• The Korean Journal of Applied Statistics
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• v.24 no.2
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• pp.217-225
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• 2011

In this paper, a seasonal variable selection method using the spectral analysis accompanied with seasonal linear model is suggested. The suggested method is applied to the prediction of intra-day call arrivals at a large North American commercial bank call center and a signi cant intra-month seasonal variable I detected. This newly detected seasonal factor is included in the seasonal linear model and is compared with the seasonal linear models without this variable to see whether the new variable helps to improve the forecasting performance. The seasonal linear model with the new variable outperformed the models without it in one-day-ahead forecasting.

• Communications for Statistical Applications and Methods
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• v.28 no.2
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• pp.189-204
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• 2021

In a regression analysis, a single best model is usually selected among several candidate models. However, it is often useful to combine several candidate models to achieve better performance, especially, in the prediction viewpoint. Model combining methods such as stacking and Bayesian model averaging (BMA) have been suggested from the perspective of averaging candidate models. When the candidate models include a true model, it is expected that BMA generally gives better performance than stacking. On the other hand, when candidate models do not include the true model, it is known that stacking outperforms BMA. Since stacking and BMA approaches have different properties, it is difficult to determine which method is more appropriate under other situations. In particular, it is not easy to find research papers that compare stacking and BMA when regression model assumptions are violated. Therefore, in the paper, we compare the performance among model averaging methods as well as a single best model in the linear regression analysis when standard linear regression assumptions are violated. Simulations were conducted to compare model averaging methods with the linear regression when data include outliers and data do not include them. We also compared them when data include errors from a non-normal distribution. The model averaging methods were applied to the water pollution data, which have a strong multicollinearity among variables. Simulation studies showed that the stacking method tends to give better performance than BMA or standard linear regression analysis (including the stepwise selection method) in the sense of risks (see (3.1)) or prediction error (see (3.2)) when typical linear regression assumptions are violated.

• Journal of the Korean Operations Research and Management Science Society
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• v.26 no.1
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• pp.109-116
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• 2001

The detection of corporate failures is a subject that has been particularly amenable to cross-sectional financial ratio analysis. In most of firms, however, the financial data are available over past years. Because of this, a model utilizing these longitudinal data could provide useful information on the prediction of bankruptcy. To correctly reflect the longitudinal and firm-specific data, the generalized linear model with assuming the first order AR(autoregressive) process is proposed. The method is motivated by the clinical research that several characteristics are measured repeatedly from individual over the time. The model is compared with several other predictive models to evaluate the performance. By using the financial data from manufacturing corporations in the Korea Stock Exchange (KSE) list, we will discuss some experiences learned from the procedure of sampling scheme, variable transformation, imputation, variable selection, and model evaluation. Finally, implications of the model with repeated measurement and future direction of research will be discussed.

• Structural Engineering and Mechanics
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• v.32 no.3
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• pp.459-475
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• 2009

This paper presents analytical methodologies for remaining life prediction of plain concrete structural components considering tension softening and size effects. Non-linear fracture mechanics principles (NLFM) have been used for crack growth analysis and remaining life prediction. Various tension softening models such as linear, bi-linear, tri-linear, exponential and power curve have been presented with appropriate expressions. Size effect has been accounted for by modifying the Paris law, leading to a size adjusted Paris law, which gives crack length increment per cycle as a power function of the amplitude of a size adjusted stress intensity factor (SIF). Details of tension softening effects and size effect in the computation of SIF and remaining life prediction have been presented. Numerical studies have been conducted on three point bending concrete beams under constant amplitude loading. The predicted remaining life values with the combination of tension softening & size effects are in close agreement with the corresponding experimental values available in the literature for all the tension softening models.

• Journal of the Korean Society for Precision Engineering
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• v.28 no.3
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• pp.265-274
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• 2011

This paper presents current state of the prediction simulator of structural characteristics of machinery equipment accuracy. Developed accuracy prediction simulator proceeds and estimates the structural analysis between the designer and simulator through the internet for convenience of designer. 3D CAD model which is input to the accuracy prediction simulator would simplified by the process of removing the small hole, fillet and chamfer. And the structural surface joints would be presented as the spring elements and damping elements for the structural analysis. The structural analysis of machinery equipment joints, containing rotary motion unit, linear motion unit, mounting device and bolted joint, are presented using Finite Element Method and their experiment. Finally, a general method is presented to tune the static stiffness at a rotation joint considering the whole machinery equipment system by interactive use of Finite Element Method and static load experiment.

• Journal of radiological science and technology
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• v.43 no.6
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• pp.503-509
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• 2020

This study aims to develop a patient-specific radiation exposure dose prediction model based on anthropometric data that can be easily measurable during CT examination, and to be used as basic data for DRL setting and radiation dose management system in the future. In addition, among the machine learning algorithms, the most suitable model for predicting exposure doses is presented. The data used in this study were chest CT scan data, and a data set was constructed based on the data including the patient's anthropometric data. In the pre-processing and sample selection of the data, out of the total number of samples of 250 samples, only chest CT scans were performed without using a contrast agent, and 110 samples including height and weight variables were extracted. Of the 110 samples extracted, 66% was used as a training set, and the remaining 44% were used as a test set for verification. The exposure dose was predicted through random forest, linear regression analysis, and SVM algorithm using Orange version 3.26.0, an open software as a machine learning algorithm. Results Algorithm model prediction accuracy was R^2 0.840 for random forest, R^2 0.969 for linear regression analysis, and R^2 0.189 for SVM. As a result of verifying the prediction rate of the algorithm model, the random forest is the highest with R^2 0.986 of the random forest, R^2 0.973 of the linear regression analysis, and R^2 of 0.204 of the SVM, indicating that the model has the best predictive power.

• ETRI Journal
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• v.32 no.2
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• pp.345-347
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• 2010

In this letter, we present a new speech hash function based on the non-negative matrix factorization (NMF) of linear prediction coefficients (LPCs). First, linear prediction analysis is applied to the speech to obtain its LPCs, which represent the frequency shaping attributes of the vocal tract. Then, the NMF is performed on the LPCs to capture the speech's local feature, which is then used for hash vector generation. Experimental results demonstrate the effectiveness of the proposed hash function in terms of discrimination and robustness against various types of content preserving signal processing manipulations.

• The Transactions of The Korean Institute of Electrical Engineers
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• v.64 no.11
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• pp.1605-1610
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• 2015

This study describes a new method to analyze phonocardiogram acquired from electronic stethoscope. The method uses the formant frequencies of linear prediction spectrum of the phonocardiogram and proposes a novel method for formant detection using the smoothing and the first and second derivatives. For this, stethoscope sounds are acquired in university hospital. The stethoscope signals are preprocessed and analyzed by the Burg algorithm, a kind of linear prediction analysis. Based on the linear prediction spectra, the formant frequencies are estimated. The proposed method has shown better performance in formant frequency detection than the conventional peak picking method.

• Journal of Korean Society of Water and Wastewater
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• v.16 no.6
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• pp.710-716
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• 2002

A General Pipe Break Prediction Model that incorporates linear and exponential models in its form is developed. The model is capable of fitting pipe break trends that have linear, exponential or in between of linear and exponential trend by using a weighting factor. The weighting factor is adjusted to obtain a best model that minimizes the sum of squared errors of the model. The model essentially plots a best curve (or a line) passing through "cumulative number of pipe breaks" versus "break times since installation of a pipe" data points. Therefore, it prevents over-predicting future number of pipe breaks compared to the conventional exponential model. The optimal replacement time equation is derived by using the Threshold Break Rate equation by Loganathan et al. (2002).

• Wind and Structures
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• v.31 no.6
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• pp.549-560
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• 2020

Methods for stochastic simulation of non-Gaussian wind pressure have increasingly addressed the efficiency and accuracy contents to offer an accurate description of the extreme value estimation of the long-span and high-rise structures. This paper presents a linear prediction and z-transform (LPZ) based Cumulative distribution function (CDF) mapping algorithm for the simulation of multivariate non-Gaussian fluctuating wind pressure. The new algorithm generates realizations of non-Gaussian with prescribed marginal probability distribution function (PDF) and prescribed spectral density function (PSD). The inverse linear prediction and z-transform function (ILPZ) is deduced. LPZ is improved and applied to non-Gaussian wind pressure simulation for the first time. The new algorithm is demonstrated to be efficient, flexible, and more accurate in comparison with the FFT-based method and Hermite polynomial model method in two examples for transverse softening and longitudinal hardening non-Gaussian wind pressures.