• Journal of the Korean Statistical Society
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• 제20권2호
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• pp.99-107
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• 1991

Behrens-Fisher problem is viewed from a model selection approach. Normal distribution is regarded as an approximating model, A criterion, called TIC, is derived and is compared with selection criteria such as AIC and a bootstrap estimator. Stochastic approximation is used since no closed form expression is available for the bootstrap estimator.

• Journal of the Korean Statistical Society
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• 제21권2호
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• pp.93-110
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• 1992

A model selection approach is used to find out whether the mean and the variance of a unique sample are different from the pre-specified values. Normal distribution is selected as an approximating model. Kullback-Leibler discrepancy comes out as a natural measure of discrepancy between the operating model and the approximating model. Several estimates of selection criterion are computed including AIC, TIC, and a coupleof bootstrap estimator of the selection criterion are considered according to the way of resampling. It is shown that a closed form expression is available for the parametric bootstrap estimated cirterion. A Monte Carlo study is provided to give a formal comparison when the operating family itself is normally distributed.

• 한국멀티미디어학회논문지
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• 제12권1호
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• pp.50-57
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• 2009

본 논문은 3차원 다각형 모델에서 특징 선을 추출하기 위한 방법에 대해 제안한다. 이산 곡면으로 이루어진 다각형 모델에서 특징 선을 추출하기 위하여 기존 방법에서는 전역적인 음함수 곡면 맞춤 기법(Implicit Surface Fitting)을 이용하여 모델의 꼭지점에서 곡률과 곡률 미분 값을 측정하였다. 이러한 방법은 다각형 모델의 꼭지점에서 음함수 곡면으로 정확하게 투영할 수 있도록 사용자의 정의 파라미타를 찾아야 하며, 특징 추출을 위한 많은 계산 시간을 요구한다. 그러나 제안 방법은 지역적 음함수 곡면 맞춤 기법을 이용하여 모델의 꼭지점에 근사된 곡면을 통해 미분 정보를 측정한다. 측정된 미분 정보를 통해 쉽게 각각의 모서리에서 제로-클로싱을 통해 특징 점을 추출하고, 곡률 방향을 따라 추출된 점들을 연결하여 특징 선을 생성한다. 여러 가지 다각형 모델에서 실험을 하였고 기존 방법보다 빠르며 높은 품질의 특징 선을 추출한다.

• 대한수학회지
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• 제38권4호
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• pp.723-761
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• 2001

The objects of this paper are to formulated a model for the transport of a chain of radioactive waste products in a fractured porous medium, to devise an effective and efficient numerical method for approximating the solution of the model, and to demonstrated the convergence of the numerical method. The formulation begins from a model in an unfractured (single porosity) medium, passes through a double porosity model in a fractured medium, and ends with a modified single porosity model that takes the relevant time scales of the flow and the nuclear decay.

• 제어로봇시스템학회:학술대회논문집
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• 제어로봇시스템학회 2003년도 ICCAS
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• pp.1262-1266
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• 2003

Fuzzy sliding mode controller for a class of uncertain nonlinear dynamical systems is proposed and analyzed. The controller's construction and its analysis involve sliding modes. The proposed controller consists of two components. Sliding mode component is employed to eliminate the effects of disturbances, while a fuzzy model component equipped with an adaptation mechanism reduces modeling uncertainties by approximating model uncertainties. To demonstrate its performance, the proposed control algorithm is applied to an inverted pendulum. The results show that both alleviation of chattering and performance are achieved.

• 대한수학회지
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• 제58권1호
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• pp.1-28
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• 2021

We study a continuous data assimilation algorithm for the three-dimensional simplified Bardina model utilizing measurements of only two components of the velocity field. Under suitable conditions on the relaxation (nudging) parameter and the spatial mesh resolution, we obtain an asymptotic in time estimate of the difference between the approximating solution and the unknown reference solution corresponding to the measurements, in an appropriate norm, which shows exponential convergence up to zero.

• Journal of Power Electronics
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• 제16권2호
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• pp.643-653
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• 2016

The conventional methods used to evaluate battery state-of-charge (SOC) cannot accommodate the chemistry nonlinearities, measurement inaccuracies and parameter perturbations involved in estimation systems. In this paper, an impedance-based equivalent circuit model has been constructed with respect to a LiFePO₄ battery by approximating the electrochemical impedance spectrum (EIS) with RC circuits. The efficiencies of approximating the EIS with RC networks in different series-parallel forms are first discussed. Additionally, the typical hysteresis characteristic is modeled through an empirical approach. Subsequently, a methodology incorporating an H-infinity observer designated for open-circuit voltage (OCV) observation and a hysteresis model developed for OCV-SOC mapping is proposed. Thereafter, evaluation experiments under FUDS and UDDS test cycles are undertaken with varying temperatures and different current-sense bias. Experimental comparisons, in comparison with the EKF based method, indicate that the proposed SOC estimator is more effective and robust. Moreover, test results on a group of Li-ion batteries, from different manufacturers and of different chemistries, show that the proposed method has high generalization capability for all the three types of Li-ion batteries.

• Industrial Engineering and Management Systems
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• 제4권2호
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• pp.123-128
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• 2005

The author derives a general explicit formula and presents an heuristic algorithm for solving Baker’s model. The examples show that this new approximate solution procedure for determining near optimum inspection intervals is more accurate than the ones suggested by Chung (1993) and Vaurio (1994), and is more efficient computationally than the one suggested by Hariga (1996). The construction and solution of the simplest profit model for an exponential failure distribution were presented in Baker (1990), and approximate analytical results were obtained by Chung (1993) and Vaurio (1994). The author will therefore mainly devote the following discussion to the problem of further approximating optimum inspection intervals.

• Journal of the Korean Society for Industrial and Applied Mathematics
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• 제27권3호
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• pp.180-193
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• 2023

Approximating the implied volatilities and estimating the model parameters are important topics in quantitative finance. This study proposes an approximation formula for short-maturity near-the-money implied volatilities in stochastic volatility models. A general second-order nonlinear PDE for implied volatility is derived in terms of time-to-maturity and log-moneyness from the Feyman-Kac formula. Using regularity conditions and the Taylor expansion, an approximation formula for implied volatility is obtained for short-maturity nearthe-money call options in two stochastic volatility models: Heston model and SABR model. In addition, we proposed a novel numerical method to estimate model parameters. This method reduces the number of model parameters that should be estimated. Generating sample data on log-moneyness, time-to-maturity, and implied volatility, we estimate the model parameters fitting the sample data in the above two models. Our method provides parameter estimates that are close to true values.

• 한국정밀공학회:학술대회논문집
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• 한국정밀공학회 2002년도 춘계학술대회 논문집
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• pp.632-635
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• 2002

In this paper, a general procedure to determine machine tool errors from the on-machine measurement (OMM) data is described. First, a parameterized error model of a machine tool is illustrated by approximating error components as linear function of axis positions, and a modified error model is proposed which includes backlash effects. To determine the unknown model coefficient vectors of the forward and backward error model, an artifact with 8 cutes is made and calibrated on CMM. Then, lower-left and upper-right cube corners are measured with a touch-trigger probe mounted on the machine tool spindle. Measured error data are used to determine the coefficient vectors. The positioning errors in the XY plane at the fixed z position are simulated for the forward and backward error model.