• 한국통신학회논문지
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• 제13권3호
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• pp.270-276
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• 1988

최근에 제안된 적산성 잡음을 포함하는 일반화된 관측 모델에서의 약한 확률적 신호검파를 다루었다. 적산성 잡음이 있을 경우, 확률적 신호를 검파하기 위한 국소최적 검파기의 검정통계량은 순수 가산성 잡음만 있을 경우의 국소최적검파기의 검정통계량이 확장된 것임을 보였다. 이는 이미 발표된 약한 알려진 신호 검파의 경우와 비슷한 결과이다. 널리 쓰이는 두 확률밀도 함수에 대해, 검정통계량을 구성하는 국소최적 비선형성들의 형태를 예시해 보였다.

• 대한산업공학회지
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• 제28권1호
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• pp.63-75
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• 2002

To improve the efficiency of the electric power generation, monthly maximum electric power consumptions for a next one year should be forecasted in advance and used as the fundamental input to the yearly electric power-generating master plan, which has a greatly influence upon relevant sub-plans successively. In this paper, we analyze the past 22-year hourly maximum electric load data available from KEPCO(Korea Electric Power Corporation) and select necessary data from the raw data for our model in order to reflect more recent trends and seasonal components, which hopefully result in a better forecasting model in terms of forecasted errors. After analyzing the selected data, we recommend to KEPCO the Winters' multiplicative model with decomposition and exponential smoothing technique among many candidate forecasting models and provide forecasts for the electric power consumptions and their 95% confidence intervals up to December of 1999. It turns out that the relative errors of our forecasts over the twelve actual load data are ranged between 0.1% and 6.6% and that the average relative error is only 3.3%. These results indicate that our model, which was accepted as the first statistical forecasting model for monthly maximum power consumption, is very suitable to KEPCO.

• Journal of the Korean Data Analysis Society
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• 제20권6호
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• pp.2895-2905
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• 2018

Lee(2016a)는 Bar-Lev et al.(2004)의 모형에 무관한 변수를 추가하여 민감한 변수, 변환된 변수 그리고 무관한 변수 중에서 확률장치에 의해 선택된 질문에 응답하도록 하는 승법 양적 확률화응답모형을 제안하였다. 본 연구에서는 Bar-Lev et al.(2004)이 제안한 강요 양적속성 승법모형에 무관한 변수와 강요응답을 새롭게 추가한 혼합 승법 양적속성 확률화응답모형을 제안하였다. 그리고 무관한 변수에 대한 정보를 아는 경우와 모르는 경우로 나누어 민감한 양적속성을 추정할 수 있는 이론적 체계를 구축하였다. 또한, 모집단이 층화되어 있을 때에도 제안한 모형의 적용이 가능하도록 층화 혼합 승법 양적속성 확률화응답모형으로 확장하였고 층화추출에 있어서 비례배분과 최적배분 문제를 다루었다. 마지막으로 기존의 승법모형인 Eichhorn-Hayre(1983) 모형, Bar-Lev et al.(2004) 모형, Gjestvang-Singh(2007) 모형, Lee(2016a) 모형이 제안한 혼합 승법 양적속성 확률화응답모형의 특수한 형태임을 확인할 수 있었고, Bar-Lev et al.(2004) 모형과의 효율성 비교 결과 $C_x$값이 작을수록 그리고 $C_z$값이 클수록 제안한 혼합 승법 양적속성 확률화응답모형이 Bar-Lev et al.(2004)의 모형보다 효율적이었다.

• 한국통신학회논문지
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• 제23권4호
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• pp.796-804
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• 1998

이동통신 시스템을 분석할 때 중요한 여러길 전파를 모형화하는 데에는 곱셈꼴 잡음이 쓸모있다고 알려져 있다. 이 논문에서는 곱셈꼴 잡음에서 약한 신호의 비모수 검파를 생각한다. 관측값의 부호와 순위를 바탕으로 한국소최적 검파기는 어떤 잡음 분포에서도 신호의 세기가 약할 때 이를 검파하는 성능이 좋도록 한 것이다. 이 검파기는 곱셈꼴 잡음에서 확률 신호를 검파하는 국소최적 검파기와 비슷하다는 것을 보인다. 그리고, 이 비모수 검파기는 국소최적 검파기와 점근적으로 거의 같은 성능을 갖는다는 것을 보인다.

• 한국농공학회논문집
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• 제58권5호
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• pp.91-99
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• 2016

High resolution rainfall data at 1-hour or a finer scale are essential for reliable flood analysis and forecasting; nevertheless, many observations, forecasts, and climate projections are still given at coarse temporal resolutions. This study aims to evaluate a chaotic method for disaggregation of 6-hour rainfall data sets so as to apply operational 6-hour rainfall forecasts of the Korean Meteorological Association to flood models. We computed parameters of a state-of-the-art multiplicative random cascade model with two combinations of cascades, namely uniform splitting and diversion, using rainfall observations at Seoul station, and compared statistical performance. We additionally disaggregated 6-hour rainfall time series at 58 stations with the uniform splitting and evaluated temporal transferability of the parameters and changes in multifractal properties. Results showed that the uniform splitting outperformed the diversion in reproduction of observed statistics, and hence is better to be used for disaggregation of 6-hour rainfall forecasts. We also found that multifractal properties of rainfall observations has adequate temporal consistency with an indication of gradually increasing rainfall intensity across South Korea.

• Communications for Statistical Applications and Methods
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• 제22권6호
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• pp.557-573
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• 2015

In this paper we develop a Bayesian inference for a multiplicative double seasonal autoregressive (DSAR) model by implementing a fast, easy and accurate Gibbs sampling algorithm. We apply the Gibbs sampling to approximate empirically the marginal posterior distributions after showing that the conditional posterior distribution of the model parameters and the variance are multivariate normal and inverse gamma, respectively. The proposed Bayesian methodology is illustrated using simulated examples and real-world time series data.

• Bulletin of the Korean Chemical Society
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• 제15권8호
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• pp.627-631
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• 1994

For the Schlogl model with the first order transition under the influence of the multiplicative noise singular at the unstable steady state, the effects of the parameters on the stationary probability distributions obtained by the Ito and Stratonovich methods are discussed and compared in detail.

• Bulletin of the Korean Chemical Society
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• 제15권8호
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• pp.631-636
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• 1994

For the Schlogl model with the second order transition under the influence of the multiplicative noise singular at the unstable steady state, the detailed discussions are presented for various kinds of stochastic phenomena, suchas the effects of parameters on stationary probability distribution, noise-induced phase transitions and escape rate.

• 한국환경과학회지
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• 제8권3호
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• pp.349-354
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• 1999

The transfer function was introduced to establish the prediction method for the DO concentration at the intaking point of Kongju Water Works System. In the mose cases we analyze a single time series without explicitly using information contained in the related time series. In many forecasting situations, other events will systematically influence the series to be forecasted(the dependent variables), and therefore, there is need to go beyond a univariate forecasting model. Thus, we must bulid a forecasting model that incorporates more than one time series and introduces explicitly the dynamic characteristics of the system. Such a model is called a multiple time series model or transfer function model. The purpose of this study is to develop the stochastic stream water quality model for the intaking station of Kongju city waterworks in Keum river system. The performance of the multiplicative ARIMA model and the transfer function noise model were examined through comparisons between the historical and generated monthly dissolved oxygen series. The result reveal that the transfer function noise model lead to the improved accuracy.

• 대한기계학회:학술대회논문집
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• 대한기계학회 2008년도 추계학술대회A
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• pp.678-683
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• 2008

Moment-based reliability analysis is the method to calculate reliability using Pearson System with first-four raw moments obtained from simulation model. But it is too expensive to calculate first four moments from complicate simulation model. To overcome this drawback the MD(multiplicative decomposition) method which approximates simulation model to kriging metamodel and calculates first four raw moments explicitly with multiplicative decomposition techniques. In general, kriging metamodel is an interpolation model that is decomposed of global model and local model. The global model, in general, can be used as the constant global model, the 1st order global model, or the 2nd order global model. In this paper, the influences of global models on the accuracy and robustness of raw moments are examined and compared. Finally, we suggest the best global model which can provide exact and robust raw moments using MD method.