• Journal of information and communication convergence engineering
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• v.8 no.2
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• pp.159-162
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• 2010

This paper presents a new Kurtosis driven Variable Step-Size Normalized Least Mean Square (KVSSN-LMS) algorithm to prevent repeater from oscillation due to feedback signal of radio frequency (RF) repeater. To get better Mean Square Error (MSE) performance, step-size is adjusted using the kurtosis. The proposed algorithm shows the better performance of steady state MSE. The proposed algorithm shows a better ERLE performance than that of KVSS-LMS, VSS-NLMS, NLMS algorithms.

• Proceedings of the Korea Committee for Ocean Resources and Engineering Conference
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• 2006.11a
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• pp.127-134
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• 2006

Based on a weakly non-Gaussian theory the occurrence probability of freak waves is formulated in terms of the number of waves in a time series and the surface elevation kurtosis. Finite kurtosis gives rise to a significant enhancement of freak wave generation in comparison with the linear narrow banded wave theory. For fixed number of waves, the estimated amplification ratio of freak wave occurrence due to the deviation from the Gaussian theory is 50% - 300%. The results of the theory are compared with laboratory and field data.

• Structural Engineering and Mechanics
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• v.32 no.4
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• pp.489-500
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• 2009

The aim of this paper is to compare wavelet, kurtosis and pseudofractal based techniques for structural health monitoring in the presence of measurement noise. A detailed comparison and assessment of these techniques have been carried out in this paper through numerical experiments for the calibration of damage extent of a simply supported beam with an open crack serving as an illustrative example. The numerical experiments are deemed critical due to limited amount of experimental data available in the field of singularity based detection of damage. A continuous detectibility map has been proposed for comparing various techniques qualitatively. Efficiency surfaces have been constructed for wavelet, kurtosis and pseudofractal based calibration of damage extent as a function of damage location and measurement noise level. Levels of noise have been identified for each technique where a sudden drop of calibration efficiency is observed marking the onset of damage masking regime by measurement noise.

• The Korean Journal of Applied Statistics
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• v.17 no.3
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• pp.507-518
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• 2004

Malkovich & Afifi (1973) generalized the univariate skewness and kurtosis to test a hypothesis of multivariate normality by use of the union-intersection principle. However these statistics are hard to compute for high dimensions. We propose the approximate statistics to them, which are practical for a high dimensional data set. We also compare the proposed statistics to Mardia(1970)'s multivariate skewness and kurtosis by a Monte Carlo study.

• Journal of the Korean Society for Precision Engineering
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• v.18 no.10
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• pp.53-60
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• 2001

Surface roughness plays a significant role in friction, wear, and lubrication in machine components. Most engineering surfaces have the nongaussian height distribution. So, in this study, contact simulations are conducted for not only gaussian surfaces but also nongaussian surfaces. Nongaussian rough surface considering the kurtosis is generated numerically And the effects of kurtosis on real contact area fraction, average gap, and mean asperity contact pressure are studied. It will be shown that the real contact area fraction and the mean asperity contact pressure are sensitive to the characteristics of surface geometry according to kurtosis.

• Communications for Statistical Applications and Methods
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• v.28 no.5
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• pp.463-475
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• 2021

Desgagné and de Micheaux (2018) proposed an alternative univariate normality test to the Jarque-Bera test. The proposed statistic is based on the sample second power skewness and kurtosis while the Jarque-Bera statistic uses sample Pearson's skewness and kurtosis that are the third and fourth standardized sample moments, respectively. In this paper, we generalize their statistic to a multivariate version based on orthogonalization or an empirical standardization of data. The proposed multivariate statistic follows chi-squared distribution approximately. A simulation study shows that the proposed statistic has good control of type I error even for a very small sample size when critical values from the approximate distribution are used. It has comparable power to the multivariate version of the Jarque-Bera test with exactly the same idea of the orthogonalization. It also shows much better power for some mixed normal alternatives.

• Communications for Statistical Applications and Methods
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• v.30 no.4
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• pp.423-435
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• 2023

The Jarque and Bera (1980) statistic is one of the well known statistics to test univariate normality. It is based on the sample skewness and kurtosis which are the sample standardized third and fourth moments. Desgagné and de Micheaux (2018) proposed an alternative form of the Jarque-Bera statistic based on the sample second power skewness and kurtosis. In this paper, we generalize the statistic to a multivariate version by considering some data driven directions. They are directions given by the normalized standardized scaled residuals. The statistic is a modified multivariate version of Kim (2021), where the statistic is generalized using an empirical standardization of the scaled residuals of data. A simulation study reveals that the proposed statistic shows better power when the dimension of data is big.

• Journal of the Korean Data and Information Science Society
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• v.28 no.5
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• pp.959-970
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• 2017

In this study, we propose bivariate skewness and kurtosis statistics and suggest a surface plot that can visually implement bivariate data containing the correlation coefficient. The skewness statistic is expressed in the form of a paired real values because this represents the skewed directions and degrees of the bivariate random sample. The kurtosis has a positive value which can determine how thick the tail part of the data is compared to the bivariate normal distribution. Moreover, the surface plot implements bivariate data based on the quantile vectors. Skewness and kurtosis are obtained and surface plots are explored for various types of bivariate data. With these results, it has been found that the values of the skewness and kurtosis reflect the characteristics of the bivariate data implemented by the surface plots. Therefore, the skewness, kurtosis and surface plot proposed in this paper could be used as one of valuable descriptive statistical methods for analyzing bivariate distributions.

• The KIPS Transactions:PartB
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• v.11B no.4
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• pp.429-436
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• 2004

This paper proposes an independent component analyses(ICAs) of the fixed-point (FP) algorithm based on Newton and secant method by adding the kurtosis, respectively. The kurtosis is applied to cluster the analyzed components, and the FP algorithm is applied to get the fast analysis and superior performance irrelevant to learning parameters. The proposed ICAs have been applied to the problems for separating the 6-mixed signals of 500 samples and 10-mixed images of $512\times512$ pixels, respectively. The experimental results show that the proposed ICAs have always a fixed analysis sequence. The results can be solved the limit of conventional ICA without a kurtosis which has a variable sequence depending on the running of algorithm. Especially. the proposed ICA can be used for classifying and identifying the signals or the images. The results also show that the secant method has better the separation speed and performance than Newton method. And, the secant method gives relatively larger improvement degree as the problem size increases.

• Journal of the Korean Society of Manufacturing Process Engineers
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• v.3 no.2
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• pp.18-24
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• 2004

The effect of surface characterization parameters, such as surface roughness, skewness and kurtosis, on sliding friction and wear was studied experimentally. The friction coefficient was examined under the various parameters and sliding speed, normal load and type of lubricant with ball-on-disk type tribo-meter. The surface of the lower skewness in negative or the higher kurtosis between the same arithmetic mean value tends to indicate low friction.