• Magazine of the Korean Society of Agricultural Engineers
• /
• v.18 no.4
• /
• pp.4232-4241
• /
• 1976

This study was carried out to clarify the stochastic characteristics of monthly rainfalls and to select a proper model for generating the sequential monthly rainfall amounts. The results abtained are as follows: 1. Log-Normal distribution function is the best fit theoretical distribution function to the empirical distribution of monthly rainfall amounts. 2. Seasonal and random components are found to exist in the time series of monthly rainfall amounts and non-stationarity is shown from the correlograms. 3. The Monte Carlo model shows a tendency to underestimate the mean values and standard deviations of monthly rainfall amounts. 4. The 1st order Markov model reproduces means, standard deviations, and coefficient of skewness with an error of ten percent or less. 5. A correlogram derived from the data generated by 1st order Markov model shows the charaterstics of historical data exactly. 6. It is concluded that the 1st order Markov model is superior to the Monte Carlo model in their reproducing ability of stochastic properties of monthly rainfall amounts.

• Journal of the Korean Data and Information Science Society
• /
• v.13 no.2
• /
• pp.31-38
• /
• 2002

In the case of multiple survival times which might be censored at each covariate vector, we study the regression quantile estimations in this paper. The estimations are based on the empirical distribution functions of the censored times and the sample quantiles of the observed survival times at each covariate vector and the weighted least square method is applied for the estimation of the regression quantile. The estimators are shown to be asymptotically normally distributed under some regularity conditions.

• Journal of the Korean Data and Information Science Society
• /
• v.11 no.2
• /
• pp.173-179
• /
• 2000

Interval prediction based on the empirical distribution function for the class of time series with time varying coefficients is discussed. To this end, strong mixing property of the model is shown and results due to Fotopoulos et. al.(1994) are employed. A simulation study is presented to assess the accuracy of the proposed interval predictor.

• The Korean Journal of Applied Statistics
• /
• v.24 no.6
• /
• pp.1197-1211
• /
• 2011

The actual power performance of historical structural change tests are compared under various alternatives. The tests of interest are F, CUSUM, MOSUM, Moving Estimates and empirical distribution function tests with both recursive and ordinary least-squares residuals. Our comparison of the structural tests involves limiting distributions under the hypothesis, the ability to detect the alternative hypotheses under one or double structural change, and smooth change in parameters. Even though no version is uniformly superior to the other, the knowledge about the properties of those tests and connections between these tests can be used in practical structural change tests and in further research on other change tests.

• Proceedings of the KSRS Conference
• /
• v.2
• /
• pp.913-916
• /
• 2006

Spatial distribution, seasonal and interannual variability of chlorophyll a concentration in Okhotsk Sea from SeaWiFS data between 2001 and 2004 were describe. An Empirical Orthogonal Function method was applied for analysis data. The ten modes described about 85% of total variance. Two maxima were defined - more intensive in spring and weaker in autumn. The first mode showed zones with chlorophyll a concentration during maximum bloom. The second mode specified timing of spring bloom in various regions in Okhotsk Sea. Analysis of SeaWiFS data indicated connection between highest chlorophyll a concentration and sea surface temperature limits during spring bloom. Similar relation was not found during fall bloom.

• Communications for Statistical Applications and Methods
• /
• v.15 no.4
• /
• pp.509-516
• /
• 2008

We derive the influence function on the coefficient of variation. Empirical influence function and Sample influence function are used to verify the validity of the derived influence function. To show the validity of the influence function, we carry out simulations with random samples from normal distribution $N(20,1^2)$ and $N(20,5^2)$, respectively. The simulation result proves that the derived influence function is very accurate in estimating changes in the coefficient of variation when an observation is deleted.

• Communications for Statistical Applications and Methods
• /
• v.24 no.5
• /
• pp.519-531
• /
• 2017

We consider goodness-of-fit test statistics for Weibull distributions when data are randomly censored and the parameters are unknown. Koziol and Green (Biometrika, 63, 465-474, 1976) proposed the $Cram\acute{e}r$-von Mises statistic's randomly censored version for a simple hypothesis based on the Kaplan-Meier product limit of the distribution function. We apply their idea to the other statistics based on the empirical distribution function such as the Kolmogorov-Smirnov and Liao and Shimokawa (Journal of Statistical Computation and Simulation, 64, 23-48, 1999) statistics. The latter is a hybrid of the Kolmogorov-Smirnov, $Cram\acute{e}r$-von Mises, and Anderson-Darling statistics. These statistics as well as the Koziol-Green statistic are considered as test statistics for randomly censored Weibull distributions with estimated parameters. The null distributions depend on the estimation method since the test statistics are not distribution free when the parameters are estimated. Maximum likelihood estimation and the graphical plotting method with the least squares are considered for parameter estimation. A simulation study enables the Liao-Shimokawa statistic to show a relatively high power in many alternatives; however, the null distribution heavily depends on the parameter estimation. Meanwhile, the Koziol-Green statistic provides moderate power and the null distribution does not significantly change upon the parameter estimation.

• Journal of Korean Society of Industrial and Systems Engineering
• /
• v.30 no.3
• /
• pp.103-108
• /
• 2007

This paper presents the conceptual framework for estimating and predicting system's susceptibility to failure as function of condition parameter value which is representing the current status of performance measure using on-line performance reliability. The performance of such system depends on one parameter with a probability distribution that degrades with time gracefully. Performance reliability represents the probability that physical performance will remain satisfactory over a finite period of time or usage cycles in the future. An empirical physical performance function is constructed to incorporate explanatory variables (operating and environmental conditions) over a time or usage dimension. This function enables one to model device performance and the associated classical reliability measures simultaneously, in the performance domain and time domain. The conditional performance reliability structure developed represents a tool to predict system performance over time or usage for next usage period. By enabling such a framework, it can bring us more efficient planning and execution in system's operation control as well as maintenance to reduce costs and/or increase profits.

• Journal of the Korean Data and Information Science Society
• /
• v.25 no.4
• /
• pp.903-914
• /
• 2014

The inverse Weibull distribution has been proposed as a model in the analysis of life testing data. Also, inverse Weibull distribution has been recently derived as a suitable model to describe degradation phenomena of mechanical components such as the dynamic components (pistons, crankshaft, etc.) of diesel engines. In this paper, we derive the approximate maximum likelihood estimators of the scale parameter and the shape parameter in the inverse Weibull distribution under multiply type-II censoring. We also develop four modified empirical distribution function (EDF) type tests for the inverse Weibull or extreme value distribution based on multiply type-II censored samples. We also propose modified normalized sample Lorenz curve plot and new test statistic.

• International Journal of Naval Architecture and Ocean Engineering
• /
• v.11 no.2
• /
• pp.939-951
• /
• 2019

A novel empirical mode decomposition strategy based on Fourier transform and band-pass filter techniques, contributing to efficient instantaneous vibration analyses, is developed in this study. Two key improvements are proposed. The first is associated with the adoption of a band-pass filter technique for intrinsic mode function sifting. The primary characteristic of decomposed components is that their bandwidths do not overlap in the frequency domain. The second improvement concerns an attempt to design narrowband constraints as the essential requirements for intrinsic mode function to make it physically meaningful. Because all decomposed components are generated with respect to their intrinsic narrow bandwidth and strict sifting from high to low frequencies successively, they are orthogonal to each other and are thus suitable for an instantaneous frequency analysis. The direct Hilbert spectrum is employed to illustrate the instantaneous time-frequency-energy distribution. Commendable agreement between the illustrations of the proposed direct Hilbert spectrum and the traditional Fourier spectrum was observed. This method provides robust identifications of vibration modes embedded in vibration processes, deemed to be an efficient means to obtain valuable instantaneous information.