• Communications for Statistical Applications and Methods
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• v.24 no.4
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• pp.367-382
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• 2017

We consider an infinite-order long-memory heterogeneous autoregressive (HAR) model, which is motivated by a long-memory property of realized volatilities (RVs), as an extension of the finite order HAR-RV model. We develop bootstrap tests for structural mean or variance changes in the infinite-order HAR model via stationary bootstrapping. A functional central limit theorem is proved for stationary bootstrap sample, which enables us to develop stationary bootstrap cumulative sum (CUSUM) tests: a bootstrap test for mean break and a bootstrap test for variance break. Consistencies of the bootstrap null distributions of the CUSUM tests are proved. Consistencies of the bootstrap CUSUM tests are also proved under alternative hypotheses of mean or variance changes. A Monte-Carlo simulation shows that stationary bootstrapping improves the sizes of existing tests.

• Bulletin of the Korean Mathematical Society
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• v.54 no.3
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• pp.895-909
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• 2017

This paper is concerned with the following fourth-order elliptic equations $${\Delta}^2u-{\Delta}u+V(x)u-{\frac{k}{2}}{\Delta}(u^2)u=f(x,u),\text{ in }{\mathbb{R}}^N$$, where $N{\leq}6$, ${\kappa}{\geq}0$. Under some appropriate assumptions on V(x) and f(x, u), we prove the existence of infinitely many negative-energy solutions for the above system via the genus properties in critical point theory. Some recent results from the literature are extended.

• International Journal of Fuzzy Logic and Intelligent Systems
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• v.2 no.3
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• pp.174-178
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• 2002

This paper discusses a blind equalization technique for FIR channel system, that might be minimum phase or not, in digital communication. The proposed techniques consist of two parts. One is to estimate the original channel coefficients based on fourth-order cumulants of the channel output, the other is to employ RBF neural network to model an inverse system fur the original channel. Here, the estimated channel is used as a reference system to train the RBF. The proposed RBF equalizer provides fast and easy teaming, due to the structural efficiency and excellent recognition-capability of R3F neural network. Throughout the simulation studies, it was found that the proposed blind RBF equalizer performed favorably better than the blind MLP equalizer, while requiring the relatively smaller computation steps in tranining.

• Journal of the Korean Data and Information Science Society
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• v.19 no.4
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• pp.1361-1369
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• 2008

The analysis of software reliability model provides the means to analysts, software engineers, and systems analysts and developers who want to predict, estimate, and measure failure rate of occurrences in software. In this paper, reliability growth model, in which the operating time between successive failure is a continuous random variable, is proposed. This model is based on order statistics of two parameters Burr type XII distribution. We propose the measure based on U-plot. Also the performance of the suggested model is tested on real data set.

• Journal of the Korean Statistical Society
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• v.32 no.3
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• pp.271-288
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• 2003

In this paper, when the variance of the normal distribution is related to the mean, we develop noninformative priors such as matching priors and reference priors. We prove that the second order matching prior matches alternative coverage probabilities up to the same order and also it is a HPD matching prior. It turns out that one-at-a-time reference prior satisfies a second order matching criterion. Then using these noninformative priors, we develop a Bayesian test procedure for the equality of the means and variances of two independent normal distributions using fractional Bayes factor. Some simulation study is performed, and a real data example is also provided.

• Proceedings of the Korean Society for Noise and Vibration Engineering Conference
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• 2001.11b
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• pp.1044-1049
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• 2001

Classical deconvolution methods for source identification following linear filtering can only be used if the transfer function of the system is known. For many practical situations, however, this information is not accessible and/or is time varying. The problem addressed here is that of reconstruction of the original input from only the measured signal. This is known as 'blind deconvolution'. By using Higher Order Statistics (HOS), the restoration of the input signal is established through the maximisation of higher order moments (cumulants) with respect to the characteristics of the signals concerned. This restoration is achieved by constructing an inverse filter considering the choice of the initial inverse filter type. As a practical application, an experimental verification is carried out for the restoration of our impacting signal arising in the response of a cantilever beam with an end stop when randomly excited.

• Bulletin of the Korean Mathematical Society
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• v.61 no.3
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• pp.745-762
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• 2024

In this paper, we study the existence of finite order meromorphic solutions of the following non-linear difference equation fⁿ(z) + P_d(z, f) = p₁e^α1z + p₂e^α2z + p₃e^α3z, where n ≥ 2 is an integer, P_d(z, f) is a difference polynomial in f of degree d ≤ n - 2 with small functions of f as its coefficients, p_j (j = 1, 2, 3) are small meromorphic functions of f and α_j (j = 1, 2, 3) are three distinct non-zero constants. We give the expressions of finite order meromorphic solutions of the above equation under some restrictions on α_j (j = 1, 2, 3). Some examples are given to illustrate the accuracy of the conditions.

• The Korean Journal of Applied Statistics
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• v.24 no.5
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• pp.963-977
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• 2011

PCA(Principal Component Analysis) is a well-studied statistical technique and an important tool for handling multivariate data. Although many algorithms exist for PCA, most of them are unsuitable for real time applications or high dimensional problems. Since it is desirable to avoid extensive matrix operations in such cases, alternative solutions are required to calculate the eigenvalues and eigenvectors of the sample covariance matrix. Erdogmus et al. (2004) proposed Recursive PCA(RPCA), which is a fast adaptive on-line solution for PCA, based on the first order perturbation theory. It facilitates the real-time implementation of PCA by recursively approximating updated eigenvalues and eigenvectors. However, the performance of the RPCA method becomes questionable as the size of newly-added data increases. In this paper, we modified the RPCA method by taking advantage of the mathematical relation of eigenvalues and eigenvectors of sample covariance matrix. We compared the performance of the proposed algorithm with that of RPCA, and found that the accuracy of the proposed method remarkably improved.

• Journal of Electrical Engineering and Technology
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• v.7 no.5
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• pp.797-806
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• 2012

Fault detection and isolation (FDI) algorithms provide fault monitoring methods in GPS measurement to isolate abnormal signals from the GPS satellites or the acquired signal in receiver. In order to monitor the occurred faults, FDI generates test statistics and decides the case that is beyond a designed threshold as a fault. For such problem of fault detection and isolation, this paper presents and evaluates position domain integrity monitoring methods by formulating various pseudorange prediction methods and investigating the resulting test statistics. In particular, precise measurements like carrier phase and Doppler rate are employed under the assumption of fault free carrier signal. The presented position domain algorithm contains the following process; first a common pseudorange prediction formula is defined with the proposed variations in pseudorange differential update. Next, a threshold computation is proposed with the test statistics distribution considering the elevation angle. Then, by examining the test statistics, fault detection and isolation is done for each satellite channel. To verify the performance, simulations using the presented fault detection methods are done for an ideal and real fault case, respectively.

• Journal of the Korean Data and Information Science Society
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• v.25 no.4
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• pp.869-880
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• 2014

This study aims at presenting the educational model for the effective application of probability and statistics to the H/W curriculum. In order to do this, this paper conducts a survey with H/W major college students, and then analyzes how probability and statistics can be correlated with other H/W core subjects and how the knowledge of probability and statistics can affect the understanding of H/W majors through the actual class experiment. Consequently this study suggests probability and statistics as a prerequisite subject in the H/W curriculum.