• Communications for Statistical Applications and Methods
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• 제10권1호
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• pp.145-151
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• 2003

We shall propose several estimators for the scale parameter in the uniform distribution when the parameter is functions of a known exposure level, and obtain expectations and variances for their proposed estimators. And we shall compare numerically relative efficiencies for proposed estimators of the scale parameter in the small sample sizes.

• 한국환경과학회지
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• 제7권6호
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• pp.773-782
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• 1998

The adsorption experiment of phenol(Ph) from aqueous solution on granular activated carbon was studied in order to design the fixed-bed adsorption column. The experimental data were analyzed by unsteady-state, one-dimensional heterogeneous model. Finite element method(FEM) was applied to analyze the sensitivity of parameter and to predict the fixed-bed adsorption column performance on operation variable changes. The prediction model showed similar effect to mass transfer and intraparticle diffusion coefficient changes suggesting that both parameter present mass transfer rate limits for GAC-phenol system. The Freundlich constants had a greater effect than kinetic parameters for the performance of fixed-bed adsorption column. FEM solution facilitated prediction of concentration history in solution and within adsorbent particle.

• Journal of the Korean Data and Information Science Society
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• 제24권6호
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• pp.1551-1559
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• 2013

In this paper, we analyze the Korean Won/Japanese 100 Yen exchange rate data based on the ARMA-GARCH model, and perform the test for detecting the parameter changes. As a test statistics, we employ the cumulative sum (CUSUM) test for ARMA-GARCH model, which is introduced by Lee and Song (2008). Our empirical analysis indicates that the KRW/JPY exchange rate series experienced several parameter changes during the period from January 2000 to December 2012, which leads to a fitting of AR-IGARCH model to the whole series.

• Journal of Biosystems Engineering
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• 제36권4호
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• pp.285-289
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• 2011

Muscle fatigue is characterized as a progressive increase in discomfort arising from the active muscle at moderate load levels are maintained. The median frequency is the most commonly used as a parameter to describe muscle fatigue. However, the estimate of the median frequency is difficult to indicate muscle fatigue because of its high standard deviation and instability. This paper investigates the power changes of the appropriate low frequency band as a fatigue parameter in EMG during isotonic exercise. To select the appropriate band, linear regression lines are employed to calculate the slopes and the coefficient of determination. Three females and seven males volunteered to participate in surface EMG recordings placed on the biceps brachii and each recording experiment continued until their exhaustion. The results of experiment shows that the power changes of the selected low frequency band (15~45 Hz) have linear slopes and high determinant coefficients. Therefore, this fatiguing parameter using the power changes of the low frequency band is valid to measure the state of muscular fatigue.

• 상하수도학회지
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• 제26권2호
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• pp.321-329
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• 2012

In this study, statistical analysis under both stationary and non-stationary climate was conducted for rainfall data measured in Seoul. Generalised Extreme Value (GEV) distribution and Gumbel distribution were used for the analysis. Rainfall changes under the non-stationary climate were estimated by applying time variable (t) to location parameter (${\xi}$). Rainfall depths calculated in non-stationary climate increased by 1.1 to 6.2mm and 1.0 to 4.6mm for the GEV distribution and gumbel distribution respectively from those stationary forms. Changes in annual maximum rainfall were estimated with rate of change in the location parameter (${\xi}1{\cdot}t$), and temporal changes of return period were predicted. This was also available for re-evaluating the current sewer design return period. Design criteria of sewer system was newly suggested considering life expectance of the system as well as temporal changes in the return period.

• Journal of the Korean Data and Information Science Society
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• 제18권2호
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• pp.507-514
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• 2007

We shall propose several estimators for the scale parameter in the Pareto distribution with an unidentified exponential outlier when the scale parameter is functions of a known exposure level, and obtain expectations and variances for their proposed estimators. And we shall compare numerically efficiencies for proposed estimators of the scale and shape parameters in the small sample sizes.

• Journal of the Korean Data and Information Science Society
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• 제18권1호
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• pp.11-16
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• 2007

Since the seminal work of Engle (1982), many researchers and practitioners have developed ARCH-type models to deal with volatility modelling, which, for instance, is crucial to perform the task of derivative pricing, measuring risk, and risk hedging. In this paper, we base the GARCH(1,1) model to analyze the KOSPI200 data, and perform the CUSUM test for detecting parameter changes in the GARCH model. It is shown that the data suffers from a parameter change.

• 한국데이터정보과학회:학술대회논문집
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• 한국데이터정보과학회 2004년도 춘계학술대회
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• pp.131-139
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• 2004

Robust parameter design is to identify appropriate settings of control factors that make the system's performance robust to changes in the noise factors that represent the source of variation. In this paper, we introduce a factor analysis approach to simultaneously optimize multiple quality characteristics in the robust parameter design. An example is illustrated to compare it with already proposed method.

• Journal of the Korean Data and Information Science Society
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• 제16권1호
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• pp.107-114
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• 2005

We shall consider parametric estimations for the scale parameter in the exponential distribution when the parameter is function of a known exposure level, and obtain expectations and variances for their proposed estimators. And we shall compare numerically efficiencies for proposed estimators of the scale parameter in the small sample sizes.

• 대한기계학회논문집A
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• 제34권7호
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• pp.873-879
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• 2010

일반적으로 설계파라미터 변경에 의한 구조물의 동특성변화를 예측하는 연구에 비해 동특성 변화로부터 변경된 설계파라미터를 예측하는 연구는 잘 알려져 있지 않다. 여기에서는 감도계수와 반복법을 사용하여 비례감쇠계의 변경된 설계파라미터를 예측하였다. 감도계수는 변경에 의한 고유벡터의 변화로부터 구하였다. 이 방법을 3 층 전단 구조물에 적용하여 변경된 설계 파라미터를 예측하였으며 재 해석한 결과와 잘 일치함을 알았다.