• Title/Summary/Keyword: Parametric approach

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Using Change-Point Detection Tests to detect the Korea Economic Crisis of 1997

  • Oh, Kyong-Joo
    • 한국데이터정보과학회:학술대회논문집
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    • 2004.10a
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    • pp.25-32
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    • 2004
  • In this study, we use various change-point detection methods to detects Korea economic crisis of 1997, and then compares their performance. In change-point detection method, there are three major categories: (1) the parametric approach, (2) the nonparametric approach, and (3) the model-based approach. Through the application to Korea foreign exchange rate during her economic crisis, we compare the employed change-point detection methods and, furthermore, determine which of them performs better.

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A BAYESIAN METHOD FOR FINDING MINIMUM GENERALIZED VARIANCE AMONG K MULTIVARIATE NORMAL POPULATIONS

  • Kim, Hea-Jung
    • Journal of the Korean Statistical Society
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    • v.32 no.4
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    • pp.411-423
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    • 2003
  • In this paper we develop a method for calculating a probability that a particular generalized variance is the smallest of all the K multivariate normal generalized variances. The method gives a way of comparing K multivariate populations in terms of their dispersion or spread, because the generalized variance is a scalar measure of the overall multivariate scatter. Fully parametric frequentist approach for the probability is intractable and thus a Bayesian method is pursued using a variant of weighted Monte Carlo (WMC) sampling based approach. Necessary theory involved in the method and computation is provided.

Comparing Change-Point Detection Methods to Detect the Korea Economic Crisis of 1997

  • Oh, Kyong-Joo
    • Journal of the Korean Data and Information Science Society
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    • v.15 no.3
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    • pp.585-592
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    • 2004
  • This study detects Korea economic crisis of 1997 using various change-point detection methods and then compares their performance. In change-point detection method, there are three major categories: (1) the parametric approach, (2) the nonparametric approach, and (3) the model-based approach. Through the application to Korea foreign exchange rate during her economic crisis, we compare the employed change-point detection methods and, furthermore, determine which of them performs better.

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Empirical modelling approaches to modelling failures

  • Baik, Jaiwook;Jo, Jinnam
    • International Journal of Reliability and Applications
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    • v.14 no.2
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    • pp.107-114
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    • 2013
  • Modelling of failures is an important element of reliability modelling. Empirical modelling approach suitable for complex item is explored in this paper. First step of the empirical modelling approach is to plot hazard function, density function, Weibull probability plot as well as cumulative intensity function to see which model fits best for the given data. Next step of the empirical modelling approach is select appropriate model for the data and fit the parametric model accordingly and estimate the parameters.

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Use of Parametric Generalized Coordinates for Kinematic Constraint Formulation of Low Degree-of-Freedom Joints (저자유도 조인트의 구속조건 생성을 위한 파라메트릭 일반좌표 이용)

  • Lee, Jung Keun;Lee, Chul Ho;Bae, Dae Sung
    • Transactions of the Korean Society of Mechanical Engineers A
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    • v.37 no.10
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    • pp.1261-1267
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    • 2013
  • In multibody mechanical systems, low-degree-of-freedom (DOF) joints such as revolute and translational joints are much more frequently used than high-DOF joints. In order to formulate kinematic constraint equations, especially for low-DOF joints, in an efficient and systematic manner, this paper presents a parametric generalized coordinate formulation as a new approach for describing constraint equations. In the proposed approach, joint constraint equations are formulated in terms of a mixed set of Cartesian and parametric generalized coordinates, which drastically reduces the complexity and computational cost of the partial derivatives of the constraints such as the constraint Jacobian. The proposed formulation is validated using a simple cylinder-crank system with an implicit integrator.

Parametric Approaches to Sliding Mode Design for Linear Multivariable Systems

  • Kim, Kyung-Soo;Park, Young-Jin
    • International Journal of Control, Automation, and Systems
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    • v.1 no.1
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    • pp.11-18
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    • 2003
  • The parametric approaches to sliding mode design are newly proposed for the class of multivariable systems. Our approach is based on an explicit formula for representing all the slid-ing modes using the Lyapunov matrices of full order. By manipulating Lyapunov matrices, the sliding modes which satisfy the design criteria such as the quadratic performance optimization and robust stability to parametric uncertainty, etc., can be easily obtained. The proposed ap-proach enables us to adopt a variety of Lyapunov- (or Riccati-) based approaches to the sliding mode design. Applications to the quadratic performance optimization problem, uncertain systems, systems with uncertain state delay, and the pole-clustering problem are discussed.

A Study on Statistical Classification of Wear Debris Morphology

  • Cho, Unchung
    • KSTLE International Journal
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    • v.2 no.1
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    • pp.35-39
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    • 2001
  • In this paper, statistical approach is undertaken to investigate the classification of wear debris which is the key function of objective assessment of wear debris morphology. Wear tests are run to produce various kinds of wear debris. The images of wear debris from wear tests are captured with image acquisition equipment. By thresholding, two-dimensional binary images of wear debris are made and, then, morphological parameters are used to quantify the images of debris. Parametric and nonparametric discriminant method are employed to classify wear debris into predefined wear conditions. It is demonstrated that classification accuracy of parametric and nonparametric discriminant method is similar. The selected use of morphological parameters by stepwise discriminant analysis can generally improve the classification accuracy of parametric and nonparametric discriminant method.

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An Approach to Persistent Naming and Naming Mapping Based on OSI and IGM for Parametric CAD Model Exchanges (파라메트릭 CAD모델 교환을 위한 OSI와 IGM기반의 고유 명칭 방법과 명칭 매핑 방법)

  • Mun D.H.;Han S.H.
    • Korean Journal of Computational Design and Engineering
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    • v.9 no.3
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    • pp.226-237
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    • 2004
  • If the topology changes in the re-generation step of the history-based and feature-based CAD systems, it is difficult to identify an entity in the old model and find the same entity in the new model. This problem is known as 'persistent naming problem'. To exchange parametric CAD models, the persistent naming problem and the naming mapping problem must be solved among different CAD system, which use different naming scheme. For CAD model exchange the persistent naming has its own characteristics compare to that for CAD system development. This paper analyses previous researches and proposes a solution to the persistent naming problem for CAD model exchanges and to the naming mapping problem among different naming schemes.

Added resistance and parametric roll prediction as a design criteria for energy efficient ships

  • Somayajula, Abhilash;Guha, Amitava;Falzarano, Jeffrey;Chun, Ho-Hwan;Jung, Kwang Hyo
    • Ocean Systems Engineering
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    • v.4 no.2
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    • pp.117-136
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    • 2014
  • The increased interest in the design of energy efficient ships post IMO regulation on enforcing EEDI has encouraged researchers to reevaluate the numerical methods in predicting important hull design parameters. The prediction of added resistance and stability of ships in the rough sea environment dictates selection of ship hulls. A 3D panel method based on Green function is developed for vessel motion prediction. The effects of parametric instability are also investigated using the Volterra series approach to model the hydrostatic variation due to ship motions. The added resistance is calculated using the near field pressure integration method.