• Proceedings of the KIEE Conference
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• 1999.07e
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• pp.2402-2404
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• 1999

In this study, we measured the PD pattern with multiple voids in PET film. The analysis of PD pattern was employed the statistical factor such like CCF(cross correlation factor), asymmetry, kurtosis and etc. The difference of PD patterns caused by arrangement of voids, even if the same size and numbers of void in PET film. Such result of experiment will be used to know the PD source in the real equipment about arrangement and numbers of the defect in insulator.

• Magazine of the Korean Society of Agricultural Engineers
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• v.42 no.3
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• pp.45-55
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• 2000

This study was carried out to derive optimal design low flows bythe Weibull-3 and Wakeby distributions for the partial consecutive duration series at seven watersheds along Han. nagdong, Geum Yeongsan and Seomjin river systems. L-coefficient of variation L-skewness and L-kurtosis were calculated by the L-moment ratio respectively. Parameters were estimated by the method of L-Moments with consecutive duration. Design low flows obtained by method of L-Moments using with consecutive duration, Design low flows obtained by method of L-Moments using different methods for plotting positions formulas in the Weibull-3 and Wakeby distributions were compared by the Root Mean Square Errors(RMSE). It has shown that design low flows derived by the method of L-moments using Weivull plotting position formula in Wakeby distribution were much closer to those of the observed data in comparison with those obtained by the methods of L-moments with the different formulas for plotting positions in Weibull-3 distribution from the viewpoint of Root Mean Square Errors.

• Proceedings of the Korean Society of Agricultural Engineers Conference
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• 1999.10c
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• pp.531-536
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• 1999

This study was carried out to derive optimal design drought flows by the Weibull-3 and Wakeby distributions for the annual drought flows series at seven watersheds along Han, Nagdong, Geum, Yeongsan and Seomjin river systems. L-coefficient of variation , L-skewness and L-kurtosis were calculated by the L-moment ratio respectivley. Parameters were estimated by the Methods o fL-Moments with continuous duration. Design drought flows obtained by Methods of L-Moments using Weibull plotting positions formula in the Weibull-3 and Wakeby distributions were compared by the Relative Mean Errors(RME), Relative Absolute Errors (RAE) and Root Mean Square Errors(RMSE). It has shown that design drought flows by the Wakeby distribution using method of L-moments are much closer to those of the observed data in comparison with those obtained by the Weibull-3 distribution using method of L-moments.

• Proceedings of the Korean Society for Noise and Vibration Engineering Conference
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• 2003.05a
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• pp.839-845
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• 2003

This paper introduces multichannel blind source separation (BSS) and multichannel blind deconvolution (MBD) based on higher order statistics of signals from convolutive mixtures. In particular, we are concerned with the case that the number of inputs is the same as the number of outputs. Simulations for two input two output cases are carried out and their performances are assessed. One of the major applications of those sequential algorithms (BSS and MBD) is demonstrated through the fault signal detection from only a single measurement of rotating machine, which offers a certain degree of practicability in the engineering field such as machine health monitoring or condition monitoring.

• Journal of Digital Convergence
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• v.7 no.1
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• pp.73-80
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• 2009

In this study, the pricing performances of alternative simple option models are examined by creating a simulated market environment in which asset prices evolve according to a stochastic volatility process. To do this, option prices fully consistent with Heston[9]'s model are generated. Assuming this prices as market prices, the trading positions utilizing the Black-Scholes[4] model, a semi-parametric Corrado-Su[7] model and an ad-hoc modified Black-Scholes model are evaluated with respect to the true option prices obtained from Heston's stochastic volatility model. The simulation results suggest that both the Corrado-Su model and the modified Black-Scholes model perform well in this simulated world substantially reducing the biases of the Black-Scholes model arising from stochastic volatility. Surprisingly, however, the improvements of the modified Black-Scholes model over the Black-Scholes model are much higher than those of the Corrado-Su model.

• Journal of the Korean Institute of Telematics and Electronics T
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• v.35T no.1
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• pp.1-6
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• 1998

Our studies diagnose insulation degradation using the method of PD system. In analysis method of degradation, we make use of degradation information that analyzed the phase angle - PD pulse amplitude - degradation time( $\Phi$- PDA - t) pattern and phase angle- PD pulse number - degradation time( $\Phi$- PDN - t) pattern using statistical operators such as skewness(S), kurtosis(K). Secondly using statically operator such as the center of gravity (G), the gradient of the discharge distribution(C), we have analyzed for the prediction of life which we can be obtained the time, occurred of many pulse of small discharge amplitude.

• Journal of the Korean Data and Information Science Society
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• v.28 no.2
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• pp.421-433
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• 2017

The CTE (conditional tail expectation) is a useful risk management measure for a diversified investment portfolio that can be generally estimated by using a transformed univariate distribution. Hong et al. (2016) proposed a multivariate CTE based on multivariate quantile vectors, and explored its characteristics for multivariate normal distributions. Since most real financial data is not distributed symmetrically, it is problematic to apply the CTE to normal distributions. In order to obtain a multivariate CTE for various kinds of joint distributions, distribution fitting methods using copula functions are proposed in this work. Among the many copula functions, the Clayton, Frank, and Gumbel functions are considered, and the multivariate CTEs are obtained by using their generator functions and parameters. These CTEs are compared with CTEs obtained using other distribution functions. The characteristics of the multivariate CTEs are discussed, as are the properties of the distribution functions and their corresponding accuracy. Finally, conclusions are derived and presented with illustrative examples.

• Bulletin of the Korean Chemical Society
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• v.30 no.2
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• pp.343-347
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• 2009

In this study, the surface of inorganic fine powders is hybridized with nanovesicles containing tocopheryl acetate prepared with hydrogenated lecithin via a coating process. From AFM and SEM analyses it is found that the surface of the nanovesicle-coated fine powders lost their traditional topology and improved in terms of their roughness, skewness, and kurtosis. In addition, TEM observations revealed the formation of a 5 nm thick coating layer on the surface of the fine powders. These hybridized powders, in which bioactive materials such as tocopheryl acetate can be embedded, can be employed as a part of a drug delivery system due to their special ability to control release rate and temperature selectivity. Physical properties of the powders, i.e., the different angle and friction coefficient, were excellent.

• Journal of KIEE
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• v.10 no.1
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• pp.7-15
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• 2000

Source separation is a statistical method, the goal of which is to separate the linear instantaneous mixtures of statistically independent sources without resorting to any prior knowledge. This paper addresses a source separation algorithm which is able to separate the mixtures of sub- and super-Gaussian sources. The nonlinear function in the proposed algorithm is derived from the generalized Gaussian distribution that is a set of distributions parameterized by a real positive number (Gaussian exponent). Based on the relationship between the kurtosis and the Gaussian exponent, we present a simple and efficient way of selecting proper nonlinear functions for source separation. Useful behavior of the proposed method is demonstrated by computer simulations.

• Journal of Ocean Engineering and Technology
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• v.26 no.2
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• pp.8-13
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• 2012

This paper investigates the statistical properties of waves in the sea area of Uljin, which is located in the East Sea area of Korea. The wave data were measured using AWAC (Acoustic Wave and Current Meter), which was installed at a 16-m water depth from November 2010 to March 2011. The wave data acquisition rate, Hmax, monthly mean Hs, Tz, Tp, and wave direction are summarized. The distributions of Hs and Tz were analyzed using the Hs-Tz scatter diagrams. The measurement wave data were analyzed to investigate freak wave characteristics. By comparing the wave spectrum using the measurement wave data with the wave spectrum obtained by varying the JONSWAP wave spectrum, it was possible to approximate the wave spectrum shape at the Uljin Sea area.