• Journal of the Korean Statistical Society
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• 제30권4호
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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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• 제26권1호
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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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• 제53권11호
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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.

• 대기
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• 제33권4호
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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.

• 한국전산구조공학회:학술대회논문집
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• 한국전산구조공학회 2006년도 정기 학술대회 논문집
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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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• 한국지구물리탐사학회 2003년도 Proceedings of the international symposium on the fusion technology
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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.

• 대한토목학회논문집
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• 제26권5C호
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• pp.313-322
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• 2006

지반 액상화는 대표적인 지진 피해의 한 형태로 이 연구에서는 이러한 지반 액상화 가능성 평가를 위한 확률적 접근 방법을 제시하였다. 일정한 사용기간 동안의 지진에 의한 액상화 발생확률을 구하기 위하여 액상화 취약도와 지진재해도를 결합하여 액상화 위험도를 산정할 수 있도록 하였다. 현재 국내에서는 결정론적인 방법이 많이 이용되고 있으나, 이러한 방법은 지반 물성치에 포함되어 있는 많은 불확실성을 합리적으로 다루기 어려운 단점이 있다. 두 가지 형태의 확률적 접근 방법을 제시하였는데, 첫번째는 설계지진에 대한 확률적 신뢰도 해석 방법이고, 두번째는 주어진 지반조건에 대하여 일정한 사용기간 동안 액상화가 발생할 수 있는 가능성을 평가한 위험도 해석 방법이다. 기존의 결정론적 방법과 확률적 방법에 의하여 매립지반의 액상화를 평가하였으며, 위험도 해석에 의한 액상화 가능성 평가기법을 지속적으로 적용하고, 설계기준이 제시된다면 보다 합리적이고, 정량적인 지반 액상화 가능성 평가기법이 될 수 있음을 검증하였다.

• Journal of the Korean Statistical Society
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• 제24권1호
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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.

• 한국신뢰성학회지:신뢰성응용연구
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• 제3권2호
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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.

• 대한산업공학회지
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• 제9권2호
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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.