• Proceedings of the KSME Conference
• /
• 2008.11a
• /
• pp.701-705
• /
• 2008

Design analysis and computer experiments (DACE) model is widely used to express efficiently the nonlinear responses in the field of engineering design. Kriging model, a DACE model, can approximately replace a simulation model that is very expensive or highly nonlinear. The kriging model is composed of the summation of a global model and a local model representing deviation from global model. The local model is determined by correlation coefficient of the pre-sampled points, where determination of the correct correlation coefficient has an effect on accuracy and robustness of the kriging model. Therefore, robustness of the correlation coefficient is explored with respect to degrees of the global model. Then we propose the range of correlation coefficient to make correct and robust kriging model and the influence of the correlation coefficients on the degrees of global model with respect to the nonlinearity of the pre-sampled responses.

• Transactions of the Korean Society of Mechanical Engineers A
• /
• v.33 no.8
• /
• pp.813-818
• /
• 2009

Design analysis and computer experiments (DACE) model is widely used to express efficiently nonlinear responses in the field of engineering design. As a DACE model, kriging model can approximately replace a simulation model that is very expensive or highly nonlinear. The kriging model is composed of the summation of a global model and a local model representing deviation from the global model. The local model is determined by correlation coefficient with the pre-sampled points, where the accuracy and robustness of the kriging model depends on the selection of proper correlation coefficients. Therefore, to achieve the robust kriging model, the range of the correlation coefficients is explored with respect to the degrees of the global model. Based on this study we propose the proper orders of the global model and range of parameters to make accurate and robust kriging model.

• Journal of the Korean Institute of Telematics and Electronics B
• /
• v.31B no.5
• /
• pp.134-140
• /
• 1994

In this paper, an algorithm of CBAM(Combination Bidirectional Associative Memory) model proposes, analyzes and tests CBAM model `s performancess by simulating with recalls and recognitions of patterns. In learning-procedure each correlation matrix of training patterns is obtained. As each correlation matrix's some elements correspond to juxtaposition, all correlation matrices are merged into one matrix (Combination Correlation Matrix, CCM). In recall-procedure, CCM is decomposed into a number of correlation matrices by spiliting its elements into the number of elements corresponding to all training patterns. Recalled patterns are obtained by multiplying input pattern with all correlation matrices and selecting a pattern which has the smallest value of energy function. By using a CBAM model, we have some advantages. First, all pattern having less than 20% of noise can be recalled. Second, memory capacity of CBAM model, can be further increased to include English alphabets or patterns. Third, learning time of CBAM model can be reduced greatly because of operation to make CCM.

• Communications for Statistical Applications and Methods
• /
• v.21 no.3
• /
• pp.253-260
• /
• 2014

The intraclass correlation model has a long history of applications in several fields of research. Case deletion diagnostic methods for the intraclass correlation model are proposed. Based on the likelihood equations, we derive a formula for a case deletion diagnostic method which enables us to investigate the influence of observations on the maximum likelihood estimates of the model parameters. Using the Taylor series expansion we develop an approximation to the likelihood distance. Numerical examples are provided for illustration.

• Communications for Statistical Applications and Methods
• /
• v.27 no.5
• /
• pp.579-588
• /
• 2020

Obligor defaults are cross-sectionally correlated as obligors share common economic conditions; in addition obligors are longitudinally correlated so that an economic shock like the IMF crisis in 1998 lasts for a period of time. A longitudinal correlation should be used to construct statistical scenarios of stress test with which we replace a type of artificial scenario that the banks have used. We propose a Bayesian model to accommodate such correlation structures. Using 402 obligors to a domestic bank in Korea, our model with a dynamic correlation is compared to a Bayesian model with a stationary longitudinal correlation and the classical logistic regression model. Our model generates statistical financial statement under a stress situation on individual obligor basis so that the genearted financial statement produces a similar distribution of credit grades to when the IMF crisis occurred and complies with Basel IV (Basel Committee on Banking Supervision, 2017) requirement that the credit grades under a stress situation are not sensitive to the business cycle.

• Journal of Ship and Ocean Technology
• /
• v.5 no.4
• /
• pp.44-50
• /
• 2001

Large container carriers are suffering from lack of knowledge on reliable correlation allowances between model tests and full-scale trials, especially at fully loaded condition, Careful full-scale sea trial with a full loading of containers both in holds and on decks was carried out to clarify it. Model test results were analyzed by different methods but with the same measuring data to figure out appropriated correlations factors for each analysis methods, Even if it is no doubt that model test technique is one of the most reliable tool to predict full scale powering performance, its assumptions and simplifications which have been applied on the course of data manipulation and analysis need a feedback from sea trial data for a fine tuning, so called correlation factor. It can be stated that the best correlation allowances at fully loaded condition for both 2-dimensional and 3-dimensional analysis methods are fecund through the careful sea trial results and relevant study on the large size container carriers.

• Communications for Statistical Applications and Methods
• /
• v.21 no.5
• /
• pp.445-459
• /
• 2014

This paper investigates the dependence structure of Korean financial markets (stock, foreign exchange (FX) rates and bond) using copula-GARCH and dynamic conditional correlation (DCC) models. We examine GJR-GARCH with skewed elliptical distributions and four copulas (Gaussian, Student's t, Clayton and Gumbel) to model dependence among returns, and then employ DCC model to describe system-wide correlation dynamics. We analyze the daily returns of KOSPI, FX (WON/USD) and KRX bond index (Gross Price Index) from $2^{nd}$ May 2006 to $30^{th}$ June 2014 with 2,063 observations. Empirical result shows that there is significant asymmetry and fat-tail of individual return, and strong tail-dependence among returns, especially between KOSPI and FX returns, during the 2008 Global Financial Crisis period. Focused only on recent 30 months, we find that the correlation between stock and bond markets shows dramatic increase, and system-wide correlation wanders around zero, which possibly indicates market tranquility from a systemic perspective.

• Journal of the Korean Society for Precision Engineering
• /
• v.15 no.11
• /
• pp.189-198
• /
• 1998

Recently, monitoring of tool life is a matter of common interesting because tool life affects precision, productivity and cost in machining process. Especially flank wear has a direct effect on cutting mechanism, so the various pattern of cutting force is obtained experimentally according to variation of wear condition. By investigating cutting force signal, AR(Autoregressive) modeling and correlation dimension analysis is conducted in turning operation. In this modeling and analysis, we extract features through 6th AR model, correlation integral and normalized correlation integral. After the back-propagation model of the neural network is utilized to monitor tool life according to flank wear. As a result. a very reliable classification of tool life was obtained.

• Journal of the Korean Institute of Illuminating and Electrical Installation Engineers
• /
• v.29 no.7
• /
• pp.80-86
• /
• 2015

As wind farm outputs depend on natural wind resources that vary over space and time, spatial correlation analysis is needed to estimate power outputs of wind generation resources. As a result, geographic information such as latitude and longitude plays a key role to estimate power outputs of spatially distributed wind farms. In this paper, we introduce spatial correlation analysis to estimate the power outputs produced by wind farms that are geographically distributed. We present spatial correlation analysis of empirical power output data for the JEJU Island and ERCOT ISO (Texas) wind farms and propose the Correlation Decay Distance (CoDecDist) model based on geographic correlation analysis to enhance the estimation of wind power outputs.

• Journal of the Korean Solar Energy Society
• /
• v.39 no.4
• /
• pp.11-24
• /
• 2019

The total solar irradiation on horizontal surfaces is separated into the beam and diffuses components. Although horizontal global irradiance is a commonly measured parameter for many sites, horizontal diffuse irradiance is not so readily obtainable. For such sites that measure global irradiation alone, a simple but reasonably accurate method is required to estimate diffuse irradiance from its global counterpart. This study investigates the applicability of correlation coefficients models correlating hourly diffuse and beam fraction and hourly clearness index in Daejeon. The three diffuse to global correlation coefficients models (Orgill and Holland model, CIBSE Guide J model, and Erbs et al. model) are selected and the three modified beam to global correlation coefficients models are generated. MBE, RMSE, r-squared of Daejeon and Daejeon boundary site-fitted models are compared with the case of original coefficients. The comparison result shows that the beam and diffuse to global solar irradiation correlation coefficients models with boundary site-fitted coefficients are best suitable for Daejeon. Further researches will be conducted to find the boundary site-fitting method using measured data of other cities and correlation coefficients models using solar altitude, cloud cover, and sunshine duration.