• Journal of Mechanical Science and Technology
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• 제19권11호
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• pp.1975-1987
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• 2005

An input time delay always exists in practical systems. Analysis of the delay phenomenon in a continuous-time domain is sophisticated. It is appropriate to obtain its corresponding discrete-time model for implementation via digital computers. In this paper a new scheme for the discretization of nonlinear systems using Taylor series expansion and the zero-order hold assumption is proposed. The mathematical structure of the new discretization method is analyzed. On the basis of this structure the sampled-data representation of nonlinear systems with time-delayed multi-input is presented. The delayed multi-input general equation has been derived. In particular, the effect of the time-discretization method on key properties of nonlinear control systems, such as equilibrium properties and asymptotic stability, is examined. Additionally, hybrid discretization schemes that result from a combination of the scaling and squaring technique (SST) with the Taylor series expansion are also proposed, especially under conditions of very low sampling rates. Practical issues associated with the selection of the method's parameters to meet CPU time and accuracy requirements, are examined as well. A performance of the proposed method is evaluated using a nonlinear system with time delay maneuvering an automobile.

• The Korean Journal of Applied Statistics
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• 제17권2호
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• pp.219-228
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• 2004

In this paper we construct prediction intervals for nonlinear time series models using the bootstrap. We compare these prediction intervals to traditional asymptotic prediction intervals using quasi-score estimation function and M-quasi-score estimating function comprising bounded functions. Simulation results show that the bootstrap method leads to improved accuracy. The accuracy of the bootstrap is empirically demonstrated with the consumer price index.

• Journal of the Korean Society of Fisheries and Ocean Technology
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• 제28권2호
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• pp.228-239
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• 1992

The purpose of the present research is to develop an efficient numerical method for the calculation of potential flow and predict the wave-making resistance for the application to ship design of tuna purse seiner. The paper deals with the numerical calculation of potential flow around the series 60 with forward velocity by the new slender ship theory. This new slender ship theory is based on the asymptotic expression of the Kelvin-source, distributed over the small matrix at each transverse section so as to satisfy the approximate hull boundary condition due to the assumption of slender body. Some numerical results for series 60, C sub(b) =0.6, hull are presented in this paper. The wave pattern and wave resistance are computed at two Froude numbers, 0.267 and 0.304. These results are better than those of Michell's thin ship theory in comparison with measured results. However, it costs much time to compute not only wave resistance but also wave pattern over some range of Froude numbers. More improvements are strongly desired in the numerical procedure.

• Proceedings of the Korean Statistical Society Conference
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• 한국통계학회 2005년도 추계 학술발표회 논문집
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• pp.159-165
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• 2005

Recently, as a result of the growing interest in modelling stationary processes with discrete marginal distributions, several models for integer valued time series have been proposed in the literature. One of theses models is the integer-valued autoregressive(INAR) models. However, when modelling with integer-valued autoregressive processes, there is not yet distributional properties of forecasts, since INAR process contain an accrued level of complexity in using the Steutal and Van Harn(1979) thinning operator 'o'. In this study, a manageable expression for the asymptotic mean square error of predicting more than one-step ahead from an estimated poisson INAR(1) model is derived. And, we present a bootstrap methods developed for the calculation of forecast interval limits of INAR(p) model. Extensive finite sample Monte Carlo experiments are carried out to compare the performance of the several bootstrap procedures.

• Journal of the Korean Institute of Telematics and Electronics
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• 제18권5호
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• pp.35-45
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• 1981

An asymptotic solution of electromagnetic waves scattered by a right-angled dielectric wedge for plane wave incidence is obtained. Scattered fields are constructed by waves reflected and refracted from dielectric interfaces (geometric-optical fields) and a cylindrical wave diffracted from the edge. The edge diffracted field is obtained by adding a correction to the edge diffraction of physical optics approximation, where the correction field is calculated by solving a dual series equation amenable to simple numerical calculation. Validity of this result is assured by two limits of relative dielectric constant $\varepsilon$ of the wedge. The total asymptotic field calculated results in a Rawlins' Neumann series solution for small $\varepsilon$, and the edge diffraction pattern is shown to approach that of a perfectly conducting wedge for large $\varepsilon$. Calculated field patterns are presented and the accuracy of physical optics approximation is discussed.

• Journal of the Society of Naval Architects of Korea
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• 제52권4호
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• pp.338-348
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• 2015

In this study, the added resistance of ships in short waves is systematically studied by using two different numerical methods - Rankine panel method and Cartesian grid method – and existing asymptotic and empirical formulae. Analysis of added resistance in short waves has been preconceived as a shortcoming of numerical computation. This study aims to observe such preconception by comparing the computational results, particularly based on two representative three-dimensional methods, and with the existing formulae and experimental data. In the Rankine panel method, a near-field method based on direct pressure integration is adopted. In the Cartesian grid method, the wave-body interaction problem is considered as a multiphase problem, and volume fraction functions are defined in order to identify each phase in a Cartesian grid. The computational results of added resistance in short waves using the two methods are systematically compared with experimental data for several ship models, including S175 containership, KVLCC2 and Series 60 hulls (C_B = 0.7, 0.8). The present study includes the comparison with the established asymptotic and empirical formulae in short waves.

• Proceedings of the Korea Water Resources Association Conference
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• 한국수자원학회 2016년도 학술발표회
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• pp.201-201
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• 2016

The asymptotic extreme value distributions of maxima are a natural choice when designing against future extreme events like flood peaks or wave heights, given a stationary time series. The generalized extreme value distribution (GEV) is often utilised in this context because it is seen as a convenient single expression for extreme event analysis. However, the GEV has a drawback because the location of the distribution bound relative to the data is a discontinuous function of the GEV shape parameter. That is, for annual maxima approximated by the Gumbel distribution, the data is also consistent with a GEV distribution with an upper bound (no lower bound) or a GEV distribution with a lower bound (no upper bound). A more consistent single extreme value expression for design purposes is proposed as the Weibull distribution of smallest extremes, as applied to transformed annual maxima. The Weibull distribution limit holds here for sufficiently large sample sizes, irrespective of the extreme value domain of attraction applicable to the untransformed maxima. The Gumbel, Type 2, and Type 3 extreme value distributions thus become redundant, together with the GEV, because in reality there is only a single asymptotic extreme value distribution required for design purposes - the Weibull distribution of minima as applied to transformed maxima. An illustrative synthetic example is given showing transformed maxima from the normal distribution approaching the Weibull limit much faster than the untransformed sample maxima approach the normal distribution Gumbel limit. Some New Zealand examples are given with the Weibull distribution being applied to reciprocal transformations of annual flood maxima, where the untransformed maxima follow apparently different extreme value distributions.

• Journal of IKEEE
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• 제18권4호
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• pp.625-629
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• 2014

This study derives the asymptotic phase noise formula of the oscillators perturbed by the colored noises. Based on the derived formula, this study presents a sub-1V series-tuned differential Colpitts VCO. The ADS simulation result on the phase noise shows that the presented VCO exhibits about 3dBc/Hz lower phase noise at the 1MHz offset frequency from the oscillation frequency of 4.8GHz than the existing series-tuned differential Colpitts VCO with the inductor current sources.

• International Journal of Control, Automation, and Systems
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• 제4권3호
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• pp.293-301
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• 2006

A new discretization method for calculating a sampled-data representation of a nonlinear continuous-time system is proposed. The proposed method is based on the well-known Taylor series expansion and zero-order hold (ZOH) assumption. The mathematical structure of the new discretization method is analyzed. On the basis of this structure, a sampled-data representation of a nonlinear system with a time-delayed input is derived. This method is applied to obtain a sampled-data representation of a non-affine nonlinear system, with a constant input time delay. In particular, the effect of the time discretization method on key properties of nonlinear control systems, such as equilibrium properties and asymptotic stability, is examined. 'Hybrid' discretization schemes that result from a combination of the 'scaling and squaring' technique with the Taylor method are also proposed, especially under conditions of very low sampling rates. Practical issues associated with the selection of the method parameters to meet CPU time and accuracy requirements are examined as well. The performance of the proposed method is evaluated using a nonlinear system with a time-delayed non-affine input.

• Journal of Korea Water Resources Association
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• 제39권12호
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• pp.997-1012
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• 2006

We have presented a nonparametric stochastic approach for the SOI(Southern Oscillation Index) series that used nonlinear methodology called Nonlinear AutoRegressive(NAR) based on conditional kernel density function and CAFPE(Corrected Asymptotic Final Prediction Error) lag selection. The fitted linear AR model represents heteroscedasticity, and besides, a BDS(Brock - Dechert - Sheinkman) statistics is rejected. Hence, we applied NAR model to the SOI series. We can identify the lags 1, 2 and 4 are appropriate one, and estimated conditional mean function. There is no autocorrelation of residuals in the Portmanteau Test. However, the null hypothesis of normality and no heteroscedasticity is rejected in the Jarque-Bera Test and ARCH-LM Test, respectively. Moreover, the lag selection for conditional standard deviation function with CAFPE provides lags 3, 8 and 9. As the results of conditional standard deviation analysis, all I.I.D assumptions of the residuals are accepted. Particularly, the BDS statistics is accepted at the 95% and 99% significance level. Finally, we split the SOI set into a sample for estimating themodel and a sample for out-of-sample prediction, that is, we conduct the one-step ahead forecasts for the last 97 values (15%). The NAR model shows a MSEP of 0.5464 that is 7% lower than those of the linear model. Hence, the relevance of the NAR model may be proved in these results, and the nonparametric NAR model is encouraging rather than a linear one to reflect the nonlinearity of SOI series.