• Communications for Statistical Applications and Methods
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• v.31 no.1
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• pp.129-142
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• 2024

In various industries, especially manufacturing and chemical industries, it is often observed that the distribution of a specific process, initially having followed a normal distribution, becomes skewed as a result of unexpected causes. That is, a process deviates from a normal distribution and becomes a skewed distribution. The skew-normal (SN) distribution is one of the most employed models to characterize such processes. The shape of this distribution is determined by the asymmetry parameter. When this parameter is set to zero, the distribution is equal to the normal distribution. Moreover, when there is a shift in the asymmetry parameter, the mean and variance of a SN distribution shift accordingly. In this paper, we propose procedures for monitoring the asymmetry parameter, based on the statistic derived from the noncentral t-distribution. After applying the statistic to Shewhart and the exponentially weighted moving average (EWMA) charts, we evaluate the performance of the proposed procedures and compare it with previously studied procedures based on other skewness statistics.

• Korean Journal of Optics and Photonics
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• v.8 no.1
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• pp.52-57
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• 1997

We report an investigation of the statistical fluctuations of the two-mode laser output as the asymmetry parameter is varied. The above results relate to computer solutions of the coupled Langevin equations both with and without pumping fluctuations. We find that as the asymmetry parameter is changed positively, the mean intensity of one mode is increased because the normalized intensity auto-correlation is decreased so that the natural dwell time is lengthen. The laser output does respond to a sinusoidally injected asymmetry parameter for small pump parameter.

• Journal of Korean Society of Coastal and Ocean Engineers
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• v.25 no.1
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• pp.28-33
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• 2013

Multidirectional random waves that obliquely approach the shore were found to become directionally asymmetric due to refraction. The directional asymmetry was expressed in terms of the asymmetry parameter which is related to the maximum spreading parameter ($s_{max}$). In this study, we calculate variation of both the asymmetry and maximum spreading parameters at different water depths for various cases of incident wave angles and maximum spreading parameters in deep water. These values are different from Goda and Suzuki (1975) who neglected directional asymmetry of waves. In calculating directional asymmetry and maximum spreading parameters, we use the JONSWAP spectrum (Hasselmann et al., 1973) and Lee et al.'s (2010) directional distribution function. The processes and results are nondimensionalized with significant wave height, peak frequency and peak wave length in deep water.

• Proceedings of the Korean Statistical Society Conference
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• 2003.05a
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• pp.183-189
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• 2003

A momentum threshold autoregressive (MTAR) model, a nonlinear autoregressive model, is analyzed in a Bayesian framework. Parameter estimation in the presence of missing data is done by using Markov chain Monte Carlo methods. We also propose simple Bayesian test procedures for asymmetry and unit roots. The proposed method is applied to a set of Korea unemployment rate data and reveals evidence for asymmetry and a unit root.

• Journal of the Korean Society of Physical Medicine
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• v.5 no.3
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• pp.385-394
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• 2010

Purpose : The present study was to examine the difference and severity of asymmetry in independently ambulating stroke survivors and to establish the association between gait asymmetry, velocity, and the motor function of lower extremity. Methods : The subjects used in this study were 43 subjects with hemiparesis being able to walk independently. Motor function of lower extremity was measured clinically with the Fugl Meyer-Lower /Extremity Assessment. Overground gait velocity and spatia-temporal parameters were collected by the GAITRite system. Results : Thirty(69.77%) patients showed statistically significant temporal asymmetry while 28(65.1%) exhibited statistically significant spatial asymmetry. One-way ANOVA results showed a main effect of temporal asymmetry group(normative, mild, severe) for gait velocity(F=74.129), FM-L/E(F=17.270), swing-stance symmetry(F=66.869, F=13.485, respectively), spatio-temporal asymmetry(F=13.166, F=31.800, respectively) 66, F=31.800, respectively). Gait velocity was negatively associated with temporal asymmetry(r=-.83), spatial asymmetry(r=-.60). Motor function of lower extremity was also associated with temporal asymmetry(r=-.58), and spatial asymmetry(r=-.50). Conclusion : The study attempted to establish the standard assessment of hemiparesis gait symmetry in light of the complex relationship with motor impairment and gait velocity. More future work will need to link the degree of gait asymmetry to clinically relevant outcomes to better establish the clinical significance of such observations.

• Journal of the Korean Magnetic Resonance Society
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• v.3 no.2
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• pp.84-89
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• 1999

The 87Rb quadrupole coupling constants (e2qQ/h) and the asymmetry parameters (η) in RbMnCl3 were determined from a nonlinear least-squares fit to the 87Rb NMR powder spectra. The spectra were acquired in the temperature range from 260K to 330K. An important feature in this work is the determination of the quadrupole coupling constants and the asymmetry parameters for two physically nonequivalent Rb sites, Rb(I) and Rb(II), as a function of temperature. In addition, a structural phase transition at room temperature was conformed with the changes in the quadrupole coupling constant and the asymmetry parameter of Rb(II) site.

• Earthquakes and Structures
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• v.6 no.5
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• pp.473-494
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• 2014

Progressive collapse, which is referred to as the collapse of the entire building under local damages, is a common failure mode happened by earthquakes. The collapse process highly depends on the whole structural system. Since, asymmetry of the building plan leads to the local damage concentration; it may intensify the progressive collapse mechanism of asymmetric buildings. In this research the progressive collapse of regular and irregular 6-story RC ordinary moment resisting frame buildings are studied in the presence of the earthquake loads. Collapse process and collapse propagation are investigated using nonlinear time history analyses (NLTHA) in buildings with 5%, 15% and 25% mass asymmetry with respect to the number of collapsed hinges and story drifts criteria. Results show that increasing the value of mass eccentricity makes the asymmetric buildings become unstable earlier and in the early stages with lower number of the collapsed hinges. So, with increasing the mass eccentricity in building, instability and collapse of the entire building occurs earlier, with lower potential of the progressive collapse. It is also demonstrated that with increasing the mass asymmetry the decreasing trend of the number of collapsed beam and column hinges is approximately similar to the decreasing trend in the average story drifts of the mass centers and stiff edges. So, as an alternative to a much difficult-to-calculate local response parameter of the number of collapsed hinges, the story drift, as a global response parameter, measures the potential of progressive collapse more easily.

• Journal of Korea Water Resources Association
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• v.43 no.10
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• pp.843-850
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• 2010

By employing multi-directional random waves, a parameter controlling the force acting on a long caisson breakwater is investigated in detail. Both JONSWAP (Joint North Sea Wave Project) and asymmetric directional spectra are adopted for frequency and directional spectra. It is found that the parameter decreases as the length of caisson and the angle of main direction of incident waves increase. Furthermore, the parameter is much similar to that of regular waves as the maximum spreading parameter $s_{max}$ increases. The parameter, however, decreases as asymmetry parameter ${\mu}$ increases when the main direction of incident waves is oblique to the breakwater.

• Communications for Statistical Applications and Methods
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• v.21 no.6
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• pp.501-512
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• 2014

Stylized facts on asset return are fat-tail, asymmetry, volatility clustering and structure changes. This paper simultaneously captures these characteristics by introducing a multi-regime models: Finite mixture distribution and regime switching GARCH model. Analyzing the daily KOSPI return from $4^{th}$ January 2000 to $30^{th}$ June 2014, we find that a two-component mixture of t distribution is a good candidate to describe the shape of the KOSPI return from unconditional and conditional perspectives. Empirical results suggest that the equality assumption on the shape parameter of t distribution yields better discrimination of heterogeneity component in return data. We report the strong regime-dependent characteristics in volatility dynamics with high persistence and asymmetry by employing a regime switching GJR-GARCH model with t innovation model. Compared to two sub-samples, Pre-Crisis (January 2003 ~ December 2007) and Post-Crisis (January 2010 ~ June 2014), we find that the degree of persistence in the Pre-Crisis is higher than in the Post-Crisis along with a strong asymmetry in the low-volatility (high-volatility) regime during the Pre-Crisis (Post-Crisis).

• Journal of Korean Society of Industrial and Systems Engineering
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• v.43 no.4
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• pp.107-115
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• 2020

Support vector regression (SVR) is devised to solve the regression problem by utilizing the excellent predictive power of Support Vector Machine. In particular, the ⲉ-insensitive loss function, which is a loss function often used in SVR, is a function thatdoes not generate penalties if the difference between the actual value and the estimated regression curve is within ⲉ. In most studies, the ⲉ-insensitive loss function is used symmetrically, and it is of interest to determine the value of ⲉ. In SVQR (Support Vector Quantile Regression), the asymmetry of the width of ⲉ and the slope of the penalty was controlled using the parameter p. However, the slope of the penalty is fixed according to the p value that determines the asymmetry of ⲉ. In this study, a new ε-insensitive loss function with p1 and p2 parameters was proposed. A new asymmetric SVR called GSVQR (Generalized Support Vector Quantile Regression) based on the new ε-insensitive loss function can control the asymmetry of the width of ⲉ and the slope of the penalty using the parameters p1 and p2, respectively. Moreover, the figures show that the asymmetry of the width of ⲉ and the slope of the penalty is controlled. Finally, through an experiment on a function, the accuracy of the existing symmetric Soft Margin, asymmetric SVQR, and asymmetric GSVQR was examined, and the characteristics of each were shown through figures.