• 응용통계연구
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• 제23권2호
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• pp.219-234
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• 2010

시가총액에 따른 인덱스(INDEX) 투자를 했을 경우에, VaR(Value at Risk)을 종합주가지수(KOSPI)로부터 얻은 수익율의 극단 손실값들로부터 추정한다. 이를 위해, 극단값 이론 중 BM(Block Maxima) 모형을 적용하며, 극단 손실값들의 비독립적 발생을 고려하기 위하여, extremal index 역시 추정한다. 모형의 타당성을 알아보기 위해, 실패율방법을 이용한 사후검정 (back-testing) 을 실시한다. 사후검정을 통해, BM 모형을 적용한 VaR의 추정이 적절함을 알 수 있었다. 또한, 일반적으로 많이 사용되는 GARCH 모형을 이용한 VaR의 추정과 비교한다. 이를 통해, 오차가 t-분포를 따른다고 가정하는 경우, GARCH 모형을 이용한 VaR의 추정이 BM 모형을 이용한 경우와 사후 검정결과에 차이가 없음을 확인하였다. 그러나, GARCH 모형을 통한 VaR 추정은 추정시점근방의 극단 손실값들에 민감하게 반응하지만, BM 모형은 그렇지 않았다. 따라서, 현 시점으로부터 단기간동안의 손실위험은 GARCH 모형을 이용한 VaR의 추정값을 사용하는 것이 적절하며, 장기간동안의 손실위험은 BM 모형으로부터 얻은 VaR의 추정값을 사용하는 것이 적절하다.

• 비파괴검사학회지
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• 제26권1호
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• pp.30-39
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• 2006

Feasibility is studied for an application of the mass-spring lattice model (MSLM), a numerical model previously developed for unidirectional composites, to the numerical simulation of ultrasonic inspection of austenitic welds modeled as transversely isotropic. Fundamental wave processes, such as propagation, reflection, refraction, and diffraction of ultrasonic waves in such an inspection are simulated using the MSLM. All numerical results show excellent agreement with the analytical results. Further, a simplified model of austenitic weld inspection has been successfully simulated using the MSLM. In conclusion, a great potential of the MSLM in numerically simulating ultrasonic inspections of austenitic welds has been manifested in this work, though significant further efforts will be required to develop a model with field practicality.

• 비파괴검사학회지
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• 제11권2호
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• pp.7-14
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• 1991

The integral model for the eddy current phenomena has been suggested. The model could lift the limitations of the previously well-known analytical model of eddy current theory. The model could be applied to two-dimentional, arbitary shaped defects. The computer programs have been developed in order to calculate the eddy current signal with the suggested integral method. The eddy current signals by the model calculations have been shown similar patterns to the actual experimental data from the real defects in the calibration standard tubes.

• 정보기술응용연구
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• 제3권3호
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• pp.91-106
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• 2001

본 논문에서는 소프트웨어 테스트 단계중에 발생되는 테스트노력 소요량을 고려한 소프트웨어 신뢰도 성장 모델을 제시하여 시간종속적인 테스트 노력소요량 동태를 일정 테스트 노력일 때와 웨이불 테스트 노력일 때를 비교하여 연구한다. 테스트 단계중에 소요되는 테스트 노력의 양에 대한 결함 검출비를 현재의 결함 내용에 비례하는 것으로 가정하여 모델을 비동차 포아송 과정으로 공식화하며, 이 모델을 이용하여 소프트웨어 신뢰도 척도에 대한 데이터 분석기법을 개발하도록 한다. 테스트 시간의 경과와 신뢰도와의 관계도 심도 있게 연구한다. 목표신뢰도를 만족시키는 최적발행시각을 정한다. 개발 후 테스트를 시작하기 전의 신뢰도가 어떠한 조건에 있는가를 검토하여 각 조건에 따른 최저 발행시각을 결정한다. 일정 테스트 노력 곡선과 웨이불 테스트 노력 곡선 모두에 대해서 그 조건은 목표 신뢰도를 초과하는 경우, 목표신뢰도를 초과하지는 못하지만 어느 조건 이상인 경우, 어느 조건 이하인 경우로 대별되며, 이 중에서 이상적인 경우는 두 번째 조건인 경우이다.

• Journal of Information Processing Systems
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• 제4권1호
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• pp.33-40
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• 2008

Traceability has been held as an important factor in testing activities as well as model-driven development. Vertical traceability affords us opportunities to improve manageability from models and test cases to a code in testing and debugging phase. This paper represents a vertical test method which connects a system test level and an integration test level in testing stage by using UML. An experiment how traceability works to effectively focus on error spots has been included by using concrete examples of tracing from models to the code.

• 한국자동차공학회논문집
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• 제18권1호
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• pp.44-50
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• 2010

Durability performance evaluation technology using Virtual Testing Method is a new concept of a vehicle design, which can reduce the automotive components design period and cost. In this paper, the fatigue life of an aluminum knuckle of a passenger car is evaluated using virtual testing method. The flexible multibody dynamic model of a front half car module is generated and solved with service loads which are measured from Belgian roads. Using a multibody dynamic analysis software, the flexible multibody dynamic simulation of a half car model is carried out and the dynamic stress profile of an aluminum knuckle is acquired. The stress profile is exported to a fatigue analysis software and durability performance of an aluminum knuckle is evaluated.

• Journal of the Korean Data and Information Science Society
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• 제17권4호
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• pp.1375-1386
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• 2006

In life testing, the lifetimes of test units under the usual conditions are so long that life testing at usual conditions is impractical. Testing units are subjected to conditions of high stress to yield informations quickly. In this paper, the inferences of parameters on the three step-stress accelerated life testing are studied. The two-parameter exponential distribution with a failure rate function that a log-quadratic function of stress and the tempered failure rate model are considered. We obtain the maximum likelihood estimators of the model parameters and their confidence regions. A numerical example will be given to illustrate the proposed inferential procedures.

• Journal of the Korean Data and Information Science Society
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• 제10권1호
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• pp.135-146
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• 1999

In this paper, we consider the Bayesian hypotheses testing for independence and symmetry in Freund's bivariate exponential model. In Bayesian testing problem, we use the noninformative priors for parameters which are improper and are defined only up to arbitrary constants. And we use the recently proposed hypotheses testing criterion called the intrinsic Bayes factor. Also we derive the arithmetic and median intrinsic Bayes factors and use these results to analyze some data sets.

• 한국신뢰성학회지:신뢰성응용연구
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• 제6권1호
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• pp.37-50
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• 2006

The accelerated life tests of the catalytic gas sensor were performed at three different gas concentration conditions. From the test data, the power-Weibull model was estimated and the acceleration factor between test condition 25%LEL(Lowe Explosive Limit) and use condition 5%LEL was about 3 according to this acceleration model. Using this acceleration factor, life test specification for qualifying that B10 lifetime of the catalytic gas sensor meets the goal lifetime (5 years) was designed.

• Asian Pacific Journal of Cancer Prevention
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• 제17권sup3호
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• pp.17-22
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• 2016

Colorectal cancer is a major cause of mortality worldwide. Fecal occult blood testing has proven a very effective screening tool for early detection and mortality reduction. The aim of this study was to determine predictors factors related to fecal occult blood testing using the Health Belief Model method among residents of Bushehr, Iran. A cross sectional study was performed on a sample of 600 men and women more than 50 years of age. The sample was selected by a convenience method from patients referred to public and private laboratories throughout the city. Each subject filled out a questionnaire which was designed and developed based on Health Belief Model constructs. Statistical analysis was conducted using ANOVA, T-test, chi-square test, and logistic regression. Fecal occult blood tests were performed on 179 (29.8%) out of 600 subjects, of which 95 patients (58.1%) did a periodic examination test and 84 patients (46.9%) had a doctor's advice for testing. According to the logistic regression model, the perceived barriers (P=0.0, Exp(B)= 0.3), perceived benefits (P<0.01, Exp(B)= 1.9) and self-efficacy (P<0.01, Exp(B)= 1.6) were predictive factors related to occult blood testing among subjects. The results showed that reducing people's perception of barriers to testing, increasing perceived benefits of screening, and reinforcing self efficacy can have major effect in increasing the rate of fecal occult blood screening for colorectal cancer prevention.