• Journal of the Korean Mathematical Society
• /
• v.57 no.6
• /
• pp.1573-1590
• /
• 2020

In this paper, we classify all solutions bounded from below to uniformly elliptic equations of second order in the form of Lu(x) = a_ij(x)D_iju(x) + b_i(x)D_iu(x) + c(x)u(x) = f(x) or Lu(x) = D_i(a_ij(x)D_ju(x)) + b_i(x)D_iu(x) + c(x)u(x) = f(x) in unbounded cylinders. After establishing that the Aleksandrov maximum principle and boundary Harnack inequality hold for bounded solutions, we show that all solutions bounded from below are linear comb_inations of solutions, which are sums of two special solutions that exponential growth at one end and exponential decay at the another end, and a bounded solution that corresponds to the inhomogeneous term f of the equation.

• Communications for Statistical Applications and Methods
• /
• v.6 no.1
• /
• pp.275-283
• /
• 1999

In order to estimate a parameter $(\alpha,\beta^r), r\epsilonN$, in a distribution belonging to a location-scale family we usually use best invariant estimator (BIE) and best unbiased estimator (BUE). But in some conditions Ryu (1996) showed that BIE is better than BUE. In this paper we calculate risks of BIE and BUE in a normal and an exponential distribution respectively and calculate a percentage risk improvement exponential distribution respectively and calculate a percentage risk improvement (PRI). We find the sample size n which make no significant differences between BIE and BUE in a normal distribution. And we show that BIE is always significantly better than BUE in an exponential distribution. Also simulation in a normal distribution is given to convince us of our result.

• Journal of applied mathematics & informatics
• /
• v.26 no.5_6
• /
• pp.961-972
• /
• 2008

In this paper, we consider the global exponential stability of cellular neural networks with time-varying delays. Based on the Lyapunov function method and convex optimization approach, a novel delay-dependent criterion of the system is derived in terms of LMI (linear matrix inequality). In order to solve effectively the LMI convex optimization problem, the interior point algorithm is utilized in this work. Two numerical examples are given to show the effectiveness of our results.

• Journal of Korean Society on Water Environment
• /
• v.24 no.4
• /
• pp.430-435
• /
• 2008

In order to design Non-point source management, the aspect of statistical features of the entire precipitation data should be focused since non-point source discharge is driven by continuous rainfall runoffs. 3-parameter mixed exponential probability density function is used to establish urban stormwater capture curve instead of previous single-parameter exponential PDF. Then, recent 10-year data in Busan are applied to establish the curve. The result shows that 3-parameter mixed PDF gives better resolution.

• Industrial Engineering and Management Systems
• /
• v.7 no.1
• /
• pp.44-50
• /
• 2008

Focusing on the exponential smoothing method equivalent to (1, 1) order ARMA model equation, a new method of estimating smoothing constant using exponential smoothing method is proposed. This study goes beyond the usual method of arbitrarily selecting a smoothing constant. First, an estimation of the ARMA model parameter was made and then, the smoothing constants. The empirical example shows that the theoretical solution satisfies minimum variance of forecasting error. The new method was also applied to the stock market price of electrical machinery industry (6 major companies in Japan) and forecasting was accomplished. Comparing the results of the two methods, the new method appears to be better than the ARIMA model. The result of the new method is apparently good in 4 company data and is nearly the same in 2 company data. The example provided shows that the new method is much simpler to handle than ARIMA model. Therefore, the proposed method would be better in these general cases. The effectiveness of this method should be examined in various cases.

• Communications for Statistical Applications and Methods
• /
• v.30 no.6
• /
• pp.531-550
• /
• 2023

The estimation of extreme quantiles is one of the main objectives of statistics of extremes (which deals with the estimation of rare events). In this paper, a robust estimator of extreme quantile of a heavy-tailed distribution is considered. The estimator is obtained through the minimum density power divergence criterion on an exponential regression model. The proposed estimator was compared with two estimators of extreme quantiles in the literature in a simulation study. The results show that the proposed estimator is stable to the choice of the number of top order statistics and show lesser bias and mean square error compared to the existing extreme quantile estimators. Practical application of the proposed estimator is illustrated with data from the pedochemical and insurance industries.

• Proceedings of the KSME Conference
• /
• 2001.06c
• /
• pp.386-391
• /
• 2001

This paper presents a new two-point approximation method based on the exponential intervening variable. To avoid the lack of definition of the conventional exponential intervening variables due to zero- or negative-valued design variables the shifting level into each exponential intervening variable is introduced. Then a new quadratic approximation, whose Hessian matrix has only diagonal elements of different values, is proposed in terms of these intervening variables. These diagonal elements are computed in a closed form, which correct the typical error in the approximate gradient of the TANA series due to the lack of definition of exponential type intervening variables and their incomplete second-order terms. Also, a correction coefficient is multiplied to the pre-determined quadratic term to match the value of approximate function with that of the original function at the previous point. Finally, the authors developed a sequential approximate optimizer, solved several typical design problems used in the literature and compared these optimization results with those of TANA-3. These comparisons show that the proposed method gives more efficient and reliable results than TANA-3.

• Journal of Korean Society on Water Environment
• /
• v.24 no.3
• /
• pp.345-353
• /
• 2008

In order to design storage-based non-point source management facilities, the aspect of statistical features of the entire precipitation time series should be considered since non-point source pollutions are delivered by continuous rainfall runoffs. The 3-parameter mixed exponential probability density function instead of traditional single-parameter exponential probability density function is applied to represent the probabilistic features of long-term precipitation time series and model urban stormwater runoff. Finally, probability density functions of water quality control basin overflow are derived under two extreme intial conditions. The 31-year continuous precipitation time series recorded in Busan are analyzed to show that the 3-parameter mixed exponential probability density function gives better resolution.

• The Transactions of the Korean Institute of Electrical Engineers A
• /
• v.53 no.10
• /
• pp.529-535
• /
• 2004

Load forecasting is essential in the electricity market for the participants to manage the market efficiently and stably. A wide variety of techniques/algorithms for load forecasting has been reported in many literatures. These techniques are as follows: multiple linear regression, stochastic time series, general exponential smoothing, state space and Kalman filter, knowledge-based expert system approach (fuzzy method and artificial neural network). These techniques have improved the accuracy of the load forecasting. In recent 10 years, many researchers have focused on artificial neural network and fuzzy method for the load forecasting. In this paper, we propose an algorithm of a hybrid load forecasting method using fuzzy linear regression and general exponential smoothing and considering the sensitivities of the temperature. In order to consider the lower load of weekends and Monday than weekdays, fuzzy linear regression method is proposed. The temperature sensitivity is used to improve the accuracy of the load forecasting through the relation of the daily load and temperature. And the normal load of weekdays is easily forecasted by general exponential smoothing method. Test results show that the proposed algorithm improves the accuracy of the load forecasting in 1996.

• Journal of the Korean Data and Information Science Society
• /
• v.26 no.6
• /
• pp.1573-1582
• /
• 2015

In lifetime data analysis, it is generally known that the lifetimes of test items may not be recorded exactly. There are also situations wherein the withdrawal of items prior to failure is prearranged in order to decrease the time or cost associated with experience. Moreover, it is generally known that more than one cause or risk factor may be present at the same time. Therefore, analysis of censored competing risks data are needed. In this article, we derive the Bayes estimators for the entropy function under the exponential distribution with an unknown scale parameter based on multiply Type II censored competing risks data. The Bayes estimators of entropy function for the exponential distribution with multiply Type II censored competing risks data under the squared error loss function (SELF), precautionary loss function (PLF) and DeGroot loss function (DLF) are provided. Lindley's approximate method is used to compute these estimators.We compare the proposed Bayes estimators in the sense of the mean squared error (MSE) for various multiply Type II censored competing risks data. Finally, a real data set has been analyzed for illustrative purposes.