• Transactions of the Korean Society of Mechanical Engineers A
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• v.37 no.3
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• pp.365-372
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• 2013

In this study, a statistical method for evaluating the fatigue life of a vehicle muffler was used to obtain reliable fatigue data using a limited number of specimens. Cyclic bending tests were conducted using specimens manufactured to be exactly the same as the mufflers installed in cars that are currently in use. To estimate the fatigue life by comparing the data obtained during the fatigue tests, the most suitable probability density function for the normal, lognormal, and Weibull distributions was selected. A goodness-of-fit test was performed on the probability distributions, and then a Weibull distribution using the least square method was selected. By using the selected Weibull distribution, the probability-moment-life curves (P-M-N curve) reflecting the fatigue characteristics were suggested as the data for the reliable design of a muffler.

• Journal of the Computational Structural Engineering Institute of Korea
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• v.20 no.4
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• pp.493-499
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• 2007

The Taylor expansion expresses a differentiable function and its coefficients provide good approximations for the given function and its derivatives. In this study, m-th order Taylor Polynomial is constructed and the coefficients are computed by the Moving Least Squares method. The coefficients are applied to the governing partial differential equation for solid problems including crack problems. The discrete system of difference equations are set up based on the concept of point collocation. The developed method effectively overcomes the shortcomings of the finite difference method which is dependent of the grid structure and has no approximation function, and the Galerkin-based meshfree method which involves time-consuming integration of weak form and differentiation of the shape function and cumbersome treatment of essential boundary.

• Journal of the Korean Data and Information Science Society
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• v.23 no.4
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• pp.765-775
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• 2012

The cross-validation is a popular method to select bandwidth in all types of kernel estimation. The maximum likelihood cross-validation, the least squares cross-validation and biased cross-validation have been proposed for bandwidth selection in kernel density estimation. In the case that the probability density function has a discontinuity point, Huh (2012) proposed a method of bandwidth selection using the maximum likelihood cross-validation. In this paper, two forms of cross-validation with the one-sided kernel function are proposed for bandwidth selection to estimate the location and jump size of the discontinuity point of density. These methods are motivated by the least squares cross-validation and the biased cross-validation. By simulated examples, the finite sample performances of two proposed methods with the one of Huh (2012) are compared.

• KSCE Journal of Civil and Environmental Engineering Research
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• v.26 no.4A
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• pp.677-687
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• 2006

Kriging interpolation is one of the generally used interpolation techniques in Geostatistics field. This technique includes the experimental and theoretical variograms and the formulation of kriging interpolation. In contrast to the conventional least square method for stress recovery, kriging interpolation is based on the weighted least square method to obtain the estimated exact solution from the stress data at the Gauss points. The weight factor is determined by variogram modeling for interpolation of stress data apart from the conventional interpolation methods that use an equal weight factor. In addition to this, the p-level is increased non-uniformly or selectively through a posteriori error estimation based on SPR (superconvergent patch recovery) technique, proposed by Zienkiewicz and Zhu, by auto mesh p-refinement. The cut-out plate problem under tension has been tested to validate this approach. It also provides validity of kriging interpolation through comparing to existing least square method.

• The Korean Journal of Applied Statistics
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• v.34 no.2
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• pp.239-254
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• 2021

This paper studies time series analysis with estimation and forecasting for Korean COVID-19 confirmed cases, based on the approach of a heterogeneous autoregressive (HAR) model with two-piece t (TP-T) distributed errors. We consider HAR-TP-T time series models and suggest a step-by-step method to estimate HAR coefficients as well as TP-T distribution parameters. In our proposed step-by-step estimation, the ordinary least squares method is utilized to estimate the HAR coefficients while the maximum likelihood estimation (MLE) method is adopted to estimate the TP-T error parameters. A simulation study on the step-by-step method is conducted and it shows a good performance. For the empirical analysis on the Korean COVID-19 confirmed cases, estimates in the HAR-TP-T models of order p = 2, 3, 4 are computed along with a couple of selected lags, which include the optimal lags chosen by minimizing the mean squares errors of the models. The estimation results by our proposed method and the solely MLE are compared with some criteria rules. Our proposed step-by-step method outperforms the MLE in two aspects: mean squares error of the HAR model and mean squares difference between the TP-T residuals and their densities. Moreover, forecasting for the Korean COVID-19 confirmed cases is discussed with the optimally selected HAR-TP-T model. Mean absolute percentage error of one-step ahead out-of-sample forecasts is evaluated as 0.0953% in the proposed model. We conclude that our proposed HAR-TP-T time series model with optimally selected lags and its step-by-step estimation provide an accurate forecasting performance for the Korean COVID-19 confirmed cases.

• Journal of the Korea Safety Management & Science
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• v.15 no.4
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• pp.311-315
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• 2013

본 논문에서는 주성분 회귀법과 부분최소자승 회귀법을 비교하여 보여준다. 이 비교의 목적은 선형형태를 보유한 근적외선 분광 데이터의 분석에 사용할 수 있는 적합한 예측 방법을 찾기 위해서이다. 두 가지 데이터 마이닝 방법론인 주성분 회귀법과 부분최소자승 회귀법이 비교되어 질 것이다. 본 논문에서는 부분최소자승 회귀법은 주성분 회귀법과 비교했을 때 약간 나은 예측능력을 가진 결과를 보여준다. 주성분 회귀법에서 50개의 주성분이 모델을 생성하기 위해서 사용지만 부분최소자승 회귀법에서는 12개의 잠재요소가 사용되었다. 평균제곱오차가 예측능력을 측정하는 도구로 사용되었다. 본 논문의 근적외선 분광데이터 분석에 따르면 부분최소자승회귀법이 선형경향을 가진 데이터의 예측에 가장 적합한 모델로 판명되었다.

• The Korean Journal of Applied Statistics
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• v.29 no.4
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• pp.595-611
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• 2016

We use nonlinear regression models (such as the Hill Model) when we analyze data in toxicology and/or pharmacology. In nonlinear regression models an estimator of parameters and estimation of measurement about uncertainty of the estimator are influenced by the variance structure of the error. Thus, estimation methods should be different depending on whether the data are homoscedastic or heteroscedastic. However, we do not know the variance structure of the error until we actually analyze the data. Therefore, developing estimation methods robust to the variance structure of the error is an important problem. In this paper we propose a method to estimate parameters in nonlinear regression models based on a preliminary test. We define an estimator which uses either the ordinary least square estimation method or the iterative weighted least square estimation method according to the results of a simple preliminary test for the equality of the error variance. The performance of the proposed estimator is compared to those of existing estimators by simulation studies. We also compare estimation methods using real data obtained from the National Toxicology program of the United States.

• The Korean Journal of Applied Statistics
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• v.24 no.2
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• pp.373-381
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• 2011

This paper discusses how to get the sums of squares due to treatment factors when Type I Analysis is used by projections for the analysis of data under the assumption of a two-way ANOVA model. The suggested method does not need to calculate the residual sums of squares for the calculation of sums of squares. There-fore, the calculation is easier and faster than classical ANOVA methods. It also discusses how eigenvectors and eigenvalues of the projection matrices can be used to get the calculation of sums of squares. An example is given to illustrate the calculation procedure by projections for unbalanced data.

• The Korean Journal of Applied Statistics
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• v.15 no.2
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• pp.395-403
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• 2002

In the third phase of the response surface methods, the first-order model is assumed and the curvature of the response surface is checked with a fractional factorial design augmented by centre runs. We further assume that a true model is a quadratic polynomial. To choose an optimal design, Box and Draper(1959) suggested the use of an average mean squared error (AMSE), an average of MSE of y(x) over the region of interest R. The AMSE can be partitioned into the average prediction variance (APV) and average squared bias (ASB). Since AMSE is a function of design moments, region moments and a standardized vector of parameters, it is not possible to select the design that minimizes AMSE. As a practical alternative, Box and Draper(1959) proposed minimum bias design which minimize ASB and showed that factorial design points are shrunk toward the origin for a minimum bias design. In this paper we propose a robust AMSE design which maximizes the minimum efficiency of the design with respect to a standardized vector of parameters.

• Proceedings of the Korean Magnestics Society Conference
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• 1998.05a
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• pp.134-135
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• 1998