• 응용통계연구
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• 제28권5호
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• pp.895-906
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• 2015

확산모형은 입자의 운동현상과 금융자산의 미시적 가격변동을 설명하기 위하여 사용되는 수리적 모형이다. 확산모형의 추정방법에 관한 논의는 다양한 분야에서 이루어져 왔다. 통계학적 관점에서 우도적 방법에 기반한 확산모형의 추정방법을 개발하려는 시도가 계속되어 왔다. 이산시간 간격으로 관측된 자료를 이용하여 확산모형을 추정할 때 최대우도 추정법을 적용하기 위해서는 확산모형에 대한 전이확률 밀도함수를 구해야 한다. 본 연구에서는 확산모형의 전이확률밀도를 근사하기 위하여, 정규분포를 따르는 확률변수를 이용하여 브라운다리 확률과정에 대한 경로적분을 대체하는 방법을 제안하고, 그 수치적 성질을 다른 방법들과 비교한다.

• Korean Chemical Engineering Research
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• 제56권6호
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• pp.909-913
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• 2018

A hydrocarbon trap (HT) plays an important role of controlling vehicle emissions in the so-called cold emission period by holding hydrocarbons until three way catalysts (TWCs) are thermally activated. In this study, we have investigated the adsorption characteristics of cation (H, La, K, and Ag)-exchanged ZSM-5 zeolites for hydrocarbons (propylene, n-butane, and toluene) by DFT (density functional theory)-based computational chemistry. Cation exchange is to improve the hydrothermal stability of zeolites and their adsorption capacity, thereby rendering cation-exchanged zeolites promising materials for HT. The idea of cluster approximation makes the calculation of adsorption energies superbly efficient in computation. The results showed that Ag-exchanged ZSM-5 would be the best for the adsorption of all three adsorbates, without often encountered Ag oxidation in experiments. Besides, the hydrothermal stability of La-exchanged ZSM-5 was confirmed from the change of geometrical parameters by cation exchange, and it showed good adsorption capacity for propylene and toluene. Hydrogen-exchanged ZSM-5 was also good for hydrogen adsorption, but had poor hydrothermal stability.

• 한국근적외분광분석학회:학술대회논문집
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• 한국근적외분광분석학회 2001년도 NIR-2001
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• pp.1132-1132
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• 2001

This work is a further development of the method created by G. Krivoshiev in 1996 for elimination of peel interference and prediction of fruit flesh optical density. In this investigation, as it was earlier, the objects are observed as being structured by three successive layer “AlongrightarrowOlongrightarrowB” denoting “peel-flesh-peel”. In the first version of the method the transmittances of the surface layers A and B were measured according to Kubelka-Munk theory by means of their diffuse reflectance. At that the overall transmittance T was approximated in the form of a multiplication approximation being valid for plane-parallel layers of a non-scattering material. In this work this approximation was done away with applying the theory of discontinuum, respectively Benfor's equations. As a result two mathematical models were created for non-destructive prediction of fruit flesh optical density. These models are different from the ones based solely on Kubelka-Munk theory, the destruction being marked by the terms 1n (1 - $R_{A}R_{0}$) and 1n (1 - $R_{A}R_{B}$), where: $R_{A}$ and $R_{B}$ are reflectance values for the surface layers A and B; $R_{0}$ is the average reflectance of the internal layer that could be obtained empirically by means of a preliminary measurement of sufficiently large number of physically peeled fruits of a given species and variety.

• Communications for Statistical Applications and Methods
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• 제10권2호
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• pp.607-617
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• 2003

This paper offers a practical comparison of efficiency between local likelihood approach and conventional kernel approach in density estimation. The local likelihood estimation procedure maximizes a kernel smoothed log-likelihood function with respect to a polynomial approximation of the log likelihood function. We use two types of data driven bandwidths for each method and compare the mean integrated squares for several densities. Numerical results reveal that local log-linear approach with simple plug-in bandwidth shows better performance comparing to the standard kernel approach in heavy tailed distribution. For normal mixture density cases, standard kernel estimator with the bandwidth in Sheather and Jones(1991) dominates the others in moderately large sample size.

• Journal of Communications and Networks
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• 제16권6호
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• pp.600-612
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• 2014

In this paper, we consider the problem of spectrum sensing for advanced television systems committee (ATSC) digital television (DTV) signal detection. To exploit the cyclostationarity of the ATSC DTV signals, we employ spectral correlation density (SCD) as the decision statistic and propose an optimal detection algorithm. The major difficulty is in obtaining the probability distribution functions of the SCD. To overcome the difficulty, we probabilistically model the pilot frequency location and employ Gaussian approximation for the SCD distribution. Then, we obtain a practically implementable detection algorithm that outperforms the industry leading systems by 2-3 dB. We also propose various techniques that greatly reduce the system complexity with performance degradation by only a few tenths of decibels. Finally, we show how robust the system is to the estimation errors of the noise power spectral density level and the probability distribution of the pilot frequency location.

• Bulletin of the Korean Chemical Society
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• 제34권8호
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• pp.2281-2285
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• 2013

The electronic structure, optical spectra, and thermodynamic properties of the three FOX-7 polymorphs (${\alpha}$, ${\beta}$, and ${\gamma}$) have been studied systematically using density functional theory. The LDA (CA-PZ) and generalized gradient approximation (GGA) (PW91) functions were used to relax the three FOX-7 phases without any constraint. Their density of states and partial density of states were calculated and analyzed. The band gaps for the three phases were calculated and the sequence of their sensitivity was presented. Their absorption coefficients were computed and compared. The thermodynamic functions including enthalpy (H), entropy (S), free energy (G), and heat capacity ($C_p$) for the three phases were evaluated.

• 한국정보통신학회:학술대회논문집
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• 한국해양정보통신학회 2010년도 춘계학술대회
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• pp.771-774
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• 2010

본 논문에서는 WiMAX용 LDPC(Low-Density Parity Check) 복호기의 비트오율 성능 분석을 통해 최적 설계 사양을 도출하였다. LLR SPA(LLR Sum-Product Algorithm)을 근사화 시킨 최소합 알고리듬(Min-Sum Algorithm; MSA)을 Matlab으로 모델링한 후, 시뮬레이션을 통해 LLR 비트 폭과 최대 반복 복호 횟수에 따른 비트오율(Bit Error Rate; BER) 성능을 분석하였다. 모델링된 LDPC 복호기는 IEEE 802.16e 표준에 제안된 블록길이 2304, 부호화율 1/2인 PCM(Parity Check Matrix)을 사용하였으며, QPSK 변조와 백색 가우시안 잡음채널 하에서 시뮬레이션 하였다. 비트오율 성능을 분석한 결과, LLR 비트 폭은 (8,6)이고 반복 복호 횟수는 7인 경우에 비트오율 성능이 가장 우수함을 확인하였다.

• Genomics & Informatics
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• 제20권2호
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• pp.17.1-17.11
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• 2022

Genetic associations have been quantified using a number of statistical measures. Entropy-based mutual information may be one of the more direct ways of estimating the association, in the sense that it does not depend on the parametrization. For this purpose, both the entropy and conditional entropy of the phenotype distribution should be obtained. Quantitative traits, however, do not usually allow an exact evaluation of entropy. The estimation of entropy needs a probability density function, which can be approximated by kernel density estimation. We have investigated the proper sequence of procedures for combining the kernel density estimation and entropy estimation with a probability density function in order to calculate mutual information. Genotypes and their interactions were constructed to set the conditions for conditional entropy. Extensive simulation data created using three types of generating functions were analyzed using two different kernels as well as two types of multifactor dimensionality reduction and another probability density approximation method called m-spacing. The statistical power in terms of correct detection rates was compared. Using kernels was found to be most useful when the trait distributions were more complex than simple normal or gamma distributions. A full-scale genomic dataset was explored to identify associations using the 2-h oral glucose tolerance test results and γ-glutamyl transpeptidase levels as phenotypes. Clearly distinguishable single-nucleotide polymorphisms (SNPs) and interacting SNP pairs associated with these phenotypes were found and listed with empirical p-values.

• 한국정밀공학회:학술대회논문집
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• 한국정밀공학회 2005년도 춘계학술대회 논문집
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• pp.602-606
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• 2005

A systematic procedure of probability analysis for general distributions is developed based on the first four moments estimated from polynomial interpolation of the system response function and the Pearson system. The function approximation is based on a specially selected experimental region for accuracy and the number of function evaluations is taken equal to that of the unknown coefficient for efficiency. For this purpose, three error-minimizing conditions are proposed and corresponding canonical experimental regions are formed for popular probability. This approach is applied to study the stochastic properties of the performance functions of a MEMS structure, which has quite large fabrication errors compared to other structures. Especially, the vibratory micro-gyroscope is studied using the statistical moments and probability density function (PDF) of the performance function to be the difference between resonant frequencies corresponding to sensing and driving mode. The results show that it is very sensitive to the fabrication errors and that the types of PDF of each variable also affect the stochastic properties of the performance function although they have same the mean and variance.

• 천문학회보
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• 제41권1호
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• pp.46.1-46.1
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• 2016

The formation process of a current sheet is important for solar flare from a viewpoint of a space weather prediction. We therefore derive the temporal development of the spatial and statistical distribution of electric current density distributed in a flare-producing active region to describe the formation of a current sheet. We derive time sequence distribution of electric current density by applying a nonlinear force-free approximation reconstruction to Active Region 12158 that produces an X1.6-class flare. The time sequence maps of photospheric vector magnetic field used for reconstruction are captured by a Helioseismic and Magnetic Imager (HMI) onboard Solar Dynamic Observatory (SDO) on 10th September, 2014. The spatial distribution of electric current density in NLFFF model well reproduce observed sigmoidal structure at the preflare phase, although a layer of high current density shrinks at the postflare phase. A double power-law profile of electric current density is found in statistical analysis. This may be expected to use an indicator of the occurrence of a solar flare.