• Journal of the Korean Data and Information Science Society
• /
• 제14권4호
• /
• pp.929-937
• /
• 2003

Kernel type estimations of discontinuity point at an unknown location in regression function or its derivatives have been developed. It is known that the discontinuity point estimator based on $Gasser-M\ddot{u}ller$ regression estimator with a one-sided kernel function which has a zero value at the point 0 makes a poor asymptotic behavior. Further, the asymptotic variance of $Gasser-M\ddot{u}ller$ regression estimator in the random design case is 1.5 times larger that the one in the corresponding fixed design case, while those two are identical for the local polynomial regression estimator. Although $Gasser-M\ddot{u}ller$ regression estimator with a one-sided kernel function which has a non-zero value at the point 0 for the modification is used, computer simulation show that this phenomenon is also appeared in the discontinuity point estimation.

• Earthquakes and Structures
• /
• 제23권2호
• /
• pp.115-128
• /
• 2022

One common method to select input ground motions to predict dynamic behavior of structures subjected to seismic excitation requires spectral acceleration (S_a) match target mean response spectrum. However, dispersion of ground motions, which explicitly affects the structural response, is rarely discussed in this method. Generally, selecting ground motions matching target mean and variance has been utilized as an appropriate method to predict reliable seismic response. The goal of this paper is to investigate the impact of target spectra variance of ground motions on structural seismic response. Two sets of ground motions with different target variances (zero variance and minimum variance larger than inherent variance of the target spectrum) are selected as input to two different structures. Structural responses at different heights are compared, in terms of peak, mean and dispersion. Results show that increase of target spectra variance tends to increase peak floor acceleration, peak deformation and dispersions of response of interest remarkably. To short-period structures, dispersion increase ratios of seismic response are close to that of S_a of input ground motions at the first period. To long-period structures, dispersions of floor acceleration and floor response spectra increase more significantly at the bottom, while dispersion increase ratios of IDR and deformation are close to that of S_a of input ground motions at the first period. This study could further provide useful information on selecting appropriate ground motion to predict seismic behavior of different types of structures.

• Communications for Statistical Applications and Methods
• /
• 제27권1호
• /
• pp.37-46
• /
• 2020

Recurrent event data frequently occur in clinical studies, demography, engineering reliability and so on (Cook and Lawless, The Statistical Analysis of Recurrent Events, Springer, 2007). Sometimes, two or more different but related type of recurrent events may occur simultaneously. In this study, our interest is to estimate the covariate effect on bivariate recurrent event times with zero inflations. Such zero inflation can be related with susceptibility. In the context of bivariate recurrent event data, furthermore, such susceptibilities may be different according to the type of event. We propose a joint model including both two intensity functions and two cure rate functions. Bivariate frailty effects are adopted to model the correlation between recurrent events. Parameter estimates are obtained by maximizing the likelihood derived under a piecewise constant hazard assumption. According to simulation results, the proposed method brings unbiased estimates while the model ignoring cure rate models gives underestimated covariate effects and overestimated variance estimates. We apply the proposed method to a set of bivariate recurrent infection data in a study of child patients with leukemia.

• Journal of applied mathematics & informatics
• /
• 제7권2호
• /
• pp.653-664
• /
• 2000

The problem of inference about the unknown change-point with a change in mean is considered. We suggest a nonparametric change-point estimator using window and prove its consistency when the errors are from the distribution with the mean zero and the common variance. a comparison study is done by simulation on the mean, the variance, and the proportion of matching the true change-points.

• Journal of the Korean Statistical Society
• /
• 제30권3호
• /
• pp.511-527
• /
• 2001

This paper consider the testing problem of variance component for the unbalanced tow=-way error component model. We provide a conditional LM test statistic for testing zero individual(time) effects assuming that the other time-specific(individual)efefcts are present. This test is extension of Baltagi, Chang and Li(1998, 1992). Monte Carlo experiments are conducted to study the performance of this LM test.

• 품질경영학회지
• /
• 제23권1호
• /
• pp.95-105
• /
• 1995

The error structure of nonlinearized technological growth models, such as, the Pearl curve, the Gompertz curve and the Wei bull growth curve, has zero mean and a constant variance over time. Transformed models, however, like the linearized Fisher-Pry model. the linearized Gompertz growth curve, and the linearized Weibull growth curve have increasing variance from t = 0 to the inflection point.

• 응용통계연구
• /
• 제36권6호
• /
• pp.561-571
• /
• 2023

본 논문에서는 비대칭 변동성을 다루고 있다. 대표적인 비대칭 모형인 분계점-ARCH에서 원점이 영(zero)에서 이동한 모형을 제안하고 있다. 제안된 모형은 변동성의 최소값이 비-영(non-zero)에서 생기는 특수한 구조의 비대칭 모형이며 AIC 등의 모형선택기준과 더불어 모수적-붓스트랩을 통한 예측분포를 이용하여 원점으로부터의 이동량을 결정할 수 있다. 팬데믹 기간의 국내 종합주가지수(KOSPI) 자료 분석을 통해 모형의 응용 절차를 예시하였다.

• 응용통계연구
• /
• 제28권1호
• /
• pp.115-122
• /
• 2015

본 연구에서는 정수값을 갖는 계수 시계열의 조건부 이차적률인 변동성(volatility)을 다루고 있다. 여러 가지 정수값 GARCH, 즉, INGARCH 모형들을 소개하고 계수 시계열인 국내 풍진발생건수에 적용시켜 보았다. 과산포(over-dispersion)와 영과잉(zero-inflation)현상을 계수 시계열의 변동성 분석 입장에서 살펴보았고 향후 분석 모형으로서 영과잉(zero-inflation) INGARCH 모형인 ZI-INGARCH 모형을 살펴보았다.

• 융합신호처리학회논문지
• /
• 제23권3호
• /
• pp.143-149
• /
• 2022

This excerpt delineates a quantitative measure of relationship between a research title and its respective abstract extracted from different journal articles documented through a Korean Citation Index (KCI) database published through various journals. In this paper, we propose a machine learning-based similarity metric that does not assume normality on dataset, realizes the imbalanced dataset problem, and zero-variance problem that affects most of the rule-based algorithms. The advantage of using this algorithm is that, it eliminates the limitations experienced by Pearson correlation coefficient (r) and additionally, it solves imbalanced dataset problem. A total of 107 journal articles collected from the database were used to develop a corpus with authors, year of publication, title, and an abstract per each. Based on the experimental results, the proposed algorithm achieved high correlation coefficient values compared to others which are cosine similarity, euclidean, and pearson correlation coefficients by scoring a maximum correlation of 1, whereas others had obtained non-a-number value to some experiments. With these results, we found that an effective title must have high correlation coefficient with the respective abstract.

• KIEAE Journal
• /
• 제15권5호
• /
• pp.67-74
• /
• 2015

This study aimed to develop a design manual to be used during the initial stage of the nearly Zero Energy Building (nZEB) design process. Recently, with the increased demand for nZEBs, there are many architects and architectural firms who are becoming interested in nZEB design. However, since the nZEB design process requires a different approach to the conventional building design process, architects have difficulties with application of the nZEB design process in their projects. Therefore, a design manual which can be used in the nZEB design process was developed in this study. Based on an intensive literature review, energy-saving strategies and their performance levels, which affect heating and cooling energy consumptions were established for a reference building. To analyze the sensitivity of each energy strategy to the overall performance, computer simulations using EnergyPlus were performed. At the same time, an Analysis of Variance assessment was conducted to estimate the relative importance of each energy factor. The energy sensitivity and priority of the energy factors was developed into a set of design guidelines.