• Proceedings of the Korean Society of Precision Engineering Conference
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• 2008.06a
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• pp.919-920
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• 2008

• Proceedings of the Korean Society of Precision Engineering Conference
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• 2009.10a
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• pp.305-306
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• 2009

• Management Science and Financial Engineering
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• v.10 no.1
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• pp.25-41
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• 2004

There have been many studies to build a model that can help investors construct optimal portfolio. Most of the previous models, however, are based upon the path-breaking Markowitz model (1959) which is a quantitative model. One of the most important problems with that kind of quantitative model is that, in reality, most of the investors use not only quantitative, but also qualitative information when they select their optimal portfolio. Since collecting both types of information from the markets are time consuming and expensive, making a set of target assets smaller, without suffering heavy loss in the rate of return, would attract investors. To extract only desired assets among all available assets, we need knowledge that identifies investors' preference for the risk of the assets. This study suggests two-layer decision-making rules capable of identifying an investor's risk preference and an architecture applying them to a quantitative portfolio model based on risk and expected return. Our knowledge-based portfolio system is to build an investor's preference-oriented portfolio. The empirical tests using the data from Korean capital markets show the results that our model contributes significantly to the construction of a better portfolio in the perspective of an investor's benefit/cost ratio than that produced by the existing portfolio models.

• Journal of IKEEE
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• v.11 no.4
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• pp.137-144
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• 2007

Fire Control System(FCS) errors can be classified as hardware errors and software errors, and one of the software errors is from target tracking filter which estimates target's location, velocity, acceleration, and so on. It affects function of ballistic calculation equipment significantly. For gun to form predicted hitting point accurately and enhance hitting rate, we need status information of target's future location. Target tracking filter algorithms consist of Single Singer Model, Fixed Gain filter algorithm, IMM, PBIMM and so on. This paper will design IMM tracking filer, which is going to be! applied to domestic warship. Target tracking filter using CV model, Song model and CRT model for IMM tracking filter is made, and tracking ability is analyzed through Monte-Carlo simulation.

• Journal of the Korea Institute of Information and Communication Engineering
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• v.19 no.4
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• pp.973-983
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• 2015

To improve the control performance of the IPMSM, a novel nonlinear disturbance observer is proposed by using the T-S fuzzy model. A T-S fuzzy model is the combination of local linear models considered at each operating point. Usually the inverse model is easy to obtain in linear systems but not in nonlinear systems. To design a nonlinear disturbance observer, a nonlinear inverse model is obtained based on nonlinear inverse model which is the fuzzy combination of the local linear inverse models. The proposed DOB is used with a PDC controller which is one of the T-S fuzzy controller, and its performance improvement is shown from the simulation results.

• Journal of information and communication convergence engineering
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• v.8 no.6
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• pp.702-708
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• 2010

This paper proposes a novel linearization method for Takagi.sugeno (TS) fuzzy model. A T-S fuzzy controller consists of linear controllers based on local linear models and the local linear controllers cannot be designed independently because of overall stability conditions which are usually conservative. To use linear control theories easily for T-S fuzzy system, the linearization of T-S fuzzy model is required. However, The linearization of T-S fuzzy model is difficult to be achieved by using existing linearization methods because fuzzy rules and membership functions are included in T-S fuzzy models. So, a new linearization method is proposed for the T-S fuzzy system based on the idea of T-S fuzzy state transformation. For the T-S fuzzy system linearized with uncertainties, a robust optimal controller with the robustness of sliding model control(SMC) is designed.

• Journal of the Korea Society of Computer and Information
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• v.12 no.6
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• pp.89-96
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• 2007

Finite failure NHPP models presented in the literature exhibit either constant. monotonic increasing or monotonic decreasing failure occurrence rates per fault. Accurate predictions of software release times. and estimation of the reliability and availability of a software product require quality of a critical element of the software testing process : test coverage. This model called Enhanced non-homogeneous Poission process(ENHPP). In this paper, exponential coverage and S-type model was reviewed, proposes modified(the superosition and mixture) model, which make out efficiency application for software reliability. Algorithm to estimate the parameters used to maximum likelihood estimator and bisection method. model selection based on SSE statistics for the sake of efficient model, was employed.

• Progress in Superconductivity and Cryogenics
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• v.7 no.2
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• pp.21-26
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• 2005

Breakdown characteristics and survival probability of turn-to-turn models were investigated under ac and impulse voltage at 77K. For experiments, two test electrode models were fabricated: One is point contact model and the other is surface contact model. Both are made of copper wrapped by O.025mm thick polyimide film(Kapton). The experimental results were analyzed statistically using Weibull distribution in order to examine the wrapping number effects on voltage-time characteristics under ac voltage as well as under impulse voltage in LN$_{2}$. Also survival analysis were performed according to the Kaplan-Meier method. The breakdown voltages of surface contact model are lower than that of point contact model, because the contact area of surface contact model is wider than that of point contact model. Besides, the shape parameter of point contact model is a little bit larger than that of surface contact model. The time to breakdown t$_{50}$ is decreased as the applied voltage is increased, and the lifetime indices slightly are increased as the number of layers is increased. According to the increasing applied voltage and decreasing wrapping number, the survival probability is increased.

• Journal of the Korean Data and Information Science Society
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• v.14 no.2
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• pp.177-186
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• 2003

The Zero-Inflated Poisson regression is a model for count data with exess zeros. When the correlated response variables are intrested, we have to extend the univariate zero-inflated regression model to multivariate model. In this paper, we study and simulate the multivariate zero-inflated regression model. A real example was applied to this model. Regression parameters are estimated by using MLE's. We also compare the fitness of multivariate zero-inflated Poisson regression model with the decision tree model.

• Journal of the Korean Statistical Society
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• v.25 no.1
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• pp.111-122
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• 1996

A model for a system whose state changes continuously with time is introduced. It is assumed that the system is modeled by a Brownian motion with negative drift and an absorbing barrier at the origin. A repairman arrives according to a Poisson process and repairs the system according to an (s,S) policy, i.e., he increases the state of the system up to S if and only if the state is below s. A partial differential equation is derived for the distribution function of X(t), the state of the system at time t, and the Laplace-Stieltjes transform of the distribution function is obtained by solving the partial differential equation. For the stationary case the explicit expression is deduced for the distribution function of the stationary state of the system.