• Communications for Statistical Applications and Methods
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• v.15 no.6
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• pp.969-976
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• 2008

Mixed linear models have been widely used in various correlated data including multivariate survival data. In this paper we extend hierarchical-likelihood(h-likelihood) approach for mixed linear models with right censored data to that for left censored data. We also allow a general random-effect structure and propose the estimation procedure. The proposed method is illustrated using a numerical data set and is also compared with marginal likelihood method.

• Journal of the Korean Statistical Society
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• v.10
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• pp.91-96
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• 1981

The development of Minimum Norm Quadratic Unbiased Estimation (MINQUE) has introduced a unified approach for the estimation of variance components in general linear models. The computational problem has been studied by Liu and Senturia (1977) and Goodnight (1978, setting a-priori values to 0). This paper further simplifies the computation and gives efficient and compact computational algorithm for the MINQUE and dispersion matrix in general linear random model.

• Magazine of the Korean Society of Agricultural Engineers
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• v.28 no.2
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• pp.42-52
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• 1986

This study involves the estimation of optimal ranges of parameters for a linear watershed model. A well-known TANK model was chosen and a linear combination of four tanks assumed. The model was used to simulate daily streamflow for six watersheds of different sizes and by a trial-and-error approach a set of optimal parameters defined. The parameters were related to watershed sizes and land use conditions. Optimal parameters for ungaged conditions were defined from the relationships; daily streamflow simulated and compared to the observed date. The simulated results were in a general agreement with the data.

• Journal of Wetlands Research
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• v.13 no.1
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• pp.13-23
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• 2011

In this study, Mike11 will be used as the numerical model where a data assimilation method will be applied to it. This paper aims to gain an insight and understanding of data assimilation in flood forecasting models. It will start with a general discussion of data assimilation, followed by a description of the methodology and discussion of the statistical error forecast model used, which in this case is the linear regression. This error forecast model is applied to the water level forecast simulated by MIKE11 to produced improved forecast and validated against real measurements. It is found that there exists a phase error in the improved forecasts. Hence, 2 general formula are used to account for this phase error and they have shown improvement to the accuracy of the forecasts, where one improved the immediate forecast of up to 5 hours while the other improved the estimation of the peak discharge.

• Communications for Statistical Applications and Methods
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• v.30 no.2
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• pp.163-178
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• 2023

GARCH-X(1, 1) model specifies that conditional variance follows an AR(1) process and includes a past exogenous variable. This study proposes a new class from that model by allowing a more general (non-linear) variance function to follow an AR(1) process. The functions applied to the variance equation include exponential, Tukey's ladder, and Yeo-Johnson transformations. In the framework of normal and student-t distributions for return errors, the empirical analysis focuses on two stock indices data in developed countries (FTSE100 and SP500) over the daily period from January 2000 to December 2020. This study uses 10-minute realized volatility as the exogenous component. The parameters of considered models are estimated using the adaptive random walk metropolis method in the Monte Carlo Markov chain algorithm and implemented in the Matlab program. The 95% highest posterior density intervals show that the three transformations are significant for the GARCHX(1, 1) model. In general, based on the Akaike information criterion, the GARCH-X(1, 1) model that has return errors with student-t distribution and variance transformed by Tukey's ladder function provides the best data fit. In forecasting value-at-risk with the 95% confidence level, the Christoffersen's independence test suggest that non-linear models is the most suitable for modeling return data, especially model with the Tukey's ladder transformation.

• Journal of the Korean Society for Precision Engineering
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• v.21 no.5
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• pp.83-83
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• 2004

The analysis of relative pose(position and rotation) between stereo cameras is very important to determine the solution that provides three-dimensional information for an arbitrary moving target with respect to robot-end. In the space of free camera-model, the rotational parameters act on non-linear factors acquiring a kinematical solution. In this paper the general solution of active stereo that gives a three-dimensional pose of moving object is presented. The focus is to achieve a derivation of linear equation between a robot′s end and active stereo cameras. The equation is consistently derived from the vector of quaternion space. The calibration of cameras is also derived in this space. Computer simulation and the results of error-sensitivity demonstrate the successful operation of the solution. The suggested solution can also be applied to the more complex real time tracking and quite general and are applicable in various stereo fields.

• Journal of the Korean Society for Precision Engineering
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• v.21 no.5
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• pp.89-90
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• 2004

The analysis of relative pose(position and rotation) between stereo cameras is very important to determine the solution that provides three-dimensional information for an arbitrary moving target with respect to robot-end. In the space of free camera-model, the rotational parameters act on non-linear factors acquiring a kinematical solution. In this paper the general solution of active stereo that gives a three-dimensional pose of moving object is presented. The focus is to achieve a derivation of linear equation between a robot's end and active stereo cameras. The equation is consistently derived from the vector of quaternion space. The calibration of cameras is also derived in this space. Computer simulation and the results of error-sensitivity demonstrate the successful operation of the solution. The suggested solution can also be applied to the more complex real time tracking and quite general and are applicable in various stereo fields.

• The Korean Journal of Applied Statistics
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• v.13 no.2
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• pp.541-562
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• 2000

The generalized linear mixed model framework is for handling count-type categorical data as well as for clustered or overdispersed non-Gaussian data, or for non-linear model data. In this study, we review its general formulation and estimation methods, based on quasi-likelihood and Monte-Carlo techniques. The current research areas and topics for further development are also mentioned.

• Proceedings of the Korean Geotechical Society Conference
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• 2006.03a
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• pp.634-643
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• 2006

This study was intended to develop a high reliable technique by statistically processing on-site data with a general linear model, providing the basic data for construction, analysis of stability and establishment of maintenance measures for tunnel portal slopes in the future. This study evaluated the stability of a tunnel portal slope using a quantified technique, which is based on a general linear model. The important scores of each independent variable were allocated by using the ranges of the quantified values, based on the predicted coefficient of regression and the scores for categories of each independent variable were allocated so that those are equally spaced. The quantification model obtained from the results of evaluating the total data used for the quantification process provided precise results. In addition, it is expected that a more detail subdivision of response variables and sufficient data would produce a better stability evaluation standard.

• International Journal of Highway Engineering
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• v.17 no.4
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• pp.25-31
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• 2015

PURPOSES: Implementation and verification of the simple linear cohesive viscoelastic contact model that can be used to simulate dynamic behavior of sticky aggregates. METHODS: The differential equations were derived and the initial conditions were determined to simulate a free falling ball with a sticky surface from a ground. To describe this behavior, a combination of linear contact model and a cohesive contact model was used. The general solution for the differential equation was used to verify the implemented linear cohesive viscoelastic API model in the DEM. Sensitivity analysis was also performed using the derived analytical solutions for several combinations of damping coefficients and cohesive coefficients. RESULTS : The numerical solution obtained using the DEM showed good agreement with the analytical solution for two extreme conditions. It was observed that the linear cohesive model can be successfully implemented with a linear spring in the DEM API for dynamic analysis of the aggregates. CONCLUSIONS: It can be concluded that the derived closed form solutions are applicable for the analysis of the rebounding behavior of sticky particles, and for verification of the implemented API model in the DEM. The assumption of underdamped condition for the viscous behavior of the particles seems to be reasonable. Several factors have to be additionally identified in order to develop an enhanced contact model for an asphalt mixture.