• 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 Korean Society for Quality Management
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• v.25 no.3
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• pp.96-107
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• 1997

The recent stream to reliability prediction is that it is totally inclusive in depth to consider even the operating and environmental condition at the level of finished goods as well as component itselves. In this study, firstly we present the reliability prediction methods by entire failure rate model which failure rate at the system level is added to the failure rate model at the component level. Secondly we build up the improved bases of reliability demonstration through a, pp.ication of Kaplan-Meier, Cumulative hazard, Johnson's methods as non-parametric and Maximum Likelihood Estimator under exponential & Weibull distribution as parametric. And also present the methods of curve fitting to piecewise failure rate under Weibull distribution, PRST (Probability Ratio Sequential Test), curve fitting to S-shaped reliability growth curve, computer programs of each methods. Lastly we show the practical for determination of optimal burn-in time as a method of reliability enhancement, and also verify the practical usefulness of the above study through the a, pp.ication of failure and test data during 1 year.

• 제어로봇시스템학회:학술대회논문집
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• 1989.10a
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• pp.825-827
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• 1989

A heuristic model which determines the scheduling of serial flowshops with minimization of the makespan is proposed for an idealized batch chemical plant. It generates an initial sequence by heuristic reasoning and improves it recursively until no improvement is possible. The heuristic reasoning is based on Johnson's Rule which gives the sequence with the minimum makespan for a two-unit flowshop. The evolutionary step searches the neighborhood of the current sequence for sequences with lower makespan. The robustness of this model is also examined by comparing the minimum makespan of literature examples with the theoretical one.

• Proceedings of the Korean Society for Noise and Vibration Engineering Conference
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• 2004.05a
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• pp.73-76
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• 2004

Tapping mode atomic force microscopy (TM-AFM) utilizes the dynamic response of a resonating probe tip as it approaches and retracts from a sample to measure the topography and material properties of a nanostructure. We present recent results based on numerical techniques that yield new perspectives and insight into AFM. It is compared that the dynamic models including van der Waals and Derjaguin-Muller-Toporov(DMT) or Johnson-Kendall-Roberts(JKR) contact forces demonstrates that periodic solutions can be represented with respect to the approach distance and excitation frequency.

• Journal of the Korean Statistical Society
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• v.32 no.4
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• pp.425-448
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• 2003

Meta-analysis refers to quantitative methods for combining results from independent studies in order to draw overall conclusions. We consider hierarchical models including selection models under a skewed heavy tailed error distribution proposed originally by Chen et al. (1999) and Branco and Dey (2001). These rich classes of models combine the information of independent studies, allowing investigation of variability both between and within studies, and incorporate weight function. Here, the testing for the skewness parameter is discussed. The score test statistic for such a test can be shown to be expressed as the posterior expectations. Also, we consider the detail computational scheme under skewed normal and skewed Student-t distribution using MCMC method. Finally, we introduce one example from Johnson (1993)'s real data and apply our proposed methodology. We investigate sensitivity of our results under different skewed errors and under different prior distributions.

• The Journal of the Korea Contents Association
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• v.12 no.5
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• pp.541-552
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• 2012

The purpose of the study was to investigate the effects of On-Line Community Assisted Team Learning (OCATL) activities on academic achievement and team member's Shared Mental Model(SMM) subscale scores. Two studies were conducted over two semesters in different universities. The first study was aimed at examining the effects of OCATL on university students' academic achievement using pre- and post- experimental design. For this experiment, 133 university students composed of 80 male and 53 female students from 13 colleges participated. The OCATL activities included the orientation of OCATL, seminar on collaborative learning, on-line community assisted team learning with sixteen hour participation during one semester and a final report (or a term paper). To measure these students' academic achievement, their pre- and post-semester's GPA were compared. The results of paired t-test revealed a significant difference in academic achievement (p<.05). The second study was designed to compare the scores of SMM subscales of the experimental group with the OCATL activities and those of the control group without using OCATL activities. The data was collected using the scale of Shared Mental Model(SMM)-short version developed by Johnson in 2011[18]. For this study, 74 participants from 10 teams served as an experimental group and 15 teams which were not exposed to OCATL activities served as a control group. The MANOVA results showed that SMM subscores of two groups measured after the experiment were statistically significantly different: The experimental group with the OCATL activities showed high scores on general task and team knowledge, general task and communication skills, attitudes toward team and task, team dynamics and interactions, team resources and working environment, and satisfaction with the team.

• Proceedings of the Korean Society for Technology of Plasticity Conference
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• 2003.05a
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• pp.427-733
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• 2003

Adiabatic shear bands have been observed in the serrated chip during high strain rate metal cutting process of medium carbon steel and titanium alloy. The recent microscopic observations have shown that dynamic recrystallization occurs in the narrow adiabatic shear bands. However the conventional flow stress models such as the Zerilli-Armstrong model and the Johnson-Cook model, in general, do not predict the occurrence of dynamic recrystallization (DRX) in the shear bands and the thermal softening effects accompanied by DRX. In the present study, a strain hardening and thermal softening model is proposed to predict the adiabatic shear localized chip formation. The finite element analysis (FEA) with this proposed flow stress model shows that the temperature of the shear band during cutting process rises above 0.5T$\sub$m/. The simulation shows that temperature rises to initiate dynamic recrystallization, dynamic recrystallization lowers the flow stress, and that adiabatic shear localized band and the serrated chip are formed. FEA is also used to predict and compare chip formations of two flow stress models in orthogonal metal cutting with AISI 1045. The predictions of the FEA agreed well with the experimental measurements.

• Transactions of Materials Processing
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• v.12 no.4
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• pp.358-363
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• 2003

Adiabatic shear bands have been observed in the serrated chip during high strain rate metal cutting process of medium carbon steel and titanium alloy The recent microscopic observations have shown that dynamic recrystallization occurs in the narrow adiabatic shear bands. However the conventional flow stress models such as the Zerilli-Armstrong model and the Johnson-Cook model, in general, do not predict the occurrence of dynamic recrystallization (DRX) in the shear bands and the thermal softening effects accompanied by DRX. In the present study, a strain hardening and thermal softening model is proposed to predict the adiabatic shear localized chip formation. The finite element analysis (FEA) with this proposed flow stress model shows that the temperature of the shear band during cutting process rises above 0.5Τ$_{m}$. The simulation shows that temperature rises to initiate dynamic recrystallization, dynamic recrystallization lowers the flow stress, and that adiabatic shear localized band and the serrated chip are formed. FEA is also used to predict and compare chip formations of two flow stress models in orthogonal metal cutting with AISI 1045. The predictions of the FEA agreed well with the experimental measurements.s.

• Structural Engineering and Mechanics
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• v.91 no.1
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• pp.103-121
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• 2024

The smoothed particle hydrodynamics (SPH) method is a numerical technique used in dynamic analysis to simulate the fluid-like behavior of materials under extreme conditions, such as those encountered in explosions or high velocity impacts. In SPH, fluid or solid materials are discretized into particles. These particles interact with each other based on certain smoothing kernels, allowing the simulation of fluid flows and predict the response of solid materials to shock waves, like deformation, cracking or failure. One of the main advantages of SPH is its ability to simulate these phenomena without a fixed grid, making it particularly suitable for analyzing complex geometries. In this study, the structural damage to a masonry arch bridge subjected to blast loading was investigated. A high-fidelity micro-model was created and the explosives were modeled using the SPH approach. The Johnson-Holmquist II damage model and the Mohr-Coulomb material model were considered to evaluate the masonry and backfill properties. Consistent with the principles of the JH-II model, the authors developed a VUMAT code. The explosive charges (50 kg, 168 kg, 425 kg and 1000 kg) were placed in close proximity to the deck and pier of a bridge. The results showed that the 50 kg charges, which could have been placed near the pier by a terrorist, had only a limited effect on the piers. Instead, this charge caused a vertical displacement of the deck due to the confinement effect. Conversely, a 1000 kg TNT charge placed 100 cm above the deck caused significant damage to the bridge.

• KOREAN JOURNAL OF CROP SCIENCE
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• v.45 no.6
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• pp.361-365
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• 2000

This study was carried out to evaluate yearly variation and stability of yield and yield components of fifteen rice varieties. Yield stability and universal variety parameter of rice varieties were utilized for statistical model developed by Stroike, Grafius, and Finlay respectively. The lowest yearly variation based on coefficient of variation was found in Dasanbyeo for number of panicles/hill, in Jodongji for number of grains/panicle, in Yongmoonbyeo for ripened grain ratio, in Nagdongbyeo for 1,000 grain weight, and in Dasanbyeo for grain yield. Stability analysis by Stroike and Johnson's model revealed that Ilpumbyeo, Hwaseongbyeo, Dongjinbyeo in Japonica type, and And-abyeo and Dasanbyeo in Tongil type had the higher stability above average. Universal varieties analyzed by Grafius model were Ilpumbyeo, Dongjinbyeo, Hwaseongbyeo, Nagdongbyeo, and Jodongji in Japonica, and Dasanbyeo and Samgangbyeo in Tongil type. Damageum, Dongjinbyeo, Hwaseongbyeo and Ilpumbyeo in Japonica, and Dasanbyeo and Yongmoonbyeo in Tongil type were found to be highly stable as analyzed by Finlay ＆ Wilkinson's model. In conclusion, with reference to both grain yield and stability based on above three methods, Ilpumbyeo, Hwaseongbyeo, and Dongjinbyeo in Japonica, and Dasanbyeo in Tongil type were evaluated to be highly year-stable and high-yielding.