• Proceedings of the Korean Operations and Management Science Society Conference
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• 2003.05a
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• pp.1179-1185
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• 2003

시뮬레이션 상의 입력모델에 대한 기존의 연구는 과거의 자료를 바탕으로 선형의 모수적인 (parametric) 모형을 개발하는데 초점을 두고 있다. 그러나 이 경우에는 입력이 매우 복잡한 형태를 가지면 모수적인 모형을 잦는 것이 불가능해지므로 비모수적인(non-parametric) 접근방법이 절실한 실정이다 예로 인터넷 트래픽 모델의 시뮬레이션 수행시 입력으로 제공되는 단위 시간당 요구되는 웹 페이지의 수 같은 경우 데이터들 간데 종속관계가 매우 심하고 복잡하여 모수적 모형을 세우는데 어려움이 있다. 이러한 시스템들을 시뮬레이션 방법으로 분석 하고자 할 때, 기존의 trace-driven 시뮬레이션 방법이나 모수적 모형을 찾아 다수의 사실적인 시뮬레이션 입력 자료를 확보하는 것은 현실적으로 어려움이 있다. 따라서. 비모수적인 방법으로 다수의 사실적인 시뮬레이션 입력 자료를 생성하는 것이 필요하다. 이러한 비모수적인 방법에 대한 평가기준 설정은 시뮬레이션 상의 입력 모델에 대한 타당성을 제시한다는 점에서 또한 매우 중요하다. 본 논문에서는 붓트스트 랩의 방법중의 하나인 임계값 붓트스트랩을 이용하여 시뮬레이션 입력 자료 생성 방법을 개발하였고 Turing test를 통해 붓스트랩으로 생성산 입력 시나리오를 검증하였다.

• Korean Journal of Computational Design and Engineering
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• v.3 no.2
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• pp.140-144
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• 1998

We propose the area between a pair of non-self-intersecting 2-D parametric curves with same endpoints as an alternative distance metric between the curves. This metric is used when d curve is approximated with another in a simpler form to evaluate how good the approximation is. The traditional set-theoretic Hausdorff distance can he defined for any pair of curves but requires expensive calculations. Our proposed metric is not only intuitively appealing but also very easy to numerically compute. We present the numerical schemes and test it on some examples to show that our proposed metric converges in a few steps within a high accuracy.

• Journal of Korean Society of Industrial and Systems Engineering
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• v.22 no.52
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• pp.347-354
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• 1999

Statistical Process Control(SPC) which uses control charts is widely used to inspect and improve manufacturing process as a effective method. A parametric method is the most common in statistical process control. Shewhart chart was made under the assumption that measurements are independent and normal distribution. In practice, this assumption is often excluded, for example, in case of (equation omitted) chart, when the subgroup sample is small or correlation, it happens that measured data have bias or rejection of the normality test. A bootstrap method can be used in such a situation, which is calculated by resampling procedure without pre-distribution assumption. In this study, applying bootstrap percentile method to (equation omitted) chart, it is compared and evaluated standard process control limit with bootstrap percentile control limit. Also, under the normal and non-normal distributions, where parameter is 0.5, using computer simulation, it is compared standard parametric with bootstrap method which is used to decide process control limits in process quality.

• East Asian mathematical journal
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• v.16 no.2
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• pp.251-266
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• 2000

The problem of solution uniqueness to the task of determining unknown parameters of mathematical models from input-output observations is studied. This problem is known as structural identifiability problem. We offer a new approach for testing structural identifiability of linear state space models. The approach compares favorably with numerous methods proposed by other authors for two main reasons. First, it is formulated in obvious mathematical form. Secondly, the method does not involve unfeasible symbolic computations and thus allows to test identifiability of large-scale models. In case of non-identifiability, when there is a set of solutions to the task, we offer a method of computing functions of the unknown parameters which can be determined uniquely from input-output observations and later used as new parameters of the model. Such functions are called parametric functions capable of estimation. To develop the method of computation of these functions we use Lie group transformation theory. Illustrative example is given to demonstrate applicability of presented methods.

• East Asian Economic Review
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• v.18 no.4
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• pp.367-394
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• 2014

In this study, we examined the fractal structure of the Nikkei225, HangSeng, Shanghai Stock Exchange and Straits Times Index of Singapore. Empirical analysis was performed via non-parametric, semi-parametric long memory tests and also fractal dimension calculations. In order to avoid spurious long memory features, besides the Detrended Fluctuations Analysis (DFA), we also used Smith's (2005) modified GPH method. As for fractal dimension calculations, they were conducted via Box-Counting and Variation (p=1) tests. According to the results, while there is no long memory property in log returns of any index, we found evidence for long memory properties in the volatility of the HangSeng, the Shanghai Stock Exchange and the Straits Times Index. However, we could not find any sign of long memory in the volatility of Nikkei225 index using either the DFA or modified GPH test. Fractal dimension analysis also demonstrated that all raw index prices have fractal structure properties except for the Nikkei225 index. These findings showed that the Nikkei225 index has the most efficient market properties among these markets.

• Water for future
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• v.7 no.2
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• pp.99-106
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• 1974

The records of wave heights which were observed at Muk ho and Po hang of the East Coast of Korea were analized by several probility functions. The exponential 2 parameter distribution was found as the best fit probability function to the historical distribution of wave heights by the test of goodness of fit. But log-normal 2 parameter and log-extremal type A distributions were also fit to the historical distribution, especially in the Smirnov-Kolmogorov test. Therefore, it can't be always regarded that those two distributions are not fit to the wave heiht's distribution. In the test of goodness of fit, the Chi-Square test gave very sensitive results and Smirnov-Kolmogorov test, which is a distribution free and non-parametric test, gave more inclusive results. At the next stage, the inter-relationship between the mean and the one-third wave heights, the mean and the one-=tenth wave heights, the one-third and the one-tenth wave heights, the one-third and the highest wave heights were obtained and discussed.

• Journal for History of Mathematics
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• v.34 no.1
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• pp.21-37
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• 2021

The purpose of the present study is to compare the differences in levels per group of high school students regarding the self-regulated learning factors for mathematics. For this purpose, a self-regulated learning measurement tool was developed and surveys were conducted. And the statistical analysis was completed using the frequency analysis, Kolmogorov-Smirnov normality test, Mann-Whitney U test and the Kruskal-Wallis H test. As a result, it is found that self-efficacy is of statistically significant differences in self-regulated learning levels regardless of the group classifications but test anxiety does not show statistically significant differences in self-regulated learning levels regardless of the group classifications.

• Proceedings of the KSRS Conference
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• 2004.10a
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• pp.489-493
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• 2004

The Modulation Transfer Function (MTF) is commonly used to characterize the spatial quality of imaging systems. This work is the attempt to measure the MTF for KOMPSAT EOC using the non-parametric method as ground inputs. The spatial performance of the KOMPSAT EOC was analyzed by edge method while in flight using multi-temporal image data collected over test site in Seoul. The results from this work demonstrate the potential applicability of this method to estimate MTF for high spatial resolution satellite KOMPSAT-2 that is being developed to be launched in 2005.

• Proceedings of the Korea Concrete Institute Conference
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• 2003.11a
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• pp.335-338
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• 2003

Flexural test and parametric study by FEM analysis on 6.0m long reinforced concrete beams strengthened by GFRP are reported in these tests. The selected variables are strengthened plate length, plate thickness. The effects of these variables are discussed. The results generally indicate that the flexural strength of strengthened beams is increased. The results of FEM analysis show that the more strengthening GFRP is the more stress of GFRP is decrease when failure mode is peeling failure.

• Journal of the Korean Statistical Society
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• v.33 no.3
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• pp.303-312
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• 2004

The concept of dispersion is intrinsic to the theory and practice of statistics. A formulation of the concept of dispersion can be obtained by comparing the probability of intervals centered about a location parameter. This is the peakedness ordering introduced first by Birnbaum (1948). We consider statistical inference concerning peakedness ordering between two arbitrary distributions. We propose non parametric maximum likelihood estimators of two distributions under peakedness ordering and a likelihood ratio test for equality of dispersion in the sense of peakedness ordering.