter estimation, and sensitivity of model output according to variance of model output and change of parameters. Accuracy of parameter estimates was known by analysis of sensitivity coefficient, diagonal element $h_i$ and $D_i$._i$.

• Proceedings of the Korean Information Science Society Conference
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• 2000.04b
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• pp.235-237
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• 2000

본 논문에서는 환경의 변화에 민감한 시계열 데이터인 주가의 변동과정을 보다 효과적으로 설명하기 위한 방안의 하나로 강화 학습 모형의 도입을 제안하며, 특정 시점의 주가 추세를 평가하는 기준으로 가치도 함수를 채택한다. 가치도 함수의 계산에는 강화 학습 알고리즘의 일종인 Monte Carlo 알고리즘을 적용하고, 신경망 구현에 의해 구한 근사 가치도의 적절성을 평가하였다. 실험 결과로 볼 때, 여타 강화 학습 알고리즘을 추가적으로 적용할 경우, 주가 변동의 시계열적 특성을 더욱 잘 반영할 수 있을 것으로 판단된다.

• Journal of Digital Contents Society
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• v.9 no.2
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• pp.357-362
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• 2008

The new approach was proposed which uses Shannon function based on variable length in order to detect the edges of image. The proposed casted the detection of edges in images on the space information of the images. In addition the algorithm which measures the possibility of edges was proposed. Lots of simulations showed that the approach in this paper was more good than the conventional methods in detecting meaningful discontinuities in gray level.