• Journal of the Korea Safety Management & Science
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• v.2 no.2
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• pp.71-83
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• 2000

This paper presents accelerated life tests for Type I censoring data under probabilistic stresses. Probabilistic stress, $S_j$, is the random variable for stress influenced by test environments, test equipments, sampling devices and use conditions. The hazard rate, ,$theta_j$, is the random variable of environments and the function of probabilistic stress. Also it is assumed that the general stress distribution is uniform, the life distribution for the given hazard rate, $\theta$, is exponential and inverse power law model holds. In this paper, we obtained maximum likelihood estimators of model parameters and the mean life in use stress condition.

• Transactions of the Korean Society of Mechanical Engineers
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• v.19 no.5
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• pp.1211-1219
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• 1995

An upper bound elemental technique (UBET) program has been developed to analyze forging load, die-cavity filling and effective strain distribution for flash and flashless forgings. The simulation for flash and flashless forgings are applied axisy mmetric and plane-strain closed-die forging with rib-web type cavity. Inverse triangular and inverse trapezoidal elements are used to analyze flashless forging. The analysis is described for merit of flashless precision forging. Experiments have been carried out with pure plasticine billets at room temperature. Theoretical predictions of the forging load and the flow pattern are in good agreement with experimental results.

• The Korean Journal of Applied Statistics
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• v.30 no.2
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• pp.243-257
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• 2017

In this paper, we compare several methods to approximate option prices: Edgeworth expansion, A-type and C-type Gram-Charlier expansions, a method using normal inverse gaussian (NIG) distribution, and an asymptotic method using nonlinear regression. We used two different types of approximation. The first (called the RNM method) approximates the risk neutral probability density function of the log return of the underlying asset and computes the option price. The second (called the OPTIM method) finds the approximate option pricing formula and then estimates parameters to compute the option price. For simulation experiments, we generated underlying asset data from the Heston model and NIG model, a well-known stochastic volatility model and a well-known Levy model, respectively. We also applied the above approximating methods to the KOSPI200 call option price as a real data application. We then found that the OPTIM method shows better performance on average than the RNM method. Among the OPTIM, A-type Gram-Charlier expansion and the asymptotic method that uses nonlinear regression showed relatively better performance; in addition, among RNM, the method of using NIG distribution was relatively better than others.

• Korean Journal of Remote Sensing
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• v.37 no.1
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• pp.97-110
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• 2021

Fog can cause large-scale human and economic damages, including traffic systems and agriculture. So, Korea Meteorological Administration is operating about 290 visibility meters to improve the observation level of fog. However, it is still insufficient to detect very localized fog. In this study, high-resolution grid-type visibility data were retrieved from irregularly distributed visibility data across the country. To this end, three objective analysis techniques (Inverse Distance Weighting (IDW), Ordinary Kriging (OK) and Universal Kriging (UK)) were used. To find the best method and parameters, sensitivity test was performed for the effective radius, power parameter and variogram model that affect the level of objective analysis. Also, the effect of data distribution characteristics (level of normality) on the performance level of objective analysis was evaluated. IDW showed a relatively high level of objective analysis in terms of bias, RMSE and correlation, and the performance is inversely proportional to the effective radius and power parameter. However, the two Krigings showed relatively low level of objective analysis, in particular, greatly weakened the variability of the variables, although the level of output was different depending on the variogram model used. As the level of objective analysis is greatly influenced by the distribution characteristics of data, power, and models used, care should be taken when selecting objective analysis techniques and parameters.

• Transactions of Materials Processing
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• v.19 no.1
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• pp.25-31
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• 2010

To achieve desired microstructure and mechanical property of a manufacturing product, heat treatment process is applied as a secondary process after forging. Especially, quenching process is used for improving strength, hardness, and wear resistance since phase transformation occurs owing to rapid heat transfer from the surface of the specimen. In the present paper, a study on surface temperature measurement for water quenching of eutectoid steel was investigated. In order to determine the temperature history in experiments, three different measuring schemes were used by varying installation techniques of K-type thermocouples. Depending on the measured temperature distribution at the surface of the specimen, convective heat transfer coefficients were numerically determined as a function of temperature by the inverse finite element analysis considering the latent heat generation due to phase transformation. Based on the inversely determined convective heat transfer coefficient, temperature, phase, and hardness distributions in the specimen after water quenching were numerically predicted. By comparing the experimental and computational hardness distribution at three different locations in the specimen, the best temperature measuring scheme was determined. This work clearly demonstrates the effect of temperature measurement on the final mechanical property in terms of hardness distribution.

• Steel and Composite Structures
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• v.26 no.6
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• pp.673-691
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• 2018

The main goal of this research is to examine the in-plane and out-of-plane forced vibration of a curved nanocomposite microbeam. The in-plane and out-of-plane displacements of the structure are considered based on the first order shear deformation theory (FSDT). The curved microbeam is reinforced by functionally graded carbon nanotubes (FG-CNTs) and thus the extended rule of mixture is employed to estimate the effective material properties of the structure. Also, the small scale effect is captured using the strain gradient theory. The structure is rested on a nonlinear orthotropic viscoelastic foundation and is subjected to concentrated transverse harmonic external force, thermal and magnetic loads. The derivation of the governing equations is performed using energy method and Hamilton's principle. Differential quadrature (DQ) method along with integral quadrature (IQ) and Newmark methods are employed to solve the problem. The effect of various parameters such as volume fraction and distribution type of CNTs, boundary conditions, elastic foundation, temperature changes, material length scale parameters, magnetic field, central angle and width to thickness ratio are studied on the frequency and force responses of the structure. The results indicate that the highest frequency and lowest vibration amplitude belongs to FGX distribution type while the inverse condition is observed for FGO distribution type. In addition, the hardening-type response of the structure with FGX distribution type is more intense with respect to the other distribution types.

• Journal of the Chungcheong Mathematical Society
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• v.26 no.3
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• pp.441-451
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• 2013

In this paper, we derive recurrence relations for moments of lower generalized order statistics within a class of doubly truncated distributions. Inverse Weibull, exponentiated Weibull, power function, exponentiated Pareto, exponentiated gamma, generalized exponential, exponentiated log-logistic, generalized inverse Weibull, extended type I generalized logistic, logistic and Gumble distributions are given as illustrative examples. Further, recurrence relations for moments of order statistics and lower record values are obtained as special cases of the lower generalized order statistics, also two theorems for characterizing the general form of distribution based on single moments of lower generalized order statistics are given.

• Journal of Soil and Groundwater Environment
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• v.25 no.4
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• pp.87-97
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• 2020

In this study, the applicability of the geostatistical evolution strategy as an inverse analysis method of estimating hydraulic properties of small-scale basin was tested. The geostatistical evolution strategy is a type of data assimilation method that can effectively estimate aquifer hydraulic conductivity by combining a global optimization model of the evolution strategy and a local optimization model of the ensemble Kalman filtering. In the applicability test, the geometry, hydraulic boundary conditions, and the distribution of groundwater monitoring wells of Hanlim-Eup were employed. On the other hand, a synthetic hydraulic conductivity distribution was generated and used as the reference property for ease of estimation quality assessment. In the estimations, two different cases were tested where, in Case I, both groundwater levels and hydraulic conductivity measurements were assumed to be available, and only the groundwater levels were available, in Case II. In both cases, the reference and estimated hydraulic conductivity fields were found to show reasonable similarity, even though the prior information for estimation was not accurate. The ability to estimate hydraulic conductivity without accurate prior information suggests that this method can be used effectively to estimate mathematical properties in real-world cases, many of which little prior information is available for the aquifer conditions.

• Journal of Korean Society for Quality Management
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• v.41 no.4
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• pp.659-672
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• 2013

Purpose: The purpose of this study was to estimate life time of halogen lamps and acceleration factors using accelerated life test. Methods: Voltage was selected as an accelerating variable through the technical review about failure mechanism. The test was performed at 14.5V, 15.5V and 16.5 for 4,471 hours. It was assumed that the lifetime of Halogen lamps follow Weibull distribution and the inverse power life-stress relationship models. Results: Mean lifetimes of pin and screw types were 19,477 hours and 6,056 hours, respectively. In addition, acceleration factor of two items are calculated as 4.8 and 2.2 based on 15.5V, respectively. Conclusion: The life-stress relationship, acceleration factor, and MTTF at design condition are estimated by analyzing the accelerated life test data. These results suggest that voltage was very important factor to accelerate life time in the case of halogen lamps and the life time of pin type is three times longer than screw type lamps.

• Journal of the Korean Institute of Telematics and Electronics A
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• v.32A no.6
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• pp.67-74
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• 1995

This paper proposes the step-stress type-I censoring model for analyzing the data of accelerated life test and reducing the time of accelerated life test. In order to obtain the data of accelerated life test, the step-stress accelerated life test was run with voltage stress to CMOS Hex Buffer. The Weibull distribution, the Inverse-power-law model and Maximum likelihood method were used. The iterative procedure using modified-quasi-linearization method is applied to solve the nonlinear equation. The proposed Weibull step-stress type-I censoring model exactly estimases the life time of units, while reducting the time of accelerated life test and the equipments of test.