• 한국환경과학회지
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• 제20권3호
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• pp.321-327
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• 2011

Bootstrap methods is the computer-based resampling method that estimates the standard errors and confidence intervals of summary statistics using the plug-in principle for assessing the accuracy or uncertainty of statistical estimates, and the BCa method among the Bootstrap methods is known much superior to other Bootstrap methods in respect of the standards of statistical validation. Therefore this study suggests the method of the representation and treatment of uncertainty in flood risk assessment and water resources planning from the construction and application of rainfall frequency analysis model considersing the uncertainty based on the nonparametric BCa method among the Bootstrap methods for the assessement of the estimation of probability rainfall and the effect of uncertainty considering the uncertainty of the parameter estimation of probability in the rainfall frequency analysis that is the most fundamental in flood risk assessement and water resources planning.

• Industrial Engineering and Management Systems
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• 제8권2호
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• pp.93-100
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• 2009

In this paper, we review widely used methods to extract local volatility surfaces (LVSs) from implied volatility surfaces (IVSs) and suggest a model averaging method for constructing implied and local volatility surfaces weighted by trading volumes. It makes use of model averaging method by means of bandwidth priors, and then produces a robust LVS estimation. The method is shown to provide the information about the confidence interval of estimators as well as a rather less variable weighted mean value for the IVS and LVS. To show the merits of our proposed method, we conduct simulations on equity-linked warrants (ELWs) with reasonable and acceptable results.

• 제어로봇시스템학회:학술대회논문집
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• 제어로봇시스템학회 1996년도 Proceedings of the Korea Automatic Control Conference, 11th (KACC); Pohang, Korea; 24-26 Oct. 1996
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• pp.165-168
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• 1996

In this paper, we propose a design method of PID adaptive controller based on frequency domain analysis. The method is based on the estimation of a nonparametric process model in the frequency domain and the determination of the PID controller parameters by achieving partial model matching so as to minimize a performance function concerning to relative model error between the loop transfer function of the control system and the desired system. In the design method the process is represented only by a discrete set of points on the Nyquist curve of the process. Therefore it is not necessary to estimate a full order parameterized process model.

• 품질경영학회지
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• 제28권3호
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• pp.124-132
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• 2000

A selected subject and a standardized scoring system were newly enforced at college entrance examination from 1999. A selected subject system means each student can select one subject in addition to common subject in the field of mathematical research II and a standardized scoring system means we standardize the score of each field as mean 50 and standard deviation 10 in order to adjust the degree of difficulty between fields. In the field of mathematical research II, there may exist not only difference of the degree of difficulty but also that of general studying ability between groups of selected subjects. So when we standardize score, we have to consider them. So far a linear equating which is a parametric method and an equi-percentile equating which is a nonparametric method have been published, but both of them supposed that the general studying ability between groups was equal. So in this paper an adjusted linear and percentile equating method which seems to be adequate to our entrance examination is suggested and is investigated by computer simulation.

• 대한수학회지
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• 제47권2호
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• pp.385-407
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• 2010

To study the relationship between the levels of chemical pollutants and the number of daily total hospital admissions for respiratory diseases and to find the effect of temperature/relative humidity on the admission number, Wong et al. [17] introduced the varying-coefficient single-index model (VCSIM). As pointed out, it is a popular multivariate nonparametric fitting technique. However, the tests of the model have not been very well developed. In this paper, based on the estimators obtained by the local linear technique, the average method and the one-step back-fitting technique in the VCSIM, the generalized likelihood ratio (GLR) tests for varying-coefficient parts on the VCSIM are established. Under the null hypotheses the new proposed GLR tests follow the $\chi^2$-distribution asymptotically with scale constant and degree of freedom independent of the nuisance parameters, known as Wilks phenomenon. Simulations are conducted to evaluate the test procedure empirically. A real example is used to illustrate the performance of the testing approach.

• Journal of the Korean Data and Information Science Society
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• 제28권2호
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• pp.461-471
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• 2017

In this paper we propose a feature selection method identifying important features in the semivarying coefficient model. One important issue in semivarying coefficient model is how to estimate the parametric and nonparametric components. Another issue is how to identify important features in the varying and the constant effects. We propose a feature selection method able to address this issue using generalized cross validation functions of the varying coefficient least squares support vector regression (LS-SVR) and the linear LS-SVR. Numerical studies indicate that the proposed method is quite effective in identifying important features in the varying and the constant effects in the semivarying coefficient model.

• 한국군사과학기술학회지
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• 제10권3호
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• pp.181-188
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• 2007

This paper presents a torque control method of a hydraulic actuation system for measuring the dynamic stiffness of missile fin actuators. We propose a new control technique called Dual Dynamic Torque Feedback Control(DDTFC), which improves the stability of the torque control system and enables fast tracking of torque command. The developed control scheme is derived from the physical understanding based on mathematical modelling and analysis. The dynamics of hydraulic torque control servo-system is unravelled via physics-based modelling and nonparametric system identification. In order to verify the effectiveness of the method, the experiment is carried out with a test equipment for measuring the dynamic stiffness. The experiment and simulation results show that DDTFC gives stability improvement.

• 한국수자원학회:학술대회논문집
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• 한국수자원학회 2015년도 학술발표회
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• pp.226-226
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• 2015

The complex climate system regarding human actions is well represented through global climate models (GCMs). The output from GCMs provides useful information about the rate and magnitude of future climate change. Especially, the temperature variable is most reliable among other GCM outputs. However, hydrological variables (e.g. precipitation) from GCM outputs for future climate change contain too high uncertainty to use in practice. Therefore, we propose a method that simulates temperature variable with increasing in a certain level (e.g. 0.5oC or 1.0oC increase) as a global warming scenario from observed data. In addition, a hydrometeorological variable can be simulated employing block-wise sampling technique associated with the temperature simulation. The proposed method was tested for assessing the future change of the seasonal precipitation in South Korea under global warming scenario. The results illustrate that the proposed method is a good alternative to levy the variation of hydrological variables under global warming condition.

• Communications for Statistical Applications and Methods
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• 제15권2호
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• pp.265-271
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• 2008

It is commonly believed that diseases of human or economic traits of livestock are caused not by single genes acting alone, but multiple genes interacting with one another. This issue is difficult due to the limitations of parametric-statistic methods of gene effects. So we introduce multifactor-dimensionality reduction(MDR) as a methods for reducing the dimensionality of multilocus information. The MDR method is nonparametric (i. e., no hypothesis about the value of a statistical parameter is made), model free (i. e., it assumes no particular inheritance model) and is directly applicable to case-control studies. Application of the MDR method revealed the best model with an interaction effect between the SNPs, SNP1 and SNP3, while only one main effect of SNP1 was statistically significant for LMA (p < 0.01) under a general linear mixed model.

• 기본간호학회지
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• 제22권4호
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• pp.452-457
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• 2015

Purpose: In nursing research, studies using statistical methods are required and have increased. In this study, some statistical methods using in nursing study are summarized and appropriate usage is proposed. Methods: Twenty-five original articles from the Journal of Korean Academy of Fundamentals Nursing were reviewed. Statistical methods used in the Journal of Fundamentals Nursing were classified and common errors were presented. Results: Seventy-six statistical analysis were performed in the 25 studies. Among the articles, 28 cases contained errors. Most errors occurred in linear regression analysis and nonparametric analysis. Conclusion: When the use of statistical method is applied inappropriately, the result bring out a serious error. In order to ensure reliability and validity of study, researchers should recognize clear application and usage of statistical methods.