• Journal of the Korean Society of Surveying, Geodesy, Photogrammetry and Cartography
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• v.34 no.1
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• pp.91-98
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• 2016

In order to apply Kriging methods for geostatistics of spatial data, an estimation of spatial coherency functions is required priorly based on the spatial distance between measurement points. In the study, the typical coherency functions, such as semi-variogram, homeogram, and covariance function, were estimated using the national geoid model. The test area consisting of 2°×2° and the Unified Control Points (UCPs) within the area were chosen as sampling measurements of the geoid. Based on the distance between the control points, a total of 100 sampling points were grouped into distinct pairs and assigned into a bin. Empirical values, which were calculated with each of the spatial coherency functions, resulted out as a wave model of a semi-variogram for the best quality of fit. Both of homeogram and covariance functions were better fitted into the exponential model. In the future, the methods of various Kriging and the functions of estimated spatial coherency need to be studied to verify the prediction accuracy and to calculate the Mean Squared Prediction Error (MSPE).

• Journal of Korean Institute of Industrial Engineers
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• v.22 no.3
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• pp.459-471
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• 1996

This paper considers ramp tests for exponential lifetime distribution when there are limitations on test stress and test time. The inverse power law and a cumulative exposure model are assumed. Maximum likelihood (ML) estimators of model parameters and their asymptotic covariance matrix are obtained. The optimum ramp test plans are also found which minimize the asymptotic variance of the ML estimator of the log mean life at design constant stress. For selected values of the design parameters, tables useful for finding optimal test plans are given. The effect of the pre-estimates of design parameters is studied.

• Structural Engineering and Mechanics
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• v.28 no.2
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• pp.129-152
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• 2008

This paper considers the solution of the stochastic differential equations (SDEs) with random operator and/or random excitation using the spectral SFEM. The random system parameters (involved in the operator) and the random excitations are modeled as second order stochastic processes defined only by their means and covariance functions. All random fields dealt with in this paper are continuous and do not have known explicit forms dependent on the spatial dimension. This fact makes the usage of the finite element (FE) analysis be difficult. Relying on the spectral properties of the covariance function, the Karhunen-Loeve expansion is used to represent these processes to overcome this difficulty. Then, a spectral approximation for the stochastic response (solution) of the SDE is obtained based on the implementation of the concept of generalized inverse defined by the Neumann expansion. This leads to an explicit expression for the solution process as a multivariate polynomial functional of a set of uncorrelated random variables that enables us to compute the statistical moments of the solution vector. To check the validity of this method, two applications are introduced which are, randomly loaded simply supported reinforced concrete beam and reinforced concrete cantilever beam with random bending rigidity. Finally, a more general application, randomly loaded simply supported reinforced concrete beam with random bending rigidity, is presented to illustrate the method.

• The Korean Journal of Applied Statistics
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• v.26 no.3
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• pp.389-399
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• 2013

This article introduces Gaussian process regression and shows its application with time-course microarray gene expression data. Gene screening for yeast cell cycle microarray expression data is accomplished with a ratio of log marginal likelihood that uses Gaussian process regression with a squared exponential covariance kernel function. Gaussian process regression fitting with each gene is done and shown with the nine top ranking genes. With the screened data the Gaussian model-based clustering is done and its silhouette values are calculated for cluster validity.

• Journal of Electrical Engineering and Technology
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• v.13 no.1
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• pp.287-297
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• 2018

To improve the performance of sensorless induction motor (IM) drives, a novel speed estimation method based on the real-time adaptive extended Kalman filter (RAEKF) is proposed in this paper. In this algorithm, the fuzzy factor is introduced to tune the measurement covariance matrix online by the degree of mismatch between the actual innovation and the theoretical. Simultaneously, the fuzzy factor can be continuously self-tuned tuned by the fuzzy logic reasoning system based on Takagi-Sugeno (T-S) model. Therefore, the proposed method improves the model adaptability to the actual systems and the environmental variations, and reduces the speed estimation error. Furthermore, a simple exponential function based on the fuzzy theory is used to reduce the computational burden, and the real-time performance of the system is improved. The correctness and the effectiveness of the proposed method are verified by the simulation and experimental results.

• Communications for Statistical Applications and Methods
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• v.28 no.6
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• pp.595-610
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• 2021

Recently a few articles have derived robust first-order rotatable and D-optimal designs for the lifetime response having distributions gamma, lognormal, Weibull, exponential assuming errors that are correlated with different correlation structures such as autocorrelated, intra-class, inter-class, tri-diagonal, compound symmetry. Practically, a first-order model is an adequate approximation to the true surface in a small region of the explanatory variables. A second-order model is always appropriate for an unknown region, or if there is any curvature in the system. The current article aims to extend the ideas of these articles for second-order models. Invariant (free of the above four distributions) robust (free of correlation parameter values) second-order rotatable designs have been derived for the intra-class and inter-class correlated error structures. Second-order rotatability conditions have been derived herein assuming the response follows non-normal distribution (any one of the above four distributions) and errors have a general correlated error structure. These conditions are further simplified under intra-class and inter-class correlated error structures, and second-order rotatable designs are developed under these two structures for the response having anyone of the above four distributions. It is derived herein that robust second-order rotatable designs depend on the respective error variance covariance structure but they are independent of the correlation parameter values, as well as the considered four response lifetime distributions.

• The Journal of Korean Institute of Communications and Information Sciences
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• v.23 no.7
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• pp.1869-1882
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• 1998

In this paper, we investigae convergence behaviors of a differential method for 2-D motion parameter estimation. While the differential method is widely studied for motion compensated prediction in video coding, little attention hs been paid to its convergence properties. Based on the nonseparable exponential covariance image model, we derive the estimates of update terms for the 2- and 6-parameter motion models. And, the effect of noise, spatial correlation, choice of spatial gradient measures, andthe size of a region, are quantitatively anlyzed in relation to the convergence speed. Some empirical results are presented to verify the analysis.

• Journal of the Korean Operations Research and Management Science Society
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• v.38 no.2
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• pp.75-93
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• 2013

In applying Markowitz's portfolio selection model to the stock market, we developed a comprehensive investment decision-making framework including key inputs for portfolio theory (i.e., individual stocks' expected rate of return and covariance) and minimum required expected return. For estimating the key inputs of our decision-making framework, we utilized an exponentially weighted moving average (EWMA) which places more emphasis on recent data than the conventional simple moving average (SMA). We empirically analyzed the investment results of the decision-making framework with the same 15 stocks in Samsung Group Funds found in the Korean stock market between 2007 and 2011. This five-year investment horizon is marked by global financial crises including the U.S. subprime mortgage crisis, the collapse of Lehman Brothers, and the European sovereign-debt crisis. We measure portfolio performance in terms of rate of return, standard deviation of returns, and Sharpe ratio. Results are compared with the following benchmarks : 1) KOSPI, 2) Samsung Group Funds, 3) Talmudic portfolio based on the na$\ddot{i}$ve 1/N rule, and 4) Markowitz's model with SMA. We performed sensitivity analyses on all the input parameters that are necessary for designing an investment decision-making framework : smoothing constant for EWMA, minimum required expected return for the portfolio, and portfolio rebalancing period. In conclusion, appropriate use of the comprehensive investment decision-making framework based on the Markowitz's model integrated with EWMA proves to achieve outstanding performance compared to the benchmarks.

• Environmental Analysis Health and Toxicology
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• v.29
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• pp.12.1-12.8
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• 2014

Objectives Cohort studies of associations between air pollution and health have used exposure prediction approaches to estimate individual-level concentrations. A common prediction method used in Korean cohort studies is ordinary kriging. In this study, performance of ordinary kriging models for long-term particulate matter less than or equal to $10{\mu}m$ in diameter ($PM_{10}$) concentrations in seven major Korean cities was investigated with a focus on spatial prediction ability. Methods We obtained hourly $PM_{10}$ data for 2010 at 226 urban-ambient monitoring sites in South Korea and computed annual average $PM_{10}$ concentrations at each site. Given the annual averages, we developed ordinary kriging prediction models for each of the seven major cities and for the entire country by using an exponential covariance reference model and a maximum likelihood estimation method. For model evaluation, cross-validation was performed and mean square error and R-squared ($R^2$) statistics were computed. Results Mean annual average $PM_{10}$ concentrations in the seven major cities ranged between 45.5 and $66.0{\mu}g/m^3$ (standard deviation=2.40 and $9.51{\mu}g/m^3$, respectively). Cross-validated $R^2$ values in Seoul and Busan were 0.31 and 0.23, respectively, whereas the other five cities had $R^2$ values of zero. The national model produced a higher cross-validated $R^2$ (0.36) than those for the city-specific models. Conclusions In general, the ordinary kriging models performed poorly for the seven major cities and the entire country of South Korea, but the model performance was better in the national model. To improve model performance, future studies should examine different prediction approaches that incorporate $PM_{10}$ source characteristics.

• Journal of the Korean Geographical Society
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• v.49 no.5
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• pp.761-778
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• 2014

There has been relatively little study to model price for commercial property because of its low transaction volume in the market. Despite of this thin market character, this paper tried to estimate prices for commercial lots as accurate as possible. We constructed a model whose components consist of mean structure(global trend), exponential covariance function and a pure error term, and applied it to actual sales price data of Seoul. We explicitly took account of spatial autocorrelation of land price by utilizing a kriging technique, a representative method of spatial interpolation, because the land price of commercial lots has feature of differential price forming pattern depending on submarkets they belong to. In addition, we chose to apply a bayesian kriging to overcome data scarcity by incorporating experts' knowledge into prior probability distribution. The chosen model's excellent performance was verified by the result from validation data. We confirmed that the excellence of the model is attributed to incorporating both autocorexperts' knowledge and spatial autocorrelation in the model construction. This paper is differentiated from previous studies in the sense that it applied the bayesian kriging technique to estimate price for commercial lots and explicitly combined experts' knowledge with data. It is expected that the result of this paper would provide a useful guide for the circumstances under which property price has to be estimated reliably based on sparse transaction data.