• Journal of the Korean Data and Information Science Society
• /
• v.18 no.3
• /
• pp.809-815
• /
• 2007

Since Bollerslev(1986), the GARCH model has been popular in analysing the volatility of the financial time series. In real data analysis, practitioners conventionally put the normal assumption on the innovation random variables of the GARCH model, which is often violated. In this paper, we analyse the domestic financial data based on the GARCH(1,1) model and among existing normality tests, perform the Jarque-Bera test based on the residuals. It is shown that the innovation based on the GARCH(1,1) model dose not follow the normality assumption.

• Journal of Information Processing Systems
• /
• v.16 no.1
• /
• pp.145-154
• /
• 2020

Maximum likelihood (ML) is the best estimator asymptotically as the number of training samples approaches infinity. This paper deduces an adaptive algorithm for blind signal processing problem based on gradient optimization criterion. A parametric density model is introduced through a parameterized generalized distribution family in ML framework. After specifying a limited number of parameters, the density of specific original signal can be approximated automatically by the constructed density function. Consequently, signal separation can be conducted without any prior information about the probability density of the desired original signal. Simulations on classical biomedical signals confirm the performance of the deduced technique.

• Proceedings of the KIEE Conference
• /
• 2004.11a
• /
• pp.112-116
• /
• 2004

On-line monitoring of fault discharge is an important approach for indicating the condition of electrical insulation of stator winding in high voltage motor. In this paper, several key aspects of on-line monitoring system are discussed, involving the characteristics of fault discharge of stator winding in high voltage motor, spectrum analysis of four simulation fault signals, feature extraction of internal fault discharge from apply voltage to breakdown. The study of the partial discharge activities allows to highlight the ageing stage in the winding fault under test. During the life of the winding insulation fault, the shape of PD signal change relating to the ageing stage. The ageing of stator winding insulation fault of high voltage motor is investigated based on the characteristics of partial discharge pulse distribution and statistical parameters, such as maximum, skewness and kurtosis using discrete wavelet transform coefficients.

• Magazine of the Korean Society of Agricultural Engineers
• /
• v.42 no.2
• /
• pp.78-85
• /
• 2000

The moment equations of the concentration distribution for the multi-region model are derived using the method of moment. The method originally devised by Aris is to obtain the concentration moments satisfying a given PDE (Partial Differential Equation. The method of moment is used to obtain the first five moments (0th to 4to) that satisfy the model PDE. Each moment of the concentration distribution for the model equation is plotted for the dimensionless time and gave similar results except the skewness and the kurtosis. The results of the analysis show the physical meaning of each moment. The comparisons with the number of regions or the global interaction coefficient give a possibility to determine the parameters of the multi-region model with the analytical concepts.

• Proceedings of the KIEE Conference
• /
• 2002.11a
• /
• pp.200-202
• /
• 2002

The use of ultrasound is proposed as the most economic and practical nondestructive test method for the detectin of electrical degradation in insulating materials. This paper has studied identification and characterization of partial discharge signals according to defects in GIS using AE(acoustic emission)sensor. Analysis of PD signals use $\psi-v-n$, skewness and kurtosis.

• Proceedings of the Korean Institute of Electrical and Electronic Material Engineers Conference
• /
• 2005.07a
• /
• pp.225-226
• /
• 2005

In this Study, we have acquired 5-simulation Fault types Signals of high voltage Motor stator winding using epoxy/mica coupler. In order to know stator winding fault type using fault signals, we have performed feature extraction to apply wavelet transform technique. we have obtained skewness and kurtosis as statistical parameters of fault signal pattern from non deterioration state winding. We have know that 5 fault signals types have done an exponential function pattern shape but individually fault a class widely was different each other a signal waveform of pattern.

• Journal of the Korean Society for Precision Engineering
• /
• v.33 no.12
• /
• pp.985-992
• /
• 2016

Bearings have various uses in industrial equipment. The lifetime of bearings is often lesser than anticipated at the time of purchase, due to environmental wear, processing, and machining errors. Bearing conditions are important, since defects and damage can lead to significant issues in production processes. In this study, we developed a method to diagnose faults in the bearing conditions. The faults were determined using kurtosis, average, and standard deviation. An intrinsic mode function for the data from the selected axis was extracted using empirical mode decomposition. The intrinsic mode function was obtained based on the frequency, and the learning data of ANN (Artificial Neural Network) was concluded, following which the normal and fault conditions of the bearing were classified.

• Communications for Statistical Applications and Methods
• /
• v.29 no.3
• /
• pp.333-351
• /
• 2022

The skew-t distribution is an attractive family of asymmetrical heavy-tailed densities that includes the normal, skew-normal and Student's-t distributions as special cases. In this work, we propose an EM-type algorithm for computing the maximum likelihood estimates for skew-t linear regression models with censored response. In contrast with previous proposals, this algorithm uses analytical expressions at the E-step, as opposed to Monte Carlo simulations. These expressions rely on formulas for the mean and variance of a truncated skew-t distribution, and can be computed using the R library MomTrunc. The standard errors, the prediction of unobserved values of the response and the log-likelihood function are obtained as a by-product. The proposed methodology is illustrated through the analyses of simulated and a real data application on Letter-Name Fluency test in Peruvian students.

• Journal of The Korean Astronomical Society
• /
• v.55 no.5
• /
• pp.139-148
• /
• 2022

We explore the latitudinal distribution of sunspots and pursue to establish a correlation between the statistical parameters of the latitudinal distribution of sunspots and characteristics of solar activity. For this purpose, we have statistically analyzed the daily sunspot areas and latitudes observed from May in 1874 to September in 2016. As results, we confirm that the maximum of the monthly averaged International Sunspot Number (ISN) strongly correlates with the mean number of sunspots per day, while the maximum ISN strongly anti-correlates with the number of spotless days. We find that both the maximum ISN and the mean number of sunspots per day strongly correlate with the the average latitude, the standard deviation, the skewness of the the latitudinal distribution of sunspots, while they appears to marginally correlate with the kurtosis. It is also found that the northern and southern hemispheres seem to show a correlated behavior in a different way when sunspots appearing in the northern and southern hemispheres are examined separately.

• Journal of Advanced Marine Engineering and Technology
• /
• v.10 no.3
• /
• pp.1-10
• /
• 1986

This paper describes a new, effective method developed at the National Research Council Canada for rolling element bearing incipient failure detection. This method can detect not only outer race damage, previously published, but also inner race damage with a 100% detection rate based on a sample size of 32. The prediction of the exact angular location of the damage spot along the raceway is illustrated and experimental confirmation is presented. For the first time, a statically measurable parameter for inner and outer race damage is introduced as a means of verifying other techniques which do not offer absolute proof, but resort only to "overwhelming evidence". A brief comparison with other methods such as Shock Pulse Method, Kurtosis Analysis and High Frequency Resonance Technique is presented. A computerized automatic monitoring system utilizing the new method is described and experimental results are presented.presented.