• Journal of the Institute of Electronics Engineers of Korea SP
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• v.45 no.6
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• pp.57-63
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• 2008

In this paper, we present an efficient noise reduction method using bivariate Gaussian density function in the wavelet domain. In our method, the probability model for the interstate dependency in the wavelet domain is modeled by bivariate Gaussian function, and then, the noise reduction is performed by Bayesian estimation. The statistical parameter for Bayesian estimation can be approximately obtained by the $H{\ddot{o}}lder$ inequality. The simulation results show that our method outperforms the previous methods using bivariate probability models.

• Proceedings of the Korea Water Resources Association Conference
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• 2010.05a
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• pp.571-575
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• 2010

Drought is a natural hazard with different properties that are usually dependent to each other. Therefore, a multivariate model is often used for drought frequency analysis. The Copula based bivariate drought severity and duration frequency analysis is applied in the current study in order to show the effect of tail behavior of drought severity and duration on the selection of a copula function for drought bivariate frequency analysis. Four copula functions, namely Clayton, Gumbel, Frank and Gaussian, were fitted to drought data of four stations in Iran and Canada in different climate regions. The drought data are calculated based on standardized precipitation index time series. The performance of different copula functions is evaluated by estimating drought bivariate return periods in two cases, [$D{\geq}d$ and $S{\geq}s$] and [$D{\geq}d$ or $S{\geq}s$]. The bivariate return period analysis indicates the behavior of the tail of the copula functions on the selection of the best bivariate model for drought analysis.

• The Journal of Korean Institute of Communications and Information Sciences
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• v.37A no.11
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• pp.943-951
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• 2012

In this paper, we propose a novel spectrum sensing scheme based on the order statistic for cooperative cognitive radio network in non-Gaussian noise environments. Specifically, we model the ambient noise as the bivariate isotropic symmetric ${\alpha}$-stable random variable, and then, propose a cooperative spectrum sensing scheme based on the order of observations and the generalized likelihood ratio test. From numerical results, it is confirmed that the proposed scheme offers a substantial performance improvement over the conventional scheme in non-Gaussian noise environments.

• Geomechanics and Engineering
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• v.36 no.6
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• pp.601-618
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• 2024

The joint probability distribution of uncertain geomechanical parameters of geotechnical strata is a crucial aspect in constructing the reliability functional function for roof structures. However, due to the limited number of on-site exploration and test data samples, it is challenging to conduct a scientifically reliable analysis of roof geotechnical strata. This study proposes a Copula method based on small sample exploration and test data to construct the intensity characteristics of roof geotechnical strata. Firstly, the theory of multidimensional copula is systematically introduced, especially the construction of four-dimensional Gaussian copula. Secondly, data from measurements of 176 groups of geomechanical parameters of roof geotechnical strata in 31 coal mines in China are collected. The goodness of fit and simulation error of the four-dimensional Gaussian Copula constructed using the Pearson method, Kendall method, and Spearman methods are analyzed. Finally, the fitting effects of positive and negative correlation coefficients under different copula functions are discussed respectively. The results demonstrate that the established multidimensional Gaussian Copula joint distribution model can scientifically represent the uncertainty of geomechanical parameters in roof geotechnical strata. It provides an important theoretical basis for the study of reliability functional functions for roof structures. Different construction methods for multidimensional Gaussian Copula yield varying simulation effects. The Kendall method exhibits the best fit in constructing correlations of geotechnical parameters. For the bivariate Copula fitting ability of uncertain parameters in roof geotechnical strata, when the correlation is strong, Gaussian Copula demonstrates the best fit, and other Copula functions also show remarkable fitting ability in the region of fixed correlation parameters. The research results can offer valuable reference for the stability analysis of roof geotechnical engineering.

• Communications for Statistical Applications and Methods
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• v.28 no.1
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• pp.59-79
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• 2021

Value at Risk (VaR) is one of the most common risk management tools in finance. Since a portfolio of several assets, rather than one asset portfolio, is advantageous in the risk diversification for investment, VaR for a portfolio of two or more assets is often used. In such cases, multivariate distributions of asset returns are considered to calculate VaR of the corresponding portfolio. Copulas are one way of generating a multivariate distribution by identifying the dependence structure of asset returns while allowing many different marginal distributions. However, they are used mainly for bivariate distributions and are not widely used in modeling joint distributions for many variables in finance. In this study, we would like to examine the performance of various copulas for high dimensional data and several different dependence structures. This paper compares copulas such as elliptical, vine, and hierarchical copulas in computing the VaR of portfolios to find appropriate copula functions in various dependence structures among asset return distributions. In the simulation studies under various dependence structures and real data analysis, the hierarchical Clayton copula shows the best performance in the VaR calculation using four assets. For marginal distributions of single asset returns, normal inverse Gaussian distribution was used to model asset return distributions, which are generally high-peaked and heavy-tailed.

• Proceedings of the Korean Society of Broadcast Engineers Conference
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• 2011.11a
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• pp.321-324
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• 2011

본 논문에서는 contourlet 변환을 이용하여 잡음을 제거하는 방법을 제안한다. 영상 센서의 발전으로 이미지의 해상도가 좋아지는 반면 잡음에 민감해진다. 그러므로 이를 전처리 단계에서 처리해주는 것이 필요하다. 잡음은 주로 자연 영상의 윤곽선에서 민감하게 반응하기 때문에 고주파대의 잡음을 최대한 정확하게 제거하는 과정이 중요하다. Contourlet 변환은 기존의 wavelet 변환의 다중 스케일과 더불어 다양한 방향 필터뱅크를 이용하여 방향 성분에 대하여 풍부한 정보를 얻을 수 있는 변환이다. 영상의 화이트 가우시안 잡음을 제거하기 위해 contourlet 변환 영역에서의 계수를 이변수 가우스 확률 모델로 설정하고 Bayes 추정법을 사용한다. Bayes 추정법에 필요한 파라미터들은 근사적으로 추정한다. 제안한 방식을 통하여 잡음이 제거된 영상에 추가적으로 Wiener filter와 cycle-spinning을 적용하여 더 높은 PSNR (peak signal-to-noise ratio)값을 얻을 수 있다. 모의실험을 통해 제안한 방식의 PSNR 값과 결과영상으로 성능이 우수함을 확인하였다.

• Economic and Environmental Geology
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• v.55 no.4
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• pp.353-366
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• 2022

Spatial estimation of geoscience data (geo-data) is challenging due to spatial heterogeneity, data scarcity, and high dimensionality. A novel spatial estimation method is needed to consider the characteristics of geo-data. In this study, we proposed the application of Gaussian Mixture Model (GMM) among machine learning algorithms with multivariate data for robust spatial predictions. The performance of the proposed approach was tested through soil chemical concentration data from a former smelting area. The concentrations of As and Pb determined by ex-situ ICP-AES were the primary variables to be interpolated, while the other metal concentrations by ICP-AES and all data determined by in-situ portable X-ray fluorescence (PXRF) were used as auxiliary variables in GMM and ordinary cokriging (OCK). Among the multidimensional auxiliary variables, important variables were selected using a variable selection method based on the random forest. The results of GMM with important multivariate auxiliary data decreased the root mean-squared error (RMSE) down to 0.11 for As and 0.33 for Pb and increased the correlations (r) up to 0.31 for As and 0.46 for Pb compared to those from ordinary kriging and OCK using univariate or bivariate data. The use of GMM improved the performance of spatial interpretation of anthropogenic metals in soil. The multivariate spatial approach can be applied to understand complex and heterogeneous geological and geochemical features.

• Journal of the Korean Society for Advanced Composite Structures
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• v.1 no.2
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• pp.51-58
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• 2010

This work examines the identification of stiffness reduction in damaged reinforced concrete bridges under moving loads, and carries out the performance assessment after repairing using advanced composite materials. In particular, the change of stiffness in each element before and after repairing, based on the Microgenetic algorithm as an advanced inverse analysis, is described and discussed by using a modified bivariate Gaussian distribution function. The proposed method in the study is more feasible than the conventional element-based method from computation efficiency point of view. The validity of the technique is numerically verified using a set of dynamic data obtained from a simulation of the actual bridge modeled with a three-dimensional solid element. The numerical examples show that the proposed technique is a feasible and practical method which can inspect the complex distribution of deteriorated stiffness although there is a difference between actual bridge and numerical model as well as uncertain noise occurred in the measured data.

• Journal of Korea Water Resources Association
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• v.40 no.12
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• pp.943-956
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• 2007

Among various statistics, the spatial correlation function, that is "correlogram", is frequently used to evaluate or design the rain gauge network and to model the rainfall field. The spatial correlation structure of rainfall has the significant variation due to many factors. Thus, the variation of spatial correlation structure of rainfall causes serious problems when deciding the spatial correlation function of rainfall within the basin. In this study, the spatial rainfall structure was modeled using bivariate mixed distributions to derive monthly spatial correlograms, based on Gaussian and lognormal distributions. This study derived the correlograms using hourly data of 28 rain gauge stations in the Keum river basin. From the results, we concluded as following; (1) Among three cases (Case A, Case B, Case C) considered, the Case A(+,+) seems to be the most relevant as it is not distorted much by zero measurements. (2) The spatial correlograms based on the lognormal distribution, which is theoretically as well as practically adequate, is better than that based on the Gaussian distribution. (3) The spatial correlation in July exponentially decrease more obviously than those in other months. (4) The spatial correlograms should be derived considering the temporal resolution(hourly, daily, etc) of interest.

• Journal of Korea Water Resources Association
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• v.52 no.8
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• pp.545-554
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• 2019

The most drought assessments are based on a drought index, which depends on univariate variables such as precipitation and soil moisture. However, there is a limitation in representing the drought conditions with single variables due to their complexity. It has been acknowledged that a multivariate drought index can more effectively describe the complex drought state. In this context, this study propose a Copula-based drought index that can jointly consider precipitation and soil moisture. Unlike precipitation data, long-term soil moisture data is not readily available so that this study utilized a Gaussian Mixture Non-Homogeneous Hidden Markov chain Model (GM-NHMM) model to simulate the soil moisture using the observed precipitation and temperature ranging from 1973 to 2014. The GM-NHMM model showed a better performance in terms of reproducing key statistics of soil moisture, compared to a multiple regression model. Finally, a bivariate frequency analysis was performed for the drought duration and severity, and it was confirmed that the recent droughts over Jeollabuk-do in 2015 have a 20-year return period.