• 한국해양공학회지
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• 제14권2호
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• pp.121-127
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• 2000

In this paper a new technique of inverse fairing problem for ship hull is proposed. Recently Lu solved the inverse fairing problem for automobile's body that was made by one surface element. In this system however hull surface is constructed by Gregory's composite surface interpolation method. So reflection line at boundary position is used as a tool of solving inverse problem in surface fairing. But the results are not good. The new concepts of Normal vector line and Constrained reflection line are introduced as an alternative tool. Energy minimization method for Normal Vector Line curve net and the inverse method for Constrained Reflection Line by using optimization technique are examined And the final lines from this proposed surface fairing method shows good fairness.

• Communications for Statistical Applications and Methods
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• 제27권1호
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• pp.97-108
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• 2020

This paper compares several methods for estimating parameters of normal inverse Gaussian distribution. Ordinary maximum likelihood estimation and the method of moment estimation often do not work properly due to restrictions on parameters. We examine the performance of adjusted estimation methods along with the ordinary maximum likelihood estimation and the method of moment estimation by simulation and real data application. We also see the effect of the initial value in estimation methods. The simulation results show that the ordinary maximum likelihood estimator is significantly affected by the initial value; in addition, the adjusted estimators have smaller root mean square error than ordinary estimators as well as less impact on the initial value. With real datasets, we obtain similar results to what we see in simulation studies. Based on the results of simulation and real data application, we suggest using adjusted maximum likelihood estimates with adjusted method of moment estimates as initial values to estimate the parameters of normal inverse Gaussian distribution.

• 응용통계연구
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• 제29권4호
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• pp.741-752
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• 2016

금융자산의 수익률 분포를 잘 설명할 수 있는 것으로 알려진 normal inverse Gaussian(NIG)분포는 모수의 조건에 의해 세 배의 초과첨도가 왜도 제곱의 5배보다 커야 하는데, 만약 관측된 초과첨도와 왜도의 관계가 이를 만족하지 못하거나 두 값이 매우 비슷하다면 모수를 안정적으로 추정하기 어렵게 된다. 이 논문에서 우리는 NIG분포의 모수추정에서 발생하는 이러한 문제점을 살펴보고 모의실험을 통해 이를 보정하는 방법을 찾아보았다. KOSPI, S&P500, FTSE와 HANG SENG의 실제 주가지수 자료에 적용하여 보정의 효과를 비교하고 VaR를 이용한 사후검증으로 보정된 추정방법의 성능을 평가해 보았다. 보정 방법을 이용하였을 때, 모수추정의 문제가 있던 구간을 포함한 모든 구간에서 안정적인 모수추정이 가능하였고 VaR를 통한 사후 검증에서도 분포의 성능이 떨어지지 않음을 확인하였다.

• 응용통계연구
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• 제23권4호
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• pp.759-765
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• 2010

In this paper, two new inverse regression methods are introduced. One is a distance based method, and the other is a likelihood based method. While a model is fitted by minimizing the sum of squared prediction errors of y's and x's in the classical and inverse methods, respectively. In the new distance based method, we simultaneously minimize the sum of both squared prediction errors. In the likelihood based method, we propose an inverse regression with Arnold-Beaver Skew Normal(ABSN) error distribution. Using the cross validation method with an asymmetric real data set, two new and two existing methods are studied based on the relative prediction bias(RBP) criteria.

• Management Science and Financial Engineering
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• 제19권2호
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• pp.37-42
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• 2013

This paper suggests a numerical method for valuation of European and American options under the two L$\acute{e}$vy Processes, Normal Inverse Gaussian Model and the Variance Gamma model. The method is based on approximation of underlying asset price using a finite-state, time-homogeneous Markov chain. We examine the effectiveness of the proposed method with simulation results, which are compared with those from the existing numerical method, the lattice-based method.

• Journal of applied mathematics & informatics
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• 제35권5_6호
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• pp.439-447
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• 2017

This paper investigates the inverse problem of determining an unknown heat radiative coefficient, which is only time-dependent. This is an ill-posed problem, that is, small errors in data may cause huge deviations in determining solution. In this paper, the existence and uniqueness of the problem is established by the second Volterra integral equation theory, and the method of trace-type functional formulation combined with finite difference scheme is studied. One typical numerical example using the proposed method is illustrated and discussed.

• The Journal of the Acoustical Society of Korea
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• 제22권1E호
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• pp.11-18
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• 2003

Non-singular boundary element method (BEM) codes are developed in acoustics application. The BEM code is then used to calculate unknown boundary surface normal displacements and surface pressures from known exterior near field pressures. And then the calculated surface normal displacements and surface pressures are again applied to the BEM in forward in order to calculate reconstructed field pressures. The initial exterior near field pressures are very well agreed with the later reconstructed field pressures. Only the same number of boundary surface nodes (1178) are used for the initial exterior pressures which are at first calculated by Finite Element Method (FEM) and BEM. Pseudo-inverse technique is, used for the calculation of the unknown boundary surface normal displacements. The structural object is a tuning fork with 128.4 ㎐ resonant. The boundary element is a quadratic hexahedral element (eight nodes per element).

• 한국소음진동공학회:학술대회논문집
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• 한국소음진동공학회 2002년도 추계학술대회논문집
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• pp.306-311
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• 2002

Non-singular boundary element method (BEM) codes are developed in acoustics application. The BEM code is then used to calculate unknown boundary surface normal displacements and surface pressures from known exterior near Held pressures. And then the calculated surface normal displacements and surface pressures are again applied to the BEM in forward in order to calculate reconstructed field pressures. The initial exterior near field pressures are very well agreed with the later reconstructed field pressures. Only the same number of boundary surface nodes (1178) are used far the initial exterior pressures which are initially calculated by Finite Element Method (FEM) and BEM. Pseudo-inverse technique is used for the calculation of the unknown boundary surface normal displacements. The structural object is a tuning fork with 128.4 Hz resonant. The boundary element is a quadratic hexahedral element (eight nodes per element).

• 한국자기학회지
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• 제15권2호
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• pp.96-99
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• 2005

Phase transition from normal- to inverse-spinel structure has been observed for $Fe_xCo_{3-x}O_4$ thin films as the Fe composition (x) increases from 0 to 2. The samples were fabricated as thin films by sol-gel method on Si(100) substrates. X-ray diffraction measurements revealed a coexistence of two phases, normal and inverse spinel, for $0.76{\le}x{\le}0.93$. The normal-spinel phase is dominant for $x{\le}0.55$ while the inverse-spinel phase for $x{\ge}l.22$. The cubic lattice constant of the inverse-spinel phase is larger than that of the normal-spinel phase. For both phases the lattice constant increases with increasing x. X-ray photoelectron spectroscopy measurements revealed that both $Fe^{2+}$ and $Fe^{3+}$ ions exist with similar strength in the x=0.93 sample. Conversion electron $M\ddot{o}ssbauer$ spectra measured on the same sample showed that $Fe^{2+}$ ions prefer the octahedral $Co^{3+}$ sites, indicating the formation of the inverse-spinel phase. Analysis on the measured optical absorption spectra for the samples by spectroscopic ellipsometry indicates the dominance of the normal spinel phase for low x in which $Fe^{3+}$ ions tend to substitute the octahedral sites.

• 제어로봇시스템학회:학술대회논문집
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• 제어로봇시스템학회 2002년도 ICCAS
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• pp.48.6-48
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• 2002

in this paper, each methodology, e.g. normal single PID controller, direct synthesis method and inverse response compensator, will be compared to determine the best inverse response plant control method, by based on the appearance of the control performance and robustness from the simulation results. The flexibility of being able to maintain the system stability during the presence of plant model mismatch is one of the criteria to measure the robustness of overall control system. Once, plant has changed the condition, the model will need to be updated. Hence, the designed controller will not work properly. The caused of plant model mismatch is stayed by definition unknown but the most possib...