• 대한의용생체공학회:의공학회지
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• 제5권1호
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• pp.9-14
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• 1984

The asymptotic solution using the Tailor series has been given explicit form for the solute concentration and overall solute removal in hemodiafilter using one dimensional model. The numerical solutions have been calculated within 0.001% error by the Romberg integration method. Compared with the numerical solutions, the oneterm asymptotic solutions were found to be within 3% error for the condition > 3.0 and three-terms asymtotic solutions were required for the condition >0.7 where denotes measure of convection over diffusional transport and a the ratio of blood flow rate over dialysate flow rate.

• Industrial Engineering and Management Systems
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• 제13권4호
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• pp.357-368
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• 2014

Since its birth in 1993, fuzzy time series have seen different classes of models designed and applied, such as fuzzy logic relation and rule-based models. These models have both advantages and disadvantages. The major drawbacks with these two classes of models are the difficulties encountered in identification and analysis of the model. Therefore, there is a strong need to explore new alternatives and this is the objective of this paper. By transforming a fuzzy number to a real number via integrating the inverse of the membership function, new autoregressive models can be developed to fit the observation values of a fuzzy time series. With the new models, the issues of model identification and parameter estimation can be addressed; and trends, seasonalities and multivariate fuzzy time series could also be modeled with ease. In addition, asymptotic behaviors of fuzzy time series can be inspected by means of characteristic equations.

• 한국경영과학회:학술대회논문집
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• 대한산업공학회/한국경영과학회 2006년도 춘계공동학술대회 논문집
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• pp.1221-1226
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• 2006

The use of Artificial Neural Networks (ANN) has received increasing attention in the analysis and prediction of financial time series. Stationarity of the observed financial time series is the basic underlying assumption in the practical application of ANN on financial time series. In this paper, we will investigate whether it is feasible to relax the stationarity condition to non-stationary time series. Our result discusses the range of complexities caused by non-stationary behavior and finds that overfitting by ANN could be useful in the analysis of such non-stationary complex financial time series.

• 한국통신학회논문지
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• 제32권11C호
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• pp.1111-1118
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• 2007

본 논문은 다중 사용자 시스템에서 좋은 채널을 가진 사용자를 선택함으로써 얻을 수 있는 다이버시티, 즉 다중 사용자 다이버시티로부터 증대되는 처리율 (throughput)에 대해 새로운 접근 방식을 이용하여 분석하였다. 이와 같은 다중 사용자 다이버시티 이득으로부터 도출되는 처리율의 증가를 근사적 형태의 식으로 유도하기 위하여, 본 논문에서는 Puiseux 급수를 이용하였고 이를 통해 단순화된 맺음식 (closed form)의 결과를 얻을 수 있었다. 이 결과식은 다중 사용자 다이버시티 이득이 신호 대 잡음비 (SNR)에 독립적이라는 것을 보여주고 있다. 또한 본 논문에서는 위의 결과를 Max C/I과 proportional fair scheduling과 같은 스케줄링 알고리즘에 확대 적용하였다. 그리고 제시한 결과식을 모의실험과 비교하여 검증하였다.

• Nuclear Engineering and Technology
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• 제43권3호
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• pp.287-300
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• 2011

Counting statistics modified by introducing two dead times in series under a Poisson input distribution are discussed. A previous study examined the two cases of series combinations of nonextended-extended (NE-E) and extended-extended (EE) dead times. The present study investigated the remaining two cases of extended-nonextended (E-NE) and nonextended-nonextended (NE-NE) dead times. For the three time origins of the counting processes - ordinary, equilibrium, and shifted processes - a set of formulae was newly developed from a general formulation and presented for the event time interval densities, total densities, and exact mean and variance of the counts in a given counting duration. The asymptotic expressions for the mean and variance of the counts, which are most convenient for applications, were fully listed. The equilibrium mean count rates distorted by the three dead times in series were newly derived from the information obtained in these studies. An application of the derived formulae is briefly discussed.

• Communications for Statistical Applications and Methods
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• 제26권1호
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• pp.27-34
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• 2019

We study the effect of detrending on the coherency between two time series processes. Many economic and financial time series variables include nonstationary components; however, we analyze the two most popular cases of stochastic and deterministic trends. We analyze the asymptotic behavior of coherency under incorrect detrending, which includes the cases of first-differencing the deterministic trend process and, conversely, the time trend removal of the unit root process. A simulation study is performed to investigate the finite sample performance of the sample coherency due to incorrect detrending. Our work is expected to draw attention to the possible distortion of coherency when the series are incorrectly detrended. Further, our results can extend to various specification of trends in aggregate time series variables.

• 대한수학회논문집
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• 제37권2호
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• pp.551-566
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• 2022

We apply Fourier-Legendre-based integration methods that had been given by Campbell in 2021, to evaluate new rational double hypergeometric sums involving ${\frac{{1}}{\pi}}$. Closed-form evaluations for dilogarithmic expressions are key to our proofs of these results. The single sums obtained from our double series are either inevaluable $_2F_1({\frac{4}{5}})$- or $_2F_1({\frac{1}{2}})$-series, or Ramanujan's ₃F₂(1)-series for the moments of the complete elliptic integral K. Furthermore, we make use of Ramanujan's finite sum identity for the aforementioned ₃F₂(1)-family to construct creative new proofs of Landau's asymptotic formula for the Landau constants.

• Journal of the Korean Statistical Society
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• 제26권3호
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• pp.365-382
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• 1997

In this paper we study the behaviors of the generalized Durbin-Watson (DW) statistics when the nonstationary seasonal time series regression model is misspecified. It is observed that when the series is seasonally integrated the generalized DW statistic for the seasonal period order autocorrelation converges in probability to zero while teh generalized DW statistic for the first order autocorrelation has nondegenerate asymptotic distribution. When the series is regularly and seasonally integrated the generalized DW for the first order autocorrelation still converges in probability to zero.

• Steel and Composite Structures
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• 제17권5호
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• pp.561-572
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• 2014

In this paper, we present the scattering characteristics of infinite and finite array using method of moment (MoM) with Floquet harmonics and asymptotic waveform evaluation (AWE) technique. First, infinite cylindrical dipole array is analyzed using the MoM with entire domain basis function and cylindrical Floquet harmonics. To provide the validity of results, we fabricated the cylindrical dipole array and measured the transmission characteristics. The results show good agreements. Second, we analyzed the scattering characteristics of finite array. A large simulation time is needed to obtain the scattering characteristics of finite array over wide frequency range because Floquet harmonics can't be applied. So, we used the MoM with AWE technique using Taylor series and Pade approximation to overcome the shortcomings of conventional MoM. We calculated the radar cross section (RCS) as scattering characteristics using the proposed method in this paper and the conventional MoM for finite planar slot array, finite spherical slot array, and finite cylindrical dipole array, respectively. The compared results agree well and show that the proposed method in this paper is good for electromagnetic analysis of finite FSS.

• 대한전자공학회논문지
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• 제25권8호
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• pp.884-892
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• 1988

An asymptotic solution of electromagnetic waves scattered by an arbitrary-angled dielectric wedge in the E-polarized plane wave incidence is obtained by adding a correction to the physical optical fields given in the previous paper of these companion papers, Part I. The source for the asymptotic correction field valid in the far-field region can be equivalent to the multipole line sources at the tip of the wedge, of which coefficients are evaluated numerically by solving a dual series equation. The corrected field patterns are plotted for the typical case treated in Part I.