• Communications for Statistical Applications and Methods
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• 제20권5호
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• pp.395-404
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• 2013

This paper studies the skewness of the absolute value GARCH(1, 1) models with Gaussian mixture innovations (Gaussian mixture AVGARCH(1, 1) models). The maximum estimated-likelihood estimator (MELE) employed (a two- step estimation method in order to estimate the skewness of Gaussian mixture AVGARCH(1, 1) models. Through the real data analysis, the adequacy of adopting Gaussian mixture innovations is exhibited in reflecting the skewness of two major Korean stock indices.

• 대한기계학회:학술대회논문집
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• 대한기계학회 2002년도 학술대회지
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• pp.819-822
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• 2002

It is necessary for the numerical simulation of 3-dimensional incompressible isotropic decaying turbulence to construct 3-dimensional initial velocity field which resembles the fully developed turbulence. Although the previous velocity field generation method proposed by Rogallo(1981) satisfies continuity equation and 3-dimensional energy spectrum, it has limitation, as indicated in his paper, that it does not produce the higher velocity moments(e. g. velocity derivative skewness) characteristic of real turbulence. In this study, a new velocity field generation method which is able to control velocity derivative skewness of initial velocity field is proposed. Brief descriptions of the new method and a few parameters which is used to control velocity derivative skewness are given. A large eddy simulation(LES) of isotropic decaying turbulence using dynamic subgrid-scale model is carried out to evaluate the performance of the initial velocity field generated by the new method. It was shown that the resolved turbulent kinetic energy decay curve and the resolved enstrophy decay curve from the initial field of new method were more realistic than those from the initial field of Rogallo's method. It was found that the dynamic model coefficient from the former was initially half the stationary value and experienced relatively short transition period, though that from the latter was initially zero and experienced relatively longer transition period.

• 대한안전경영과학회지
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• 제9권2호
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• pp.215-233
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• 2007

Even though the ad hoc Shewhart methods remain controversial due to various mathematical flaws, there is little disagreement among researchers and practitioners when a set of process data has a skewness distribution. In the context and language of process control, the error related to the process data shows that time to signal increases when a control parameter shifts to a skewness direction. In real-world industrial settings, however, quality practitioners often need to consider a skewness distribution. To address this situation, we developed an enhanced design method to utilize advantages of the traditional attribute control chart and to overcome its associated shortcomings. The proposed design method minimizes bias, i.e., an average time to signal for the shift of process from the target value (ATS) curve, as well as it applies a variable sampling interval (VSI) method to an attribute control chart for detecting a process shift efficiently. The results of the factorial experiment obtained by various parameter circumstances show that the VSI c control chart using nearly unbiased ATS design provides the smallest decreasing rate in ATS among other charts for all experimental cases.

• 한국소성가공학회:학술대회논문집
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• 한국소성가공학회 1999년도 춘계학술대회논문집
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• pp.30.1-33
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• 1999

Finite element simulation with experimental analysis of Taguchi's orthogonal array was carried out to know the effects of material and forming parameters on the cup earing and skewness. It was revealed that the planar anisotropy was the most influencing factor in the cup ear formation whereas blank holding force and material properties such as strength and thickness deviation at the coil edge had a relatively high effect on the cup skewness.

• 품질경영학회지
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• 제51권4호
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• pp.663-675
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• 2023

Purpose: Skewness is an indicator used to measure the asymmetry of data distribution. In the past, product quality was judged only by mean and variance, but in modern management and manufacturing environments, various factors and volatility must be considered. Therefore, skewness helps accurately understand the shape of data distribution and identify outliers or problems, and skewness can be utilized from this new perspective. Therefore, we would like to propose a statistical quality control method using skewness. Methods: In order to generate data with the same mean and variance but different skewness, data was generated using normal distribution and gamma distribution. Using Minitab 18, we created 20 sets of 1,000 random data of normal distribution and gamma distribution. Using this data, it was proven that the process state can be sensitively identified by using skewness. Results: As a result of the analysis of this study, if the skewness is within ± 0.2, there is no difference in judgment from management based on the probability of errors that can be made in the management state as discussed in quality control. However, if the skewness exceeds ±0.2, the control chart considering only the standard deviation determines that it is in control, but it can be seen that the data is out of control. Conclusion: By using skewness in process management, the ability to evaluate data quality is improved and the ability to detect abnormal signals is excellent. By using this, process improvement and process non-sub-stitutability issues can be quickly identified and improved.

• Water Engineering Research
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• 제4권2호
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• pp.87-97
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• 2003

In this study, using the numerical model, the flow motion around skewed abutment is investigated to evaluate the skewness effect on the flow distribution. The skewness angle of the abutment which make with main flow direction is changed from $30\circ$ to $150\circ$ with increments of $10\circ$ while the contraction ratios due to the abutment are kept constant. For the investigation of the combined effects on the relationship between the skewness angle and flow intensities, this process will be .repeated fer different types of abutment (single and double) with different flow intensities. The maximum velocities and the velocity distributions, which can be obtained from each angle, are examined and analyzed corresponding to different angles of inclination. Based on successive model applications, an empirical expression, given in a function of contracted ratio and skewness angle, is derived for relating velocity amplifications according to the angle variations.

• 대한기계학회논문집B
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• 제24권9호
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• pp.1148-1156
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• 2000

The QUICK scheme for convection terms is modified for unstructured finite volume method by using linear reconstruction technique and validated through the computation of two well defined laminar flows. It uses two upstream grid points and one downstream grid point in approximating the convection terms. The most upstream grid point is generated by considering both the direction of flow and local grid line. Its value is calculated from surrounding grid points by using a linear construction method. Numerical error by the modified QUICK scheme is shown to decrease about 2.5 times faster than first order upwind scheme as grid size decreases. Computations are also carried out to see effects of the skewness and irregularity of grid on numerical solution. All numerical solutions show that the modified QUICK scheme is insensitive to both the skewness and irregularity of grid in terms of the accuracy of solution.

• 한국수자원학회:학술대회논문집
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• 한국수자원학회 2015년도 학술발표회
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• pp.239-239
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• 2015

This study presents a bivariate extension of the goodness-of-fit measure for regional frequency distributions developed by Hosking and Wallis [1993] for use with the method of L-moments. Utilising the approximate joint normal distribution of the regional L-skewness and L-kurtosis, a graphical representation of the confidence region on the L-moment diagram can be constructed as an ellipsoid. Candidate distributions can then be accepted where the corresponding the oretical relationship between the L-skewness and L-kurtosis intersects the confidence region, and the chosen distribution would be the one that minimises the Mahalanobis distance measure. Based on a set of Monte Carlo simulations it is demonstrated that the new bivariate measure generally selects the true population distribution more frequently than the original method. An R-code implementation of the method is available for download free-of-charge from the GitHub code depository and will be demonstrated on a case study of annual maximum series of peak flow data from a homogeneous region in Italy.

• 한국수학교육학회지시리즈A:수학교육
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• 제42권3호
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• pp.419-423
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• 2003

The main purpose of this paper is to investigate effects of skewness and kurtosis on the one-sample test. We have found that type I error brought about a little bit change which is ignorable in relation to kurtosis. Also the change of type I error was completely based on skewness under the same size of the sample. We conclude that using t-test is more similar to robust than using z-test. In introductory statistics classes where data analysis includes techniques for detecting skewness, we recommend the t-test when skewness is smaller than the value 1 to the one-sample test for a mean when the variances is unknown using the probability of a type I error as the criterion of interest.

• 한국수자원학회논문집
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• 제35권3호
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• pp.275-284
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• 2002

본 연구에서는 Monte-Carlo 모형, AR(1)모형, PAR(1) 모형과 같은 추계학적 모형의 잔차값을 무작위적 복원추출하여 연 및 월 하천 유출량자료를 모의발생하였다. Bootstrap이라고 불리우는 이 복원추출방법은 자료의 모집단의 가정이 필요없다는 장점이 있으며 자료로부터 직접 통계적 분포형을 추정하는 방법으로써 자료의 순위변동법을 이용한다. 본 연구에서는 이 방법을 용담지점에 적용하였으며 Bootstrap 방법으로 모의발생된 하천 유출량자료의 거동을 검토하기 하기 위해 관측 유출량과 모의 발생된 유출량의 통계치를 산정하여 비교하였다. 그 결과 기존의 방범과 Bootstrap 방법 모두 평균, 표준편차, 자기상관성은 잘 재현하였으나 왜곡도 계수의 경우 Bootstrap 방법이 더 뛰어남을 확인할 수 있었다.