• Journal of The Korean Astronomical Society
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• v.48 no.3
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• pp.203-206
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• 2015

The masses of supermassive black holes in active galactic nuclei (AGN) can be derived spectroscopically via virial mass estimators based on selected broad optical/ultraviolet emission lines. These estimates commonly use the line width as a proxy for the gas speed and the monochromatic continuum luminosity, λL_λ, as a proxy for the radius of the broad line region. However, if the size of the broad line region scales with the bolometric AGN luminosity rather than λL_λ, mass estimates based on different emission lines will show a systematic discrepancy which is a function of the color of the AGN continuum. This has actually been observed in mass estimates based on Hα/Hβ and C_IV lines, indicating that AGN broad line regions indeed scale with bolometric luminosity. Given that this effect seems to have been overlooked as yet, currently used single-epoch mass estimates are likely to be biased.

• The Transactions of the Korean Institute of Electrical Engineers
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• v.41 no.4
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• pp.339-345
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• 1992

Estimates of maximum amplitudes of conductor galloping are needed in order to determine appropriate phase-to-phase clearances on the overhead lines. One approach to obtaining these estimates is through the use of mathematical models of conductor galloping. Unfortunately, the models that consider both vertical conductor motion (Den Hartog type) and torsional conductor motion are often too complex for practical use. However, the estimates of maximum amplitude obtained from galloping models that assume only vertical (Den Hartog type) conductor motion tend to be too conservative. This paper presents the DF method to obtain the estimates of the amplitude and the frequency of galloping limit cycle, along with the wind pressure at which they occur, from a nonlinear dynamic model that considers both Den Hartog type and torsional conductor motion. From these results, the useful data for the line design guide and further insight into the mechanism of the conductor galloping are obtained.

• Proceedings of the Korean Statistical Society Conference
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• 2003.05a
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• pp.157-162
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• 2003

Estimates from an EM algorithm are somewhat sensitive to the initial values for the estimates, and it is more likely when the model becomes larger and more complicated. In this article, we examined how the estimates fluctuate during an EM procedure for a recursive model of categorical variables. It is found that the fluctuation takes place mostly during the first half of the procedure and that it can be subdued by applying the Bayesian method of estimation. Both simulation data and real data are used for illustration.

• Bulletin of the Korean Mathematical Society
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• v.38 no.1
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• pp.29-53
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• 2001

This note presents a an indirect adaptive control scheme for first-order continuous-time systems. The estimated plant model is controllable and then the adaptive scheme is free from singularities. The singularities are avoided through a modification of the estimated plant parameter vector so that its associated Sylvester matrix is guaranteed to be nonsingular. That properties is achieved by ensuring that the absolute value of its determinant does not lie below a positive threshold. A modification scheme based on the achievement of a modified diagonally dominant Sylvester matrix of the parameter estimates is also given as an alternative method. This diagonal dominance is achieved through estimates modification as a way to guarantee the controllability of the modified estimated model when a controllability measure of the ‘a priori’ estimated model fails. In both schemes, the use of a hysteresis switching function for the modification of the estimates is not required to ensure the nonsingularity of the Sylvester matrix of the estimates.

• Communications for Statistical Applications and Methods
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• v.7 no.1
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• pp.65-86
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• 2000

The estimates from an EM when it is applied to a large causal model of 10 or more categorical variables are often subject to the initial values for the estimates. This phenomenon becomes more serious as the model structure becomes more serious as the model structure becomes more complicated involving more variables. In this regard Wu(1983) recommends among others that EMs are implemented several times with different sets of initial values to obtain more appropriate estimates. in this paper a new approach for initial values is proposed. The main idea is that we use initials that are calibrated to data. A simulation result strongly indicates that the calibrated initials give rise to the estimates that are far closer to the true values than the initials that are not calibrated.

• The Korean Journal of Applied Statistics
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• v.7 no.2
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• pp.131-143
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• 1994

Under the asymmetric losses (entropy loss and Stein loss), we find the classes of Bayes and empiricla Bayes estimates for estimating the Poisson means when the distributin of means are believed a priori. Following the idea of Efron and Morris (1973), we have a computer simulation to compute a relative savings loss of proposed estimates as compared to the classical estimates.

• Journal of the Korean Society for Industrial and Applied Mathematics
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• v.9 no.1
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• pp.17-29
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• 2005

In this paper we consider finite element methods for nonlinear hyperbolic integro-differential problems defined in ${\Omega}\;{\subset}\;R^d(d\;{\leq}\;4)$. A new initial approximation of $u_t(0)$ is taken. Optimal order error estimates in $L_p$ for $2\;{\leq}\;p\;{\leq}\;{\infty}$ are established for arbitrary order finite element. One order superconvergence in $W^{1,p}$ for $2\;{\leq}\;p\;{\leq}\;{\infty}$ are demonstrated as well.

• Journal of the Korean Operations Research and Management Science Society
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• v.20 no.3
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• pp.43-59
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• 1995

This paper presents a method for estimating the population variability distribution of the failure parameter (failure rate or failure probability) for each failure mode considered in PSA (Probabilistic Safety Assessment). We focus on the utilization of generic estimates from various industry compendia for the estimation. The estimates are complicated statistics of failure data from plants. When the failure data referred in two or more sources are overlapped, dependency occurs among the estimates provided by the sources. This type of problem is first addressed in this paper. We propose methods based on ML-II estimation in Bayesian framework and discuss the characteristics of the proposed estimators. The proposed methods are easy to apply in real field. Numerical examples are also provided.

• East Asian mathematical journal
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• v.32 no.1
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• pp.101-115
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• 2016

In this paper, we consider a semi-discrete mixed discontinuous Galerkin method with an interior penalty to approximate the solution of parabolic problems. We define an auxiliary projection to analyze the error estimate and obtain optimal error estimates in $L^{\infty}(L^2)$ for the primary variable u, optimal error estimates in $L^2(L^2)$ for ut, and suboptimal error estimates in $L^{\infty}(L^2)$ for the flux variable ${\sigma}$.

• Proceedings of the Korean Institute of Building Construction Conference
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• 2019.11a
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• pp.92-93
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• 2019

Estimates based on BIM makes it possible to perform from quantity take-off to construction cost estimates by using model, which is made in the phase of design and construction. As the BIM models are made up of the units of element, there an advantage of the automative quantity take-off, if the correction or change of element occurs. Work items, not included in the elements of the BIM model, are excepted from bill of quantity. Level of detail(LoD) of the BIM model can be improved for detailed estimates, but an excessive modeling for estimates is inefficient. This study presents the measure for selection and quantity take-off of work items, those are not expressed in the BIM model. The proposed method avoids the creation of excessive BIM Models and enables quantity take-off in conjunction with the element.