• 응용통계연구
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• 제25권5호
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• pp.859-864
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• 2012

Poisson regression and negative binomial regression are usually used to analyze counting data; however, these models are unsuitable for fit zero-inflated data that contain unexpected zero-valued observations. In this paper, we review the zero-inflated regression in which Bernoulli process and the counting process are hierarchically mixed. It is known that zero-inflated regression can efficiently model the over-dispersion problem. Vuong statistic is employed to compare performances of the zero-inflated models with other standard models.

• 한국기계가공학회지
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• 제9권5호
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• pp.90-95
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• 2010

The dynamic instability and natural frequency of elastically restrained pipe conveying fluid with the attached mass are investigated in this paper. Based on the Euler-Bernoulli beam theory, the equation of motion is derived by using extended Hamilton's Principle. The influence of attached mass and its position on the dynamic instability of a elastically restrained pipe system is presented. Also, the critical flow velocity for the flutter and divergence due to the variation in the position and stiffness of supported spring is studied. Finally, the critical flow velocities and stability maps of the pipe conveying fluid with the attached mass are obtained by changing the parameters.

• Communications for Statistical Applications and Methods
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• 제27권2호
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• pp.163-175
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• 2020

We consider a wide class of general weakly-dependent processes, called ψ-weak dependence, which unify almost all weak dependence structures of interest found in statistics under natural conditions on process parameters, such as mixing, association, Bernoulli shifts, and Markovian sequences. For detecting the tail behavior of the weakly dependent processes, change point tests are developed by means of cumulative sum (CUSUM) statistics with the empirical distribution functions of sample extremes. The null limiting distribution is established as a Brownian bridge. Its proof is based on the ψ-weak dependence structure and the existence of the phantom distribution function of stationary weakly-dependent processes. A Monte-Carlo study is conducted to see the performance of sizes and powers of the CUSUM tests in GARCH(1, 1) models; in addition, real data applications are given with log-returns of financial data such as the Korean stock price index.

• 한국통신학회논문지
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• 제28권9A호
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• pp.684-693
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• 2003

본 논문에서는 시변 패킷 기반 무선 링크에서 메시지와 패킷의 전송 지연 시간을 분석하였다. 메시지는 베르누이(Bernoulli) 프로세스에 따라 도착하고 생성되는 메시지의 길이는 지수 분포를 가진다고 가정하였다. 또한 시간 변이성을 가지는 무선 링크의 특성을 반영하기 위하여 2-상태 마코프 모델을 사용하여 해석하였다. 이 마코프 모델로부터, 패킷의 도착율과 패킷 전송 서비스 시간, 무선 링크의 평균 PER(packet error rate)의 항으로 패킷의 평균 전송 지연 시간과 평균 큐 길이를 해석적으로 분석하였고, 이러한 패킷의 성능 지표들로부터 메시지의 전송지연 시간 및 큐 길이를 유도하였다. 수치적 결과로부터 시변 패킷 기반 무선 링크의 안정적 동작과 전송 성능을 보장하기 위해서는 PER에 따라 메시지 도착율 및 길이가 제한되어야 한다는 것을 알 수 있었다. 또한 성능에는 각 상태의 머무는 시간보다 PER의 영향이 큼을 알 수 있었다.

• 한국해안해양공학회지
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• 제15권2호
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• pp.86-96
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• 2003

방파제의 경사면에 거치된 콘크리트 피복재의 단면파괴에 대한 신뢰성 해석을 수행하였다. 신뢰함수는 피복재의 흔들림 또는 동요의 크기를 정량적으로 나타내는 회전각의 함수로 유도되었다. 방파제 단면에 거치된 피복재의 재질적 성질 및 기하학적 형상과 관련된 확률변수들의 단면파괴에 미치는 영향 정도가 자세히 해석되었다. 또한 파고의 함수로 피복재 개개의 단면파괴에 대한 파괴확률이 산정 되었다. 마지막으로 Bernoulli과정과 허용파손율의 개념을 동시에 고려하여 피복재의 단면파괴가 어떻게 방파제 제체의 파괴확률로 이어지는가가 해석되었다. 허용파손율 개념은 본 연구에서 도입된 것으로, 허용파손율을 어떻게 정의하느냐에 따라 피복재의 단면파괴에 의하여 유발되는 방파제 제체의 파괴확률이 다르게 거동되는 것을 확인할 수 있었다 따라서 상대적으로 수심이 깊은 곳에 중량이 큰 콘크리트 피복재를 사용하여 방파제를 설계할 때는 수리학적 안전성뿐만 아니라 구조적 안전성도 중요하게 고려되어야 한다.

• Structural Monitoring and Maintenance
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• 제4권2호
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• pp.115-131
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• 2017

Classical flutter of wind turbine blades indicates a type of aeroelastic instability with fully attached boundary layer where a torsional blade mode couples to a flapwise bending mode, resulting in a mutual rapid growth of the amplitudes. In this paper the monitoring problem of onset of flutter is investigated from a detection point of view. The criterion is stated in terms of the exceeding of a defined envelope process of a specific maximum torsional vibration threshold. At a certain instant of time, a limited part of the previously measured torsional vibration signal at the tip of blade is decomposed through the Empirical Mode Decomposition (EMD) method, and the 1st Intrinsic Mode Function (IMF) is assumed to represent the response in the flutter mode. Next, an envelope time series of the indicated modal response is obtained in terms of a Hilbert transform. Finally, a flutter onset criterion is proposed, based on the indicated envelope process. The proposed online flutter monitoring method provided a practical and direct way to detect onset of flutter during operation. The algorithm has been illustrated by a 907-DOFs aeroelastic model for wind turbines, where the tower and the drive train is modelled by 7 DOFs, and each blade by means of 50 3-D Bernoulli-Euler beam elements.

• 한국경영과학회지
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• 제21권3호
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• pp.47-61
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• 1996

An ATM switch must deal with various kinds of input sources having different traffic characteristics and it must guarantee very small value of cel loss probability, about 10$^{8}$ -10$^{12}$ , to deal with loss-sensitive traffics. In order to estimate such a rate event probability with simulation procedure, a variance reduction technique is essential for obtaining an appropriate level of precision with reduced cost. In this paper, we propose a hybrid simulation technique to achieve reduction of variance of cell loss probability estimator, where hybrid means the combination of analytical method and simulation procedure. A discrete time queueing model with multiple input sources and a finite shared buffer is considered, where the arrival process at an input source and a finite shared buffer is considered, where the arrival process at an input source is governed by an Interrupted Bernoulli Process and the service rate is constant. We deal with heterogeneous input sources as well as homogeneous case. The performance of the proposed hybrid simulation estimator is compared with those of the raw simulation estimator and the importance sampling estimator in terms of variance reduction ratios.

• 대한산업공학회지
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• 제42권5호
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• pp.304-313
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• 2016

This work suggests a new analysis approach for a discrete-time GI/G/1 queue with multiple vacations. The method used is called a modified supplementary variable technique and our result is an exact transform-free expression for the steady state queue length distribution. Utilizing this result, we propose a simple two-moment approximation for the queue length distribution. From this, approximations for the mean queue length and the probabilities of the number of customers in the system are also obtained. To evaluate the approximations, we conduct numerical experiments which show that our approximations are remarkably simple yet provide fairly good performance, especially for a Bernoulli arrival process.

• Structural Engineering and Mechanics
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• 제2권3호
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• pp.285-294
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• 1994

Based on a fast and accurate method for the stationary random seismic response analysis for discretized structures(Lin 1992, Lin et al. 1992), a Ritz method for dealing with such responses of continuous systems in developed. This method is studied quantitatively, using cantilever shear beams for simplicity and clarity. The process can be naturally extended to deal with various boundary conditions as well as non-uniform Bernoulli-Euler beams, or even Timoshenko beams. Algorithms for both proportionally and non-proportionally damped responses are described. For all of such damping cases, it is not necessary to solve for the natural vibrations of the beams. The solution procedure is very simple, and equally efficient for a white or a non-white ground excitation spectrum. Two examples are given where various power spectral density functions, variances, covariances and second spectral moments of displacement, internal force response, and their derivatives are calculated and analyses. Some Ritz solutions are compared with "exact" CQC solutions.

• ETRI Journal
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• 제25권4호
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• pp.238-246
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• 2003

This paper introduces the modeling and analysis of a discrete-time, two-phase queueing system for both exhaustive batch service and gated batch service. Packets arrive at the system according to a Bernoulli process and receive batch service in the first phase and individual services in the second phase. We derive the probability generating function (PGF) of the system size and show that it is decomposed into two PGFs, one of which is the PGF of the system size in the standard discrete-time Geo/G/1 queue without vacations. We also present the PGF of the sojourn time. Based on these PGFs, we present useful performance measures, such as the mean number of packets in the system and the mean sojourn time of a packet.