• Journal of the Korean Statistical Society
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• v.30 no.4
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• pp.597-612
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• 2001

We have developed a \

• Communications for Statistical Applications and Methods
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• v.26 no.1
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• pp.27-34
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• 2019

We study the effect of detrending on the coherency between two time series processes. Many economic and financial time series variables include nonstationary components; however, we analyze the two most popular cases of stochastic and deterministic trends. We analyze the asymptotic behavior of coherency under incorrect detrending, which includes the cases of first-differencing the deterministic trend process and, conversely, the time trend removal of the unit root process. A simulation study is performed to investigate the finite sample performance of the sample coherency due to incorrect detrending. Our work is expected to draw attention to the possible distortion of coherency when the series are incorrectly detrended. Further, our results can extend to various specification of trends in aggregate time series variables.

• Nuclear Engineering and Technology
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• v.53 no.11
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• pp.3465-3473
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• 2021

For a long time, research into integrated deterministic-probabilistic safety assessment has been continuously conducted to point out and overcome the limitations of classical ET (event tree)/FT (fault tree) based PSA (probabilistic safety assessment). The current paper also attempts to assert the reason why a technical transformation from classical PSA is necessary with a re-interpretation of the categories of risk. In this study, residual risk was classified into interpolating- and extrapolating-censored categories, which represent risks that are difficult to identify through an interpolation or extrapolation of representative scenarios due to potential nonlinearity between hardware and human behaviors intertwined in time and space. The authors hypothesize that such risk can be dealt with only if the classical ETs/FTs are freely relocated, entailing large-scale computation associated with physical models. The functional elements that are favorable to find residual risk were inferred from previous studies. The authors then introduce their under-development enabling techniques, namely DICE (Dynamic Integrated Consequence Evaluation) and DeBATE (Deep learning-Based Accident Trend Estimation). This work can be considered as a preliminary initiative to find the bridging points between deterministic and probabilistic assessments on the pillars of big data technology.

• Atmosphere
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• v.33 no.4
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• pp.355-365
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• 2023

To proactively manage climate risk, near-term climate predictions on annual to decadal time scales are of great interest to various communities. This study evaluates the near-term climate prediction skills in East Asia with DePreSys4 retrospective decadal predictions. The model is initialized every November from 1960 to 2020, consisting of 61 initializations with ten ensemble members. The prediction skill is quantitatively evaluated using the deterministic and probabilistic metrics, particularly for annual mean near-surface temperature, land precipitation, and sea level pressure. The near-term climate predictions for May~September and November~March averages over the five years are also assessed. DePreSys4 successfully predicts the annual mean and the five-year mean near-surface temperatures in East Asia, as the long-term trend sourced from external radiative forcing is well reproduced. However, land precipitation predictions are statistically significant only in very limited sporadic regions. The sea level pressure predictions also show statistically significant skills only over the ocean due to the failure of predicting a long-term trend over the land.

• Proceedings of the Computational Structural Engineering Institute Conference
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• 2006.04a
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• pp.473-480
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• 2006

Liquefaction of soil foundation is one of the major seismic damage types of infrastructures. In this paper, deterministic and probabilistic approaches for the evaluation of liquefaction potential are briefly summarized and the risk assessment method is newly proposed using seismic fragility and seismic hazard curves. Currently the deterministic approach is widely used to evaluate the liquefaction potential in Korea. However, the there are a certain degree of uncertainties in the soil properties such as elastic modulus and resistant capacity, therefore the probabilistic approach is more promising. Two types of probabilistic approach are introduced including (1) failure probability for a given design earthquake and (2) the seismic risk of liquefaction of soil for a given service life. The results from different methods show a similar trend, and the liquefaction potential can be more quantitatively evaluated using risk analysis method.

• 한국지구물리탐사학회:학술대회논문집
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• 2003.11a
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• pp.716-718
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• 2003

For the successful characterization of the fractured reservoir, it is inevitable to describe fracture properties more precisely. Although the deterministic features, of mega-trend faults can be relatively definite, the background features of minor fractures are not easily analysed in spite of the various data of these features. In this study, two different methods, statistical and fractal methods, are used to construct the minor fracture system over the entire field. After completing these tasks, with the identified deterministic features and background features, total fracture system for fractured reservoir is constructed and updated with the aid of dynamic data obtained from well test.

• KSCE Journal of Civil and Environmental Engineering Research
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• v.26 no.5C
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• pp.313-322
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• 2006

Liquefaction of soil foundation is one of the major seismic damage types for infrastructures. In this paper, deterministic and probabilistic approaches for the evaluation of liquefaction potential are briefly summarized and the risk assessment method is newly proposed using seismic fragility and seismic hazard analyses. Currently the deterministic approach is widely used to evaluate the liquefaction potential in Korea. However, it is very difficult to handle a certain degree of uncertainties in the soil properties such as elastic modulus and resistant capacity by deterministic approach, and the probabilistic approaches are known as more promising. Two types of probabilistic approaches are introduced including (1) the reliability analysis (to obtain probability of failure) for a given design earthquake and (2) the seismic risk analysis of liquefaction for a specific soil for a given service life. The results from different methods show a similar trend, and the liquefaction potential can be more quantitatively evaluated using the new risk analysis method.

• Journal of the Korean Statistical Society
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• v.24 no.1
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• pp.77-90
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• 1995

The Lagrange multiplier test statistics for seasonal unit roots are derived and the asymptotic distributions of the derived statistics are obtained. The relationship between the derived LM test statistics and the "DHF" type regression t statistics are shown.are shown.

• Journal of Applied Reliability
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• v.3 no.2
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• pp.127-136
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• 2003

This paper investigates the effect of individual observations in regression models with MA(1) errors through the 'hat matrix' It shows that the first observation has the largest hat matrix diagonal component for $\theta$＜0 in the regression model with an intercept. This provides additional evidence for retaining the first observation in performing estimation in this setting. When the regression model goes to the origin and the independent variable has a deterministic trend, the last observation has the greatest leverage for │$\theta$│＜1 and may have potentially large impact on parameter estimation.

• Journal of Korean Institute of Industrial Engineers
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• v.9 no.2
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• pp.37-46
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• 1983

The classical deterministic inventory model is investigated for the case of linear trend in demand and constant production rate. Three models are presented so as to minimize the total of set-up and inventory carrying costs over a finite time span. For each of the policies the methods are developed which can determine the optimal production quantities and times at which production should be started. Three policies are compared in point of costs and times for getting solutions and various case examples are also presented.