• 대한수학회지
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• 제55권5호
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• pp.1063-1073
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• 2018

We study the estimation of the drift parameter and the change point obtained through a Kalman-Bucy filter for linear systems with signal driven by a fractional Brownian motion and the observation driven by a Brownian motion.

• 한국통계학회:학술대회논문집
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• 한국통계학회 2003년도 춘계 학술발표회 논문집
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• pp.287-293
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• 2003

In this paper we consider the problem of parameter change based on the cusum test proposed by Lee et al. (2003). The cusum test statistic is constructed utilizing the estimator minimizing density-based divergence measures. It is shown that under regularity conditions, the test statistic has the limiting distribution of the sup of standard Brownian bridge. Simulation results demonstrate that the cusum test is robust when there arc outliers.

• 한국정밀공학회지
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• 제28권9호
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• pp.1086-1093
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• 2011

To fabricate the aluminum alloys with good drawability, the textures evolution of the AA5182 sheets due to the change of lid parameter after rolling and subsequent annealing was studied. The measurement of the deformation textures was carried out for the sheets with high reduction ratio and the change of the recrystallization texture was investigated after heat-treatments of the rolled sheets in various I/d parameters. Rolling without lubrication and subsequent annealing led to the formation of favorable rot-$C_{ND}$ {001}<110> and ${\gamma}$-fiber ND//<111> textures in AA5182 sheets. From the results, the ${\gamma}$-fiber ND//<111> component well evolved during rolling at high lid parameter of 6.77. The initial shear deformation texture, especially, ${\gamma}$-fiber ND//<111> was not rotated during heat treatment in holding time of 180~7,200 seconds on AA5182 with I/d parameter of 6.77. Therefore, the AA5182 sheets were fabricated by controlling I/d parameter having well evolved ${\gamma}$-fiber ND//<111> which was advantageous in good drawability of the sheets.

• Journal of the Korean Data and Information Science Society
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• 제26권6호
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• pp.1565-1572
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• 2015

In this paper, we analyze the polio incidence data based on the Poisson autoregressive models, focusing particularly on change-point detection. Since the data include some strongly deviating observations, we employ the robust cumulative sum (CUSUM) test proposed by Kang and Song (2015) to perform the test for parameter change. Contrary to the result of Kang and Lee (2014), our data analysis indicates that there is no significant change in the case of the CUSUM test with strong robustness and the same result is obtained after ridding the polio data of outliers. We additionally consider the comparison of the forecasting performance. All the results demonstrate that the robust CUSUM test performs adequately in the presence of seemingly outliers.

• 한국농공학회논문집
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• 제56권2호
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• pp.11-23
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• 2014

The impact and adaption on agricultural water resources considering climate change is significant for reservoirs. The change in rainfall patterns and hydrologic factors due to climate change increases the uncertainty of agricultural water supply and demand. The quantitative evaluation method of uncertainty based on agricultural water resource management under future climate conditions is a major concern. Therefore, it is necessary to improve the vulnerability management technique for agricultural water supply based on a probabilistic and stochastic risk evaluation theory. The objective of this study was to analyse the uncertainty of water resources under future climate change using probability distribution function of water supply in agricultural reservoir and demand in irrigation district. The uncertainty of future water resources in agricultural reservoirs was estimated using the time-specific analysis of histograms and probability distributions parameter, for example the location and the scale parameter. According to the uncertainty analysis, the future agricultural water supply and demand in reservoir tends to increase the uncertainty by the low consistency of the results. Thus, it is recommended to prepare a resonable decision making on water supply strategies in terms of using climate change scenarios that reflect different future development conditions.

• 대한산업공학회지
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• 제29권2호
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• pp.157-164
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• 2003

The amount of information increases rapidly when working in a distributed environment where multiple collaborative partners work together on a complex product. Today's PDM (product data management) systems provide good capabilities regarding the management of product data within a single company. However, taking into account the variety of systems used at partner sites in an engineering environment one can easily imagine problems regarding the interoperability and the data consistency. This paper presents a concept to improve the workflow management using the parameters network. It shows a parameter driven engineering workflow that is able to manage engineering task across company boarders. We introduce a mechanism of workflow management based on the engineering parameters and an architecture of the distributed workspace to apply it within a PDM system. For a parameter mapping between CAD and PDM system we developed an XML-based CATIA data interface module using CAA.

• 응용통계연구
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• 제33권4호
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• pp.467-482
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• 2020

본 논문은 이분산성을 갖는 위치-척도 시계열 모형에서 모수의 변화에 대한 모니터링 절차를 연구한다. 모니터링 절차에서 수정된 잔차의 누적합을 이용한 탐지기를 소개하고 귀무가설과 대립가설 하에서 각각 모니터링 절차에 대한 점근적 성질을 규명한다. 그리고 모의실험과 사례 분석을 통하여 제안한 모니터링 방법의 성능이 우수함을 확인한다.

• Communications for Statistical Applications and Methods
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• 제18권4호
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• pp.495-505
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• 2011

본 연구에서는 표본의 일부를 단계적으로 증가시켜 가며 반복적으로 추정된 장기모수의 시간경로를 파악하는 방식으로 변수들 간 장기균형관계의 안정성에 대해 통계적으로 검정해 보았다. 안정성 귀무가설이 기각되는 구간에는 더미변수를 사용해 전체 연구기간에 걸쳐 안정성을 회복시키고 타당한 공적분관계를 도출해 보았으며, 오차수정항에 대한 분석결과는 더미변수가 공적분관계의 구조변화를 반영하는 것으로 나타났다.

• 한국공간구조학회논문집
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• 제20권1호
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• pp.95-102
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• 2020

The structural design of arch roofs or bridges requires the analysis of their unstable behaviors depending on certain parameters defined in the arch shape. Their maintenance should estimate the parameters from observed data. However, since the critical parameters exist in the equilibrium paths of the arch, and a small change in such the parameters causes a significant change in their behaviors. Thus, estimation to find the critical ones should be carried out using a global search algorithm. In this paper we study the parameter estimation for a shallow arch by a quantum-inspired evolution algorithm. A cost functional to estimate the system parameters included in the arch consists of the difference between the observed signal and the estimated signal of the arch system. The design variables are shape, external load and damping constant in the arch system. We provide theoretical and numerical examples for estimation of the parameters from both contaminated data and pure data.

• 한국항해항만학회:학술대회논문집
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• 한국항해항만학회 2002년도 추계공동학술대회논문집
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• pp.161-167
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• 2002

Cai-go management facility of harbor are required an expansion due to increase of cargo quantity. Design technology of Yard AGV call be possible to deal many cargo rapidly and accurately. So it is produced a profit about cal-go management. This study is presented optimum of suspension parameter for design technology Yard AGV. Model I, II are modeled about Initial of container weight, height. When the maximum stroke of suspension is 0.26m, optimum is achieved to reduce the reaction force at the minimum. Also, the reaction force is study to become stability in I second. A change of spring constant and coefficient of damper make change the reaction force and minimum reaction force appear in optimum value. All modeling and analysis are used combination. contact element of Ansys program.