• 한국통계학회:학술대회논문집
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• 한국통계학회 2001년도 추계학술발표회 논문집
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• pp.185-189
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• 2001

In this paper, we consider the problem of testing for parameter changes in time series models based on a sequential test. Although the test procedure is well-established for the mean and variance change, a general parameter case has not been discussed in the literature. Therefore, we develop a sequential test for parameter changes in a more general framework.

• 한국지능시스템학회:학술대회논문집
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• 한국퍼지및지능시스템학회 2005년도 춘계학술대회 학술발표 논문집 제15권 제1호
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• pp.185-188
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• 2005

This paper suggests a control method for efficient topology/parameter evolution in a bond-graph-based GP design framework that automatically synthesizes designs for multi-domain, lumped parameter dynamic systems, We adopt a hierarchical breeding control mechanism with fitness-level-dependent differences to obtain better balancing of topology/parameter search - biased toward topological changes at low fitness levels, and toward parameter changes at high fitness levels. As a testbed for this approach, an eigenvalue assignment problem, which is to find bond graph models exhibiting minimal distance errors from target sets of eigenvalues, was tested and showed improved performance for various sets of eigenvalues.

• 한국경영과학회지
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• 제31권1호
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• pp.15-24
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• 2006

In simulation input modeling, it is important to identify a probability distribution to represent the input process of interest. In this paper, an appropriate sample size is determined for parameter estimation associated with some typical probability distributions frequently encountered in simulation input modeling. For this purpose, a statistical measure is proposed to evaluate the effect of sample size on the precision as well as the accuracy related to the parameter estimation, square rooted mean square error to parameter ratio. Based on this evaluation measure, this sample size effect can be not only analyzed dimensionlessly against parameter's unit but also scaled regardless of parameter's magnitude. In the Monte Carlo simulation experiments, three continuous and one discrete probability distributions are investigated such as ; 1) exponential ; 2) gamma ; 3) normal ; and 4) poisson. The parameter's magnitudes tested are designed in order to represent distinct skewness respectively. Results show that ; 1) the evaluation measure drastically improves until the sample size approaches around 200 ; 2) up to the sample size about 400, the improvement continues but becomes ineffective ; and 3) plots of the evaluation measure have a similar plateau pattern beyond the sample size of 400. A case study with real datasets presents for verifying the experimental results.

• Earthquakes and Structures
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• 제11권2호
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• pp.297-313
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• 2016

A virtual parameter is introduced into the formulation of the previously published integration method to improve its stability properties. It seems that the numerical properties of this integration method are almost unaffected by this parameter except for the stability property. As a result, it can have second order accuracy, explicit formulation and controllable numerical dissipation in addition to the enhanced stability property. In fact, it can have unconditional stability for the system with the instantaneous degree of nonlinearity less than or equal to the specified value of the virtual parameter for the modes of interest for each time step.

• Journal of the Korean Statistical Society
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• 제26권1호
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• pp.75-88
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• 1997

In this paper, a two-parameter version of Ikeda-Watanabe's mollifiers approximation of the Brownian motion is considered, and an approximation theorem corresponding to the one parameter case is proved. Using this approximation, we formulate Wong-Zakai type theorem is a Stochastic Differential Equation (SDE) driven by a two-parameter Wiener process.

• Journal of the Korean Statistical Society
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• 제22권1호
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• pp.1-12
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• 1993

An approach to make the information bound sharper in median-unbiased estimation, based on an analogue of the Cramer-Rao inequality developed by Sung et al. (1990), is introduced for continuous densities with a nuisance parameter by considering information quantities contained both in the parametric function of interest and in the nuisance parameter in a linear fashion. This approach is comparable to that of improving the information bound in mean-unbiased estimation for the case of two unknown parameters. Computation of an optimal weight corresponding to the nuisance parameter is also considered.

• 천문학회지
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• 제42권2호
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• pp.27-32
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• 2009

Recently, we suggested a CME earthward direction parameter as an important geoeffective parameter that has been demonstrated by front-side halo CME data. In this study, we present the geometrical implication of this parameter by comparing with the parameters from a CME cone model. Major results from this study can be summarized as follows. First, we derive an analytic relationship between the cone model parameters(the half angular width of a cone and the angle between the cone axis and the plane of sky) and the earthward direction parameter. Second, we demonstrate a close relationship between the earthward direction parameter and the cone axis angle using 32 front-side full halo CMEs. Third, we found that there is noticeable inconsistency between the cone axis angles estimated from the cone model fitting to the CMEs and from their associated flare positions, implying that the flare position should not be considered as a good earthward direction parameter. Finally we present several advantages of our earthward direction parameter in terms of the forecast of a geomagnetic storm based on CME parameters.

• Structural Engineering and Mechanics
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• 제22권4호
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• pp.401-418
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• 2006

Solutions to the problems of structural parameter estimation from modal response using leastsquares minimization of force or displacement residuals are generally sensitive to noise in the response measurements. The sensitivity of the parameter estimates is governed by the physical characteristics of the structure and certain features of the noisy measurements. It has been shown that the regularization method can be used to reduce effects of the measurement noise on the estimation error through adding a regularization function to the parameter estimation objective function. In this paper, we adopt the regularization function as the Euclidean norm of the difference between the values of the currently estimated parameters and the a priori parameter estimates. The effect of the regularization function on the outcome of parameter estimation is determined by a regularization factor. Based on a singular value decomposition of the sensitivity matrix of the structural response, it is shown that the optimal regularization factor is obtained by using the maximum singular value of the sensitivity matrix. This selection exhibits the condition where the effect of the a priori estimates on the solutions to the parameter estimation problem is minimal. The performance of the proposed algorithm is investigated in comparison with certain algorithms selected from the literature by using a numerical example.

• Communications for Statistical Applications and Methods
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• 제31권1호
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• pp.129-142
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• 2024

In various industries, especially manufacturing and chemical industries, it is often observed that the distribution of a specific process, initially having followed a normal distribution, becomes skewed as a result of unexpected causes. That is, a process deviates from a normal distribution and becomes a skewed distribution. The skew-normal (SN) distribution is one of the most employed models to characterize such processes. The shape of this distribution is determined by the asymmetry parameter. When this parameter is set to zero, the distribution is equal to the normal distribution. Moreover, when there is a shift in the asymmetry parameter, the mean and variance of a SN distribution shift accordingly. In this paper, we propose procedures for monitoring the asymmetry parameter, based on the statistic derived from the noncentral t-distribution. After applying the statistic to Shewhart and the exponentially weighted moving average (EWMA) charts, we evaluate the performance of the proposed procedures and compare it with previously studied procedures based on other skewness statistics.

• 한국터널지하공간학회 논문집
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• 제19권5호
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• pp.799-812
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• 2017

쉴드 TBM 터널에 대한 2차원 수치해석 시 기존 연구에서는 뒤채움재 및 실제적인 내공변위 분포를 적절히 고려하지 않았다. 따라서 본 연구에서는 이를 보완하고자 gap parameter 적용 시 굴착면에서 발생하는 실제적인 내공변위분포를 고려하고, 적정한 뒤채움재 물성치를 적용한 모델링 방법을 제시하였다. 이를 위해 단일층 풍화토 지반을 대상으로 gap parameter와 토피고가 굴착면의 지반손실량과 지표손실량으로 구성되는 체적손실량에 미치는 영향을 분석하였다. 그 결과 대부분의 지표침하가 굴착 직후에 발생하였으며, 토피고 및 gap parameter가 증가할수록 수치해석을 통해 얻은 지표침하곡선의 영향범위가 제안된 이론식보다 넓게 나타났다. 따라서 2차원 수치해석 시 쉴드 TBM 터널의 거동을 정확히 평가하기 위해서는 하중분담률을 이용하여 gap parameter를 적용하고, 뒤채움재의 물성치도 적절히 고려해야 한다고 판단된다.