• Journal of the Korean Data and Information Science Society
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• v.15 no.4
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• pp.825-835
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• 2004

In this paper, we investigate the estimation of the value at risk(VaR) when stock prices are subjected to price limits. The mixture of probability mass functions and beta density functions is proposed to derive the distribution of asset returns. The analyses of real data show that the proposed distribution is appropriate to explain the VaR when the price limits exist in the data.

• Proceedings of the Korea Water Resources Association Conference
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• 1995.05a
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• pp.309-316
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• 1995

• The Korean Journal of Applied Statistics
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• v.24 no.3
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• pp.547-557
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• 2011

In this paper we developed a statistical model for traffic volume data which collected from a spot of specific local state road. One peculiar property of daily traffic data is that it has bimodal shape which have two peaks on times of both going to office and coming back to home. So, various mixture models of circular distribution are suggested for bimodal traffic data and EM algorithms are applied to estimate the parameters of the suggested models. To compare the accuracy of the suggested models, classical regressions with dummy variables are also considered. The suggested models for traffic volumn data can be effectively used to estimate missing values due to measuring instrument disorder.

• Journal of the Korean Institute of Intelligent Systems
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• v.17 no.6
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• pp.725-730
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• 2007

Gray-level histogram-based threshold selection methods such as Otsu's method, Huang and Wang's method, and etc. have been widely used for the threshold selection in image processing. They are simple and effective, but take too much time to determine the optimal multilevel threshold values as the number of thresholds are increased. In this paper, we measure correlation between gray-levels by using the Gaussian function and define a Gaussian-type finite mixture distribution which is combination of the Gaussian distribution function with the gray-level histogram, and propose a fast and effective threshold selection method using it. We show the effectiveness of the proposed through experimental results applied it to three images and the efficiency though comparison of the computational complexity of the proposed with that of Otsu's method.

• Proceedings of the Korean Vacuum Society Conference
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• 2013.02a
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• pp.562-562
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• 2013

산소 플라즈마는 음이온을 발생시키는 음전성 플라즈마로서 감광제 세정이나 금속, 폴리실리콘 등의 식각을 위해 할로겐 가스와 혼합하여 반도체나 디스플레이 공정에 광범위하게 사용되고 있다. 산소 플라즈마는 아르곤 플라즈마와 그 특성이 상이하고, 다량의 음이온이 국부적으로 만들어지므로 음이온의 공간분포 진단이 중요하다. 본 연구에서는 평판형 부유형 탐침에 고조화파 분석법을 적용하여 양이온의 밀도를 구하고, 직류 차단 커패시터를 제거하여 접지전위에서 전자 전류 측정을 통하여 위치에 따른 전자의 상대적인 공간 분포를 얻었다. 이러한 방법으로 측정된 양이온과 전자의 공간 분포로부터 음이온의 공간 분포를 구할 수 있었다. 가스 압력, 산소 첨가량, 인가 전력 등 여러 조건에서 측정된 음이온의 분포는 이론적인 경향성과 유사함을 확인할 수 있었다.

• Journal of the Korean Society for Aeronautical & Space Sciences
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• v.30 no.6
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• pp.7-13
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• 2002

This paper introduced a new hybrid genetic algorithm, verified its performance, and applied it to the optimization of blade design and pitch control for 30kW pitch-controlled variable-speed horizontal-axis wind turbine system to determine the optimum blade chord and twist distributions that maximize the energy production for a given Weibull wind distribution and the optimum blade pitch angles that maintain constant power output.

• Proceedings of the Korean Society of Propulsion Engineers Conference
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• 2004.10a
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• pp.274-277
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• 2004

Fuel/air mixing in air turbo ramjet(ATR) combustor is a significant parameter of combustion stability and efficiency. In this study, fuel distribution in the ATR model combustor was measured to compare the degree of mixing with respect to the velocity ratio$(r=v_a/v_f)$ between fuel gas and air. Planar laser-induced fluorescence(PLIF) and image processing method were used to obtain two dimensional fuel distribution. Fuel mixing went bad with approaching to r=1.

• The Korean Journal of Applied Statistics
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• v.32 no.6
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• pp.837-849
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• 2019

Latent class models (LCM) are useful tools to draw hidden information from categorical data. This model can also be interpreted as a mixture model with multinomial component distributions. In some cases, however, an available dataset may contain both categorical and count or continuous data. For such cases, we can extend the LCM to a mixture model with both multinomial and other component distributions such as normal and Poisson distributions. In this paper, we consider a LCM for the data containing categorical and count data to analyze the Drug Review dataset which contains categorical responses and text review. From this data analysis, we show that we can obtain more specific hidden inforamtion than those from the LCM only with categorical responses.

• Journal of the Korean Chemical Society
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• v.53 no.6
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• pp.663-670
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• 2009

Performing random number simulations, we obtained an approximate distribution of the number of ways arranging molecules in a binary lattice solution of nonrandom mixing with a specific interaction. From the distribution an approximate equation of excess Gibbs energy for a binary lattice solution was derived. Using the equation, liquid-vapor equilibrium at constant pressure for 15 binary solutions were calculated and compared with the result from Wilson equation, Van Laar equation and Redlich-Kister equation.

• Journal of the Korean Chemical Society
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• v.51 no.4
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• pp.312-317
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• 2007

Performing random number simulations, we approximated that the distribution of the number of ways for arranging molecules randomly on a lattice is a normal distributon for N12, the number of interactions between the nearest neighbors of different molecules. From this distribution, an approximate equation of the excess Gibbs energy GE for a lattice solution of nonrandom mixing was derived. Using the equation, liquid-vapor equilibria of several binary solutions were calculated and compared with the calculated result of other equations.