• Communications for Statistical Applications and Methods
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• 제12권2호
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• pp.453-462
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• 2005

We derive the influence function on t statistic and find its feature; the influence function on t statistic has two forms depending on the value of ${\mu}_0$. Sample influence functions are used to verify the validity of the derived influence function. We use random samples from normal distribution to show the validity of the function. The simulation study proves that the obtained influence function is very accurate to in estimating changes in t statistic when an observation is added or deleted.

• 한국지진공학회:학술대회논문집
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• 한국지진공학회 2003년도 춘계 학술발표회논문집
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• pp.267-274
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• 2003

The objective of this study is to estimate the frequency characteristics of group walking loads based on the information of measured responses. At first, dynamic properties such as natural frequencies and modes are obtained from input/output relation for building structures by heel drop test. Second, a method to estimate group walking loads by the transfer functions from measured responses to group walking loads is proposed. The method turned out to estimate the group walking loads accurately. Higher modes could be important in estimating the amplitude of group walking loads with the information of single walking load.

• 한국시뮬레이션학회논문지
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• 제10권3호
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• pp.31-46
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• 2001

Repeated measurements on units under different conditions are common in biological and biomedical studies. In a number of growth and pharmacokinetic studies, the relationship between the response and the covariates is assumed to be nonlinear in some unknown parameters and the form remains the same for all units. Nonlinear random coefficient models are used to analyze such repeated measurement data. Extended least squares methods are proposed in the literature for estimating the parameters of the model. However, neither objective function has closed form expression in practice. This paper proposes Monte Carlo methods to estimate the objective functions and the corresponding estimators. A simulation study that compare various methods is included.

• 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.133-142
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• 1998

This paper is a brief review of the different procedures that are available for fitting theoretical distributions to data. The use of each technique is illustrated by reference to a distribution system which including the Pearson, Poission approximation of Gamma distribution and Burr functions. These functions can be used to calculate percent out of specification. Therefore, in this paper a new methods for estimating a measure of non-normal process capability for Gamma distributed variable data proposed using the percentage nonconforming. Process capability indices combines with the percentage nonconforming information can be used to evaluate more accurately process capability.

• 한국항만경제학회지
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• 제20권1호
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• pp.43-55
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• 2004

This paper investigates how Japanese economic shocks affect the Korean economy and analyzes the channels through which they are transmitted. Also, the relative importance of domestic and foreign shocks on the dynamics of certain key macro variables is investigated. The techniques of vector autoregression (VAR) are employed to investigate the international transmission of economic disturbances. The VAR methodology is a particularly useful means for characterizing the dynamic relationships among economic variables without imposing certain types of theoretical restrictions. The dynamic effects of Japanese economic shocks on the Korean economy are evaluated by estimating variance decompositions (VDCs) and impulse response functions (IRFs). This study supports the notion of economic dependence of a small open economy such as Korea to a large economy such as Japan.

• Communications for Statistical Applications and Methods
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• 제3권3호
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• pp.113-123
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• 1996

Data-dependent (adaptive) choice of asymptotically efficient score functions for rank estimators and M-estimators of regression parameters in a linear regression model with left-truncated and right-censored data are developed herein. The locally adaptive smoothing techniques of Muller and Wang (1990) and Uzunogullari and Wang (1992) provide good estimates of the hazard function h and its derivative h' from left-truncated and right-censored data. However, since we need to estimate h'/h for the asymptotically optimal choice of score functions, the naive estimator, which is just a ratio of estimated h' and h, turns out to have a few drawbacks. An altermative method to overcome these shortcomings and also to speed up the algorithms is developed. In particular, we use a subroutine of the PPR (Projection Pursuit Regression) method coded by Friedman and Stuetzle (1981) to find the nonparametric derivative of log(h) for the problem of estimating h'/h.

• Industrial Engineering and Management Systems
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• 제15권2호
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• pp.148-155
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• 2016

Existing power plants may consume significant amounts of fuel and require high operating costs, partly because of poor electrical power output estimates. This paper suggests a continuous conditional random field (C-CRF) model to predict more precisely the full-load electrical power output of a base load operated combined cycle power plant. We introduce three feature functions to model association potential and one feature function to model interaction potential. Together, these functions compose the C-CRF model, and the model is transformed into a multivariate Gaussian distribution with which the operation parameters can be modeled more efficiently. The performance of our model in estimating power output was evaluated by means of a real dataset and our model outperformed existing methods. Moreover, our model can be used to estimate confidence intervals of the predicted output and calculate several probabilities.

• 전기학회논문지
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• 제56권5호
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• pp.848-853
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• 2007

This paper presents a methodology of estimating incomplete information in electricity markets for analyzing the gaming behavior of Generating Companies (GENCOs). Each GENCO needs to model its opponents' unknown information of strategic biddings and cost functions. In electricity markets with complete information, each GENCO knows its rivals' payoff functions and tries to maximize its own profit at Nash equilibriurnl Nli) by acknowledging the rivals' cost function. On the other hand, in the incomplete information markets, each GENCO lacks information about its rivals. Load patterns can change continuously due to many factors such as weather, price, contingency, etc. In this paper, we propose the method of the estimation of the opponents' cost function using market price, transaction quantities. and customer load patterns. A numerical example with two GENCOs is illustrated to show the basic idea and effectiveness of the proposed methodology.

• 전기학회논문지P
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• 제66권1호
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• pp.33-37
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• 2017

This paper describes the modeling of the failure rate estimation technique for applying the asset management technique to electric power facilities. There are many modeling techniques to estimate the failure rate. In this paper, the characteristics of the normal distribution, exponential distribution, weibull distribution, and piecewise linear functions are discussed. When evaluating reliability, the evaluation may be less meaningful if the sample data is insufficient. Therefore, Weibull distribution and piecewise linear function are adopted as the most suitable functions for estimating the failure rate of power facilities and the resulting failure rate function is derived.

• 대한원격탐사학회:학술대회논문집
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• 대한원격탐사학회 2007년도 Proceedings of ISRS 2007
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• pp.95-97
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• 2007

The mining-related damages due to the mining operations such as ground subsidence, tailing, Acid Mine Drainage, and soil contamination have a significant effect on our social and economical environment. So, for the effective prevention and reclamation works of the hazards in the mining area, the systematic management of mine information and mining-related damages is urgently needed. In this study, we estimated the possibilities of GIS-based system development for the mining area and related database. We classified the steps of building GIS as mine itself, mining-related damages, rehabilitation works and additional functions for estimating damages and analyzed the essential database and functions for each step. GIS will be helpful to estimate the mining-related damages and to carry out the reclamation works effectively.