• The Korean Journal of Applied Statistics
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• v.7 no.2
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• pp.313-321
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• 1994

When a single identified outlier in a small sample is presented, the samll sample properties of the MLE's and its jackknife estimators of the location and scale parameters in an assumed exponential model will be considered by the method of permanent theory.

• Journal of the Korean Data and Information Science Society
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• v.26 no.2
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• pp.487-493
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• 2015

Time series data sometimes show violation of normal assumptions. For cases where the assumption of normality is untenable, more exible models can be adopted to accommodate heavy tails. The exponential power distribution (EPD) is considered as possible candidate for errors of time series model that may show violation of normal assumption. Besides, the use of exible models for errors like EPD might be able to conduct the robust analysis. In this paper, we especially consider EPD as the exible distribution for errors of autoregressive models. Also, we represent this distribution as scale mixture of uniform and this form enables efficient Bayesian estimation via Markov chain Monte Carlo (MCMC) methods.

• International Journal of Reliability and Applications
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• v.15 no.1
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• pp.11-22
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• 2014

New classes of life distributions called new better (worse) than used at age $t_0$ in Laplace transform order, NBUL- $t_0$(NWUL - $t_0$) are introduced. For the classes NBUL - $t_0$(NWUL - $t_0$), preservation under convolution, mixture, mixing and the homogeneous Poisson shock model are studied. In the sequel, we obtain a test for $H_0$ : F is exponential versus $H_1$ : F is NBUL - $t_0$ and not exponential. The critical values and the powers of this test are calculated to assess the performance of the test. It is shown that the proposed test has high efficiencies for some commonly used distributions in reliability. Sets of real data are used as examples to elucidate the use of the proposed test for practical problems.

• Journal of the military operations research society of Korea
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• v.26 no.2
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• pp.39-54
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• 2000

This research is carried out solving problem of reduction in the rate of operation for the k-1 tank in order to increase the availability, caused by the delay in supply of k-1 tank repair parts in field operations. In other words, the study aims to find the most suitable requirement estimate pattern for the main repair parts that are used for k-1 tank. This study intends to present the most suitable requirement estimate pattern for k-1 trank repair pats by comparing the results of repair parts consumption data in relation to their pattern created by the programs of the requirement estimate technique(moving average method) currently used in the Army and adaptive exponential smoothing model. The results of this study numerically proved that the adaptive exponential smoothing model is the most appropriate technique in estimating the requirement for k-1 tank repair parts.

• Journal of Korean Institute of Industrial Engineers
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• v.22 no.3
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• pp.459-471
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• 1996

This paper considers ramp tests for exponential lifetime distribution when there are limitations on test stress and test time. The inverse power law and a cumulative exposure model are assumed. Maximum likelihood (ML) estimators of model parameters and their asymptotic covariance matrix are obtained. The optimum ramp test plans are also found which minimize the asymptotic variance of the ML estimator of the log mean life at design constant stress. For selected values of the design parameters, tables useful for finding optimal test plans are given. The effect of the pre-estimates of design parameters is studied.

• Korean Journal of Air-Conditioning and Refrigeration Engineering
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• v.7 no.4
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• pp.667-680
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• 1995

튜브 내의 입구영역에서 난류 유동에 의한 대류와 비회복사(non-gray radiation)가 동시에 일어날 때의 열전달특성을 수치해석적으로 연구하였다. 작동유체는 이산화탄소, 수증기, 질소의 혼합가스라고 가정하였다. 지배방정식을 계산하기 위해 유한차분법이 이용되었고, 복사전달방정식을 이차편미분방정식으로 바꾸기 위해 P-1 근사법이 사용되었다. 그리고 혼합가스의 비회흡수계수(non-gray absorption coefficient)는 지수광폭밴드모형(exponential wide band model)을 이용해서 구하였다. 열전달특성에 대한 온도조건의 영향을 조사하기 위해 튜브의 축방향에 대한 평균 온도와 뉴셀트수(Nusselt number)의 변화를 몇 가지 다른 온도조건에 대해 나타내었다. 또한, 가스의 성분조성에 대한 영향을 조사하였으며, 이러한 결과에 기초해서 튜브 내에서 난류유동에 의한 대류와 비화복사가 동시에 일어날 때의 복사 뉴셀트수를 쉽게 예측할 수 있는 방법을 제시하였다.

• The Journal of Asian Finance, Economics and Business
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• v.9 no.7
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• pp.1-15
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• 2022

Combining the strength of both Mixed Data Sampling (MIDAS) Regression and realized variance measures, this paper seeks to investigate two objectives: (1) evaluate the post-sample performance of the proposed weekly Realized Variance-MIDAS (RVar-MIDAS) in one-week ahead volatility forecasting against the established Generalized Autoregressive Conditional Heteroskedasticity (GARCH) model and the less explored but robust STES (Smooth Transition Exponential Smoothing) methods. (2) comparing forecast error performance between realized variance and squared residuals measures as a proxy for actual volatility. Data of seven private equity mutual fund indices (generated from 57 individual funds) from two different time periods (with and without financial crisis) are applied to 21 models. Robustness of the post-sample volatility forecasting of all models is validated by the Model Confidence Set (MCS) Procedures and revealed: (1) The weekly RVar-MIDAS model emerged as the best model, outperformed the robust DAILY-STES methods, and the weekly DAILY-GARCH models, particularly during a volatile period. (2) models with realized variance measured in estimation and as a proxy for actual volatility outperformed those using squared residual. This study contributes an empirical approach to one-week ahead volatility forecasting of mutual funds return, which is less explored in past literature on financial volatility forecasting compared to stocks volatility.

• The Journal of The Korea Institute of Intelligent Transport Systems
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• v.18 no.5
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• pp.79-90
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• 2019

This study aims to develop time headway distribution models of bicycle traffic flow in a uninterrupted bikeway. The sample data were collected and classified into two groups of traffic volume levels. The lower level traffic volume is defined to be under 8 bicycles per minute, and the higher one is greater or equal to 8 bicycles per minute. The data aggregation interval size was set to be 0.5-second. Four distribution models including normal distribution, negative exponential distribution, shifted negative exponential distribution, and Pearson III distribution were tested, and Chi-square test results shows that the negative exponential distribution and the shifted negative exponential distribution are well fitted to the sample data. Another test results with different sample data also shows the same conclusion.

• Journal of Korean Society of Industrial and Systems Engineering
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• v.16 no.28
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• pp.39-47
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• 1993

In this paper, We develop performance evaluation model for Twin fork Automated Storage/Retrieval systems. The system is modeled as a modified bulk service queueing system consisting of one exponential server with limited system capacity. The differance between this model and general bulk service queueing model is the inequality of transition service rate of each stage. The ejective of this model is to provide system characteristics for Twin fork AS/R system design problems, which are the number of customers in system, wait time in system and queue, the system queue size.

• Journal of Korean Society of Industrial and Systems Engineering
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• v.15 no.25
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• pp.53-62
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• 1992

Computer software users develop and utilize their application software by themselves since Processing methods are different by quantity and qualify of the information The developed model needs input data and error numbers generated during the testing phases. However. total error numbers of the existing model and each error time was needed as data for developing the new model. But, maximum likelihood estimation must be used to exponential model of binomial-type and estimating of parameters by using the searched data. Parameter estimation can be done with trial and error or simulation.