• 응용통계연구
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• 제24권4호
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• pp.721-733
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• 2011

We consider the state price densities that are implicit in financial asset prices. In the pricing of an option, the state price density is proportional to the second derivative of the option pricing function and this relationship together with no arbitrage principle imposes restrictions on the pricing function such as monotonicity and convexity. Since the state price density is a proper density function and most of the shape constraints are caused by this, we propose to estimate the state price density directly by specifying candidate densities in a flexible nonparametric way and applying methods of regularization under extra constraints. The problem is easy to solve and the resulting state price density estimates satisfy all the restrictions required by economic theory.

• 품질경영학회지
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• 제22권1호
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• pp.162-168
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• 1994

In this paper we develop an unconditional method for inferences on the shape parameter of a gamma distribution. A simple numerical implementation of this unconditional method is developed; this is a computer program that takes the observed data as input and produces the confidence distribution function for the shape parameter, which in turn provides approximate observe significance levels and confidence intervals for that parameter, as output. These approximations are extremely accurate even for very small sample size and numerically simple and easy to obtain.

• 한국자동차공학회논문집
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• 제18권6호
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• pp.84-90
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• 2010

This paper presents the shape optimization process for the automotive wheel bearing seal lip using the finite element method and the response surface method. First, to predict performance of the bearing seal lip, we used the non-linear finite element analysis. And then, we compared the analysis results with the test results to verify the finite element model. The objective function in optimizing process was obtained from results of the mud slurry test, which is one of many tests for evaluating performance of wheel bearing. After the mud slurry test for the four models which have the similar cross-sectional shape, we measured the wear area of the seal lip and the moisture content in grease. The objective function has been chosen by comparing the results of mud slurry test and characteristics of seal lip, such as contact force, contact area, contact pressure, and interference. Finally, within limited design parameters, we suggested the optimized shape of seal lip, which is expected to improve the wear and the sealing effect of it.

• Communications for Statistical Applications and Methods
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• 제27권1호
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• pp.47-64
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• 2020

In this paper, we derive some estimators of the scale parameter of the exponentiated half-logistic distribution based on the multiply Type-I hybrid censoring scheme. We assume that the shape parameter λ is known. We obtain the maximum likelihood estimator of the scale parameter σ. The scale parameter is estimated by approximating the given likelihood function using two different Taylor series expansions since the likelihood equation is not explicitly solved. We also obtain Bayes estimators using prior distribution. To obtain the Bayes estimators, we use the squared error loss function and general entropy loss function (shape parameter q = -0.5, 1.0). We also derive interval estimation such as the asymptotic confidence interval, the credible interval, and the highest posterior density interval. Finally, we compare the proposed estimators in the sense of the mean squared error through Monte Carlo simulation. The average length of 95% intervals and the corresponding coverage probability are also obtained.

• 대한기계학회논문집A
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• 제23권11호
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• pp.1904-1911
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• 1999

The most effective material in the shape memory alloy(SMA) is the TiNi alloy, because its shape recovery characteristics are very excellent. We molded the composite material with shape memory function. The fiber of it is $Ti_{50}-Ni_{50}$ shape memory alloy and matrix of it is epoxy resin(Araldite B41, Hardner HT903. Ciba Geigy), its adhesive and optical sensitivity are very excellent. It was assured that the composite material could be used as model material of photoelastic experiment for intelligent materials or structures. In this research, the composite material with shape memory function is used as model material of photoelastic experiment. Photoelastic experimental hybrid method is developed in this research, it is assured that it is useful on the obtaining stress intensity factor and the separation of stress components from only isochromatic data. The measuring method of stress intensity factor of intelligent material by photoelastic experiment is introduced. In the mode I state, we can know that stress intensity factors are decreased more than 50% of stress intensity factor of room temperature when temperature of fiber is greater than 4$0^{\circ}C$, prestrain greater than 5% and fiber volume ratio greater than 0.42% and that stress intensity factors are decreased by 100% when fiber volume ratio is greater than 0.84%, prestrain greater than 5% and temperature greater than 60 $^{\circ}C$.

• 대한전자공학회:학술대회논문집
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• 대한전자공학회 2002년도 ITC-CSCC -1
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• pp.301-304
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• 2002

Recently, database technologies have been used commonly. But, ordinary technologies aren't suitable to construct a complicated database such as a classical literature database or an archaeological relic's database. Because this kinds of data are semi-structured data that doesn't have regular structures, database schema can't be defined before databases. We have proposed DREAM model for semi-structured databases. In this model, a database consists of five elements and the model has operations similar to operation of set theory. And further we have introduced dynamic schema "shape" showing structure of each element. We have already realized a prototype of DBMS adopting DREAM model (DREAM DBMS) and constructing function of shapes. However, shape is imperfect to describe database structures because it can't explain nested structures of elements. In this paper, we will profuse a "shape graph"that is dynamic schema showing database structures more exactly and extend the DREAM DBMS. Further we will evaluate the performance of constructing function of shapes and shape graphs.

• 소성∙가공
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• 제17권6호
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• pp.393-400
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• 2008

Springback is one of the most difficult phenomena to analyze and control in sheet forming. Most of traditional springback control methods rely on experiences of skilled workers in industrial fields. This study focuses on prediction and generation of optimum reconfigurable die surfaces to control shape errors originated by springback. For this purpose, a deformation transfer function(DTF) was combined with finite element analysis of the springback in the 2D sheet forming model of elastic-perfectly plastic materials under the condition without blank holder. The results showed shape errors within 1% of the objective shape, which were comparable with analytically predicted errors. In addition to this theoretical analysis, DTF method was also applied to 2D and 3D sheet forming experiments. The experimental results showed ${\pm}0.5$ mm and ${\pm}1.0$ mm shape error distribution respectively, demonstrating that reconfigurable die surfaces were predicted well by the DTF method. Irrespective of material properties and sheet thickness, the DTF method was applicable not only to FEM simulation but also to 2D and 3D elasto-reconfigurable die forming. Consequently, this study shows that springback can be controlled effectively in the elasto-RDF system by using the DTF method.

• 대한전자공학회:학술대회논문집
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• 대한전자공학회 1998년도 하계종합학술대회논문집
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• pp.765-768
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• 1998

Level set method is used for extracting a shape within an image. This method is based on the ideas developed by osher and sethian to model propagating solid/liquid interfaces moving with curvature-dependent speeds. In this paper, we propose the new generalized formulation and stopping function of evolution for more accurate extraction of shape. Our method shows good results in some cases compared with the conventional ones.

• Structural Engineering and Mechanics
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• 제21권3호
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• pp.315-332
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• 2005

The Element-free Galerkin Method has become a very popular tool for the simulation of mechanical problems with moving boundaries. The internally applied Moving Least Squares interpolation uses in general Gaussian or cubic weighting functions and has compact support. Due to the approximative character of this interpolation the obtained shape functions do not fulfill the interpolation conditions, which causes additional numerical effort for the application of the boundary conditions. In this paper a new weighting function is presented, which was designed for meshless shape functions to fulfill these essential conditions with very high accuracy without any additional effort. Furthermore this interpolation gives much more stable results for varying size of the influence radius and for strongly distorted nodal arrangements than existing weighting function types.

• 대한기계학회논문집A
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• 제29권1호
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• pp.45-52
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• 2005

A general approximate optimization technique by sequential design domain(SDD) did not save response values for getting an approximate function in each step. It has a disadvantage at aspect of an expense. In this paper, previous response values are recycled for constructing an approximate function. For this reason, approximation function is more accurate. Accordingly, even if we did not determine move limit, a system is converged to the optimal design. Size and shape optimization using approximate optimization technique is carried out with SDD. Algorithm executing Pro/Engineer and ANSYS are automatically adopted in the approximate optimization program by SDD. Convergence criterion is defined such that optimal point must be located within SDD during the three steps. The PLBA(Pshenichny-Lim-Belegundu-Arora) algorithm is used to solve approximate optimization problems. This algorithm uses the second-order information in the direction finding problem and uses the active set strategy.