• Communications for Statistical Applications and Methods
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• 제21권3호
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• pp.213-224
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• 2014

In this paper, we study the problem of transforming to normality. We propose to estimate the transformation parameter by minimizing a weighted squared distance between the empirical characteristic function of transformed data and the characteristic function of the normal distribution. Our approach also allows for other symmetric target characteristic functions. Asymptotics are established for a random sample selected from an unknown distribution. The proofs show that the weight function $t^{-2}$ needs to be modified to have thinner tails. We also propose the method to compute the influence function for M-equation taking the form of U-statistics. The influence function calculations and a small Monte Carlo simulation show that our estimates are less sensitive to a few outliers than the maximum likelihood estimates.

• Journal of the Korean Statistical Society
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• 제30권4호
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• pp.563-571
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• 2001

In this paper, we study selecting a transformation so that the transformed variable is nearly symmetrically distributed. The large sample properties of an M-estimator of transformation parameter that is obtained by minimizing the integrated square of the imaginary part of the empirical characteristic function are investigated when a random sample is selected from some unspecified distribution. According to influence function calculations and Monte Carlo simulations, these estimates are less sensitive, than the normal model maximum likelihood estimates, to a few outliers.

• 한국공간구조학회논문집
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• 제19권2호
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• pp.101-108
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• 2019

In this paper, the characteristic of intrinsic mode function(IMF) and its orthogonalization of ensemble empirical mode decomposition(EEMD), which is often used in the analysis of the non-linear or non-stationary signal, has been studied. In the decomposition process, the orthogonal IMF of EEMD was obtained by applying the Gram-Schmidt(G-S) orthogonalization method, and was compared with the IMF of orthogonal EMD(OEMD). Two signals for comparison analysis are adopted as the analytical test function and El Centro seismic wave. These target signals were compared by calculating the index of orthogonality(IO) and the spectral energy of the IMF. As a result of the analysis, an IMF with a high IO was obtained by GSO method, and the orthogonal EEMD using white noise was decomposed into orthogonal IMF with energy closer to the original signal than conventional OEMD.

• 상하수도학회지
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• 제20권1호
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• pp.156-163
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• 2006

While sludge is settling in batch column, sludge concentration becomes high. Because the characteristic of sludge settling changes in function of time due to the sludge concentration change, the sludge settling velocity changes too. Also, because the sludge settling characteristic is influenced by a physical characteristic of sludge and a column height etc, it is difficult to exactly measure the sludge settling characteristic. Although the sludge volume indexes, SVI, SSVI and $SSVI_{3.5}$, are used to predict sludge settling characteristic, these indexes are not reliable values. Because the previously established models for sludge settling velocity predict the sludge settling velocity only, it is difficult to predict sluge-water interface height by using those models. The purpose of this experiment is to establish the empirical model which predicts the sludge interface height change with respect to the sludge physical characteristic and the settling condition.

• International Journal of Naval Architecture and Ocean Engineering
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• 제11권2호
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• pp.939-951
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• 2019

A novel empirical mode decomposition strategy based on Fourier transform and band-pass filter techniques, contributing to efficient instantaneous vibration analyses, is developed in this study. Two key improvements are proposed. The first is associated with the adoption of a band-pass filter technique for intrinsic mode function sifting. The primary characteristic of decomposed components is that their bandwidths do not overlap in the frequency domain. The second improvement concerns an attempt to design narrowband constraints as the essential requirements for intrinsic mode function to make it physically meaningful. Because all decomposed components are generated with respect to their intrinsic narrow bandwidth and strict sifting from high to low frequencies successively, they are orthogonal to each other and are thus suitable for an instantaneous frequency analysis. The direct Hilbert spectrum is employed to illustrate the instantaneous time-frequency-energy distribution. Commendable agreement between the illustrations of the proposed direct Hilbert spectrum and the traditional Fourier spectrum was observed. This method provides robust identifications of vibration modes embedded in vibration processes, deemed to be an efficient means to obtain valuable instantaneous information.

• 한국수자원학회논문집
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• 제49권3호
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• pp.197-205
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• 2016

최근 기후변화로 인한 자연재해가 증가하면서 강수 및 기온자료의 시계열에 대한 변동성과 추세를 분석하여 그 변화를 예측하는 연구의 필요성이 점점 커지고 있다. 하지만 강수나 기온의 경우 복합적인 요소에 의해 변동이 일어나 자료의 변동성이 매우 심하고 너무 많은 요소를 포함하게 되어 그 특성을 정확히 판단하기가 쉽지 않다. 따라서 자료의 시계열을 분해하게 되면 각 특성을 가진 요소를 추출할 수 있으므로, 정확한 변동 특성을 파악할 수 있다. 본 연구에서는 우리나라 강수 및 기온자료를 경험적 모드분해법(Empirical Mode Decomposition, EMD)을 통해 주기별로 분해하여 각각의 내재모드함수(Intrinsic Mode Function, IMF)를 추출하였다. 또한, 추출된 내재모드함수의 에너지 밀도를 이용한 유의성 검정을 통해 원자료로부터 유의미한 자료를 포함하고 있는 내재모드함수를 선별하고, 이들의 주기성, 경향성을 분석하였다.

• Communications for Statistical Applications and Methods
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• 제14권1호
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• pp.241-254
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• 2007

This paper propose a new short-term interest rate model having a different nonlinear drift function and the same diffusion coefficient with Chan et al. (1992) model. The fractional polynomial power of the drift function in our model is linked to the local volatility elasticity of the diffusion coefficient. While the nonlinear drift function estimated by $A\"{\i}t$-Sahalia (1996a) and others has a feature that higher interest rates tend to revert downward and low rates upward, the drift function estimated by our nonlinear model shows that higher interest rate mean-reverts strongly, but, medium rates has almost zero drift and low rates has a very small drift. This characteristic coincides the empirical result based on the nonparametric methodology by Stanton (1997) and the implication by the scatter plot of the short rate data.

• 한국품질경영학회:학술대회논문집
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• 한국품질경영학회 1998년도 The 12th Asia Quality Management Symposium* Total Quality Management for Restoring Competitiveness
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• pp.610-621
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• 1998

In parameter design introduced by Taguchi, we analyze a signal-to-noise(SN) ratio. The SN ratio is a function of the expected loss due to the variation of quality characteristic. In this paper, an easy way for developing SN ratios is presented, which can be used to several quality characteristics simultaneously in parameter design. To develop such multivariate SN ratios, the transformation method of the expected loss and combining techniques are employed. And the analysis of real empirical data for an application of the proposed method is also presented.

• 품질경영학회지
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• 제27권3호
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• pp.67-78
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• 1999

In parameter design introduced by Taguchi, we analyze a performance measure, so called SN ratio. The SN ratio is a function of the expected loss due to the variation of quality characteristic. In this paper, an easy way for developing performance measures is presented, which can be used to control several quality characteristics simultaneously in parameter design. To develop such multivariate performance measures, the transformation method of the expected loss and combining techniques are employed. And the analysis of real empirical data for an application of the proposed method is also presented.

• 소음진동
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• 제6권3호
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• pp.333-339
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• 1996

The absorption coefficients of 3 largely reticulated urethan foams are measured by transfer function method which uses two microphones in an impedance tube. Based on the previously published data, the new modified empirical equations for predicting the characteristic impedance and propagation constant of the largely reticulated urethane foams are developed. Comparison is made between the measured data and the predicted data, based on the previously published equations and the new equation. Good agreement of the absorption coefficient between the measured and predicted data by the new modified empirical equation has been obtained.