• Journal of Korean Society of Coastal and Ocean Engineers
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• v.26 no.5
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• pp.278-284
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• 2014

Water temperature due to climate change can be estimated using the air temperature because the air and water temperatures are closely related and the water temperatures have been widely used as the indicators of the environmental and ecological changes. It is highly necessary to estimate the frequency distribution of the air and water temperatures, for the climate change derives the change of the coastal water temperatures. In this study, the distribution function of the air temperatures is estimated by using the long-term coastal air temperature data sets in Korea. The candidate distribution function is the bi-modal distribution function used in the previous studies, such as Cho et al.(2003) on tidal elevation data and Jeong et al.(2013) on the coastal water temperature data. The parameters of the function are optimally estimated based on the least square method. It shows that the optimal parameters are highly correlated to the basic statistical informations, such as mean, standard deviation, and skewness coefficient. The RMS error of the parameter estimation using statistical information ranges is about 5 %. In addition, the bimodal distribution fits good to the overall frequency pattern of the air temperature. However, it can be regarded as the limitations that the distribution shows some mismatch with the rapid decreasing pattern in the high-temperature region and the some small peaks.

• Proceedings of the Korean Society of Computer Information Conference
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• 2012.01a
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• pp.255-256
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• 2012

본 논문에서는 비선형 시계열 자료를 이용한 Quasi-Score 추정함수를 정의하고 Quasi-Score 추정함수로부터 얻은 추정량의 극한분포를 제시한다. 그리고 금융외환시장의 불확실성을 나타내는 환율, 금리, 주가지수 등의 연관성에 관한 시계열 모형을 수립하고 Quasi 우도추정법을 이용하여 모수추정을 실시한다.

• The Journal of Korean Institute of Electromagnetic Engineering and Science
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• v.20 no.1
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• pp.100-106
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• 2009

This paper deals with an estimation problem of the gain and phase imbalances between the in-phase and quadrature components in the quadrature receivers which are widely used in wireless communications. It is shown that the estimates derived from the suggested auto-calibration algorithm is asymptotically minimum-variance unbiased as a function of the sampling time. In order to show this characteristic, the probability density functions of the estimates for the gain and phase imbalances are derived first. Then the mean and variance functions are investigated analytically or numerically based on the density functions.

• The Korean Journal of Applied Statistics
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• v.29 no.5
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• pp.887-896
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• 2016

The Neyman-Scott Rectangular Pulse (NSRP) model is used to model the hourly rainfall series. This model uses a modest number of parameters to represent the rainfall processes and underlying physical phenomena such as the arrival of a storm or rain cells. In this paper, we proposed approximated likelihood function for the NSRP model and applied the proposed method to precipitation data in Seoul.

• Proceedings of the Korea Water Resources Association Conference
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• 2021.06a
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• pp.363-363
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• 2021

수자원설계 및 계획 시 제한된 강우자료로 인해 나타나는 한계를 개선하기 위한 목적으로 추계학적 강수모의 모형을 활용한다. 대표적인 추계학적 강수모형으로 Bartlett-Lewis Rectangular Pulse Modified Model(BLPRM)과 Neyman-Scott Rectangular Pulse Model(NSRPM) 등이 활용되고 있으며, 관측강수량의 통계적 모멘트를 재현할 수 있도록 모형 매개변수를 최적화하는 과정이 필수적으로 요구된다. 기본적으로 모형 매개변수들의 조합을 통해 추정되는 통계적 모멘트와 관측값의 통계적 모멘트를 반복적으로 비교하면서 최적 매개변수를 추정하게 된다. 그러나 상대적으로 적은 관측값을 이용하여 매개변수를 추정하기 때문에, 매개변수 추정이 어려울 뿐만 아니라 매개변수의 불확실성도 큰 특징을 가지고 있다. 모형 매개변수 추정과정에서 다양한 목적함수가 활용되고 있으나, 고려되는 통계적 모멘트가 평균 및 분산 등 2차 모멘트에 제한되고 있어 극치강수량에 대한 재현성은 상대적으로 부족한 부분이 있다. 본 연구에서는 3차 모멘트를 포함한 목적함수를 활용하여 NSRP모형 매개변수를 추정하고, 기존 2차 모멘트를 이용한 매개변수 접근방법과 극치강수량 재현 측면에서 비교를 수행하였다. 최종적으로 유역 단위에서 극치강수량 재현효과를 평가하기 위해서는 면적강수량 추정이 매우 중요하며, 본 연구에서는 이러한 점을 감안하여 강우 지점 간의 상관성을 유지하면서 강우모의가 가능한 다지점 NSRP 모형과 연계하여 극치강우 재현 가능성을 평가하였다.

• Proceedings of the KIEE Conference
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• 2003.07d
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• pp.2576-2578
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• 2003

RBF 네트워크에서 기저함수의 위치는 네트워크의 성능에 매우 큰 영향을 미친다. 몇몇 응용들에서 교사학습을 이용한 기저함수의 위치 선정이 비교사학습에 비해 우수함을 보인다. 그러나 교사학습에 의한 네트워크는 시그모이드 네트워크와 같은 긴 학습시간을 필요로 한다. 본 논문에서는 오차함수의 gradient와 Hessian을 이용해 교사학습에서 요구하는 학습시간을 단축시키면서 기저함수의 최적위치를 추정하였다.

• Journal of Korean Society of Forest Science
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• v.89 no.4
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• pp.463-469
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• 2000

Douglas-fir (Pseudotsuga menziesd Mirb. Franco) is highly regarded as a commercial timber species throughout the world in part due to its fast growth relative to many other species. In this study, basal area per hectare equation for Douglas-fir plantations in Southland of New Zealand has been developed based on medium measurement cycles of permanent sample plots data set. The function was developed using the algebraic difference equation method, and various sigmoid-shaped projection equations were used. Parameter estimation was obtained by non-linear routine of the SAS. As a result, of the functions tested a variant of the Schumacher polymorphic function including site index and thinning term as predictor variables showed the higher precision of the fitting. The results indicate that site index is positively correlated with basal area growth. And the thinning term was found to be useful to increase precision of the model.

• Journal of the Korean Data and Information Science Society
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• v.26 no.6
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• pp.1305-1315
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• 2015

Consider the risk score which is a function of a linear score for the classification models. The AUC optimization method can be applied to estimate the coefficients of linear score. These estimates obtained by this AUC approach method are shown to be better than the maximum likelihood estimators using logistic models under the general situation which does not fit the logistic assumptions. In this work, the VUS and HUM approach methods are suggested by extending AUC approach method for more realistic discrimination and prediction worlds. Some simulation results are obtained with both various distributions of thresholds and three kinds of link functions such as logit, complementary log-log and modified logit functions. It is found that coefficient prediction results by using the VUS and HUM approach methods for multiple categorical classification are equivalent to or better than those by using logistic models with some link functions.

• Journal of the Korean Data and Information Science Society
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• v.5 no.2
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• pp.1-9
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• 1994

확률밀도함수의 적합도 검정을 위한 새로운 검정 통계량을 소개하고 커널확률밀도함수 추정량을 이용한 제안된 검정 통계량의 점근 정규성을 규명하였다. 제안된 통계량과 콜모고르프-스미르노프 통계량과의 소표본 모의 실험비고를 통하여 제안된 통계량의 우수성을 입증하였다.

• Journal of the Korean Society of Hazard Mitigation
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• v.10 no.6
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• pp.131-138
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• 2010

We verified the applicability of the developed universal model for the parameter estimation through the rainfall-runoff analysis at 16 watersheds. The existing parameter estimation equations derived from the restricted conditions sometimes, gave the meaningless results which cannot reflect the watershed characteristics and so have not widely used in the ungaged watershed. The values estimated from the developed universal model showed which are sensitive to variations of watershed characteristics. Wider applicability of SFM in ungaged watersheds is expected with the used of effective rainfall from CN method and the universal model.