• Structural Engineering and Mechanics
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• v.35 no.2
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• pp.191-203
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• 2010

To investigate the critical buckling load and post-buckling behavior of an axially loaded pile entirely embedded in soil, the non-linear large deflection differential equation for a pinned pile, based on the Winkler-model and the discretionary distribution function of the foundation coefficient along pile shaft, was established by energy method. Assuming that the deflection function was a power series of some perturbation parameter according to the boundary condition and load in the pile, the non-linear large deflection differential equation was transformed to a series of linear differential equations by using perturbation approach. By taking the perturbation parameter at middle deflection, the higher-order asymptotic solution of load-deflection was then found. Effect of ratios of soil depth to pile length, and ratios of pile stiffness to soil stiffness on the critical buckling load and performance of piles (entirely embedded and partially embedded) after flexural buckling were analyzed. Results show that the buckling load capacity increases as the ratios of pile stiffness to soil stiffness increasing. The pile performance will be more stable when ratios of soil depth to pile length, and soil stiffness to pile stiffness decrease.

• The Korean Journal of Applied Statistics
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• v.36 no.6
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• pp.529-545
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• 2023

This paper introduces the Banded-VHAR model suitable for high-dimensional long-memory time series with band structure. The Banded-VHAR model has nonignorable correlations only with adjacent dimensions due to data features, for example, geographical information. Row-wise estimation method is adapted for fast computation. Also, two estimation methods, namely BIC and ratio methods, are proposed to estimate the width of band. We demonstrate asymptotic consistency of our proposed estimation methods through simulation study. Real data applications to pm2.5 and apartment trading volume substantiate that our Banded-VHAR model outperforms traditional sparse VHAR model in forecasting and easy to interpret model coefficients.

• Proceedings of the KIEE Conference
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• 1986.07a
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• pp.591-594
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• 1986

An asymptotic solution of electro-magnetic waves diffracted by a dielectric wedge of the angle larger than $180^{\circ}$ is obtained in case of the incidence of a E-polarized plane wave. Based on the dual integral equation in the spectral domain, physical optics approximation is supplemented by correction currents distributed along the interfaces. Those currents are expanded in a series of Bessel functions, known as Neumann's expansion of which fractional order is chosen to satisfy the static edge condition as the limiting value of dynamic case. Numerical results of edge diffraction patterns and field patterns are presented for some typical cases.

• The Proceeding of the Korean Institute of Electromagnetic Engineering and Science
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• v.3 no.2
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• pp.16-21
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• 1992

The TE-mode characteristics of scattering and reception by a flanged parallel-plate waveguide are examined. The technique of the Fourier transform is used to represent the scattered fields in the spectral domain. The simultaneous equations for the transmitted field coefficients are solved to obtain the solution in an asymptotic series form. The numerical computations are performed to illustrate the behaviors of the scattered field and the transmission coefficients versus the aperture size.

• Proceedings of the Korean Statistical Society Conference
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• 2000.11a
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• pp.23-26
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• 2000

It is noted that many econometric time series have long-memory properties. A long-memory process, or strongly dependent process, is characterized by hyperbolic decaying autocorrelations and unbounded spectral density at the origin. Since the long-memory property can be observed by data obtained from rather a long period, there is some possibility of parameter change in the process. In this paper, we consider the estimation of change-point when there is a change in the variance of a long-memory process. The estimator is based on some reasonable statistic and the consistency is shown using Taqqu's strong reduction theorem

• Communications for Statistical Applications and Methods
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• v.27 no.1
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• pp.47-64
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• 2020

In this paper, we derive some estimators of the scale parameter of the exponentiated half-logistic distribution based on the multiply Type-I hybrid censoring scheme. We assume that the shape parameter λ is known. We obtain the maximum likelihood estimator of the scale parameter σ. The scale parameter is estimated by approximating the given likelihood function using two different Taylor series expansions since the likelihood equation is not explicitly solved. We also obtain Bayes estimators using prior distribution. To obtain the Bayes estimators, we use the squared error loss function and general entropy loss function (shape parameter q = -0.5, 1.0). We also derive interval estimation such as the asymptotic confidence interval, the credible interval, and the highest posterior density interval. Finally, we compare the proposed estimators in the sense of the mean squared error through Monte Carlo simulation. The average length of 95% intervals and the corresponding coverage probability are also obtained.

• Journal of the Korean Mathematical Society
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• v.57 no.6
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• pp.1535-1549
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• 2020

This paper deals with the inverse of tails of Hurwitz zeta function. More precisely, for any positive integer s ≥ 2 and 0 ≤ a < 1, we give an algorithm for finding a simple form of f_s,a(n) such that $$\lim_{n{\rightarrow}{\infty}}\{\({\sum\limits_{k=n}^{\infty}}{\frac{1}{(k+a)^s}}\)^{-1}-f_{s,a}(n)\}=0$$. We show that f_s,a(n) is a polynomial in n-a of order s-1. All coefficients of f_s,a(n) are represented in terms of Bernoulli numbers.

• The Journal of Korean Institute of Communications and Information Sciences
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• v.30 no.11C
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• pp.1116-1124
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• 2005

We investigated the mean and variance of the MSE and the MI-based image registration methods that have been widely applied for image registration. By using the first order Taylor series expansion, we have approximated the mean and the variance for one-dimensional image registration. The asymptotic results show that the MSE based method is unbiased and efficient for the same image registration problem while the MI-based method shows larger variance. However, for the different modality image registration problem, the MSE based method is largely biased while the MI based method still achieves registration. The results imply that the MI based method achieves robustness to the different image modalities at the cost of inefficiency. The analytical results are supported by simulation results.

• Journal of the Korean Data and Information Science Society
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• v.28 no.3
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• pp.697-707
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• 2017

In this paper, we propose a modified GARCH(p, q)-X model which is obtained by adding the exogenous variables to the modified GARCH(p, q) process. Some limiting properties are shown under various stationary and nonstationary exogenous processes which are generated by another process independent of the noise process. The proposed model extends the GARCH(1, 1)-X model studied by Han (2015) to various GARCH(p, q)-type models such as GJR GARCH, asymptotic power GARCH and VGARCH combined with exogenous process. In comparison with GARCH(1, 1)-X, we expect that many stylized facts including long memory property of the financial time series can be explained effectively by modified GARCH(p, q) model combined with proper additional covariate.

• Journal of applied mathematics & informatics
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• v.36 no.3_4
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• pp.331-348
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• 2018

In this paper, an initial value method for solving a class of singularly perturbed delay differential equations with layer behavior is proposed. In this approach, first the given problem is modified in to an equivalent singularly perturbed problem by approximating the term containing the delay using Taylor series expansion. Then from the modified problem, two explicit Initial Value Problems which are independent of the perturbation parameter, ${\varepsilon}$, are produced: the reduced problem and boundary layer correction problem. Finally, these problems are solved analytically and combined to give an approximate asymptotic solution to the original problem. To demonstrate the efficiency and applicability of the proposed method three linear and one nonlinear test problems are considered. The effect of the delay on the layer behavior of the solution is also examined. It is observed that for very small ${\varepsilon}$ the present method approximates the exact solution very well.