• Honam Mathematical Journal
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• v.30 no.4
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• pp.703-711
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• 2008

Let ${{\xi}_k,k{\in}{\mathbb{Z}}}$ be an associated H-valued random variables with $E{\xi}_k$ = 0, $E{\parallel}{\xi}_k{\parallel}$ < ${\infty}$ and $E{\parallel}{\xi}_k{\parallel}^2$ < ${\infty}$ and {$a_k,k{\in}{\mathbb{Z}}$} a sequence of bounded linear operators such that ${\sum}^{\infty}_{j=0}j{\parallel}a_j{\parallel}_{L(H)}$ < ${\infty}$. We define the sationary Hilbert space process $X_k={\sum}^{\infty}_{j=0}a_j{\xi}_{k-j}$ and prove that $n^{-1}{\sum}^n_{k=1}X_k$ converges to zero.

• Journal of Korean Society for Quality Management
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• v.34 no.2
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• pp.122-128
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• 2006

One feature of a computer simulation experiment, different from a physical experiment, is that the output is often deterministic. Moreover the codes are computationally very expensive to run. This paper deals with the design and analysis of computer experiments(DACE) which is a relatively new statistical research area. We model the response of computer experiments as the realization of a stochastic process. This approach is basically the same as using a spatial linear model. Applications to the optimal mechanical designing and model calibration problems are illustrated. Algorithms for selecting the best spatial linear model are also proposed.

• Journal of the Korean Institute of Telematics and Electronics
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• v.24 no.2
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• pp.280-291
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• 1987

In this paper, the linear autoregressive model of EMG signal for four basic arm functions was presented and parameters for each function were estimated. The signal identification was carried out using function discrimination algorithm. It was validated that EMG signal was a widesense stationary process and the linear autoregressive model of EMG signal was constructed through approximating it to Gaussian process. It was confined that Levinson-Durbin algoridthm is a more appropriate one than the recursive least square method for parameter estimation of the linear model. Optimal function discrimination was acquired when sampling frequency was 500Hz and two electrodes were attached to bicep and tricep muscle, respectively. Parameter values were independent of variance and the number of minimum data for function discrimination was 200. Bayesian discrimination method turned out to be a better one than parallel filtering method for functional discrimination recognition.

• The Pure and Applied Mathematics
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• v.11 no.2
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• pp.139-147
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• 2004

Let {<$\mathds{X}_t$} be an m-dimensional linear process of the form $\mathbb{X}_t\;=\sumA,\mathbb{Z}_{t-j}$ where {$\mathbb{Z}_t$} is a sequence of stationary m-dimensional negatively associated random vectors with $\mathbb{EZ}_t$ = $\mathbb{O}$ and $\mathbb{E}\parallel\mathbb{Z}_t\parallel^2$ < $\infty$. In this paper we prove the central limit theorems for multivariate linear processes generated by negatively associated random vectors.

• Korean Institute of Interior Design Journal
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• v.14 no.3 s.50
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• pp.181-190
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• 2005

In accordance with the rapid growth of digital media in 1990s, the state of indetermination that is found in digital process has been emphasized in the field of natural science and philosophy. Digitalized space design has been dramatically developed and it raised heated debate and comment on 'folded space' The purpose of this thesis is to explore how the cognitive-ecological factors constitute fold structures in space design of the late 20th century. Syntax of space structure and geometric composition were analyzed to define what types of cognitive-ecological factors are contrived in the process of visual information. In particular, I put higher theoretical emphasis on what characteristics are ensued in the process of structuring spaces than any other subjects. Through theses analyses and discussions, I raised questions on what principles are operating to create new space design that counts on non-linear structure and its formational process. And I also observed what influences these structural principles of design could fundamentally bring to human beings. First, I proposed that we could overcome reductionist space design through cognitive-ecological approach. Some key concepts such as affordance, parallel processing, and redundancy were adopted as defining elements of non-linear structures. As a result of analyses, I found that the cognitive-ecological approach could substitute the reductionist space design of the past. What is also found is that the three variables are the ultimate ecological elements. In addition, as a methodological concept of fold structures, the form of 'topology' was highlighted because it could be a supporting idea to the cognitive-ecological factors. Second, I claimed that non-linear design is more experiential than rational linear design, and it is more efficiently correspondent to human being than any other forms. What is intended and implied in non-linear structure is also indicated.

• International Journal of Contents
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• v.10 no.4
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• pp.30-37
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• 2014

The current study was conducted to examine the temporal and spatial activation sequences related to morphosyntactic, semantic and orthographic-lexical sentences, focusing on the morphological-orthographic and lexical-semantic deviation processes in Korean language processing. The Event-related Potentials (ERPs) of 15 healthy students were adopted to explore the processing of head-final critical words in a sentential plausibility task. Specifically, it was examined whether the ERP-pattern to orthographic-lexical violation might show linear precedence over other processes, or the presence of additivity across combined processing components. For the morphosyntactic violation, fronto-central LAN followed by P600 was found, while semantic violation elicited N400, as expected. Activation of P600 was distributed in the left frontal and central sites, while N400 appeared even in frontal sites other than the centro-parietal areas. Most importantly, the orthographic-lexical violation process revealed by earlier N2 with fronto-central activity was shown to be complexes of morphological and semantic functions from the same critical word. The present study suggests that there is a linear precedence over the morphological deviation and its lexical semantic processing based on the immediate possibility of lexical information, followed by sentential semantics. Finally, late syntactic integration processes were completed, showing different topographic activation in order of importance of ongoing sentential information.

• Journal of the Korean Society for Precision Engineering
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• v.16 no.7
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• pp.178-187
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• 1999

In order to identify a transfer function model with noise, penalty function method has been widely used. In this method, estimation process for possible model parameters from low to higher order proceeds the model identification process. In this study, based on linear estimation method, a new approach unifying the estimation and the identification of ARMAX model is proposed. For the parameter estimation of a transfer function model with noise, linear estimation method by noise separation is suggested instead of nonlinear estimation method. The feasibility of the proposed model identification and estimation method is verified through simulations, namely by applying the method to time series model. In the case of time series model with noise, the proposed method successfully identifies the transfer function model with noise without going through model parameter identification process in advance. A new algorithm effectively achieving model identification and parameter estimation in unified frame has been proposed. This approach is different from the conventional method used for identification of ARMAX model which needs separate parameter estimation and model identification processes. The consistency and the accuracy of the proposed method has been verified through simulations.

• Communications for Statistical Applications and Methods
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• v.30 no.2
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• pp.163-178
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• 2023

GARCH-X(1, 1) model specifies that conditional variance follows an AR(1) process and includes a past exogenous variable. This study proposes a new class from that model by allowing a more general (non-linear) variance function to follow an AR(1) process. The functions applied to the variance equation include exponential, Tukey's ladder, and Yeo-Johnson transformations. In the framework of normal and student-t distributions for return errors, the empirical analysis focuses on two stock indices data in developed countries (FTSE100 and SP500) over the daily period from January 2000 to December 2020. This study uses 10-minute realized volatility as the exogenous component. The parameters of considered models are estimated using the adaptive random walk metropolis method in the Monte Carlo Markov chain algorithm and implemented in the Matlab program. The 95% highest posterior density intervals show that the three transformations are significant for the GARCHX(1, 1) model. In general, based on the Akaike information criterion, the GARCH-X(1, 1) model that has return errors with student-t distribution and variance transformed by Tukey's ladder function provides the best data fit. In forecasting value-at-risk with the 95% confidence level, the Christoffersen's independence test suggest that non-linear models is the most suitable for modeling return data, especially model with the Tukey's ladder transformation.

• Proceedings of the Korea Institute of Fire Science and Engineering Conference
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• 2000.11a
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• pp.108-112
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• 2000

• Proceedings of the Korean Society for Agricultural Machinery Conference
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• 1996.06c
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• pp.559-568
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• 1996