• 한국해양공학회지
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• 제26권2호
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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.

• 경영과학
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• 제29권1호
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• pp.101-114
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• 2012

The demand for naval spare parts is intermittent and erratic. This feature, referred to as non-normal demand, makes forecasting difficult. Hierarchical forecasting using an aggregated time series can be more reliable to predict non-normal demand than direct forecasting. In practice the performance of hierarchical forecasting is not always superior to direct forecasting. The relative performance of the alternative forecasting methods depends on the demand features. This paper analyses the influence of the demand features on the performance of the alternative forecasting methods that use hierarchical and direct forecasting. Among various demand features variability, kurtosis, skewness and equipment groups are shown to significantly influence on the performance of the alternative forecasting methods.

• 한국전기전자재료학회논문지
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• 제17권1호
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• pp.101-106
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• 2004

The phenomenon of PD(Partial Discharge) is accompanied by electromagnetic wave which can be detected by UHF(Ultra High Frequency) antenna. The signals obtaining from UHF antenna are very high rapid pulse and have wide band frequency responses. The distribution of PRPD(Phase Resolved Partial Discharge) which consisted of those pulse train can show distinct characteristics of PD sources. But it is not sufficient to discriminate among PD sources. This paper suggests that the stochastic parameters formed by preprocessing of STFT(Short Time Fourier Transform) are good tools for differentiate from PD sources. The stochastic parameters are CC(Cross Correlation) mean value, CC standard deviation, CC skewness, CC kurtosis.

• 한국전기전자재료학회논문지
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• 제14권1호
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• pp.84-92
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• 2001

In this papers, we proposed the new method in order to diagnosis aging state of transformers. For wavelet transform, Daubechies filter is used, we can obtain wavelet coefficients which is used to extract feature of statistical parameters (maximum value, average value, dispersion skewness, kurtosis) about each acoustic emission signal. Also, these coefficients are used to identify normal and fault signal of internal partial discharge in transformer. As improved method for classification use neural network. Extracted statistical parameters are input into an back-propagation neural network. The number of neurons of hidden layer are obtained through Result of Cross-Validation. The network, after training, can decide whether the test signal is early aging state, alst aging state or normal state. In quantity analysis, capability of proposed method is superior to compared that of classical method.

• Communications for Statistical Applications and Methods
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• 제16권6호
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• pp.891-901
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• 2009

이 논문에서는 GARCH 모형에서 가정한 오차향의 분포에 근접하도록 자료를 변환하고 변환된 자료를 이용하여 모수와 예측구간을 구한 후 다시 역변환을 통해 원래의 척도에서의 VaR을 계산하는 방법에 대해 알아본다. KOSPI와 KOSDAQ 수익률을 이동시키며 VaR을 계산하고 이들 VaR의 포함확률을 계산하여 병목수준에 얼마나 근접하는지를 알아봄으로써 변환-역변환 방법과 변환을 적용하지 않는 방법의 결과를 비교해 본다.

• 대한전기학회논문지
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• 제41권9호
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• pp.1060-1070
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• 1992

In this paper, characteristics of Acoustic Emission in Low Density Polyethylene were studied from tree initiation to breakdown under long-term inhomogeneous alternative electrical field. The voltage levels used were 9, 11 and 14[kV]. Especially, a newly developed automatic measuring system was used to measure time variations of AE average amplitude, AE pulse number, AE pulse distribution patterns due to polarities. The patterns wer specially the variated patterns, when tree propagated. Also, parameters for dielectric breakdown prediction, which were suggested by Okamoto, were calculated. The result was analysed by tree shapes and partial discharge activities in tree due to tree initiation and propagation.

• 대한전기학회:학술대회논문집
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• 대한전기학회 1992년도 하계학술대회 논문집 B
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• pp.973-975
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• 1992

The Acoustic Emission due to treeing progress in Crosslinked Polyethylene(XLPE) is studied by using the self developed automatic measuring system of acoustic emission. Tree progression and average pulse amplitude are almost in proportion to the rising of applied voltage but there is no proportionality relation between tree progression and pulse numbers. From now on, Skewness and kurtosis of average cycle, special property of $\phi$-a distribution characteristics can be confirmed as the useful parameters of treeing deterioration.

• 디지털융복합연구
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• 제7권1호
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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.

• 전자공학회논문지T
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• 제35T권1호
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• pp.1-6
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• 1998

본 연구는 부분방전 시스템을 이용하여 열화진단을 실시하였다. 열화 분석 방법으로는 위상각 부분방전 펄스진폭 열화시간과 위상각 부분방전 펄스수 열화시간의 양상을 왜도와 첨쇄도로 3차원 분석하여 열화의 정보로 이용하였다. 두번째로는 C (경도), G (무게중심)의 통계적 파라메터를 이용하여 방전의 군소화가 발생하는 시간을 구하여 그 지점으로부터 수명 4예측을 하였다.

• Journal of the Korean Data and Information Science Society
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• 제18권3호
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• pp.809-815
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• 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.