• 응용통계연구
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• 제29권1호
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• pp.41-59
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• 2016

지속적인 사망률 개선으로 인한 평균 수명연장은 인구 고령화의 주요인이며 연금 공급자의 재정건전성에 심각한 영향을 미치는 원인으로 지목되기에 정확한 미래 사망률의 예측은 현 시점에서 선행되어야할 중요한 과제다. 본 연구는 미래 사망률을 예측하는 대표적인 확률적 사망률 모형인 Lee-Carter 모형을 사용하여 과거 생명표로 산출한 왜도를 기반으로 미래 사망률 지수를 간접적으로 예측하는 왜도예측방식을 제시한다. 기존의 Lee-Carter 모형을 이용한 사망률 예측방식은 사망률 지수를 추정하고 미래값을 직접 예측함으로써 미래 사망률이 지나치게 개선되는 현상을 보이며, 이를 바탕으로 산출된 연금액과 지급기간 추정 등 연금 공급자의 리스크 관리에 영향을 미친다. 본 연구는 기존 예측 방식의 사망률 예측 결과와 제시한 왜도 예측 방식의 사망률 예측 결과를 비교함으로써 기존 사망률 예측 방식의 문제점을 지적한다. 분석결과 왜도 예측을 통한 Lee-Carter 모형의 사망률 예측은 기존 방식보다 사망률 개선효과를 더 적게 반영하며 장수리스크를 덜 왜곡한다는 데 의의가 있다고 할 수 있다. 하지만 기존 방식 간 차이를 감안하여 적정한 미래 사망률 수준을 찾기 위해 임의로 부여한 가중치에 대해 향후 검토가 필요할 것으로 보인다.

• Journal of the Korean Data and Information Science Society
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• 제18권4호
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• pp.869-878
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• 2007

In this paper a new process capability index $C_{psks}$ is introduced for non-normal process. $C_{psks}$ that is proposed by transformation of the $C_{psks}$ incorporates an additional skewness correction factor in the denominator of $C_{psks}$. The use of each technique is illustrated by reference to a distribution system which includes the Pearson and Johnson functions. Accordingly, $C_{psks}$ is proposed as the process capability measure for non-normal process.

• 대한기계학회논문집
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• 제18권3호
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• pp.635-644
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• 1994

This study investigated mainly on the flow characteristics of a droplet in the cross region of twin spray. The velocities of the droplet were measured along the axial and radial direction, and the flow characteristics of the droplet were statistically analyzed. For the statistical analysis, the probability density of the turbulent components has been studied, and then the Reynolds shear stress, the skewness and the flatness factors were calculated, and compared with the Gaussian value. Two pressure swirl stomizers were used for the twin spray system and kerosene was employed as the working liquid. 2-D PDA(particle dynamic analyzer) was used for the purpose of the measurement of droplet size and velocities. As a result, it was found that (1) the droplets collision was taken place strongly in the cross region. So, a large momentum loss of droplets due to the loss of natural movement direction was occurred, and momentum loss of radial direction was greater than that of axial direction. (2) The axial direction skewness factor approached to zero like the Gaussian distribution in the cross region of twin spray. (3) In the cross region of twin spray, the fluctuation instability of droplet was increased because of the development of the turbulence characteristics due to the droplet collision.

• Journal of Advanced Marine Engineering and Technology
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• 제24권4호
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• pp.405-413
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• 2000

This paper present study on the application of sound pressure and vibration signals to detect the presence of defects in a rolling element bearing using a statistical analysis method. The well established statistical parameters such as the crest factor and the distribution of moments including kurtosis and skew are utilized in this study. In addition, other statistical parameters derived from the beta distribution function are also used. A comparison study on the performance of the different types of parameter used is also performed. The statistical analysis is used because of its simplicity and quick computation. Under ideal conditions, the statistical method can be used to identify the different types of defect present in the bearing. In addition, the results also reveal that there is no significant advantages in using the beta function parameters when compared to using kurtosis and the crest factor for detecting and identifying defects in rolling element bearings from both sound and vibration signals.

• 한국해안·해양공학회논문집
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• 제24권1호
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• pp.1-9
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• 2012

조위편차는 최근 기후변화에 의한 영향으로 연안 안전 방재 측면에서 매우 중요한 인자로 부각되고 있다. 태풍강도 등과 더불어 변화가 예상되는 조위편차는 해안구조물의 안전 및 기능검토에 필요한 기준해수면 결정에 기여하는 중요한 인자이다. 우리나라 연안 조위편차의 확률밀도함수는 음 양의 왜도와 정규분포보다 큰 돌도를 가지는 분포로, 정규분포로 근사화하는 방법은 한계가 있기 때문에 본 연구에서는 비모수적 방법인 Kernel 함수를 이용하여 확률밀도함수를 추정 제안하였다. 본 연구에서 제안된 확률밀도함수는 조위편차자료의 분포와 매우 우수한 일치수준을 보이고 있으며, 다양한 극값 추정에도 높은 수준의 정도를 보여주고 있다.

• Wind and Structures
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• 제34권5호
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• pp.421-435
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• 2022

To investigate the non-Gaussian properties of fluctuating wind pressures and the error margin of extreme wind loads on a long-span curved roof with matching and mismatching ratios of turbulence integral scales to depth (L_u^x/D), a series of synchronized pressure tests on the rigid model of the complex curved roof were conducted. The regions of Gaussian distribution and non-Gaussian distribution were identified by two criteria, which were based on the cumulative probabilities of higher-order statistical moments (skewness and kurtosis coefficients, S_k and K_u) and spatial correlation of fluctuating wind pressures, respectively. Then the characteristics of fluctuating wind-loads in the non-Gaussian region were analyzed in detail in order to understand the effects of turbulence integral-scale. Results showed that the fluctuating pressures with obvious negative-skewness appear in the area near the leading edge, which is categorized as the non-Gaussian region by both two identification criteria. Comparing with those in the wind field with matching L_u^x/D, the range of non-Gaussian region almost unchanged with a smaller L_u^x/D, while the non-Gaussian features become more evident, leading to higher values of S_k, Ku and peak factor. On contrary, the values of fluctuating pressures become lower in the wind field with a smaller L_u^x/D, eventually resulting in underestimation of extreme wind loads. Hence, the matching relationship of turbulence integral scale to depth should be carefully considered as estimating the extreme wind loads of long-span roof by wind tunnel tests.

• 대한토목학회논문집
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• 제37권2호
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• pp.333-342
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• 2017

사질해안의 폭풍 및 평상파 단면사이의 지형변화 특성을 이해하기 위해 2차원 이동상 수리실험을 수행하였다. 폭풍 및 평상파 단면을 발달시키는 입사파 파라미터를 조건으로, 연속적으로 단면 지형변화와 수면변위를 계측하였다. 두 입사파 조건을 번갈아 각각의 평형 상태에 도달하기까지의 변화를 쇄파대에서 관측하였다. 폭풍파 조건에서 붕괴(plunging) 쇄파로 사주가 발달하고 포말대의 경사가 급해짐을 보였으며, 평상파 조건에서는 말림(spilling) 쇄파에 의해 사주가 소멸함을 보였다. 단면 지형변화 관측을 통하여 폭풍파 조건에서 표사가 외해로 유출되고, 평상파조건에서 내해로 표사가 유입됨을 알 수 있었다. 폭풍파 조건에서 외해방향으로의 표사이송에 지배적인 역할을 하는 강한 역저류(undertow)가 발달하였고, 평상파 조건에서는 약한 역저류가 발달하였다. 그리고 두 조건에서 모두 해안방향으로의 표사이송에 지배적 역할을 하는 비선형 파동에 의한 왜도(skewness)와 비대칭성(asymmetry)이 관측되었다.

• 한국환경교육학회지:환경교육
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• 제22권4호
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• pp.40-52
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• 2009

The purpose of this study was to validate New Ecological Paradigm(NEP) Scale for use with elementary school students in Korea, and to obtain evidences of validation for interpreting the scores on the instrument. Three pilot tests were taken to modify and 1,003 fifth and sixth grade students in elementary schools participated in this survey. To examine the reliability and validity of the NEP Scale for elementary school students in Korea, item analysis(mena, skewness, kurtosis, item-total correlation), internal consistency estimate, exploratory factor analysis, confirmatory factor analysis, and t-test were used. After analyzing their results, the authors suggest that a 2-dimensional(pro-NEP, anti-NEP) modified NEP Scale, with 15 items and revised wording, is appropriate for use with elementary school students in Korea.

• 한국소음진동공학회:학술대회논문집
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• 한국소음진동공학회 2000년도 춘계학술대회논문집
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• pp.1108-1113
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• 2000

A condition monitoring methodology for rotating machinery is proposed based on multivariate statistical analysis. The CMS usually are using the vibration signal amplitude such as acceleration RMS, peak and velocity RMS to detect machine faults but the information is not so enough that CMS cannot perform reliable monitoring. So new parameters are added such as shape factor, crest factor, kurtosis and skewness as time domain parameters and spectrum amplitude of rotating frequency, $2^{nd}$ harmonics and gear mesh frequency etc. as frequency domain parameters. Many parameters are combined to represent the machine state using the Hotelling's $T^2$ statistics. The proposed methodology is tested in laboratory and the on-line experiment has shown that the proposed methodology offers a reliable monitoring for rotating machinery.

• 대한안전경영과학회지
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• 제13권1호
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• pp.195-202
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• 2011

The study interprets each of three classification models based on Bath-Tub Failure Rate (BTFR), Extreme Value Distribution (EVD) and Conjugate Bayesian Distribution (CBD). The classification model based on BTFR is analyzed by three failure patterns of decreasing, constant, or increasing which utilize systematic management strategies for reliability of time. Distribution model based on BTFR is identified using individual factors for each of three corresponding cases. First, in case of using shape parameter, the distribution based on BTFR is analyzed with a factor of component or part number. In case of using scale parameter, the distribution model based on BTFR is analyzed with a factor of time precision. Meanwhile, in case of using location parameter, the distribution model based on BTFR is analyzed with a factor of guarantee time. The classification model based on EVD is assorted into long-tailed distribution, medium-tailed distribution, and short-tailed distribution by the length of right-tail in distribution, and depended on asymptotic reliability property which signifies skewness and kurtosis of distribution curve. Furthermore, the classification model based on CBD is relied upon conjugate distribution relations between prior function, likelihood function and posterior function for dimension reduction and easy tractability under the occasion of Bayesian posterior updating.