• Journal of Ocean Engineering and Technology
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• v.14 no.2
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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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• v.27 no.1
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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.

• The Korean Journal of Applied Statistics
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• v.29 no.4
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• pp.741-752
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• 2016

Numerous studies have shown that normal inverse Gaussian (NIG) distribution adequately fits the empirical return distribution of financial securities. The estimation of parameters can also be done relatively easily, which makes the NIG distribution more useful in financial markets. The maximum likelihood estimation and the method of moments estimation are easy to implement; however, we may encounter a problem in practice when a relationship among the moments is violated. In this paper, we investigate this problem in the parameter estimation and try to find a simple solution through simulations. We examine the effect of our adjusted estimation method with real data: daily log returns of KOSPI, S&P500, FTSE and HANG SENG. We also checked the performance of our method by computing the value at risk of daily log return data. The results show that our method improves the stability of parameter estimation, while it retains a comparable performance in goodness-of-fit.

• The Korean Journal of Applied Statistics
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• v.23 no.4
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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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• v.19 no.2
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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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• v.35 no.5_6
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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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• v.22 no.1E
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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).

• Proceedings of the Korean Society for Noise and Vibration Engineering Conference
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• 2002.11b
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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).

• Journal of the Korean Magnetics Society
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• v.15 no.2
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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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• 2002.10a
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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...