• The Journal of Korean Institute of Communications and Information Sciences
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• v.36 no.5A
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• pp.511-520
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• 2011

In this paper, we introduce a multiuser (MU) scheduling method for multiuser amplify-and-forward relay systems, which selects both the transmission mode, i.e., either one- or two-hop transmission, and the desired user via two steps. A closed-form expression for the average achievable rate of the proposed scheduling is derived under two transmission modes with MU scheduling, and its asymptotic solution is also analyzed in the limit of large number of mobile stations. Based on the analysis, we perform our two-step scheduling algorithm: the transmission mode selection followed by the user selection that needs partial feedback for instantaneous signal-to-noise ratios (SNRs) to the base station. We also analyze the average SNR condition such that the MU diversity gain is fully exploited. In addition, it is examined how to further reduce a quantity of feedback under certain conditions. The proposed algorithm shows the comparable achievable rate to that of the optimal one using full feedback information, while its required feedback overhead is reduced below half of the optimal one.

• The Korean Journal of Applied Statistics
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• v.24 no.5
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• pp.833-845
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• 2011

This paper conducts a statistical analysis of extreme values for both daily log-returns and daily negative log-returns, which are computed using a collection of KOSPI data from January 3, 1998 to August 31, 2011. The Poisson-GPD model is used as a statistical analysis model for extreme values and the maximum likelihood method is applied for the estimation of parameters and extreme quantiles. To the Poisson-GPD model is also added the Bayesian method that assumes the usual noninformative prior distribution for the parameters, where the Markov chain Monte Carlo method is applied for the estimation of parameters and extreme quantiles. According to this analysis, both the maximum likelihood method and the Bayesian method form the same conclusion that the distribution of the log-returns has a shorter right tail than the normal distribution, but that the distribution of the negative log-returns has a heavier right tail than the normal distribution. An advantage of using the Bayesian method in extreme value analysis is that there is nothing to worry about the classical asymptotic properties of the maximum likelihood estimators even when the regularity conditions are not satisfied, and that in prediction it is effective to reflect the uncertainties from both the parameters and a future observation.

• Journal of the Institute of Electronics Engineers of Korea SC
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• v.47 no.6
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• pp.64-72
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• 2010

In general, due to the interactions among subsystems, it is difficult to design an decentralized controller for nonlinear interconnected systems. In this study, the model of nonlinear interconnected systems is studied via decentralized fuzzy control method with time delay and polytopic uncertainty. First, the nonlinear interconnected system is represented by an equivalent Takagi-Sugeno type fuzzy model. And the represented model can be rewritten as Parameterized Linear Matrix Inequalities(PLMIs), that is, LMIs whose coefficients are functions of a parameter confined to a compact set. We show that the resulting fuzzy controller guarantees the asymptotic stability and disturbance attenuation of the closed-loop system in spite of controller gain variations within a resulted polytopic region by example and simulations.

• Journal of the Korean Data and Information Science Society
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• v.11 no.1
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• pp.83-90
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• 2000

The chi-squared test statistic is usually employed for testing independence of two categorical variables in a two-way contingency table. It is well known that, under independence, the test statistic has an asymptotic chi-squared distribution under multinomial or product-multinomial models. For the case where both margins fixed, the sampling model of the contingency table is a multiple hypergeometric distribution and the chi-squared test statistic follows the same limiting distribution. In this paper, we study the difference between the small sample and large sample distributions of the chi-squared test statistic for the case with fixed margins. For a few small sample cases, the exact small sample distribution of the test statistic is directly computed. For a few large sample sizes, the small sample distribution of the statistic is generated via a Monte Carlo algorithm, and then is compared with the large sample distribution via chi-squared probability plots and Kolmogorov-Smirnov tests.

• The Korean Journal of Financial Management
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• v.23 no.1
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• pp.193-225
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• 2006

The purpose of this paper is to analyze contagion in Asian foreign exchange markets using Extreme Value Theory and Copula. Our application deals with asymptotic dependence of daily exchange rate return for a sample of eight countries over period 1997.1.1-2005.4.13. The empirical results are summarized as follows. Firstly, Gumbel Copula is a good model to our data according to the value of AIC. Secondly, the extremal dependence between East Asian crisis countries became lower in the post crisis period than the crisis period. Thirdly, It seemed that high extremal dependence exists between East Asian countries with Singapore. Fourthly, the tail dependence between Indonesia, Malaysia, Thailand, Philippine became higher in the crisis period than the total period and post crisis period. Fifthly, the fact that the extremal dependence between Korea and Indonesia, Malaysia, Thailand, Philippine did not increase during the Asian Financial Crisis showed that the contagion effect was not the reason of the Korea's Fiancial Crisis. Sixthly, the extremal dependence between Asian exchange markets was not very high while comparing with the European exchange markets.

• Journal of KSNVE
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• v.8 no.5
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• pp.964-973
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• 1998

In this paper we propose a levitation and imbalance compensation controller design methodology of magnetic bearing system. In order to achieve levitation and elimination of unbalance vibartion in some operation speed we use the discrete-time Q-parameterization control. When rotor speed p = 0 there are no rotor unbalance, with frequency equals to the rotational speed. So in order to make levitatiom we choose the Q-parameterization controller free parameter Q such that the controller has poles on the unit circle at z = 1. However, when rotor speed p $\neq$ 0 there exist sinusoidal disturbance forces, with frequency equals to the rotational speed. So in order to achieve asymptotic rejection of these disturbance forces, the Q-parameterization controller free parameter Q is chosen such that the controller has poles on the unit circle at z = $exp^{ipTs}$ for a certain speed of rotation p ( $T_s$ is the sampling period). First, we introduce the experimental setup employed in this research. Second, we give a mathematical model for the magnetic bearing in difference equation form. Third, we explain the proposed discrete-time Q-parameterization controller design methodology. The controller free parameter Q is assumed to be a proper stable transfer function. Fourth, we show that the controller free parameter which satisfies the design objectives can be obtained by simply solving a set of linear equations rather than solving a complicated optimization problem. Finally, several simulation and experimental results are obtained to evaluate the proposed controller. The results obtained show the effectiveness of the proposed controller in eliminating the unbalance vibrations at the design speed of rotation.

• KDI Journal of Economic Policy
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• v.13 no.4
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• pp.117-140
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• 1991

The purpose of this paper is primarily to introduce a nonparametric statistical tool developed by Baek and Brock to detect a unidirectional causal ordering between two economic variables and apply it to interesting macroeconomic relationships among money, production and prices. It can be applied to any other causal structure, for instance, defense spending and economic performance, stock market index and market interest rates etc. A key building block of the test for nonlinear Granger causality used in this paper is the correlation. The main emphasis is put on nonlinear causal structure rather than a linear one because the conventional F-test provides high power against the linear causal relationship. Based on asymptotic normality of our test statistic, the nonlinear causality test is finally derived. Size of the test is reported for some parameters. When it is applied to a money, production and prices model, some evidences of nonlinear causality are found by the corrected size of the test. For instance, nonlinear causal relationships between production and prices are demonstrated in both directions, however, these results were ignored by the conventional F-test. A similar results between money and prices are obtained at high lag variables.

• Smart Structures and Systems
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• v.26 no.5
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• pp.575-589
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• 2020

For vibration control of stay cables in cable-stayed bridges, viscous dampers are frequently used, and they are regularly installed between the cable and the bridge deck. In practice, neoprene rubber bushings (or of other types) are also widely installed inside the cable guide pipe, mainly for reducing the bending stresses of the cable near its anchorages. Therefore, it is important to understand the effect of the bushings on the performance of the external damper. Besides, for long cables, external dampers installed at a single position near a cable end can no longer provide enough damping due to the sag effect and the limited installation distance. It is thus of interest to improve cable damping by additionally installing dampers inside the guide pipe. This paper hence studies the combined effects of an external damper and an internal damper (which can also model the bushings) on a stay cable. The internal damper is assumed to be a High Damping Rubber (HDR) damper, and the external damper is considered to be a viscous damper with intrinsic stiffness, and the cable sag is also considered. Both the cases when the two dampers are installed close to one cable end and respectively close to the two cable ends are studied. Asymptotic design formulas are derived for both cases considering that the dampers are close to the cable ends. It is shown that when the two dampers are placed close to different cable ends, their combined damping effects are approximately the sum of their separate contributions, regardless of small cable sag and damper intrinsic stiffness. When the two dampers are installed close to the same end, maximum damping that can be achieved by the external damper is generally degraded, regardless of properties of the HDR damper. Field tests on an existing cable-stayed bridge have further validated the influence of the internal damper on the performance of the external damper. The results suggest that the HDR is optimally placed in the guide pipe of the cable-pylon anchorage when installing viscous dampers at one position is insufficient. When an HDR damper or the bushing has to be installed near the external damper, their combined damping effects need to be evaluated using the presented methods.

• Asian-Australasian Journal of Animal Sciences
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• v.31 no.1
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• pp.26-31
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• 2018

Objective: This study estimated the genetic parameters for body weight gain and growth curve parameter traits in Korean native chicken (KNC). Methods: A total of 585 $F_1$ chickens were used along with 88 of their $F_0$ birds. Body weights were measured every 2 weeks from hatching to 20 weeks of age to measure weight gain at 2-week intervals. For each individual, a logistic growth curve model was fitted to the longitudinal growth dataset to obtain three growth curve parameters (${\alpha}$, asymptotic final body weight; ${\beta}$, inflection point; and ${\gamma}$, constant scale that was proportional to the overall growth rate). Genetic parameters were estimated based on the linear-mixed model using a restricted maximum likelihood method. Results: Heritability estimates of body weight gain traits were low to high (0.057 to 0.458). Heritability estimates for ${\alpha}$, ${\beta}$, and ${\gamma}$ were $0.211{\pm}0.08$, $0.249{\pm}0.09$, and $0.095{\pm}0.06$, respectively. Both genetic and phenotypic correlations between weight gain traits ranged from -0.527 to 0.993. Genetic and phenotypic correlation between the growth curve parameters and weight gain traits ranged from -0.968 to 0.987. Conclusion: Based on the results of this study population, we suggest that the KNC could be used for selective breeding between 6 and 8 weeks of age to enhance the overall genetic improvement of growth traits. After validation of these results in independent studies, these findings will be useful for further optimization of breeding programs for KNC.

• Journal of KIISE:Computer Systems and Theory
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• v.28 no.5
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• pp.213-217
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• 2001

Excessive memory buffer requirement in continuous media playback is a serious impediment of wide spread usage of on-line multimedia service. Skewed access frequency of available video files provides an opportunity of re-using the date blocks which has been loaded by one session for later usage. We present novel algorithm which minimizes the buffer requirement in multiple sessions of multimedia playbacks. In continuous media playback originated from the disk, a certain amount of memory buffer is required to synchronize asynchronous disk. Read operation and synchronous playback operation. As aggregate playback bandwodth increases, larger amount of buffer needs to be allocated for this synchronization purpose. The focus of this work is to study the asymptotic behavior of the synchronization buffer requirement and to develop an algorithm coping with this excessive buffer requirement under bandwidth congestioon. We argue that in a large scale continuous media server, it may not be necessary to read the blocks for each session directly from the disk. The beauty of our work lies in the fact that it dynamically adapts to disk utilization of the server and finds the optimal way of servicinh the individual sessions while minimizing the overall buffer space requirement. Optimality of the proposed algorithm is shown by proof. The effectiveness and performance of the proposed scheme is examined via simulation.