• Journal of the Korean Data and Information Science Society
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• v.24 no.6
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• pp.1531-1541
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• 2013

This paper proposes a new method of VaR forecasting using the conditional autoregressive VaR (CAViaR) models and information criteria. Instead of using a single CAViaR model, we propose to utilize several candidate CAViaR models during a forecasting period. By adopting the Akaike and Bayesian information criteria for quantile regression, we can update not only parameter estimates but also the CAViaR specifications. We also propose extended CAViaR models with a constant location parameter. An empirical study is provided to examine the performance of the proposed method. The results suggest that our method shows more stable performance than those using a single specification.

• Communications for Statistical Applications and Methods
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• v.16 no.6
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• pp.989-995
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• 2009

Basu et al. (1998) proposed the minimum divergence estimating method which is free from using the painful kernel density estimator. Their proposed class of density power divergences is indexed by a single parameter $\alpha$ which controls the trade-off between robustness and efficiency. In this article, (1) we introduce a new large class the minimum squared distance which includes from the minimum Hellinger distance to the minimum $L_2$ distance. We also show that under certain conditions both the minimum density power divergence estimator(MDPDE) and the minimum squared distance estimator(MSDE) are asymptotically equivalent and (2) in finite samples the MDPDE performs better than the MSDE in general but there are some cases where the MSDE performs better than the MDPDE when estimating a location parameter or a proportion of mixed distributions.

• Proceedings of the SAREK Conference
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• 2008.06a
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• pp.643-649
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• 2008

The purpose of this study is to establish a standard for unit cooling load in central control type apartment applied district cooling. The model of unit household was selected. And the standard of coefficient of overall heat transmission, location of unit household, indoor air temperature, solar radiation & thermal conduction at window and interior load was selected, and region, expansion or non-expansion of balcony, pyeong type, azimuth, rate of window area was applied as parameter. And then cooling load simulation was performed. Based on the result of simulation, the synthetic district cooling load was presented for selecting heat source of apartment applied district cooling, and unit cooling load was analyzed according to design parameter.

• Journal of the Korean Society for Railway
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• v.6 no.3
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• pp.163-168
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• 2003

This paper considers the sound radiation characteristics of a cracked rectangular vibrating plate, varying the orientation angle of a line crack. The vibration response of the cracked vibrating plate is obtained by using ANSYS, the acoustic theory based on the lumped parameter model is used to calculate radiated sound power. The radiated sound powers are computed with varying the orientation angle of the crack: i.e, 0$^{\circ}$, 45$^{\circ}$, and 90$^{\circ}$. It is found that characteristics of the radiated sound power are very closely related to the crack orientation, vibration mode and crack location.

• Structural Engineering and Mechanics
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• v.13 no.2
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• pp.117-134
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• 2002

This paper presents a computational method for a confidence region of identified parameters which are affected by measurement noise and error contained in prescribed parameters. The method is based on sensitivities of the identified parameters with respect to model parameter error and measurement noise along with the law of error propagation. By conducting numerical experiments on simple models, it is confirmed that the confidence region coincides well with the results of numerical experiments. Furthermore, the optimum arrangement of sensor locations is evaluated when uncertainty exists in prescribed parameters, based on the concept that square sum of coefficients of variations of identified results attains minimum. Good agreement of the theoretical results with those of numerical simulation confirmed validity of the theory.

• Journal of the Korean Society for Precision Engineering
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• v.14 no.8
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• pp.21-28
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• 1997

This paper presents the influence of the process parameters on the change in dynamic behavior of a lathe turning system. With variation of feed rate, depth of cut, direction of tool motion, cutting speed and tool location along the workpiece, the dynamic characteristics of stable cutting, chatter transition and fully developed chatter regions are demonstrated. The workpiece vibration during machining is continuously measured at different tool locations along the workpiece and quantitatively analyzed. Complex linear behavior due to change of process parameter values as well as fundamental wystem nonlinearity due to change of process configuration indicated by a tool path dependence of the locations of chatter onset and disappearance are described. Finally, the structural characteristics of the turning system which can have large and nonlinear effects on system behavior are presented.

• Journal of the Korean Society for Industrial and Applied Mathematics
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• v.27 no.2
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• pp.109-122
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• 2023

In this study, we consider the application of the bifocusing method (BFM) for identifying the locations and shapes of small anomalies from scattering parameter data when the exact values of background permittivity and conductivity are unknown. To this end, an imaging function using numerical focusing operator is introduced and its mathematical structure is revealed by establishing a relationship with an infinite series of Bessel functions, antenna arrangements, and anomaly properties. On the basis of the revealed structure, we demonstrate why inaccurate location and size of anomalies were retrieved via the BFM. Some simulation results are illustrated using synthetic data polluted by random noise to support the theoretical result.

• The Journal of the Acoustical Society of Korea
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• v.30 no.3
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• pp.129-135
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• 2011

An algorithm is presented for estimating the 3-D location (i.e., azimuth angle, elevation angle, and range) of multiple sources with a uniform circular array (UCA) consisting of an even number of sensors. Recently the rank reduction (RARE) algorithm for partly-calibrated sensor arrays was developed. This algorithm is applicable to sensor arrays consisting of several identically oriented and calibrated linear subarrays. Assuming that a UCA consists of M sensors, it can be divided into M/2 identical linear subarrays composed of two facing sensors. Based on the structure of the subarrays, the steering vectors are decomposed into two parts: range-independent 2-D direction-of-arrival (DOA) parameters, and range-relevant 3-D location parameters. Using this property we can estimate range-independent 2-D DOAs by using the RARE algorithm. Once the 2-D DOAs are available, range estimation can be obtained for each source by defining the 1-D MUSIC spectrum. Despite its low computational complexity, the proposed algorithm can provide an estimation performance almost comparable to that of the 3-D MUSIC benchmark estimator.

• Transactions of the Korean Society of Mechanical Engineers
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• v.15 no.2
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• pp.478-487
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• 1991

In this study, dynamic stability of discontinuous free Timoshenko beam, barring a concentrated mass, under constant follower force is considered. Governing differential equations are derived based on the extended Hamilton's principle and finite element method is applied for numerical analysis. Conclusions of the study are as follows : (1) Without force direction control, (i) the critical follower force at instability is increased with concentrated mass regardless of discontinuity. (ii) the minimum critical follower force is located in the vicinity of discontinuity position .xi.$_{d}$=0.75. (iii) at mass location .mu. .leq.0.5 the force at instability is decreased as magnitude of concentrated mass is increased but, at .mu. .geq. 0.5 the force is increased as the mass is increased. (2) With force direction control, (i) shear deformation parameter S contributes insignificantly to the force at instability when S>10$^{[-993]}$ (ii) maximum critical follower force can be obtained for the discontinuity location .xi.$_{d}$=0.25. (iii) the critical follower force is increased as magnitude of concentrated mass .alpha. is increased at mass location .mu. .geq.0.4, but is increased, .mu ..leq.0.4.4.

• Composites Research
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• v.28 no.3
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• pp.136-141
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• 2015

The stitching process has been widely utilized for the improvement of through-thickness property of the conventional laminated composites. This paper reports the effects of stitching on the flexural and interlaminar shear properties of multi-axial warp knitted (MWK) composites in order to identify the mechanical property improvements. In order to minimize the geometric uncertainties associated with the stacking pattern of fabrics, the regular lay-up was considered in the examination of the stitching effect. The key parameters are as follows: the stitch spacings, the stitching types, the stitching location, and the location of compression fixture nose. These parameters have little effect on the flexural and interlaminar shear properties, except for the case of stitching location. However, the geometry variations caused by the stitching resulted in minor changes to the mechanical properties consistently. Stitching on the $0^{\circ}$ fibers showed the lowest flexural strength and modulus (12% reduction for both properties). The stitch spacing of 5 mm resulted in 8% reduction for the case of interlaminar strength compared with that of 10 mm spacing.