• Communications for Statistical Applications and Methods
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• v.16 no.5
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• pp.803-812
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• 2009

The application of extreme value theory to financial data is a fairly recent innovation. The classical annual maximum method is to fit the generalized extreme value distribution to the annual maxima of a data series. An alterative modern method, the so-called threshold method, is to fit the generalized Pareto distribution to the excesses over a high threshold from the data series. A more substantial variant is to take the point-process viewpoint of high-level exceedances. That is, the exceedance times and excess values of a high threshold are viewed as a two-dimensional point process whose limiting form is a non-homogeneous Poisson process. In this paper, we apply the two-dimensional non-homogeneous Poisson process model to daily losses, daily negative log-returns, in the data series of KBW/USD exchange rate, collected from January 4th, 1982 until December 31 st, 2008. The main question is how to estimate extreme quantiles of losses such as the 10-year or 50-year return level.

• The Korean Journal of Applied Statistics
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• v.29 no.2
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• pp.345-354
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• 2016

Inhomogeneous Poisson process models are widely applied to landslide data to understand how environmental variables systematically influence the risk of landslides. However, those models cannot successfully explain the clustering phenomenon of landslide locations. In order to overcome this limitation, we propose to use a Cauchy cluster process model and show how it improves the goodness of fit to the landslide data in terms of K-function. In addition, a numerical study is performed to select the optimal estimation method for the Cauchy cluster process.

• The Korean Journal of Applied Statistics
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• v.21 no.5
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• pp.813-823
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• 2008

The non-homogeneous Poisson process(NHPP) based software reliability growth models are proved quite successful in practical software reliability engineering. The fault detection rate is usually assumed to be the continuous and monotonic function. However, the fault detection rate can be affected by many factors such as the testing strategy, running environment and resource allocation. This paper describes a parameter estimation of software reliability growth model with change-point problem. We obtain the maximum likelihood estimate(MLE) and least square estimate(LSE), and compare goodness-of-fit.

• International Journal of Highway Engineering
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• v.13 no.1
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• pp.69-77
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• 2011

This study is to suggest a methodology to overcome the uncertainty and lack of reliability of data. The fuzzy reasoning model and the neural network model were developed in order to overcome the potential lack of reliability which may occur during the process of data collection. According to the result of comparison with the Poisson regression model, the suggested models showed better performance in the accuracy of the accident frequency prediction. It means that the more accurate accident frequency prediction model can be developed by the process of the uncertainty of raw data and the adjustment of errors in data by learning. Among the suggested models, the performance of the neural network model was better than that of the fuzzy reasoning model. The suggested models can evaluate the safety of signalized intersections in operation and/or planning, and ultimately contribute the reduction of accidents.

• The Journal of Korea Institute of Information, Electronics, and Communication Technology
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• v.8 no.6
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• pp.483-490
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• 2015

There are many software reliability models that are based on the times of occurrences of errors in the debugging of software. It is shown that it is possible to do likelihood inference for software reliability models based on finite failure model and non-homogeneous Poisson Processes (NHPP). For someone making a decision about when to market software, the conditional failure rate is an important variables. The infinite failure model are used in a wide variety of practical situations. Their use in characterization problems, detection of outlier, linear estimation, study of system reliability, life-testing, survival analysis, data compression and many other fields can be seen from the many study. Statistical process control (SPC) can monitor the forecasting of software failure and thereby contribute significantly to the improvement of software reliability. Control charts are widely used for software process control in the software industry. In this paper, proposed a control mechanism based on NHPP using mean value function of Musa-Okumo and Power law type property.

• Convergence Security Journal
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• v.12 no.6
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• pp.85-92
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• 2012

There are many software reliability models that are based on the times of occurrences of errors in the debugging of software. It is shown that it is possible to do asymptotic likelihood inference for software reliability models based on infinite failure model and non-homogeneous Poisson Processes (NHPP). For someone making a decision about when to market software, the conditional failure rate is an important variables. The finite failure model are used in a wide variety of practical situations. Their use in characterization problems, detection of outliers, linear estimation, study of system reliability, life-testing, survival analysis, data compression and many other fields can be seen from the many study. Statistical Process Control (SPC) can monitor the forecasting of software failure and there by contribute significantly to the improvement of software reliability. Control charts are widely used for software process control in the software industry. In this paper, we proposed a control mechanism based on NHPP using mean value function of log Poission, log-linear and Parto distribution.

• Journal of the Korea Institute of Information and Communication Engineering
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• v.25 no.9
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• pp.1220-1226
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• 2021

In this paper, we propose a probabilistic handover scheme for enhancing spectral efficiency in drone-based wireless communication systems. When a moving drone base station (DBS) provides the drone-based wireless communication service to a user equipment (UE) located on the ground, our proposed handover scheme considers the distance between DBS and UE and small scale fading. In addition, our proposed handover scheme considers a handover probability to mitigate the signalling overhead that may occur when performing frequent handovers. Through simulations for drone-based wireless communication systems, we evaluate the spectral efficiency and the handover probability of our proposed handover scheme and the conventional handover scheme. The simulation results show that our proposed handover scheme can achieve higher average spectral efficiency than the conventional handover scheme which considers only the distance between DBS and UE.

• Proceedings of the International Union of Geodesy And Geophysics Korea Journal of Geophysical Research Conference
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• 2003.05a
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• pp.17-17
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• 2003

한반도에 있어서의 지진의 영향을 분석하기 위해서는 강지진동 연구가 필수적이다. 강지진동 자료가 부족한 한반도의 특성상 모사를 통해 연구하고 있다. 강지진동 분석을 하기 위해서는 되도록 노이즈가 포함되어 있지 않은 지진파자료를 선택하여 그 지진자료의 스펙트럼 분석을 통해 감쇠상수 k, Q 등을 구한다. 이러한 감쇠상수 값을 통해 한반도의 진동 특성을 이해할 수 있다. 그러나 감쇠상수를 구하는 과정에서 감쇠상수 분석에 사용된 지진자료에 노이즈가 더해졌을 경우, 어떤 형태로 스펙트럼 영역에 영향을 미치고, 감쇠상수에는 어떤 영향을 미치는 지를 연구하여 노이즈효과를 제거할 수 있는 최적화된 분석에 관한 연구가 선행되어야 한다고 본다. 따라서 이번 연구에서는 강지진동 모사프로그램을 가지고 노이즈효과를 적용하면서 감쇠상수에 노이즈가 어떤 영향을 미치는 지에 대한 수치 해석적 연구를 실시하였다. 합성지진파에 이 합성지진파와 전혀 다른 주파수 형태를 보이는 노이즈를 강도를 달리하면서 합성해 본 결과, 노이즈효과를 고려할 수 있는 몇 가지 요소가 있음을 알 수 있었다. 감쇠상수 k값을 강지진동 모사프로그램으로부터 값을 달리하며 합성해 본 결과 노이즈효과를 보이는 것을 알 수 있었으며, 감쇠상수 k를 선형회귀를 통해 $k_{s}$ 와 $k_{q}$를 구할 때의 적용 주파수 범위를 변화시켰을 때도 일정한 양상의 노이즈 효과를 보였다. 또 지진자료와 노이즈를 중첩시킨 지진파 시계열 자료의 정부분만을 감쇠상수 k를 구하는 선형회귀에 이용했을 경우에도 노이즈 효과를 보였다. 또한 계산되어 나온 감쇠상수 값으로부터 특정지역의 지반운동의 특성을 이해할 수 있는 스펙트럼 가속도, 최대 가속도, 및 최대속도 값에 따른 감쇠식을 구하였다. 이것을 한반도와 같은 판 내부 환경인 ENA 값과 비교하였으며 기존의 연구와도 비교하였다.심으로부터 지오이드까지의 거리, 지오이드로부터 지표까지의 거리를 정의해주었으며, 각 격자점의 수직구조를 정의하기 위해 깊이에 따른 각 매질의 밀도, P파의 속도, S파의 속도, P파에 대한 Q값, S파에 대한 Q값을 정의 해주었다. S파의 속도를 구하기 위해서 지구 내부 물질을 포아송 매질이라는 가정 하에, 관계식을 $Vp{\;}={\;}SQRT(3){\;}{\times}{\;}Vs$ 이용하였다. 획득한 모델치들을 이용해 동해와 동해 인근 지역에 대한 초기모델을 구축하였다. 약 1 × 10/sup 6/ e/sup -//sec·n㎡ 의 전자선량에 해당되며 이를 기준으로 각각의 illumination angle에 대한 임계전자선량을 평가할 수 있었다. 실질적으로 Cibbsite와 같은 무기수화물의 직접가열실험 시 전자빔 조사에 의해 야기되는 상전이 영향을 배제하고 실험을 수행하려면 illumination angle 0.2mrad (Dose rate : 8000 e/sup -//sec·n㎡)이하로 관찰하고 기록되어야 함을 본 자료로부터 알 수 있었다.운동횟수에 의한 영향으로써 운동시간을 1일 6시간으로 설정하여, 운동횟수를 결정하기 위하여 오전, 오후에 각 3시간씩 운동시키는 방법과 오전부터 6시간동안 운동시키는 두 방법을 이용하여 품질을 비교하였다. 각 조건에 따라 운동시킨 참돔의 수분함량을 나타낸 것으로, 2회(오전 3시간, 오후 3시간)에 나누어서 운동시키기 위한 육의 수분함량은 73.37±2.02%를 나타냈으며, 1회(6시간 운동)운동시키기 위한 육은 71.74±1.66%을 나타내었다. 각각의 운동조건에서 양식된 참돔은 사육초기에는 큰 변화가 없었으나, 사육 5일 이후에는 수분함량이 증가하여 15일에는 76.40±0.14, 75.62±0.98%의 수분함량을 2회와 1회 운동시킨 참돔의 육에서 각각 나타났다. 운동횟수에 따른 지