• Journal of the Korean Statistical Society
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• 제28권2호
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• pp.225-234
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• 1999

We consider the following semi-parametric non-linear mixed effect regression model : y\ulcorner=f($\chi$\ulcorner;$\beta$)+$\sigma$$\mu$($\chi$\ulcorner)+$\sigma$$\varepsilon$\ulcorner,i=1,…,n,y*=f($\chi$;$\beta$)+$\sigma$$\mu$($\chi$) where y'=(y\ulcorner,…,y\ulcorner) is a vector of n observations, y* is an unobserved new random variable of interest, f($\chi$;$\beta$) represents fixed effect of known functional form containing unknown parameter vector $\beta$\ulcorner=($\beta$$_1$,…,$\beta$\ulcorner), $\mu$($\chi$) is a random function of mean zero and the known covariance function r(.,.), $\varepsilon$'=($\varepsilon$$_1$,…,$\varepsilon$\ulcorner) is the set of uncorrelated measurement errors with zero mean and unit variance and $\sigma$ is an unknown dispersion(scale) parameter. On the basis of finite-sample, small-dispersion asymptotic framework, we derive an absolute lower bound for the asymptotic mean squared errors of prediction(AMSEP) of the regular-consistent non-linear predictors of the new random variable of interest y*. Then we construct an optimal predictor of y* which attains the lower bound irrespective of types of distributions of random effect $\mu$(.) and measurement errors $\varepsilon$.

• Communications for Statistical Applications and Methods
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• 제6권1호
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• pp.77-88
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• 1999

A new measure of the process capability index(PCI) $\textit{C}_{cpk}$ is proposed that takes into account the proximity to the target value as well as process mean and process variation when we assessing process performance. using the semivariance estimators proposed by Choobineh and Branting (1986) and Josephy and Aczel (1993) the estimator($\textit{C}_{cpk}$) of new index has been solved and the properties of these estimators have been examined through simulations. Also we compare the performance between $\textit{C}_{cpk}$ and $\textit{C}_{jpk}$ which is developed by Johnson kotz and Pearn(1992).

• 제어로봇시스템학회논문지
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• 제7권12호
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• pp.1015-1023
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• 2001

error behaviour can be considered as a linear combination of low amplitude random noise and abrupt jumps. The reason of jump appearance can be explained by the semi-shading effects(buildings, trees), jamming, high dynamic of vehicle and so on. This study describes the stand-alone GPS error jump smoothing algorithm which is developed based on the scalar adaptive filter. The algorithm consists of the coarse jump smoothing and the fine jump smoothing. On the coarse smoothing step, GPS velocities or position differences are used as the measurement for the scalar adaptive filter. The purpose of adaptive filter is to smooth the jump errors. The coarse positions are detennined by the integration of smoothed velocities. On the fine smoothing step, the differences between GPS positions and the coarse positions are smoothed by another scalar adaptive filter. The reason of fine smoothing is based on the facts that smoothing accuracy depends on the variance ofusefuJ signa\. The coarse smoothing which deal with the difference of positions provides the rough error removing. So the coarse smoothed velocities can have much more low amplitude than the raw ones. The fine smoothing procedure provides high quality of filtering process. Simulation results show the efficiency of proposed scheme.

• 통상정보연구
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• 제12권1호
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• pp.99-121
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• 2010

This paper reviews the categories and properties of risk measures, analyzes the classes and structural equations of volatility forecasting models, and presents the practical methodologies and their expansion methods of estimating and forecasting the volatilities of exchange rates using Excel spreadsheet modeling. We apply the GARCH(1,1) model to the Korean won(KRW) denominated daily and monthly exchange rates of USD, JPY, EUR, GBP, CAD and CNY during the periods from January 4, 1998 to December 31, 2009, make the estimates of long-run variances in the returns of exchange rate calculated as the step-by-step change rate, and test the adequacy of estimated GARCH(1,1) model using the Box-Pierce-Ljung statistics Q and chi-square test-statistics. We demonstrate the adequacy of GARCH(1,1) model in estimating and forecasting the volatility of exchange rates in the monthly series except the semi-variance GARCH(1,1) applied to KRW/JPY100 rate. But we reject the adequacy of GARCH(1,1) model in estimating and forecasting the volatility of exchange rates in the daily series because of the very high Box-Pierce-Ljung statistics in the respective time lags resulting to the self-autocorrelation. In conclusion, the GARCH(1,1) model provides for the easy and helpful tools to forecast the exchange rate volatilities and may become the powerful methodology to overcome the application difficulties with the spreadsheet modeling.

• 대한기계학회논문집A
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• 제33권8호
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• pp.745-752
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• 2009

In robust design, the mean and variance of design performance are frequently used to measure the design performance and its robustness under uncertainties. In this paper, we present the Gauss-type quadrature formula as a rigorous method for mean and variance estimation involving arbitrary input distributions and further extend its use to robust design optimization. One dimensional Gauss-type quadrature formula are constructed from the input probability distributions and utilized in the construction of multidimensional quadrature formula such as the tensor product quadrature (TPQ) formula and the univariate dimension reduction (UDR) method. To improve the efficiency of using it for robust design optimization, a semi-analytic design sensitivity analysis with respect to the statistical moments is proposed. The proposed approach is applied to a simple bench mark problems and robust topology optimization of structures considering various types of uncertainty.

• ETRI Journal
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• 제37권4호
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• pp.752-765
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• 2015

We propose a novel post-processing algorithm and its very-large-scale integration architecture that simultaneously uses the passive and active stereo vision information to improve the reliability of the three-dimensional disparity in a hybrid stereo vision system. The proposed architecture consists of four steps - left-right consistency checking, semi-2D hole filling, a tiny adaptive variance checking, and a 2D weighted median filter. The experimental results show that the error rate of the proposed algorithm (5.77%) is less than that of a raw disparity (10.12%) for a real-world camera image having a $1,280{\times}720$ resolution and maximum disparity of 256. Moreover, for the famous Middlebury stereo image sets, the proposed algorithm's error rate (8.30%) is also less than that of the raw disparity (13.7%). The proposed architecture is implemented on a single commercial field-programmable gate array using only 13.01% of slice resources, which achieves a rate of 60 fps for $1,280{\times}720$ stereo images with a disparity range of 256.

• 한국자동차공학회논문집
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• 제10권3호
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• pp.192-200
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• 2002

Semi-active suspension systems are greatly expected to be in the mainstream of future controlled suspensions for passenger cars. In this study, a continuous variable damper for a passenger car suspension is developed, which is controlled actively and exhibits high performance with light weight, low cost, and low energy consumption. To get fast response of the damper, reverse damping mechanism is adapted, and to get small pressure change rate after blow-off, a pilot controlled proportional valve is designed and analyzed. The reverse continuous variable damper is designed as a HS-SH damper that offers good body control with reduced transferred input force from tire, compared with any other type of suspension system. The damper structure is designed, so that rebound and compression damping force can be tuned independently, of which variable valve is placed externally. The rate of pressure change with respect to the flow rate after blow-off becomes smooth when the fixed orifice size increases, which means that the blow-off slope is controllable using the fixed orifice size. The damping force variance is wide and continuous, and is controlled by the spool opening, of which scheme is usually adapted in proportional valves. The reverse continuous variable damper developed in this study is expected to be utilized in the semi-active suspension systems in passenger cars after its performance and simplicity of the design is confirmed through real car test.

• 대한지역사회영양학회지
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• 제2권3호
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• pp.349-365
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• 1997

Using data obtained from 1, 473 adults aged 18-68 yrs, residing in large cities and by use of a semi-quantitative food frequency questionnaire, we assessed the relative importance of various foods as indicators of both the amount and the variability of selected nutrient intake to develop a simple food frequency questionnaire. Since Cronba- ch's alpha value of the questionnaire including 78 food items was 0.76, the reliability of this questionnaire was acceptable. A large fraction of the variability of nutrient intake in this population could be explained by the small number of food items. The estimation of dietary nutrient intake such as total calories or protein content, which are derived from almost all foods, will require more food items with nutrients such as calcium or vitamin A, which are concentrated in a few food items. A dietary history ascertaining the intake of as few as 5-19 food items mighted be all needed in order to determent the associa- tion between disease outcome and the intake of a single nutrient. There was certainly a high level of agreement with nutrient intake by the sbujects who were cross-classified by quartiles of nutrient indices based on all the food items(78) and by quartiles of nutrient indices based on food items selected by stepwise multiple regression for selected nutrients. The data provided further evidence that useful information on dietary intake over an extended period can be obtained by a simple and relatively inexpensive food frequency questionnaire.

• 통상정보연구
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• 제7권3호
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• pp.269-286
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• 2005

The exchange rate volatility has been increased since the time when the floating exchange rate system was introduced in Korea. As a result, the increase of the exchange rate volatility raised the risk in international trades in Korea. The purpose of this study in to study the feature of exchange rate volatility and the main sources of its increase and to confirm whether the exchange rate volatility influence export volume and price of Korea. In the first place, I measured exchange rate volatility with two methods. The one is descriptive statistic method such as the width of daily exchange rate fluctuation and the rate of exchange rate devaluation. The other is the time varying conditional variance of exchange rate. Then, I studied the sources of exchange rate volatility. In the second place, I defined the exchange rate volatility as the time varying conditional variance and estimated it by using elastic a approach model which shows exchange rate is affected by itself and its conditional variance, I estimated its effects on export volumes and prices of electric home appliances, information & communication equal and semi-conductor. The result of this study is as follows. With presumed result EU and Korea because is not the goods which is to substantial competition relationship, The effect where the relative value change of presumed result expression anger and the dollar of import and export function goes mad to the import and export of Korea the income compared to is to export and it is appearing a lot. The EU goods is sold more expensively the Korean goods than from about length being caused by American market of the dollar and the balance of trade of Korea is visible like being visible the improvement of single breadth. Because the relationship of competition is weak but substantially there is to a short term and expression - the effect where the dollar rate fluctuation is big in Korean trade there is a possibility of saying that widely known it is not.

• 성인간호학회지
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• 제12권1호
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• pp.122-133
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• 2000

The purpose of this study was to identify the effect of body positioning on $PaO_2$, $SpO_2$, systolic blood pressure, diastolic blood pressure, pulse, and respiration(above all defined physiologic index), of patients with unilateral lung disease. The subjects for this study were eleven patients admitted to I.C.U. of K.H.M.C. with a diagnosis of unilateral lung disease confirmed by chest X-ray and the attending doctor, from January 30th. to April 20th. 1999. A quasi-experimental repeated-measures cross-over design was used to compare three body positions(semi-Fowler's, lateral decubitus with good lung dependent, and lateral decubitus with diseased lung dependent). Each subject spent 30 minutes in semi-Fowler's position and 2 hours in good lung dependent position and diseased lung dependent position. Starting in the semi-Fowler's position, then in the lateral position with the good lung dependent or the diseased lung dependent as assigned in random order. Thirty minutes after each positioning, arterial blood sample was analyzed. Measurements of all physiologic index were recorded at the specified intervals(0, 30, 60 90, and 120 minutes) in good lung dependent and diseased lung dependent position. Statistical comparison of $PaO_2$ value was done using the Wilcoxon Signed Rank Test, and Multivariate repeated-measures analysis of variance was performed to analyse the within-subject effect of two dependent position for 2 hours on the five dependent variables: (1) $PaO_2$ (2) $SpO_2$ (3) systolic blood pressure (4) diastolic blood pressure (5) pulse. The results obtained were as follows: 1. The $PaO_2$ value in the good lung dependent position was significantly higher than the $PaO_2$ value in the diseased lung dependent position(Z=-2.8451, p=.002). 2. The $PaO_2$ value in the good lung dependent position was significantly higher than the $PaO_2$ value in the semi-Fowler's position (Z=-2.6673, p=.003). 3. The difference between the $PaO_2$ value in the semi-Fowler's position and the $PaO_2$ value in the diseased lung dependent position was not significant(Z=-1.2448, p=.10). 4. There were no statistically significance in the trends of physiologic index in the good lung dependent position and the diseased lung dependent position. From the results, it may be concluded that the good lung dependent position is the most effective position for patients with unilateral lung disease that improve oxygenation. Identification of positioning over time may be need further studies.